Moscow Exchange Derivatives Market trading interface version 12.7

14 september 2021

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:
  • — 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.
  • 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.

  • ‘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.

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