New version of Moscow Exchange Derivatives Market trading interface — 12.11
he released version of the Moscow Exchange Derivatives Market trading interface supports innovations of the Derivatives market trading system (SPECTRA 7.9), including:
- a possibility to set a coefficient of Initial Margin for underlying assets by using a new transaction — ‘Changing parameters of firm's clients for basis contract’,
- an option to transmit the ‘Swap rate’ parameter from the source which is updated once per minute and provides the participants with the information on indicative financial performance of perpetual futures contracts.
Besides that, the ‘Real last clearing quotation’ parameter is transmitted for stock options and shows a detailed clearing price. It has also become possible to limit transmission of data to the QUIK server by a specified login of PlazaII gateway.