New version of Moscow Exchange Securities Market trading interface — 11.11.0

21 may 2018

The main changes in the new version of Moscow Exchange Securities Market trading interface (Main Market Sector) 11.11.0 relate to support of changes made in the equity and bond market ASTS trading/clearing system, version 6.0, which includes a new version of ASTS Bridge interface IFCBroker30. Launch of the equity and bond market ASTS trading/clearing system 6.0 is planned on 21 May 2018.

New trading modes are supported:

  • LIQB — TECH trades with CCP exch
  • LIQO — TECH trades with CCP off-exch

Instruments for these trading modes will be displayed in new classes:

  • LIQB — MOEX Securities market: TECH trades with CCP (exch) (Equities)
  • LIQB_BND — MOEX Securities market: TECH trades with CCP (exch) (Bonds)
  • LIQO — MOEX Securities market: TECH trades with CCP (off-exch) (Equities)
  • LIQO_BND — MOEX Securities market: TECH trades with CCP (off-exch) (Bonds)

There is a new parameter ‘Symmetric risk rate for zero level, %’ for the class ‘MOEX Securities market: informational REPO CCP’ in the Quotes Table. Maximum and minimum possible prices will be updated when session status is changed to ‘Auction: Order collection’.

The ‘Account positions’ table has ‘Credit’ and ‘Debit’ parameters which show cash amounts written off or credited during a day. Transmission is now available for positions with MCCU (margin call for FX market — RUB) and MCFO (margin call for derivatives market — RUB) codes.

The transaction ‘Order entry for cash transfer’ acquired a new transfer type ‘Net transfer of assets and liabilities’.

Data on certain trading and clearing accounts in the Table of current positions for accounts may be available on QUIK Workstations of users with corresponding TCAs specified in their rights.

The version resolved a problem of failed ID displaying for users (UID) forwarded orders for intermediate execution or rejection if the order was cancelled by the Moscow Exchange Trading System.

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