27.12.2022 17:14

End of Admitted quote dissemination

According to the Bank of Russia instruction No. 6140-U dated 17 May 2022 that excludes the "Admitted quote" price indicator from the Bank of Russia's Regulation No. 437-P "On Operating Regulated Markets" dated 17 October 2014, the "Admitted quote" price indicator will be excluded from calculation and dissemination by 30 January 2023. In case the date changes, Moscow Exchange will provide an update.

Following changes are planned in the market data systems for the securities market:

1. AddmittedQuote field will not be filled with any data in the SEM21 and SEM21A reports.

2. ISS replies with online data on trading with shares (requests like http://iss.moex.com/iss/engines/stock/markets/shares/.../securities) will contain "Obsolete" remark. It is planned to remove these fields from a reply output starting from the Q3 2023 release date.

3. ISS replies with trading results on shares (requests like http://iss.moex.com/iss/engines/stock/markets/shares/.../securities) will contain "Calculation terminated from 2023-01-30" remark.

4. Market data archive files (http://www.moex.com/en/marketdata/archive) will no longer contain any data in ADMITTEDQUOTE and ADMITTEDVALUE fields, that will be included as empty cells.

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