Enhancement of SGX MSCI Singapore Index Contracts
As of the November 2nd trade date, SGX will make changes to the contract specifications for MSCI Futures and Options, reducing the contract size and tick size, as well as changing the symbol from SG to SGP. Further information can be found on the SGX website. In order to handle this change, customers must take the following actions:
- The SGX Gateway must be upgraded to 7.17.75, which will be released in the near future. If the gateway is not upgraded, MSCI Futures and Options will not be tradable.
- Customers must apply a new pMerge file (located on the TT Download Center) after the close of trading on Friday, October 30th, and before the start of trading on Monday, November 2nd.
Note: This pMerge file was updated with a correction on October 27th. Please download the latest version.
- Risk administrators must modify product permissioning as necessary to allow users to trade the SGP product.
- Start of Day (SOD) records must be modified to use the SGP product name.
- Customers who record these contracts on FMDS must update the product names in the fmds.cfg file.
- Customers who wish to adjust the contract names for historical data in FMDS will need to run the FMDSFileMonkey utility. Instructions for renaming a contract can be found here.
When upgrading to SGX Gateway 7.17.75, customers should be aware that the use of X_TRADER API versions prior to 7.17.50 can cause the SGX Gateway Order Server to crash.
If you have any questions, please contact your TT Technical Account Manager.