Moscow Exchange Clearing System of the Securities Market (Main Market Sector) program interface
The Moscow Exchange Clearing System of the Securities Market (Main Market Sector) program interface is used in conjunction with the Moscow Exchange Securities Market (Main Market Sector) trading interface and provides QUIK server connection to the Market Clearing System.
The interface transmits from the Clearing System the following information related to the trading participant:
- bank accounts,
- cash positions,
- positions in instruments,
- client account positions,
- interest risk parameters,
- market risk parameters,
- cash liabilities and claims,
- liabilities and claims for assets,
- individual risk parameters,
- full coverage limits for bank accounts,
- discounts for margin trading,
- data required to forward ‘REPO with CCP’ orders,
- trades for GCP issue/redemption which are generated by the system when depositing/withdrawing assets to accounts.
Besides that, the interface supports banning of unsecured purchases and sales as well as changing internal limits on bank accounts and/or trading participants and individual risk parameters, and the limit of unsecured sales.
To use the interface, a bank or broker must be officially accredited to the Moscow Exchange Securities Market (Main Market Sector) or provided with the trading-clearing section by another accredited market participant.
The Moscow Exchange Securities Market Clearing System is independent of any other exchange systems and requires an individual set of Moscow Exchange ASTS Bridges for operation.
It is recommended to install the interface software and client’s part of the Moscow Exchange ASTS Bridge on the same computer with the installed Moscow Exchange Securities Market (Main Market Sector) trading interface, although installation on different computers is also possible.
Hardware and Software Requirements
Processor Intel Xeon Gold 5118 or better,
2 GB RAM,
10 GB available hard disk space.
OS Windows Server 2008/2012/2016/2019 (x64).
Application software for connecting to the Moscow Exchange trading system via ASTS Bridge.
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