Translation. Region: Russian Federal
Source: Moscow Exchange – Moscow Exchange –
An important disclaimer is at the bottom of this article.
Starting October 3, 2025, new versions of the FIX and FAST stock and currency market services will be available for testing in the INET environment.
The planned date for the launch of new versions into commercial operation is December 8, 2025.
FIX, Version 4.9.5:
To support the functionality of the additional weekend session (EDS), the following fields have been added to the Execution Report messages:
TradeSessionDate (10529) – date of the trading session in which the order was registered OrderDate (18183) – calendar date of order registration TradeDate (75) – calendar date of the transaction
Added TradeSessionDate (10529) and OrderDate (18183) fields to TradeCapture Report messages
Documentation is available at the link: KHTTPS: //FTP. MEEX.K.Mom/pub/fix/ASC/Dox/Test
FAST, Version 5.1:
A new version of the service with support for the functionality of an additional weekend session (AWS) and the addition of price boundary fields for orders
The MDEntryDate (272) field has been added to the OLR and OLS stream messages, indicating the calendar date of adding the order The TradeSessionDate (10529) field has been added to the OLR and OLS stream messages, indicating the date of the trading session in which the order was added The MDEntryDate (272) field has been added to the TLR and TLS stream messages, indicating the calendar date of the trade conclusion The TradeSessionDate (10529) field has been added to the TLR and TLS stream messages, indicating the date of the trading session in which the trade was concluded The WeekEndSession (10528) field has been added to the IDF stream, indicating the admission of the instrument to trading in the DVSD (stock market only) New values for the TradSesStatus (340) field have been added to the TradingSessionStatus message for the start and end of the DVSD of the stock market In messages 35=W and 35=X of the MSR/MSS streams, a group of fields is published with MDEntryType=”G” PMLUpperLimit(10530) – upper limit of order prices PMLLowerLimit(10531) – lower limit of order prices
Documentation is available at the link: HTTPS: //ftp.moex.kom/pub/fast/ASCs/dox/Test
Please note that the FAST UDP multicast marketdata service compression template has changed. The new template is available at this link. HTTPS: //FTP.Moex.Kom/pub/fast/ASC/MPPPLOY/ Test
Contact information for media: 7 (495) 363-3232Pr@moex.kom
Please note: This information is raw content obtained directly from the source. It represents an accurate account of the source's assertions and does not necessarily reflect the position of MIL-OSI or its clients.
