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Please be informed about the next release of the securities, money and FX market trading and clearing system that take affect at production environment starting from 18 March 2024. The following key changes are included.
ASTS Bridge broker interface updates
The new version of ASTS Bridge broker interface IFCBroker49, IFCBrokerRisk49 for trading system and for clearing system on the securities market and on the FX market is planned to be introduced.
1. In the new version of trading system interface, the option to mark orders according to their adding method is provided. New ComplianceId field will be added in Orders and OneOrder table and to the Order and Order_Amend (and to the Auction_Mkt_Order transaction on the securities market).
Values for order input method will be listed in the new OrderComplianceId table:
- ' ' (space) or '' (empty string) - Not filled in / Not defined;
- 'M' - Manual input;
- 'S' - As a result of the conditional request (stop-loss order);
- 'R' - As a result of the robot algorithm work;
- 'A' - As a result of the auto-following algorithm;
- 'D' - Covering a position as a result of an unexecuted Margin Call.
Please note that the Order and the Auction_Mkt_Order transactions will be marked as "entry method is not defined" for old versions of broker interface (before 49), given the implementation features.
2. TPosnGroup enumerated type will be supplemented with new values in the FX market broker interface for clearing system.
3. The CpUserAlias field will be added to Negdeals & OneNegdeal tables in the in the securities market broker interface for trading system.
You may find the new versions specification and changes from the current version of ASTS Bridge broker interface at MOEX FTP server.
FX market: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Currency/test/
Securities market: https://ftp.moex.com/pub/ClientsAPI/ASTS/Bridge_Interfaces/Equities/test/
ASTS TWIME messages shema changes
New, not required field ComplianceID (376) has been added to NewOrderSingle, OrderReplaceRequest and ExecutionReport
messages to indicate order creation methoаd.
Protocol specification and messages schema are available at MOEX FTP: https://ftp.moex.com/pub/TWIME/ASTS/New_Release_18March2024/
Changes FIX protocol for FX and securities markets
New, not required field ComplianceID (376) has been added to New Order Single, Order CancelReplace and Execution Report messages to indicate order creation method. You may find up-to-date specifications at MOEX FTP server: https://ftp.moex.com/pub/fix/ASTS/docs/
Client codes table optimization
It is planned to discontinue the publication of the complete client codes table. The ClientCodes table of the broker interface for connecting to the trading system on the securities and FX markets will contain client codes meeting the following criteria:
- Client code has trading operations executed N days before today;
- Client code has been loaded dynamically today;
- Client code performed trading operations today.
If the number of client codes held by a broker falls below a certain threshold value, the ClientCodes table will include all the client codes of the broker.
New field in SEM03A Distribution/buyback trades register
RECORDS node of SEM03A Distribution/buyback trades register will be supplemented with CPOrderNo (counterparty's order number) field to define correspondence between distribution/buy-back trade and counterparty's order.
Client Registration: on-line setting for TRD_RESTR attribute
For Client Registration service users, there will be an option to set TRD_RESTR (Trading Restrictions) attribute value on-line.
Value setting from null (default value) to value '1' or '2' will be applied during the trading day (on-line).
Value changing from '1' to '2' or vice versa will be applied in the next trading day.
FX Market: Negotiated deals with matching by a unique code
For users on the FX market who trade on negotiated boards (CNGD, FIXN, WAPN), there will be an option to conclude trades for all instruments (spot and swap) with a non-specified counterparty. To conclude such a trade, a trade member specifies the NCC firm (*НКЦ) as the counterparty (CPFIRMID field) in the order and provides a specific password in the MATCHREF field. Orders are matched based on matching parameters (instrument, volume, price, and others), "*НКЦ" specified as the counterparty and matching password in the MATCHREF field. After the registration of orders and conclusion of trades, the clearing firm (*НКЦ) will be displayed as the counterparty for such orders and trades.
FX Market: Changes in trading schedule for EUR, CNY, HKD currencies
It is planned to extend trading times for TOD & TODTOM EUR instruments:
- For TOD instruments traded on CETS board: to 17:45.
- For TODTOM instruments traded on CETS board: to 18:00.
- For TOD & TODTOM instruments traded on CNGD board and CPCL (post-trade) board: to 19:00.
- For TOD & TODTOM instruments traded on CPCL (pre-trade) board: to 18:30.
Technical breaks and Opening auctions on 11:00/12:30 will be excluded for HKD and CNY instruments.
