MOEX Group
Registration
0
0
Ru  /  En
  • Markets
  • Indices
  • Market data
  • Listing
  • Connectivity
  • News and events
  • About MOEX
  • Investor Relations
National Settlement Depository
National Settlement Depository (NSD) is the central securities depository of the Russian Federation
National Clearing Centre
Central Counterparty National Clearing Centre acts as a Clearing House and CCP in the Russian financial market
National Mercantile Exchange
Regulated commodity markets
News and events

News and events

Newsroom
Events calendar
Subscription management
Subscription Print version
01.11.2022 16:08

Spectra T1 test environment upgrade v7.6

Derivatives market T1 test environment is upgraded to version 7.6.

List of key changes:

  1. Support for the Opening auction was implemented. The opening auction will be held in the SPECTRA system before the start of the early additional trading session. The opening auction will be used to exclude an abnormal jump in the prices of derivatives at the opening of trading. For testing purposes opening auction will be held between the end of additional early session and beginning of the main session with following schedule:
  • Additional early session: 07:00:00 - 10:40:00
  • Opening auction: 10:40:00 - 10:59:45
  • Main session: 11:00:00 – 13:45:00
  • Intraday clearing: 12:00:00 – 12:15:00
  • Main clearing: 13:45:00 – 14:15:00
  • Evening session: 14:15:00 – 23:50:00
  1. Support for the ‘Book-or-Cancel’ order type was implemented. This is a kind of quotation order, that is added to the Order-book only if it does not lead to partial or complete matching,
  2. Modification of perpetual futures on currency pairs. The calculation of the variation margin in the evening clearing for perpetual futures is changed.
  3. Publication of the commission for the execution of a position through the Plaza2 gateway
  4. New fields (extension for orders and trades statuses): xstatus2, xstatus2_buy and xstatus2_sell, were added into orders and trades tables.
  5. System performance was increased for processing a command to set clients prohibitions FutChangeClientProhibition, OptChangeClientProhibition.
  6. Changes to the user interface and APIs: CGate, FIX/FAST, TWIME, SIMBA
  7. Changes in f04_XXYY.csv, f04clXXYYZZZ.csv, fpos, fposcl reports.
  8. Changes in MOEX Spectra Terminal

Full list of changes is available in the attached file.

Software distributives, schemes and documentation is available here:

https://ftp.moex.com/pub/Terminals/Spectra/Test/
https://ftp.moex.com/pub/ClientsAPI/Spectra/CGate/test/
https://ftp.moex.com/pub/OTC/RFS_IQS/test/
https://ftp.moex.com/pub/FIX/Spectra/test/
https://ftp.moex.com/pub/TWIME/Test/
https://ftp.moex.com/pub/FAST/Spectra/test/
https://ftp.moex.com/pub/SIMBA/Spectra/test/Production launch date is 05th December 2022.

Attachment

Contacts for media
+7 (495) 363-3232
Public Relations Department
Contacts for clients
+7 (495) 232-3363
Feedback form
05.12.2022