New version of Market Data Export module — 7.0

19 july 2021

Integration solutions

The released version of the Market Data Export module acquired an extended list of transmitted parameters:

in the ‘Securities’ table — ‘Settlement code by default’, ‘Settlement date by default’, ‘Identifier of table with the price steps, used by default’, ‘Day/month/year of the urgent instrument expiration’,
in the ‘Orders’ table — ‘Settlement date of the first (proximal) leg of swap’, ‘Settlement date of the second (long) leg of swap’, ‘Date from which the implementation of the valuation right is allowed', ‘Contract type’, ‘Visible part in the total order amount in percentage (2 characters accuracy)’, ‘Visible part accuracy’, ‘Repo sum of a visible part (settlement currency accuracy of an order/instrument)’, ‘Trading session identifier’, ‘Identifier of the order price entry type – at price/at yield/at average weighted price’, ‘Quantity of the second part of a swap’, ‘Volume of the second part of a swap’, ‘Specific instrument code for GCC basket trading’,

in the ‘Trades’ table — ‘Currency of trading system commission’, ‘Currency of broker commission’, ‘Trading session identifier’, ‘Date from which the realisation of right for value execution’, ‘Fixation date of quote for settlement under the NDF type contract’, ‘Contract type’, ‘Quote price of spot instrument at the moment of trade execution’,
in the ‘Negdeal orders’ table — ‘Settlement date’,
in the ‘Cash positions’ table — ‘Group of positions’,
in the ‘Cash liabilities and claims at the FX market’ table — ‘Covered sell limit’.

New tables, ‘Bank accounts’ and ‘Asset liabilities and claims’, can be exported now. In addition, individual setting of the table clearing has become possible when starting the Module.

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