New version of Market Data Export Module 5.6

30 august 2017

The main changes in the new version of Market Data Export Module are connected with the ‘Unified Collateral Pool’ project of the Moscow Exchange.

In particular, the Module supports two new tables:

  • the ‘NCCTransfers’ table which transmits technical trades with data on NCC transfers,
  • the ‘Prohibitions’ table which transmits data on trading restrictions for accounts of Derivative market clients. The data is received from the Trading system of the Moscow Exchange Derivative market.

Besides that, the table ‘Limits by clients’ accounts’ exports new types of limits of the Moscow Exchange Derivative market: projected resources and projected collateral. These limits represent data from the ForecastIM service of the Moscow Exchange, which calculates a required margin amount after the extension of price limits in contracts.

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