New version of Saint-Petersburg Exchange trading interface (Foreign securities market) — 2.0.0 released

22 february 2018

The main change in the new version of Saint-Petersburg Exchange trading interface is access to traded instruments, operations in which are represented as execution of OTC trades within existing ‘Rules of clearing activity on CC MFB securities market’ (see more detailed information here). Instruments traded within OTC clearing with CCP are available in QUIK in new classes of securities:

  • SPBOTC – ‘SPB OTC: Stocks’,
  • PSSPBOTC – ‘SPB OTC: NDM with stocks’,
  • RPSPBOTC – ‘SPB OTC: Negotiated REPO with stocks’
  • RPSPBOTCT0T1 – ‘SPB OTC: REPO with Stock CCP T0-T1’,
  • RPSPBOTCT1T2 – ‘SPB OTC: REPO with Stock CCP T1-T2’,
  •  RPSPBOTCT2T3 – ‘SPB OTC: REPO with Stock CCP T2-T3’.

There is an option to transmit anonymous trades generated on the basis of current price calculated and transmitted by the exchange in CurrentPriceOfMarket stream. When the functionality is activated, price and volume graphs are built using not ‘Indicative quote’ but transmitted anonymous trades. This will also allow taking into account prices of these anonymous trades when checking execution terms of stop orders.

The following changes are made in transmission of parameters in tables:

  • the ‘Quotes’ table acquired parameters ‘StockCode’, ‘Quantity scale’, ‘Current price’, ‘Settlement date’ and ‘Settlement price‘,
  • in absence of value for the ‘Closing price’ parameter ‘Сlearing quotes’ are transmitted instead. This allows correct record keeping of securities in a client portfolio for instruments which have not been traded yet,
  • ‘Trades’ and ‘Time and Sales’ tables are supplemented with ‘Execution venue’ parameters, the ‘Trades’ table – with the ‘Settlement date’ parameter,
  • ‘Price currency’ and ‘Filled value’ parameters were added to the ‘Trades’ table,
  • the parameter ‘Order number on exchange’ was added to the ‘OTC orders’ table,
  • in order and trade tables a company code may be displayed in the ‘Trader’ field,
  • all tables may display exchange tickers instead of short instrument names.

Besides that, the interface has the following improvements:

  • instruments may now be filtered by par value currency and ISIN,
  • when forwarding REPO orders it is possible to specify ‘Amount of REPO’ or ‘Quantity’ parameter (the latter is automatically calculated on the basis of the ‘Settlement price’ parameter from the ‘Quotes’ table).

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