Information objects of market 'Aux02' - 'Equities trading system auxiliary functions, v.02'

Table of Content

TAction - Operation
TActiveStatus - Logical operator
TBuySell - Order direction
TCPListType - Partner list type
TDepositIntent -
TDepositRate - Deposit rate type
TImmCancel - Order processing condition
TLanguage - Language of Trading System messages
TMktLimit - Order type
TQuoteStatus - Quote status
TSecStatus - Security status
TSplitFlag - Price split flag
TTradeStatus - Trade status

Tables
CPLIST - Partner lists
CPLIST_FIRM - Partners
DEPOSIT - Deposits
DEPOSIT_DETL - Deposit history
DEPOSIT_ORDERBOOK - Orderbook
DEPOSIT_SEC - Securities
DEPOSIT_TRADE - Deposit trades
QUOTE - Sent quotes
QUOTEBOOK - Quotes
QUOTE_FIRM - Firms

Transactions
CHANGE_LANGUAGE - Change the language of the Trading System messages
CPLIST_CREATE - Create list of partners
CPLIST_DELETE - Delete list of partners
CPLIST_MODIFY - Modify list of partners
DEPOSIT_NEGDEAL - Enter negotiated deal order
DEPOSIT_ORDER - Change of deposit
QUOTE - Enter quote
QUOTE_NEGDEAL - Enter negotiated deal order
QUOTE_SET_DENY_CPLIST - Set quote view deny list for your firm
QUOTE_WD - Withdraw quotes

Enumerated Types

TAction - Operation (size: 1, type: ekGroup)

Constant	Value	Description
A	+	Add
D	-	Remove
M	m	Modify

TActiveStatus - Logical operator (size: 1, type: ekCheck)

Constant	Value	Description
A	Active	Active
D	Deleted	Deleted

TBuySell - Order direction (size: 1, type: ekGroup)

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

TCPListType - Partner list type (size: 1, type: ekCombo)

Constant	Value	Description
A	Allow list	Allow list
D	Deny list	Deny list

TDepositIntent - (size: 1, type: ekCombo)

Constant	Value	Description
I	I	Intention
D	D	Placement
R	R	Refund
O	O	Refund close
C	C	Deposit close

TDepositRate - Deposit rate type (size: 1, type: ekGroup)

List of available types of deposit rates

Constant	Value	Description
F		Fixed rate deposit
L		Floating rate deposit

TImmCancel - Order processing condition (size: 1, type: ekGroup)

List of available conditions of order processing: "Append to the orderbook" - after matching the remainder of the limit order is appended to the aggregate orderbook (the priority of the order in the orderbook is determined by price and then, for the orders with equal prices - by the entry time), for market orders with this option the unmatched remainder is automatically withdrawn; "Immediately or cancel" - the order is matched only if it could be fully matched immediately, otherwise the order is canceled. "Withdraw unmatched remainder" - the order is matched as best it immediately could, the unmatched remainder is canceled (applicable to limit orders only)

Constant	Value	Description
		Append to the orderbook
N	N	Immediately or cancel
W	W	Withdraw unmatched remainder

TLanguage - Language of Trading System messages (size: 1, type: ekCombo)

Constant	Value	Description
R	Rus	Russian
E	Eng	English

TMktLimit - Order type (size: 1, type: ekGroup)

The list of allowed order types. Attention: market orders entered during the closing period are automatically assigned type "C" (limit orders during the closing period trading are not allowed).

Constant	Value	Description
M	M	Market
L	L	Limit

TQuoteStatus - Quote status (size: 1, type: ekGroup)

Available quote statuses

Constant	Value	Description
O	Act	Active
M	+	Matched
W	-	Withdrawn
R	-TS	Rejected by the Trading System
C	-C	Cancelled by the Trading System
D	-D	Cancelled by Trading System on user's disconnect (COD)

TSecStatus - Security status (size: 1, type: ekCombo)

Constant	Value	Description
A		Operations are allowed
S	S	Operations are suspended
N	B	Suspended for trading, settlement is allowed

TSplitFlag - Price split flag (size: 1, type: ekGroup)

List of possible values of the price split flag. Note: for market orders only the "Split allowed" ("S") value is applicable.

Constant	Value	Description
S		Price split allowed
O	O	One price only

TTradeStatus - Trade status (size: 1, type: ekCombo)

Trade status

Constant	Value	Description
M	+	Matched/confirmed (included into off-line settlement)
U	Unsettled	No settlement instruction has been sent yet
C	-C	Cancelled by the Trading System
P	Waiting	Included into settlement instruction
W	-	Cancelled / Settlement cancellation
X	X	Discontinued as part of cash settlement
L	L	Confirmation by liquidity provider required
H	H	Sufficiency check of collateral
F	-F	Declined by liquidity provider

Interface 'Broker' - 'Users interface, auxiliary functions, v.02'

Tables

CPLIST - Partner lists (updateable)

Lists of partner firms

No input fields


Output field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
FIRMID	List owner's firm Id	CHAR	12	List owner's firm Id
NAME	Partner list name	CHAR	30	Partner list name set by the user
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
STATUS	Partner list status	TActiveStatus	1	Partner list status

CPLIST_FIRM - Partners (updateable)

Firms included in partner lists

No input fields


Output field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
FIRMID	List owner's firm Id	CHAR	12	List owner's firm Id
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
STATUS	Partner list status	TActiveStatus	1	Partner list status

DEPOSIT - Deposits (updateable)

Table contains information about deposits

No input fields


Output field	Description	Type	Size	Remarks
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
SECCODE*	Security	CHAR	12	Security ID
CURRENCYID	Currency	CHAR	4	Deposit settlement currency
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
STARTDATE	Deposit date	DATE	8	The date the deposit was placed
ENDDATE	Return date	DATE	8	Deposit return date
RETURNDATE	Actual return date	DATE	8	Date of actual return of the deposit
INITIALVALUE	Deposit value	FIXED	16.2	Initial deposit value, expressed in the currency of the settlement
INITIALPRICE	Rate, %	FLOAT	17	Initial deposit rate, %
CURRENTVALUE	Current value	FIXED	16.2	Current deposit value, expressed in the currency of the settlement
CURRENTPRICE	Current rate, %	FLOAT	17	Current deposit rate, %
RETURNVALUE	Return value	FIXED	16.2	Return value of the deposit, expressed in the currency of the settlement
WAVALUE	Weighted average value	FIXED	16.2	Weighted average value of the deposit, expressed in the currency of the settlement
CURRENTACCRUED	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in the currency of settlement
DEPOSITRATETYPE	Deposit rate type	TDepositRate	1	Deposit rate type
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier

DEPOSIT_DETL - Deposit history (updateable)

Table contains information about deposits and their changes

No input fields


Output field	Description	Type	Size	Remarks
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
SECCODE*	Security	CHAR	12	Security ID
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
DATE	Date of change	DATE	8	Date of deposit change
CURRENTVALUE	Current Value	FIXED	16.2	Value, expressed in the currency of settlement
PLANNEDVALUE	Planned Volume	FIXED	16.2	Value, expressed in the currency of settlement
CURRENTPRICE	Current Rate	FLOAT	17	Current Adjusted Rate
PLANNEDPRICE	Planned Rate	FLOAT	17	Planned Adjusted Rate
CURRENTWITHDRAWAL	Deposit withdrawal	FIXED	16.2	Deposit withdrawal amount
PLANNEDWITHDRAWAL	Deposit withdrawal	FIXED	16.2	Deposit withdrawal amount
CURRENTREFUND	Deposit refund	FIXED	16.2	Deposit refund amount
PLANNEDREFUND	Deposit refund	FIXED	16.2	Deposit refund amount
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
BENCHMARKVALUE	Benchmark value, %	FLOAT	10	The value of the indicator that was used today to calculate the interest on this trade
SPREAD	Spread, %	FLOAT	17	Spread value, %

DEPOSIT_ORDERBOOK - Orderbook (updateable, clear on update)

Table contains information with Buy and Sell quotes for a security (traded instrument). Each row corresponds to one Buy or Sell price. The maximum number of rows (i.e. orderbook depth) is determined by internal settings of the Trading System.

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
PRICE	Rate, %	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement

DEPOSIT_SEC - Securities (updateable)

No input fields


Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
SECNAME	Name	CHAR	30
LATNAME		CHAR	30
FACEVALUE	Face value	FLOAT	17	Face value of one Security, expressed in the currency, in which the Security is nominated
FACEUNIT	Currency of instrument	CHAR	4	Currency in which security is denominated
SHORTNAME	Security	CHAR	10
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Minimum price step	FLOAT	10	The minimal step by which two prices may differ
MINQTY	Lots	INTEGER	16	Quantity, expressed in lots
STATUS	Status	TSecStatus	1	Flag "trading operations allowed/suspended"
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BID	Bid	FLOAT	17	Best bid price
BIDDEPTH	Best bid depth	INTEGER	16	Total unmatched volume of all active buy orders at the current best bid price, expressed in lots
OFFER	Offer	FLOAT	17	Best offer price
OFFERDEPTH	Best offer depth	INTEGER	16	Volume of all sell orders at the best price, expressed in lots

DEPOSIT_TRADE - Deposit trades (updateable)

Deposit trades

No input fields


Output field	Description	Type	Size	Remarks
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
TRADENO	Trade #	INTEGER	12	Trade number in the Trading System
PARENTTRADENO	Витринная сделка №	INTEGER	12	Идентификационный номер витринной сделки в Торговой Системе
TRADEDATE	Дата сделки	DATE	8	Дата сделки
SECCODE	Security	CHAR	12	Security ID
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
SETTLEDATE	Дата расчетов	DATE	8	Дата расчетов
REFUND	Пополнение	FIXED	16.2	Value, expressed in the currency of settlement
WITHDRAW	Изъятие	FIXED	16.2	Value, expressed in the currency of settlement
RATE	Rate	FLOAT	17	Rate
STATUS	Status	TTradeStatus	1	Trade status
DEPOSITINTENT	Deposit trade type	TDepositIntent	1	Deposit trade type

QUOTE - Sent quotes (updateable)

Table contains information on quotes submitted by current firm since the beginning of the trading session. Each row corresponds to one quote.

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
ENTRYDATE	Date	DATE	8
ENTRYTIME	Time	TIME	6
STATUS	Status	TQuoteStatus	1	Status of a quote
BUYSELL	Direction	TBuySell	1	Quote direction - "Buy / Sell"
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
MICROSECONDS	Microseconds	INTEGER	6	Time when the quote was registered at the Trading System, microseconds
UPDATETIME	Update time	TIME	6	Time when the quote was updated last time (cancelled)
UPDATE_MICROSECONDS	Update time microseconds	INTEGER	6	Time when the quote was updated last time (cancelled), microseconds

QUOTEBOOK - Quotes (updateable)

Table contains information on all quotes submitted by the trading firms in negdeal mode with no counterparty specified (quotes) since the beginning of the trading session. Each row corresponds to one quote.

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
STATUS	Status	TQuoteStatus	1	Status of quote
BUYSELL	Direction	TBuySell	1	Quote direction - "Buy / Sell"
FIRMID	Firm	CHAR	12	Firm ID
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.

QUOTE_FIRM - Firms (updateable)

This table contains additional information about the participating firms

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list

Transactions

CHANGE_LANGUAGE - Change the language of the Trading System messages

Input field	Description	Type	Size	Remarks
LANGUAGEID	Language code	TLanguage	1	Language code. Available codes: R - Russian, E - English

CPLIST_CREATE - Create list of partners

Create list of partners

Input field	Description	Type	Size	Remarks
NAME	Partner list name	CHAR	30	Partner list name
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
CPFIRMID+	Counterparty	CHAR	12	Counterparty firm

CPLIST_DELETE - Delete list of partners

Modify or delete list of partners

Input field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER, NOT NULL	12	ID of the counterparty list

CPLIST_MODIFY - Modify list of partners

Modify or delete list of partners

Input field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER, NOT NULL	12	ID of the counterparty list
NAME	Partner list name	CHAR	30	Partner list name set by the user
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
CPFIRMID+	Counterparty	CHAR	12	Counterparty firm
CPFIRMID_OPERATION+	Operation with a partner	TAction	1	Operation with a partner

DEPOSIT_NEGDEAL - Enter negotiated deal order

Enter negotiated deal order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	ID of the firm the order is addressed to
REPORATE	REPO rate	FLOAT	17	REPO rate, expressed in %
VALUE	Order value	FIXED	16.2	Order value, expressed in the currency of settlement
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
ACCEPTEDORDERNO	ID of a deal to accept	INTEGER	12	Accepted counterparty's negotiated deal number (if an order is send in reply to negotiated deal) or white spaces

DEPOSIT_ORDER - Change of deposit

Request to withdraw a part of the deposit

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, immediately or cancel, withdraw remainder
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	FLOAT	17	Rate
VALUE	Order value	FIXED	16.2	Order value, expressed in the currency of settlement
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System

QUOTE - Enter quote

It is used to enter RPS / Intentions Quotes into the Trading / Clearing System. At the same time, only the Intention can be set for a security without a listing. For a financial instrument that has a listing level, the Bidder puts up an RPS Quote, and the Clearing Participant puts up an Intention. If the Bidder and the Clearing Participant coincide in one person, the RPS Quotation and the Intention are displayed simultaneously.

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.

QUOTE_NEGDEAL - Enter negotiated deal order

Enter negotiated deal order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
PRICE	Rate	FLOAT	17	Rate
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of quote being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
ACCEPTEDORDERNO	ID of a deal to accept	INTEGER	12	Accepted counterparty's negotiated deal number (if an order is send in reply to negotiated deal) or white spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
CPUSERALIAS	Counterparty user alias	CHAR	12	Alias of the user the order is addressed to

QUOTE_SET_DENY_CPLIST - Set quote view deny list for your firm

Set or reset partner list to filter incoming quotes

Input field	Description	Type	Size	Remarks
OPERATION	Partner list operation	TAction	1	Quote view deny list operation: 'A' - set deny list, 'D' - reset deny list
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list

QUOTE_WD - Withdraw quotes

Withdraw previously entered quotas

Input field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number

Key fields are marked in bold.
Fields that contain security code are marked with asterisk (*).
Repeated field groups are marked with plus sign (+).