Moscow Exchange Derivatives Market trading interface version 12.7
Changes in Derivatives market Trading system (SPECTRA 6.12) are supported in a new version of Moscow Exchange Derivatives Market trading interface.
Other features of new version:
- futures calendar spreads functionality is expanded as follows:
- clearing participant Broker firm parameters now may be changed, in particular changing default prohibition of discount for futures is available for clients of the firm.
— Iceberg type orders may be placed using the ‘Iceberg order entry’ and the ‘Makler Iceberg order entry’ transactions,
— ‘Val. Today’ and ‘Vol. today’ parameters are transmitted.
- ‘Prev. open limit’, ‘Cur. net pos.’ and ‘Cur. net positions (for open positions)’ parameters are transmitted for settlement codes in the ‘Client account limits’ table.
- transmitting 'Deposit funds in foreign currency' limit type in Russian rubles may be disabled now.
- settlement currency in trades is transmitted now.
- FUTRSK class is not supported anymore as a result of support termination of risk balancing between the currency and derivatives markets.