Moscow Exchange Securities market trading interface, version 11.4.0 — released

20 march 2017

Trading interfaces

ARQA Technologies released a new version of the Moscow Exchange Securities (Main Market Sector) Market trading interface — 11.4.0.

This version supports changes in the Trading system of the Moscow Exchange Securities Market that will be introduced on 20 March 2017.

A number of changes are connected with the ‘Current trading session’ table:

new auction statuses (‘Order collection’, ‘Order execution’, ‘Register generation. Orders are blocked’) are now available in the parameter ‘Trading session exchange status’,
a new parameter ‘Asset type’ was added in the class ‘MOEX Securities market: informational REPO CCP’.

Moreover, the interface transmits price fall and rise risk rates calculated for ‘zero concentration limit’ in the ‘Market risk parameters’ table. Now they may be used as discounts for clients in the lending scheme ‘by discounts’.

A ‘Change order’ transaction is available from the trading system. It cancels the forwarded order and registers another one with new price and volume parameters. The functionality is not supported for iceberg orders and negotiated modes.

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