Translartion. Region: Russians Fedetion –
Source: Moscow Exchange – Moscow Exchange –
Dear customers,
Moscow Exchange PJSC notifies about changes in the FAST and SIMBA SPECTRA protocols of the derivatives market, planned for implementation on June 23, 2025 as part of version 8.3. In case of change of date, a notification about it will be sent.
PLEASE NOTE that changes in the FAST and SIMBA SPECTRA protocols of the futures market do not maintain backward compatibility and require modifications on the client software side. A description of the changes, templates and diagrams are available at the links:http: //ftp.moex.kom/pub/simb. spectrum/test/t1/simim_8.3/http: //ftp.moex.kom/pub/fast/ spectrum/Test/fast_8.3/
Changes in the FAST protocol
The SecurityDefinition message identifier has been changed from id=”38″ to id=”40″. The following fields have been added to the SecurityDefinition message: TradeModeID – The trading mode the instrument is a part of. GroupMask – Bits (flags) with the numbers of groups the instrument is a part of are enabled. SectionID – Section identifier. BaseContractID – FBC (futures base contract) identifier. TradePeriodAccess – Trade indicator for a certain session period. Added a new message SecurityGroupStatus with id=”39″ – group status of instruments. The message is transmitted in the FUT-INFO and OPT-INFO streams. The identifier of the TradingSessionStatus message has been changed from id=”8″ to id=”41″. The TradePeriodID field has been added to the message – the identifier of the trading period. The identifier of the DiscreteAuction message has been changed from id=”26″ to id=”42″. The TradePeriodID field has been added to the message – the identifier of the trading period. In the TradingSessionStatus and SecurityDefinition messages, a broadcast of a new value ‘100’ – an additional weekend session – has been added to the TradingSessionID field. In the SecurityDefinition message, the broadcast of the flags in the Flags field has been stopped: ‘0x1’ – Indicator of trading in an additional trading session (evening/morning) ‘0x40’ – Indicator of trading to the main session The following broadcast has been added to the FO-TRADES stream: MDEntryType = ‘U’ – Indicative funding rate for a perpetual futures contract. The value is transmitted in the MDEntryPx field. MDEntryType = ‘Z’ – Current dividend adjustment for a perpetual futures contract on an index or stock. The value is transmitted in the MDEntryPx field. MDEntryType = ‘m’ – Current market price. The value is transmitted in the MDEntryPx field for futures, calendar spreads and options.
Changes in SIMBA protocol
The version of the scheme has been changed from version=”5″ to version=”6″. The SecurityDefinition message identifier has been changed from id=”20″ to id=”21″. The following fields have been added to the SecurityDefinition message: TradeModeID – The trading mode the instrument is included in. GroupMask – Bits (flags) with the numbers of groups the instrument is included in are enabled. SectionID – Section identifier. BaseContractID – FBC (futures base contract) identifier. TradePeriodAccess – Indicator of trading in a certain period of the session. Added a new message SecurityGroupStatus with id=”22″ – group status of instruments. The message is transmitted in the FUT-INFO and OPT-INFO streams. The identifier of the TradingSessionStatus message has been changed from id=”11″ to id=”23″. The TradePeriodID field has been added to the message – the identifier of the trading period. The identifier of the DiscreteAuction message has been changed from id=”13″ to id=”24″. The TradePeriodID field has been added to the message – the identifier of the trading period. In the TradingSessionStatus and SecurityDefinition messages, a broadcast of a new value ‘100’ has been added to the TradingSessionID field – an additional weekend session. In the SecurityDefinition message, the broadcast of the flags in the Flags field has been stopped: ‘EveningOrMorningSession’ – a sign of trading in an additional trading session (evening/morning) ‘DaySession’ – Indication of trading during the main session
In FlagsSet the following have been removed:
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Please note: This information is raw content directly from the source of the information. It is exactly what the source states and does not reflect the position of MIL-OSI or its clients.
Please Note; This Information is Raw Content Directly from the Information Source. It is access to What the Source Is Stating and Does Not Reflect
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