Translation. Region: Russian Federation –
Source: Moscow Exchange – Moscow Exchange –
An important disclaimer is at the bottom of this article.
In continuation news Regarding the changes planned for December 8, 2025, in the stock and currency market system, we would like to remind you that a new parameter, the Z-spread, will be added for all bonds except structured ones. The values of this parameter will be calculated daily by the trading system relative to several key parameters.
The following changes are being made to the broker's gateway interface:
New fields are added to the EXT_ORDERBOOK table: ZSPREAD — Z-spread at the quote price; CALLOPTIONZSPREAD — Z-spread to a call option. A new field ZSPREAD — Z-spread at the order price — is added to the NEGDEALS, ONENEGDEAL, ORDERS and ONEORDER tables. A new field ZSPREAD — Z-spread at the transaction price is added to the TRADES and ALL_TRADES tables. New fields are added to the SECURITIES table: ZSPREADATPREVWAPRICE — Z-spread at the previous day's valuation; BONDTYPE — Bond type; BONDSUBTYPE — Bond subtype; ZSPREAD — Z-spread at the transaction price; ZSPREADATWAPRICE — Z-spread at the weighted average price; CALLOPTIONZSPREAD — Z-spread to a call option at the weighted average price. A new table BONDTYPE is added – Bond type:
| Output field | Description | Type | Size | Note |
| BONDTYPE | Type of bond | INTEGER | 2 | Classifier of bond types |
| DESCRIPTION | Description | CHAR | 128 |
A new table BONDSUBTYPE is added:
| Output field | Description | Type | Size | Note |
| BONDSUBTYPE | Subtype of bond | INTEGER | 2 | Classifier of bond subtypes |
| DESCRIPTION | Description | CHAR | 128 |
A description of the new version of the gateway interfaces, as well as a comparison with the previous version, is published on the Exchange's FTP server: http://ftp.moex.com/pub/KlintsAPI/ASC/Bridge_Interfaces/Ecoites/testA test build of the MOEX Trade SE terminal, version 3.25.70, is available on the Exchange's FTP server: http://ftp.moex.com/pub/Terminal/ASC/Ecoite/Test/.
The functionality is available for testing on the T1 test site (INET_GATEWAY).
The full list of changes planned for the release has been updated and is available at the following link: https://www.moex.com/media/version-2025-7.pdf.
Contact information for media: 7 (495) 363-3232PR@moex.com
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.