21.09.2022 16:14

Additional information about the next release of FX and securities market system

In addition to the announce about changes included into the next release of securities, money and FX market systems planned on 10 October 2022 Moscow exchange informs you about following changes.

Changes in FX market trading reports
IsActualMM flag attribute of CUX22 (Order registry) and CUX23 (Trade registry) will be filled as following:
Y - market-maker order complies with the terms of the market-maker agreement
M - market-maker order does not comply with the terms of the market-maker agreement
[empty] - the order is not a market-maker order

The earlier announced CUX83 report (Report on MOEX FX market trading member's identifiers) will be launched at a later date.

You may find specification of FX market xml reports at the MOEX website:
https://fs.moex.com/files/13904

ASTS Bridge broker interface update
Specification of ASTS Bridge broker interface for trading and clearing system new version was updated at FTP server.
Securities market
https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Equities/test/
FX market https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Currency/test/

Please pay attention that:
· The TRADINDSESSION field will be added into the new TRADINGSTATUS table to specify trading session number in which security trading status changes.

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