Direct access to the MOEX (MICEX) currency section in MetaTrader 5 - page 4

 
OpenBroker:

For the time being, a separate account is required for each market (FORTS and the currency market, the stock market is in the plans). Accordingly, for each market - a separate MT5 login. It is possible to switch between logins rather quickly, within a single terminal.

I see. Here are some questions for you and for the developers.

1) Let's say I want to run three EAs - one on forex, one on futures, and one on stock. What, I have to install 3 terminals in different folders for this? That's .....

2) Let's say I need market data from three sections at once for some option strategies. Will I be able to view the quotes chart or the market depth on all three sections, without switching the login? I.e. will the market date of the three sections be common?

 
Edic:

I see. Questions for you and the developers.

1) Let's say I want to run 3 EAs - one on FX, one on Futures, one on Stocks. What, I have to install 3 terminals in different folders for this? That's .....

2) Let's say I need market data from three sections at once for some option strategies. Will I be able to view the quotes chart or the market depth on all three sections, without switching the login? I.e. will the market date for all three sections be common?

1. i think developers will know better than me. i'm not sure i know the terminal 100%.

2. Market date from 3 sections - feasible. I will discuss possible risks with the developers.

 
OpenBroker:

2. Market-date with 3 sections - feasible. Will discuss possible risks with developers.

It is sufficient for a client group to include/add the required market segment and to prohibit trading on that segment.

Will make market overview look livelier, not just RTS:


 
Renat:
It's enough to enable the required market segment for a client group and set a trade ban on that segment.

Thank you, Renat!

Will the server hardware/channels be able to handle streams from 3 markets. That's quite a big data set.

 
OpenBroker:

Thank you, Renat!

Will the server hardware/channels be able to handle streams from 3 markets. That's a pretty big data set.

Sure it is.

We will soon enable full access to tick array and time&sales streams and even those will be fine. Put more geographically distributed Access servers and there will be no load on the system core.

 
Renat:

Sure.

We will soon enable full access to tick array and time&sales threads and even those will be fine. Put more geographically distributed Access servers and there will be no load on the system core.

I see, thank you!
 

It's a very good + that the marketplace will be unified. The emergence oftime&sales is also very pleasing.

About the single account - a lot of people hedge stock options trades and sometimes have to transfer from account to account, and in many other situations a single account is a convenience, a buzz and a boon.

That would be an undeniable advantage. Glue the accounts together and differentiate the margin requirements by instrument.

I don't know how many pitfalls there are as I am not familiar with all the internal specifics, but still...

 
OpenBroker:

Do you have any limits on activity level of a trader who trades through MT5? There are always "monsters" that want to move a grid of 100500 orders on every tick and break the server, cutting off losses and slowing down the execution speed of other traders.) They would cost a lot of money for direct access, in terms of tariff.

 
Edic:

Do you have any limits on activity level of a trader who trades through MT5? There are always "monsters" that want to move a grid of 100500 orders on every tick and break the server, cutting off losses and slowing down the execution speed of other traders.) They would cost a lot of money for direct access, in terms of tariff.

We do not impose any restrictions, but we are also guided by exchange requirements. If the conditions for oversubscription of transactions without executing deals will be violated, we will charge additional exchange commission (how it is calculated can be found here: http://moex.com/s615). I would like to point out that not all alt-traders working directly from exchange gateways and standing in the exchange's colocation zone can achieve such transaction over-abundance rates.
Московская Биржа - Рынки - Дополнительный комиссионный сбор
Московская Биржа - Рынки - Дополнительный комиссионный сбор
  • www.moex.com
Дополнительный комиссионный сбор. С целью регулирования операций гиперактивных торговых автоматов (ГТА) Участников торгов ЕТС и в рамках унификации подходов к тарификации на всех рынках Московской Биржи с 3 сентября 2012 года на валютном рынке введен  дополнительный комиссионный сбор (ДКС) за непроизводительную нагрузку на торговую систему. Эта регулятивная мера направлена на стимулирование Участников торгов ЕТС к оптимизации алгоритмов их ГТА. Основные принципы расчета ДКС: ДКС является вознаграждением за предоставление Интегрированного технологического сервиса (ИТС) и рассчитывается в случае превышения порогового значения количества заявок, поданных Участником торгов ЕТС; ДКС рассчитывается в рублях на основании анализа сделок и заявок Участника торгов ЕТС и конечного клиента; Учитываются заявки и сделки Основной сессии ЕТС по инструментам СПОТ (кроме внесистемных сделок и заявок); ДКС не рассчитывается, если количество выставленных заявок меньше или равно 30 000 за...
 
OpenBroker:
We do not impose any restrictions, but we are also guided by the requirements of the exchange. If the conditions for an oversupply of transactions without transactions are violated, an additional exchange commission will be charged (the procedure for calculating it is here: http://moex.com/s615). I would like to point out that not all altotraders working directly from exchange gateways and standing in exchange colocation zone can achieve such rates of transaction oversubscription.
Thank you. 300 000 is quite an impressive barrier) I understand 30000 from one account. If I wanted more, I opened another account.