About Cancel On Disconnect function launch on Derivatives market

Please be informed that starting from 1 June 2015 MOEX is implementing new version of Derivatives market Trading Rules which now provides Cancel On Disconnect functionality to Trading members and their clients.

Detailed service description is available at: ftp://ftp.moex.com/pub/ClientsAPI/Spectra/COD/.

Please be informed that CGATE API version supporting this functionality now has new CODHeartBeat transaction added. Once Cancel on Disconnect functionality is enabled for your trading ID, your client-side application should send heartbeat transaction to the Trading System at least once in 10 seconds but not more than once in a second. FIX users should use HeartBeat message implemented in FIX protocol.

To enable this functionality please submit your request using the form here: http://fs.moex.com/files/9862/ (Russian version only) to technical access department using the EDI file gateway.

If you have any questions, please contact Moscow Exchange technical support at +7 (495) 733-9507 or email us at help@moex.com.

For further information, please contact the Public Relations Department at (495) 363-3232.

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