02.06.2023 14:10

ISS changes

Dear clients of the Moscow Stock Exchange,

We inform you that from June 10, 2023, changes are planned in ISS:

A new query containing static parameters of the Derivatives market will be added https://iss.moex.com/iss/rms/engines/futures/objects/staticparams?lang=en
New fields will be added to the request https://iss.moex.com/iss/rms/engines/futures/objects/limits?lang=en

Updated structure:

name short_title
TRADEDATE Settlement date
ASSETCODE Underlying asset
MR1 Minimum margin rates, level 1
MR2 Minimum margin rates, level 2
MR3 Minimum margin rates, level 3
LK1 Concentration limit, 1st levels
LK2
Concentration limit, 2nd levels
TITLE Futures
GROUP_TITLE Futures Group
UPDATETIME Updated date-time
vcb Underlying asset's code
cl1 Minimum margin rates, level 1
(will be deleted later)
cl2 Minimum margin rates, level 2
(will be deleted later)
mr Minimum margin rates, level 1
(will be deleted later)
mr_cl1 Minimum margin rates, level 2
(will be deleted later)
mr_cl2 Minimum margin rates, level 3
(will be deleted later)


New fields will be added to the request https://iss.moex.com/iss/rms/engines/futures/objects/cashflow

Updated structure:

name short_title
TRADEDATE Settlement date
ASSETCODE Underlying asset
T Cash flow date
CF Anticipated dividend payments
CFRISK Risk rate of cash flow change
CFTYPE Dividend type
UPDATETIME Updated date-time
BASE_CONTRACT_CODE Underlying asset
(will be deleted later)
CORPORATE_ACTION_DATE Ex-dividend date
(will be deleted later)
CASH_FLOW Expected dividend payments on the stock,
being the underlying asset of a futures contract, CF (Fut)
(will be deleted later)


In requests https://iss.moex.com/iss/rms/engines/futures/objects/limits and https://iss.moex.com/iss/rms/engines/futures/objects/cashflow the history will start accumulating (the parameter will be available ?date).

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