Post sponsored by NewzEngine.com

MIL OSI Translation. Region: Russian Federation –

Source: Moscow Exchange – Moscow Exchange – Moscow Exchange

Dear users of the FIX derivatives market gateway,

Note that in the specification of the FIX futures market protocol:

Section 3.2. Scenarios of session setup and reset.

Please refer to section 3.2. and note the case described in subsection 3.2.1. Session Setup and Termination, and verify that your system has implemented the recommendation to avoid re-processing old irrelevant requests:

“Warning. If a client responds to a Resend Request received from FIX Gate by resending application-level messages with PossDupFlag=’Y’ flag set, it may result in opening new positions. Therefore, instead of resending application-level messages, it is recommended that the client execute the Gap Fill script – send a Sequence Reset message to the server in Gap Fill mode”.

These actions will allow you to reduce the risk of opening unplanned positions in case of a restart of the trading session.

Contact information for media+7 (495) 363-3232PR@moex.com

Please note; This information is raw content directly from the source of the information. It is accurate to what the source states and does not reflect the position of MIL-OSI or its customers.

Please note; This information is raw content directly from the information source. It is accurate to what the source is stating and does not reflect the position of MIL-OSI or its clients.

EDITOR’S NOTE: This article is a translation. Apologies should the grammar and or sentence structure not be perfect.

MIL OSI News (multilanguage service)