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New API response fields

📢 Dear friends! 📢

Keeping you updated on the latest changes!

✏ In this digest:

  • New prevSettlePrice field for quotes
  • New value field for trade history
  • New baseSwapPrice and noSharesIssued for security general data responses
  • Few fixes for descriptions of WebSocket subscriptions

🔽 More details inside! 🔽

prevSettlePrice​

The field named prevSettlePrice has been added to quotes, indicating the price from the last evening clearing session. This value can be used for various tasks: calculation of initial and variation margin, analysis of an instrument's market position, planning further trading strategy, etc.

This field is available only for futures market instruments and only in the Heavy response format.

Applied to requests​

HTTP

WebSocket subscriptions

value​

The value field (val for Slim format) has been added to the client's trades data, indicating the exact volume of the trade in settlement currency. The value is calculated as the product of the per-unit price (price/px) in settlement currency and the lot size (qtyUnits/q).

This field is available only for instruments on the equity market of the Moscow Exchange and SPB Exchange. Does not apply to anonymous trades.

Applied to requests​

HTTP

WebSocket subscriptions

baseSwapPrice​

New baseSwapPrice field has been added to instrument data responses, indicating the base price of a currency swap.

This field is available only for instruments in the CETS group on the MOEX currency market and only in the Heavy response format.

Applied to requests​

HTTP

noSharesIssued​

Another field named noSharesIssued has been added to instrument data responses, indicating the total number of issued shares.

This field is available only in the Heavy response format and applies exclusively to instruments on the equity market of the Moscow Exchange and the SPB Exchange.

Applied to requests​

HTTP

Fixes in value types​

The following fields used in description of WebSocket subscriptions had a mistake:

  • filledQtyBatch
  • filledQtyUnits
  • filled

The problem is that these fields were marked as int32 while the real data format is decimal.

Now it is fixed so these fields return decimal both by response and schema.

Applied to requests​

WebSocket subscriptions

Fix for field name​

There was a small typo on the Order book websocket subscription page:the price field which represents bid and ask prices was labeled as px in the Slim schema instead of p as it is actually returned in responses.

The documentation has been updated so now this field is consistently named p in both the schema and response examples. We recommend to check your software for this inconsistency and fix it as well.

Applied to requests​

WebSocket subscriptions

Feel free to contact us in any convenient way if you have any questions about the system:

If you have ideas for further system development, feel free to send them to us via the Feedback portal.

Thanks for helping us make the system better!