New versions of Moscow Exchange FX market Trading interface — 11.3.1 and 11.4.0
These Interface versions support changes introduced into the trading system of the Moscow Exchange FX market on July, 18, 2016 (detailed information — http://moex.com/s1926). Among new features there are the following:
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Two new instrument classes were added - ‘MOEX Currency: Futures’ and ‘MOEX Currency: Negotiated trades: Futures’ for trading deliverable futures on currency pairs USD/RUB, EUR/RUB and CNY/RUB .
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Improved settings of the QUIK-server allow including operations with FX futures into a client position.
- Instruments ‘MOEX FX: Transfers‘ are now available for clearing participants. The new ‘Cash transfer without confirmation‘ option allows a broker to transfer collateral to the settlement code of another participant.
- For correct operation with the new version of gateway interface IFC_Broker26 additionally transmitted parameters include:
- ‘Address order entry without confirmation’ for Negotiated classes,
- Margin requirements,
- ‘Incoming obligations’ and ‘Incoming requirements’ parameters,
- Exchange risk parameters – ‘Ban on unsecured trades’, ‘Price fall risk’ and ‘Price rise risk’.