Information objects of market 'Currency32' - 'Currency market interface, v.32'

Table of Content

TBoolInt - Logical type
TBuySell - Order direction
TCodMode - COD-Mode Subscription
TDepAccType - Type of depositary account
TImmCancel - Order processing condition
TInstrType - Instrument type
TLanguage - Language of Trading System messages
TMakerTaker - Active/passive trade
TMktLimit - Order type
TOnOff - Logical operator
TOrderStatus - Order status
TPeriod - Trading period
TPriceEntryType - Price type
TQuoteBasis - Price basis
TSecStatus - Security status
TSecTransferBuySell - Transfer direction
TSplitFlag - Price split flag
TStatus - Trading status
TSystemID - Trading/clearing system type
TTimeStatus - Event status
TTradeSettleLiabilityFlag - Liability Settlement
TTradeStatus - Trade status
TTradeType - Trade type
TTradingStatus - Security trading status
TTransferType - Transfer type
TTrdAccStatus - Status
TTrdAccType - Trading account type
TUrgency - Message urgency
TUserLimitStatus - User limit status
TWBuySell - Direction of an order being withdrawn
TYesNo - Logical operator

Tables
ALL_TRADES - All trades
AUCTSTATS - Auction stats
BANK - Settlement organizations
BANKACC - Bank accounts
BCMESSAGES - Messages
BOARDS - Trading boards
CLIENTCODES - Brokers' clients
CURRENCY - Currencies
EXT_MMSTATS - Market-maker's obligations
EXT_ORDERBOOK - Aggregate orderbook
FIRMS - Firms
INDEXES - Indices
INSTRS - Groups of securities
MARKETS - Markets
NEGDEALBOOK - Negdeal orderbook
NEGDEALS - Negotiated deal orders
ONENEGDEAL - Details for one negotiated deal order
ONEORDER - Details for one order
ORDERS - Orders
PRICEMOVELIMIT - Price move limits
RM_PRICERANGE - Market risk parameters
SECTRANSFERS - Orders for transfer
SECURITIES - General market data
SEC_SETTLECODE - Settlement codes for the instruments
SEC_SETTLECODE_STATS - Negdeal orderbook
SETTLECODES - Settlement codes
STATS - Trading system parameters
TESYSTIME - Trading System time
TRADES - Trades
TRADETIME - Trading schedule
TRANTYPES - Transfer types
TRDACC - Trading accounts
TRDTIMEGROUPS - Trading events groups
TRDTIMETYPES - Type of event
USERS - Users
USER_TRDACC - Trader-account

Transactions
CHANGE_LANGUAGE - Change the language of the Trading System messages
CHANGE_PASSWORD - Change password
CODMODE_SWITCH - Cancel on Disconnect on|off
COMPLEX_NEGDEAL - Enter negotiated deal order without confirmation
COMPLEX_TRANSFER - Enter money transfer order
MESSAGE_SEND - Send message
NEGDEAL - Enter negotiated deal order / OTC negotiated deal
ORDER - Enter order
ORDER_AMEND - Amend order
USER_HEARTBEAT - HEARTBEAT
USER_TRADE_SUSP - Suspend user's trading operations
USER_TRADE_UNSUSP - Unsuspend user's trading operations
WD_NEGDEAL - Withdraw negotiated deal orders
WD_ORDERS - Withdraw orders
WD_ORDER_BY_NUMBER - Withdraw order by number

Enumerated Types

TBoolInt - Logical type (size: 1, type: ekCheck)

Constant	Value	Description
0		No
1	Yes	Yes

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

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

TCodMode - COD-Mode Subscription (size: 1, type: ekGroup)

Type of Cancel on Disconnect mode subscription (COD-mode). COD-mode - cancel active orders on disconnect or logoff from Trading System. Available types are "Not used", "Always" and "On Demand".

Constant	Value	Description
N	Not used	No subscription to COD-mode.
A	Always	Subscription to permanent COD-mode.
O	On demand	Subscription to on-demand COD-mode.

TDepAccType - Type of depositary account (size: 1, type: ekGroup)

List of depositary account types

Constant	Value	Description
C		Main (own)
I		Client
O		Correspondent
D		Default account for the currency market
T		Custodian
S		Custodian

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

List of available conditions of order processing options: "Add into queue" - 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; "Fill or kill" - 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 (is valid for the Limit order only).

Constant	Value	Description
		Add into queue
N	N	Fill or kill
W	W	Withdraw unmatched remainder

TInstrType - Instrument type (size: 1, type: ekCombo)

Constant	Value	Description
C	C	Currency
W	S	SWAP
I	I	Index
B	CB	Currency basket
F	F	Fixing

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

Constant	Value	Description
R	Rus	Russian
E	Eng	English
U	Ua	Ukrainian

TMakerTaker - Active/passive trade (size: 1, type: ekCombo)

Constant	Value	Description
	Not determined
T	Active	Active
M	Passive	Passive

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
C	C	Order of the closing period
W	W	Volume based WA

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

Constant	Value	Description
N	Off	Off
Y	On	On

TOrderStatus - Order status (size: 1, type: ekGroup)

Available order statuses

Constant	Value	Description
O	Act	Active
M	+	Matched
W	-	Withdrawn
F	-CP	Rejected by counterparty
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)
S	Error	Internal error
Q	Not activated. Lack of collateral.	Order was not activated. Lack of collateral.
X	Not activated. Lack of collateral.	Order was not activated. Lack of collateral.

TPeriod - Trading period (size: 1, type: ekGroup)

List of trading periods

Constant	Value	Description
O	O	Opening period
N		Normal trading
C	C	Closing period
F	F	Final close period
I	DA	Discrete auction
	-	Undefined

TPriceEntryType - Price type (size: 1, type: ekGroup)

Available types of price to be indicated during order submission

Constant	Value	Description
P		Exchange rate as price
W	W	Weighted-average price as price

TQuoteBasis - Price basis (size: 1, type: ekCombo)

Constant	Value	Description
A	A	Price is specified as instrument face value

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

TSecTransferBuySell - Transfer direction (size: 1, type: ekGroup)

List of available transfer directions

Constant	Value	Description
B	D	Deposit
S	W	Withdraw

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 possible.

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

TStatus - Trading status (size: 1, type: ekCombo)

List of available trading/clearing operation statuses

Constant	Value	Description
A		Operations are allowed
S	S	Operations are suspended

TSystemID - Trading/clearing system type (size: 1, type: ekCombo)

Constant	Value	Description
C	FX	Currency market
P	EQ	Bonds and Equities market

TTimeStatus - Event status (size: 1, type: ekCombo)

List of available statuses in the trading system schedule

Constant	Value	Description
A		Active
L	-	Carried out
D	Deleted	Deleted
U	Confirmation required	Confirmation required
C	Cancelled	Cancelled

TTradeSettleLiabilityFlag - Liability Settlement (size: 1, type: ekCombo)

Trade of liability settlement between Clearing and Trading Members

Constant	Value	Description
N		Regular Trade
Y	+	Liability settlement trade

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

TTradeType - Trade type (size: 1, type: ekGroup)

Constant	Value	Description
T		Normal trade
N	N	Negotiaded deal
P	IPO	IPO
S	S	Settlement trade for SWAP operation
W	NS	Settlement trade for negotiated SWAP operation
F	T	Money/Securities transfer
E	CB	Settlement trade for currency basket
K	NCB	Settlement trade for negotiated currency basket

TTradingStatus - Security trading status (size: 1, type: ekGroup)

List of available security trading statuses

Constant	Value	Description
N	N	Not traded right now
O	O	Opening period
C	-	Trading is closed
F	C	Closing period
B	B	Break
T		Trading session
I	DA	Discrete auction
A	OE	Auction: Order entry phase
a	AM	Auction: Trade conclusion phase
b	LO	Auction: Bookbuilding phase, orders are locked
p	TWT	Auction: After auction trade phase

TTransferType - Transfer type (size: 1, type: ekCombo)

Constant	Value	Description
		Ordinary transfer
A	=	Transfer the balance
F	<=	Transfer the balance, but no more than the specified
L	L	Transfer the balance except for the specified
R	?	Check the balance
P	N	Transfer the netto of liability and claims

TTrdAccStatus - Status (size: 1, type: ekCombo)

Constant	Value	Description
A		Operations are allowed
S	=	Operations are suspended
N	-	Suspended for trading
X	x	Account is being closed

TTrdAccType - Trading account type (size: 1, type: ekGroup)

List of available types of trading accounts

Constant	Value	Description
M	Own	Own account
N	Client	Client account (individual)
O	Client	Client account (multiple)
R	Own	Own account of non-credit organizations
S	TM	Trust management account of non-credit organizations
T	TM	Trust management account
V		Clients of levels 2 and 3

TUrgency - Message urgency (size: 1, type: ekCheck)

Available message urgency types

Constant	Value	Description
		Normal
U	!	Urgent

TUserLimitStatus - User limit status (size: 1, type: ekCombo)

Constant	Value	Description
A	A	Active
S	=	Suspended
D	-	Deleted

TWBuySell - Direction of an order being withdrawn (size: 1, type: ekCombo)

List of allowed values determining the direction of the orders being withdrawn. Is used in the Withdraw Orders transaction.

Constant	Value	Description
		Any aim
B	B	Buy
S	S	Sell

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'Broker' - 'Interface for brokerage systems, v.32'

Tables

ALL_TRADES - All trades (updateable)

Table contains anonymous information on all trades registered in the Trading System for a trading firm since the beginning of current trading session

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade #	INTEGER	12	Trade number in the Trading System
TRADETIME	Time	TIME	6	Time when the trade was registered by the Trading System
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
PERIOD	Period	TPeriod	1	Period of the trading session when the trade was concluded
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
BUYSELL	Direction	TBuySell	1	Direction of an order which led to the trade conslusion - "Buy / Sell / Sell-Buy / Buy-Sell"
REPORATE	Rate, %	PRICE	9
MICROSECONDS	Microseconds	INTEGER	6	Time when the trade was registered by the Trading System, microseconds
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
FIXINGDATE	Fixing date	DATE	8	Fixing date

AUCTSTATS - Auction stats (updateable)

Results of the auctions

No input fields


Output field	Description	Type	Size	Remarks
PERIOD	Period	TPeriod	1	Trading session period
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PLANNEDTIME	Planned Auction Time	TIME	6	Auction start time according to the trading schedule
STARTTIME	Auction start time	TIME	6	Actual auction start time
ENDTIME	Auction end time	TIME	6	Auction end time
AUCTPRICE	Auction price	PRICE	9	Auction price. Displays the expected price of the auction with all the currently registered orders during the auction. Displays the actual auction price after the auction.
VALUE	Value	FIXED	16.2	Auction trade value, expressed in the currency of settlement. Shows expected value during the auction and the final value once it finishes.
VOLUME	Trade volume	INTEGER	16	Total volume of all trades, expressed in number of securities. Shows expected volume during the auction and the final volume once it finishes.
NUMTRADES	Trades	INTEGER	9	Number of trades
IMBALANCE	Imbalance	INTEGER	16	Total volume of orders that will be left unmatched if the auction ends with currently expected price
MARKETVOLB	Market Buy	INTEGER	16	Total volume of market buy orders based on currently expected price, expressed in number of securities
MARKETVOLS	Market Sell	INTEGER	16	Total volume of market sell orders, expressed in number of securities
DPVALINDICATORBUY	Bid flag (dark pools)	CHAR	1	Flag that shows the availability of buy orders on the dark pool auction
DPVALINDICATORSELL	Sell flag (dark pools)	CHAR	1	Flag that shows the availability of sell orders on the dark pool auction.
DPORDERINDICATOR	Orders flag (dark pools)	CHAR	1	Flag that shows the availability of any orders on the dark pool auction.

BANK - Settlement organizations (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
BANKID	Settlement organization	CHAR	12
SHORTNAME	Name	CHAR	12	Settlement organization short name
BANKNAME	Full name	CHAR	120	Settlement organization full name

BANKACC - Bank accounts (updateable)

No input fields


Output field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
FIRMID	Firm	CHAR	12	Firm ID
DESCRIPTION	Description	CHAR	30
DEFAULTER	Additional Session	TYesNo	1
EARLYSETTLE	Early settle	TYesNo	1
TRADINGCLOSED	Trading closed	TYesNo	1
STATUS	Status	TStatus	1	Flag: "Trading/clearing operations allowed/not allowed"
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
CLEARINGFIRMID	Clearing firm	CHAR	12	Firm ID of clearing member
CLEARINGBANKACCID	Clearing bank account	CHAR	12	Clearing account ID in the settlement house
DETAILS	Details	CHAR	20	Client taxpayer number or passport number or other document
SUBDETAILS	Subdetails	CHAR	20	Client taxpayer number or passport number or other document
UNIFIEDPOOL	Single pool	TYesNo	1
EARLYSETTLETIME	Early settlement time	TIME	6	Early settlement time
TRADINGCLOSEDTIME	Trading closed time	TIME	6	Trading closed time

BCMESSAGES - Messages (updateable)

Table contains information on all messages received by the firm since the Trading Session start

No input fields


Output field	Description	Type	Size	Remarks
URGENCY	Importance	TUrgency	1	Message urgency or importance
FROMUSER	From	CHAR	12	User ID of the message sender
MSGTIME	Time	CHAR	8	Time when the message was dispatched
MSGTEXT	Text	CHAR	256	Text of the message

BOARDS - Trading boards (updateable)

Table contains information on trading boards. The term "Trading Board", as we use it, means a set of trading rules, including the trading methods used (i.e. order-driven market, quote-driven market, call-auction-type trading etc.), order types allowed, trading schedule applied, settlement rules and procedures applied etc

No input fields


Output field	Description	Type	Size	Remarks
BOARDID	Trading board ID	CHAR	4	Trading board ID
BOARDNAME	Board	CHAR	30	Trading board name
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"
MARKETID	Market	CHAR	4	Market ID this board belongs to
LATNAME	English name	CHAR	30	Board name in English

CLIENTCODES - Brokers' clients (updateable)

Table contains information on clients of a broker firm that are registered in the Trading System

No input fields


Output field	Description	Type	Size	Remarks
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
FIRMID	Firm	CHAR	12	Firm ID
DETAILS	Details	CHAR	20	Client taxpayer number or passport number or other document
CLIENTTYPE	Type	CHAR	2	Form of client identification
SUBDETAILS	Subdetails	CHAR	20	Client taxpayer number or passport number or other document
QINVESTOR	Qualified Investor	TYesNo	1	Qualified Investor
STATUS	Status	TUserLimitStatus	1	ClientCode Status

CURRENCY - Currencies (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
CURRCODE	Currency of settlements	CHAR	4	Currency code of the settlements
CURRENCYNAME	Name	CHAR	30
CROSSRATE	Exchange rate	FLOAT	17	Exchange rate of the currency to ruble, expressed in rubles with float point
ASSET	Asset	CHAR	12

EXT_MMSTATS - Market-maker's obligations (updateable)

Table contains information on market-maker's obligations and compliance with these obligations

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
MMID	Entry ID	CHAR	12	Market-making entry ID in the trading system
PARENTMMID	Parent Entry ID	CHAR	12
TRDACCID	Trading account	CHAR	12	Trading account number
SCHEMANAME	Scheme	CHAR	20	Name of the market-making scheme
AGREEMENT	Agreement number	CHAR	12	Number (ID) of a market-making agreement
AGREEMENTDATE	Agreement date	DATE	8	Date of the market-making agreement conclusion
MINSPREADVOLUMEBUY	MGF 1	INTEGER	16	Market-maker's minimal guaranteed fill (minimal total number of lots in active market-maker orders obligatory for the market-maker) on buy side
MINSPREADVOLUMESELL	MGF 2	INTEGER	16	Market-maker's minimal guaranteed fill (minimal total number of lots in active market-maker orders obligatory for the market-maker) on sell side
MAXTRADESVOLUME	Threshold value, lots	INTEGER	16	When the threshold value of trades is exceeded then the market-maker's obligations either change from two-sided to one-sided or he/she is released from obligations. Expressed in lots.
MAXTRADESVALUE	Threshold value, rub.	FIXED	16.2	When the threshold value of trades is exceeded then the market-maker's obligations either change from two-sided to one-sided or he/she is released from obligations. Expressed in Rubles.
MAXSPREADPERC	Max spread 1, %	FLOAT	8	Maximum spread allowed for the market-maker
MAXSPREADPERC1	Max spread 2, %	FLOAT	8	Second maximum spread allowed for the market-maker
MAXSPREADPERC2	Max spread 3, %	FLOAT	8	Third maximum spread allowed for the market-maker
MAXSPREADPRICE	Max spread	PRICE	9
MINKEEPPERCENT	Min % of fulfillment	FIXED	9.2	Minimal percentage of fulfillment
CURRENTSPREADPERC	Spread, %	FLOAT	8	Current market-maker's spread (difference between Minimum buy and Maximum sell prices in active market-maker's orders)
CURRENTSPREADPRICE	Spread	PRICE	9	Current spread, Rubles
CURRENTMINBUYPRICE	Best bid price	PRICE	9	Best price of active limit buy orders
CURRENTMAXSELLPRICE	Best ask price	PRICE	9	Best price of active limit sell orders
CURRENTALLOWEDBUYPRICE	Minimum allowed	PRICE	9	Minimum allowed price for active limit buy order
CURRENTALLOWEDSELLPRICE	Maximum allowed	PRICE	9	Maximum allowed price for active limit sell order
TOTALBUYVOLUME	Buy volume	INTEGER	16	Total volume of active limit buy-orders, expressed in lots
TOTALSELLVOLUME	Sell volume	INTEGER	16	Total volume of active limit sell-orders, expressed in lots
TOTALBREACHTIME	Total breach time	TIME	6	Total time during the current Trading Session when the market-maker was not complying with his/her obligations
TOTALKEEPTIME	Compliance time	TIME	6	Total time during the current Trading Session when the market-maker was complying with his/her obligations
FACTTRADESVOLUME	Volume	INTEGER	16	Total volume of trades, in lots
FACTTRADESVALUE	Value, rub.	FIXED	16.2	Total value of trades, in Rubles
FACTKEEPPERCENT	% of fulfillment	FIXED	9.2	Fulfillment percentage
LEFTKEEPTIME	Left time to fulfillment	TIME	6	Time left to fulfill obligations
UPDATETIME	Update time	TIME	6	Update time
PROCESSED	Obligations fulfilled	TYesNo	1	Flag showing if obligations are being fulfilled
KEEPSPREADVARIANT	Spread type	CHAR	4	Keeping spread type

EXT_ORDERBOOK - Aggregate orderbook (updateable, clear on update)

This is an extended version of ORDERBOOK table. It contains information on current best buy & sell prices and activation time for a particular security. Each row corresponds to a unique pair of price & activation time and shows the total number of lots to sell or to buy at this price with this activation time.

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
DEPTH	Orderbook depth	INTEGER	2	Requested depth of best bid/offer prices for a security. Omitted to get the whole permitted depth.

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 / Sell-Buy / Buy - Sell"
PRICE	Rate	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots

FIRMS - Firms (updateable)

Table lists all the firms

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm code	CHAR	12	Firm ID
FIRMNAME	Firm	CHAR	30	Short firm name
STATUS	Status	TStatus	1	Flag: "Trading/clearing operations allowed/not allowed"
EXCHANGE	Exchange	CHAR	4	Regional Exchange ID
INN	TIN	CHAR	12	Taxpayer Identification Number

INDEXES - Indices (updateable)

Each table row represents one of the indices calculated for this market

No input fields


Output field	Description	Type	Size	Remarks
INDEXBOARD	Board	CHAR	4	Board ID of securities in index base
INDEXCODE*	Index ID	CHAR	12	Exchange Index ID
NAME	Name	CHAR	30	Index name
SHORTNAME	Index	CHAR	10
CURRENTVALUE	Current	PRICE	9	Current index value
LASTVALUE	Close	PRICE	9	Last value of the previous trading session
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
LATNAME	English name	CHAR	30	Index name in English
TIME	Calculation time	TIME	6
OPENVALUE	Opening value	PRICE	9	Value of the Index at the opening of the current trading day
VALTODAY	Trade volume	INTEGER	16	Value of all the trades included into an index, expressed in Rubles
MIN	Minimum	PRICE	9	Minimum index value
MAX	Maximum	PRICE	9	Maximum index value

INSTRS - Groups of securities (updateable)

Table contains information on groups of similar securities (for example, A1-shares, B2-bonds, etc)

No input fields


Output field	Description	Type	Size	Remarks
INSTRID	Group	CHAR	4	Instrument group ID
INSTRNAME	Name	CHAR	30	Instrument group name
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"
INSTRTYPE	Instrument type	TInstrType	1
QUOTEBASIS	Rate type	TQuoteBasis	1
INSTRFWD	"Long" instrument	TYesNo	1	Indication that the instument is forward or "long SWAP"

MARKETS - Markets (updateable)

Table contains information on the markets. Market constitutes a group of trading boards with common features and trading rules (traded instruments, trading rules etc.) - i.e. the Government Securities Market, the Corporate Securities Market, the Quote-Driven Market.

No input fields


Output field	Description	Type	Size	Remarks
MARKETID	Market	CHAR	4	Market ID
MARKETNAME	Name	CHAR	30	Market name
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"
LATNAME	English name	CHAR	30	Market name in English

NEGDEALBOOK - Negdeal orderbook (updateable, clear on update)

Orderbook for negotiated deals. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get orderbook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get orderbook for a particular security traded on the specified board.

Input field	Description	Type	Size	Remarks
BOARDID	Board	CHAR	4	Trading board ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
FIRMID	Firm	CHAR	12	Firm 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 / Sell-Buy / Buy - Sell"
PRICE	Rate	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
FIRMID	Firm	CHAR	12	Firm ID
ORDERNO	Order	INTEGER	12	Order ID in the Trading System
SETTLEDATE	Settlement date	DATE	8	Trade settlement date

NEGDEALS - Negotiated deal orders (updateable)

Table contains information on all negotiated deals submitted by the trading firm since the beginning of the trading session

No input fields


Output field	Description	Type	Size	Remarks
DEALNO	Order No.	INTEGER	12	Negotiated deal order number (ID) in the Trading System
DEALTIME	Time	TIME	6	Time when the trade was registered by the Trading System
STATUS	Status	TOrderStatus	1	Status of a negdeal trade
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
USERID	User ID	CHAR	12	Trader who entered the order
FIRMID	Firm	CHAR	12	Firm on which behalf the order was entered
CPFIRMID	Counterparty	CHAR	12	Firm the order is addressed to
ACCOUNT	Trading account	CHAR	12	Trading account from which the order was entered
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade sides
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
VALUE	Value	FIXED	16.2	Deal value, expressed in the currency of settlement
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.
REPORATE	Rate, %	PRICE	9
PERIOD	Period	TPeriod	1	Trading session period in which the order was entered
CLIENTCODE	Client code	CHAR	12	Short client code which was indicated when entering the trade
UPDATETIME	Update time	TIME	6	Time when the order was updated last time (matched, cancelled)
BALANCE	Lots left	INTEGER	16	Volume of unmatched part of an order, expressed in lots
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
BASEPRICE	Base price	PRICE	9	Base price could be specified for SWAP negdeals
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BANKID	Settlement organization	CHAR	12
FIXINGDATE	Fixing date	DATE	8	Fixing date

ONENEGDEAL - Details for one negotiated deal order (updateable)

Table consists of one row holding information on a negdeal order having the number specified in request

Input field	Description	Type	Size	Remarks
DEALNO	Deal #	INTEGER	12	Negotiated deal order number (ID) in the Trading System

Output field	Description	Type	Size	Remarks
DEALNO	Deal #	INTEGER	12	Negotiated deal order number (ID) in the Trading System
DEALTIME	Time	TIME	6	Time when the trade was registered by the Trading System
STATUS	Status	TOrderStatus	1	Status of a negdeal trade
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
USERID	User ID	CHAR	12	Trader who entered the order
FIRMID	Firm	CHAR	12	Firm on which behalf the order was entered
CPFIRMID	Counterparty	CHAR	12	Firm the order is addressed to
ACCOUNT	Trading account	CHAR	12	Trading account from which the order was entered
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade sides
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
VALUE	Value	FIXED	16.2	Order value, expressed in the currency of settlement
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.
PERIOD	Period	TPeriod	1	Trading period during which the trade was registered
CLIENTCODE	Client code	CHAR	12	Short client code which was indicated when entering the trade
UPDATETIME	Update time	TIME	6	Time when the order was updated last time (matched, cancelled)
BALANCE	Lots left	INTEGER	16	Volume of unmatched part of an order, expressed in lots
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
BASEPRICE	Base price	PRICE	9	Base price could be specified for SWAP negdeals
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BANKID	Settlement organization	CHAR	12
FIXINGDATE	Fixing date	DATE	8	Fixing date

ONEORDER - Details for one order (updateable)

Table consists of one row holding information on an order having the number specified in request

Input field	Description	Type	Size	Remarks
ORDERNO	Order	INTEGER	12	Order ID in the Trading System

Output field	Description	Type	Size	Remarks
ORDERNO	Order number	INTEGER	12	Order ID in the Trading System
ORDERTIME	Order time	TIME	6	Time when the order was registered by the Trading System
STATUS	Status	TOrderStatus	1	Order status
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, fill or kill, withdraw remainder
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
USERID	User ID	CHAR	12	ID of the user who has entered the order
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the order was entered
ACCOUNT	Trading account	CHAR	12	Trading account for which the order was entered
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
HIDDEN	Hidden lots	INTEGER	16
BALANCE	Lots left	INTEGER	16	Volume of unmatched part of an order, expressed in lots
VALUE	Value	FIXED	16.2	Order value, expressed in the currency of settlement. This value does not include the exchange commission nor the accrued interest.
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
LINKEDORDER	Amended order number	INTEGER	12	ID of the order that was replaced by the given order
ENTRYTYPE	Entry type	TPriceEntryType	1	Price entry type - "at exchange rate/at WA price"
PERIOD	Period	TPeriod	1	Trading session period during which the order was entered
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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
UPDATETIME	Update time	TIME	6	Time when the order was updated last time (matched, cancelled)
UPDATE_MICROSECONDS	Update time microseconds	INTEGER	6	Time when the order was updated last time (matched, cancelled), microseconds
MICROSECONDS	Microseconds	INTEGER	6	Time when the order was registered at the Trading System, microseconds
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
UPDUSERID	Updater user ID	CHAR	12	ID of a user who changed or cancelled this order
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BANKID	Settlement organization	CHAR	12
INTORDERNO	Internal Order No	INTEGER	12	Internal order number in the trading system. Can be used to identify own orders in the anonymous FAST market data feed.
ASP	Signature	CHAR	12	Equivalent of a handwritten signature
FIXINGDATE	Fixing date	DATE	8	Fixing date

ORDERS - Orders (updateable)

Table contains information on the orders sent by the trading firm during the Trading Session. Each row represents one order.

No input fields


Output field	Description	Type	Size	Remarks
ORDERNO	Order number	INTEGER	12	Order ID in the Trading System
ORDERTIME	Order time	TIME	6	Time when the order was registered by the Trading System
STATUS	Status	TOrderStatus	1	Order status
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, fill or kill, withdraw remainder
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
USERID	User ID	CHAR	12	ID of the user who has entered the order
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the order was entered
ACCOUNT	Trading account	CHAR	12	Trading account
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
HIDDEN	Hidden lots	INTEGER	16
BALANCE	Lots left	INTEGER	16	Volume of unmatched part of an order, expressed in lots
VALUE	Value	FIXED	16.2	Order value, expressed in the currency of settlement. This value does not include the exchange commission nor the accrued interest.
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
LINKEDORDER	Amended order number	INTEGER	12	ID of the order that was replaced by the given order
ENTRYTYPE	Entry type	TPriceEntryType	1	Price entry type - "at exchange rate/at WA price"
PERIOD	Period	TPeriod	1	Trading session period during which the order was entered
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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
UPDATETIME	Update time	TIME	6	Time when the order was updated last time (matched, cancelled)
UPDATE_MICROSECONDS	Update time microseconds	INTEGER	6	Time when the order was updated last time (matched, cancelled), microseconds
MICROSECONDS	Microseconds	INTEGER	6	Time when the order was registered at the Trading System, microseconds
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
UPDUSERID	Updater user ID	CHAR	12	ID of a user who changed or cancelled this order
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BANKID	Settlement organization	CHAR	12
INTORDERNO	Internal order number	INTEGER	12	Internal order number in the trading system. Can be used to identify own orders in the anonymous FAST market data feed.
ASP	Signature	CHAR	12	Equivalent of a handwritten signature
FIXINGDATE	Fixing date	DATE	8	Fixing date

PRICEMOVELIMIT - Price move limits (not updateable)

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
UPPERLIMIT	Upper limit	PRICE	9
LOWERLIMIT	Lower limit	PRICE	9

RM_PRICERANGE - Market risk parameters (updateable)

Common market risk-parameters

No input fields


Output field	Description	Type	Size	Remarks
ASSET	Asset	CHAR	12
NUM	Range	INTEGER	1	Range number
LIMITBEGIN	Range start, units	FIXED	16.2
LIMITEND	Range end, units	FIXED	16.2
RTL_RUB	Lower rate bound	FLOAT	16
RTH_RUB	Upper rate bound	FLOAT	16
LIMITBEGIN_RUB	Range start, rub.	FIXED	16.2
LIMITEND_RUB	Range end, rub.	FIXED	16.2
DISCOUNT_L	Risk rate for rate decrease, %	FIXED	6.3
DISCOUNT_H	Risk rate for rate increase, %	FIXED	6.3
RCRUB	Central rate	FLOAT	16
CHANGETIME	Risk rates change time	TIME	6

SECTRANSFERS - Orders for transfer (updateable)

The table contains orders for money or security transfers which have been entered by the firm since the beginning of the current trading session.

No input fields


Output field	Description	Type	Size	Remarks
ORDERNO	Order number	INTEGER	12	Order ID in the Trading System
ORDERTIME	Order time	TIME	6	Order registration time
STATUS	Status	TOrderStatus	1	Current order status
BUYSELL	D/W	TSecTransferBuySell	1	Order direction - "deposit to account / withdraw from account"
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
USERID	User ID	CHAR	12	ID of the user who has entered the order
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the order is entered
CPFIRMID	Counterparty	CHAR	12	Counterparty firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
MATCHREF	Matching reference	CHAR	10	Matching reference text
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
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.
WITHDRAWTIME	Withdrawal time	TIME	6
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BANKID	Settlement organization	CHAR	12
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRANINFO	Transfer details	CHAR	210
TRANTYPE	TranType	CHAR	4	Type of Transfer

SECURITIES - General market data (updateable)

The Table contains current General Market Information for Securities (Traded Instruments) traded on different Trading Boards. Each row corresponds to a unique pair: a Trading Board - a Security (Traded Instrument).

Input field	Description	Type	Size	Remarks
MARKETID	Market	CHAR	4	Market ID
BOARDID	Board	CHAR	4	Trading board ID

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security ID	CHAR	12	Security ID
SECNAME	Name	CHAR	30	Name of the security
REMARKS	Remarks	CHAR	8
SHORTNAME	Security	CHAR	10
STATUS	Status	TSecStatus	1	Flag "trading operations allowed/suspended"
TRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status
MARKETCODE	Market	CHAR	4	Market ID
INSTRID	Instrument Group ID	CHAR	4	Instrument group ID
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Order's minimum price step	PRICE	9	Minimum price increment for orders, not applicable to orders at WA price
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
PREVPRICE	Last Close Price	PRICE	9	Price of the last trade of the previous trading day
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
PREVWAPRICE	Previous WA price	PRICE	9	The weighted average price of the previous trading session
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
LATNAME	English name	CHAR	30	Name of the security in English
PREVLOTSIZE	Previous lot size	INTEGER	8	Previous number of securities in one lot
LOTSIZECHANGEDATE	Date when the lot size changed	DATE	8
ORIGINTRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status. During the break shows the actual status of the trading session (never changes to "Break").
ASSET	Asset	CHAR	12
FIXINGDATE	Fixing date	DATE	8	Fixing date
BID	Bid	PRICE	9	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 number of lots)
BIDDEPTHT	Total bid depth	INTEGER	16	Total unmatched volume of all active buy orders, expressed in lots
NUMBIDS	Buy orders	INTEGER	6	Number of buy orders in the queue of the Trading System
OFFER	Offer	PRICE	9	Best offer price
OFFERDEPTH	Best offer depth	INTEGER	16	Volume of all sell orders at the best price, expressed in lots
OFFERDEPTHT	Total offer depth	INTEGER	16	Total unmatched volume of all active sell orders (expressed in lots)
NUMOFFERS	Sell orders	INTEGER	6	Number of sell orders in the queue of the Trading System
OPEN	First	PRICE	9	First trade price
HIGH	Maximum	PRICE	9	Maximum trade price
LOW	Minimum	PRICE	9	Minimum trade price
LAST	Last	PRICE	9	Last trade price
CHANGE	Last to Closing change	PRICE	9	Difference between the Last Price and the Previous day Closing Price
QTY	Lots in the last	INTEGER	16	Volume of the last trade, expressed in lots
TIME	Time of the last	TIME	6	Time when the last trade was concluded
VOLTODAY	Today volume	INTEGER	16	Volume of concluded trades, expressed in the currency of the security
VALTODAY	Today value	INTEGER	16	Value of concluded trades, expressed in the currency of settlement
VALUE	Value of the last	FIXED	16.2	Value of the last trade in the current trading session, expressed in the currency of settlement
WAPRICE	WA	PRICE	9	Weighted-average price
HIGHBID	Best bid	PRICE	9	Best bid price during the trading session
LOWOFFER	Best offer	PRICE	9	Best offer price during this trading session
NUMTRADES	Trades today	INTEGER	9	Number of trades today
PRICEMINUSPREVWAPRICE	Last price to previous WA price	PRICE	10	Difference between the last price and the weighted average price of the previous trading session
CLOSEPRICE	WA Rate 16:30	PRICE	9	Closing period price
NUMNEGDEALS	Number of negdeals	INTEGER	9	Number of negotiaded deals during the trading day
BASEPRICE	Base price	PRICE	9	Base price could be specified for SWAP negdeals
MARKETPRICE	FX fixing Prev	PRICE	9	FX fixing ME (of the previous trading session)
MARKETPRICETODAY	FX fixing Curr	PRICE	9	FX fixing by orderbook liquidity and deals evaluation method for one second interval
SETTLECODE	Settlement code	CHAR	12	Default settlement code for this security
MARKETPRICE2	FX fixing ME	PRICE	9	Average value of FX fixing Curr calculated from 12:25:01 till 12:30:00
ADMITTEDQUOTE	FX fixing price	PRICE	9	Average value of FX fixing ME and FX fixing EBS
SETTLEDATE1	Settlement date 1	DATE	8	Settlement date for a trade or the first part of a REPO/swap trade
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the second part of a REPO/swap trade

SEC_SETTLECODE - Settlement codes for the instruments (updateable)

Table contains settlement codes and their respective settlement dates

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
SETTLECODE	Settlement code	CHAR	12	Settlement code
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
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.
FIXINGDATE	Fixing date	DATE	8	Fixing date

SEC_SETTLECODE_STATS - Negdeal orderbook (updateable)

Orderbook for negotiated deals. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get orderbook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get orderbook for a particular security traded on the specified board.

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
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
BID	Bid	PRICE	9	Best bid price
OFFER	Offer	PRICE	9	Best offer price
BIDDEPTH	Best bid depth	INTEGER	16	Total unmatched volume of all active buy orders at the current best bid price, expressed in number of securities
OFFERDEPTH	Best offer depth	INTEGER	16	Volume of all sell orders at the best price, expressed in lots
BIDDEPTHT	Total bid depth	INTEGER	16	Total unmatched volume of all active buy orders, expressed in lots
OFFERDEPTHT	Total offer depth	INTEGER	16	Total unmatched volume of all active sell orders (expressed in lots)
NUMBIDS	Buy orders	INTEGER	6	Number of buy orders in the queue of the Trading System
NUMOFFERS	Sell orders	INTEGER	6	Number of sell orders in the queue of the Trading System

SETTLECODES - Settlement codes (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
DESCRIPTION	Description	CHAR	30
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
FIXINGDATE	Fixing date	DATE	8	Fixing date

STATS - Trading system parameters (not updateable)

Table contains one row with trading system (engine) general information

No input fields


Output field	Description	Type	Size	Remarks
SESSION	Session ID	INTEGER	10	Unique ID of the current trading/clearing session
TEVERSION	Version	CHAR	10	Trading/clearing system version
SYSTEMID	Type	TSystemID	1	Type of the trading/clearing system
TESTSYSTEM	Test system	TYesNo	1

TESYSTIME - Trading System time (updateable, clear on update)

Table consists of one row with Trading System current date and time. This information is usually used to synchronize client time with the server time.

No input fields


Output field	Description	Type	Size	Remarks
TIME	Time	TIME	6	Server time
DATE	Date	DATE	8	Server date
TOMORROWDATE	Tomorrow date	DATE	8
MICROSECONDS	Microseconds	INTEGER	6	Server time, microseconds

TRADES - Trades (updateable)

Table contains information on all trades registered in the Trading System for a trading firm since the beginning of the current trading session. Each Trade is represented by one row.

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade number	INTEGER	12	Trade number in the Trading System
ORDERNO	Order number	INTEGER	12	Number of order from which the trade originates
TRADETIME	Time	TIME	6	Time when the trade was registered by the Trading System
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
USERID	User ID	CHAR	12	ID of the user who concluded the trade
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the trade is registered
CPFIRMID	Counterparty	CHAR	12	Counterparty Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
PERIOD	Period	TPeriod	1	Period of the trading session when the trade was concluded
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
TRADETYPE	Type	TTradeType	1	Trade type
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.
COMMISSION	Total commission	FIXED	16.2	Trade commission, in Rubles
REPORATE	Rate, %	PRICE	9
CLEARINGCENTERCOMM	Clearing commission	FIXED	16.2	Clearing commission, in Rubles
EXCHANGECOMM	Exchange commission	FIXED	16.2	Exchange commission, in Rubles
TRADINGSYSTEMCOMM	Technical access commission	FIXED	16.2	Technical access commission, in Rubles
CLIENTCODE	Client code	CHAR	12	Client code specified by the trader when entering an order
MICROSECONDS	Microseconds	INTEGER	6	Time when the trade was registered by the Trading System, microseconds
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
BASEPRICE	Base price	PRICE	9	Base price could be specified for SWAP negdeals
PARENTTRADENO	Parent trade	INTEGER	12	Parent trade number for SWAP trades
HIDDENQTYORDER	Trade by iceberg-order	TYesNo	1	Set to 'Y' if trade originates from an iceberg order
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
SYSTEMREF	System reference	CHAR	12	Additional data transferred by the trading system
BANKID	Settlement organization	CHAR	12
TRADEDATE	Trade date	DATE	8
CLEARINGFIRMID	Clearing firm	CHAR	12	Firm ID of clearing member
CLEARINGBANKACCID	Clearing bank account	CHAR	12	Clearing account ID in the settlement house
MAKERFLAG	Active/Passive	TMakerTaker	1
CPORDERNO	Counterparty order number	INTEGER	12	Counterparty order number for this trade. Only applicable to negotiated deals.
TRANINFO	Transfer details	CHAR	210
SETTLELIABILITYFLAG	Liability settlement trade	TTradeSettleLiabilityFlag	1	Trade of liability settlement between Clearing and Trading Members
STATUS	Status	TTradeStatus	1	Trade status
TRANTYPE	Type of Transfer	CHAR	4	Type of Transfer
FIXINGDATE	Fixing date	DATE	8	Fixing date

TRADETIME - Trading schedule (updateable)

Table contains information on Time Events triggering changes in the trading status of market, trading board, group of traded instruments or security

No input fields


Output field	Description	Type	Size	Remarks
TIME	Time	TIME	6	Time the event is scheduled to execute at
MARKETID	Market	CHAR	4	Market ID
INSTRID	Group	CHAR	4	ID of a security group the event is concerned with
BOARDID	Board	CHAR	4	ID of a trading board the event is concerned with
SECCODE*	Security	CHAR	12	Security ID
TYPE	Event	CHAR	2	Event type. For list of all types see the TRDTIMETYPES table.
STATUS	Status	TTimeStatus	1	Event status - flag showing whether the event has already happened or not

TRANTYPES - Transfer types (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRANTYPE	TranType	CHAR	4	Type of Transfer
DESCRIPTION	Description	CHAR	255	Transfer type description
LATDESCRIPTION	English description	CHAR	255	Transfer type description in English

TRDACC - Trading accounts (updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
TYPE	Depositary account type	TDepAccType	1	Depositary account type
FIRMID	Firm	CHAR	12	Firm ID
DESCRIPTION	Description	CHAR	30
BANKACCID	Bank account	CHAR	12	Bank account associated with the trading account
STATUS	Status	TTrdAccStatus	1	Flag: "Trading operations allowed/not allowed"
TRDACCTYPE	Trading account type	TTrdAccType	1	Trading account type

TRDTIMEGROUPS - Trading events groups (not updateable)

Groups of trading events

No input fields


Output field	Description	Type	Size	Remarks
TYPE	Group type	CHAR	1	Group of event type
NAME	Russian name	CHAR	32	Name of event group in Russian
LATNAME	English name	CHAR	32	Name of event group in English

TRDTIMETYPES - Type of event (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
TYPE	Event type	CHAR	2
DESCRIPTION	Russian description	CHAR	50	Description in Russian
GROUPTYPE	Group	CHAR	1	Type of event group
LAT_DESCRIPTION	English description	CHAR	50	Description in English

USERS - Users (updateable)

Table contains list of users, including technical users, created for a trading and/or clearing member. Each row corresponds to one user.

No input fields


Output field	Description	Type	Size	Remarks
USERID	User ID	CHAR	12
USERNAME	User name	CHAR	30
FIRMID	Firm	CHAR	12	Firm ID
STATUS	Status	TStatus	1	Flag: "Trading/clearing operations allowed/not allowed"
TRADING	Trading/clearing operations	TStatus	1	Flag: "Trading/clearing operations allowed/not allowed" by firm manager
USERGROUP	Group	CHAR	12	Group ID the user belongs to
CODMODESUBSCR	COD-Mode Subscr.	TCodMode	1	Type of Cancel on Disconnect mode subscription (COD-mode). COD-mode - cancel active orders on disconnect or logoff from Trading System. Available types are "Not used", "Always" and "On Demand".
CODMODE	COD-mode	TOnOff	1	Status of Cancel on Disconnect mode.
MASTERUSER1	Master User ID 1	CHAR	12	First Master User ID for Sponsored Market Access
MASTERUSER2	Master User ID2	CHAR	12	Second Master User ID for Sponsored Market Access
CODMODE_DC	CODCD mode	TOnOff	1	Status of Cancel on Drop-Copy Disconnect mode.
MASTERUSERFLAG	Master	TYesNo	1	This user is the SMA Master User
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker and linked to this user ID
IPGATEWAY	Gateway	CHAR	20
IPCLIENT	Workstation	CHAR	20
LOGGEDON	Active	TBoolInt	1	Flag indicating whether the user is currently logged-on
EXTIPCLIENT	External ip address	CHAR	20

USER_TRDACC - Trader-account (not updateable)

List of links of user accounts to trading accounts

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
USERID	User ID	CHAR	12
TRDACCID	Trading account	CHAR	12	Trading account number

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

CHANGE_PASSWORD - Change password

Input field	Description	Type	Size	Remarks
CURRENTPW	Current password	CHAR	10
NEWPW	New password	CHAR	10

CODMODE_SWITCH - Cancel on Disconnect on|off

Switch on|off Cancel on Disconnect mode

No input fields


COMPLEX_NEGDEAL - Enter negotiated deal order without confirmation

Make transfers between two own clients of the firm or between the firm and one of its clients

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction: B - buy S - sell for SWAP orders: B - sell/buy S - buy/sell
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Own firm is specified
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade sides
CPACCOUNT	Counterparty's trading account	CHAR	12	Counterparty's trading account
CPBROKERREF	Counterparty's broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
CPCLIENTCODE	ID of a counterparty's client	CHAR	12	ID of a counterparty's client, assigned by the counterparty

COMPLEX_TRANSFER - Enter money transfer order

Input field	Description	Type	Size	Remarks
ACCOUNT	Position	CHAR	12	Trading account number
BUYSELL	D/W	TSecTransferBuySell	1	Transfer direction: withdraw from a counterparty account or deposit to it
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty firm ID
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
CPACCOUNT	Counterparty position	CHAR	12	Counterparty trading account
CPBROKERREF	Counterparty's broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
CPCLIENTCODE	ID of a counterparty's client	CHAR	12	ID of a counterparty's client, assigned by the counterparty
TRANSFERTYPE	Transfer type	TTransferType	1

MESSAGE_SEND - Send message

Input field	Description	Type	Size	Remarks
USERIDTO	To user	CHAR	12
FIRMIDTO	To firm	CHAR	12	Firm ID
URGENCY	Importance	TUrgency	1	Message urgency or importance
MESSAGE	Text	CHAR	256

NEGDEAL - Enter negotiated deal order / OTC negotiated deal

Enter negotiated deal order / OTC negotiated deal

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / 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
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade sides
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.
ACCEPTEDORDERNO	To order no	INTEGER	12	Number of the counterparty negotiated deal order begin accepts (if the order is send in reply to the quote), otherwise fill with spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BASEPRICE	Base price	PRICE	9	Base price for the instrument

ORDER - Enter order

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / 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, fill or kill, withdraw remainder
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	PRICE	9	Price for one security. For market orders must be set to 0.
QUANTITY	Lots	INTEGER, NOT NULL	16	Volume, expressed in lots
HIDDEN	Lots hidden	INTEGER	16
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker

ORDER_AMEND - Amend order

Change parameters of an active order

Input field	Description	Type	Size	Remarks
ORDERNO	Order	INTEGER	12	Order ID in the Trading System
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
PRICE	Rate	PRICE	9	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[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.
CANCELORIGONREJECT	Withdraw the original order	TYesNo	1	Conditional or unconditional withdrawal of the original order. 'Y' - withdraw the old order, even if the new order will be rejected. 'N' - withdraw the old order only if the new order is successfully accepted by the system.

USER_HEARTBEAT - HEARTBEAT

User heartbeat. Minimum interval - 1 second.

No input fields


USER_TRADE_SUSP - Suspend user's trading operations

The transaction is used to control own firm's user access to trading operations. Transaction is available to firm manager only. If trading is not allowed, user can not enter or withdraw orders, but still can get trading data from the system.

Input field	Description	Type	Size	Remarks
USERID	User ID	CHAR	12
WITHDRAW	With order withdrawal	TYesNo	1

USER_TRADE_UNSUSP - Unsuspend user's trading operations

The transaction is used to control own firm's user access to trading operations. Transaction is available to firm manager only. If trading is not allowed, user can not enter or withdraw orders, but still can get trading data from the system.

Input field	Description	Type	Size	Remarks
USERID	User ID	CHAR	12

WD_NEGDEAL - Withdraw negotiated deal orders

Withdraw one or more active (not yet accepted) negdeals. When serveral parameters are given then the logical AND operator is used.

Input field	Description	Type	Size	Remarks
DEALNO	Order number	INTEGER	12	Order ID or a string with blanks
USERID	User ID	CHAR	12	User ID or a string with blanks
FIRMID	Firm	CHAR	12	Firm ID or a string with blanks

WD_ORDERS - Withdraw orders

Withdraw active (not completely matched) orders. When several parameters are given then the logical AND operator is used.

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TWBuySell	1	Withdraw orders of given direction or both sell & buy orders if space is given
ACCOUNT	Trading account	CHAR	12	Withdraw orders by a trading account
SECBOARD	Board	CHAR	4	Security board ID. Must be specified together with Security ID.
SECCODE*	Security	CHAR	12	Withdraw orders by Security ID
TRADERID	Trader	CHAR	12	Withdraw orders by User ID
FIRMID	Firm	CHAR	12	Withdraw orders by Firm ID
EXTREF	External user ID	CHAR	12	ID of an external user who submitted an order, or spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker

WD_ORDER_BY_NUMBER - Withdraw order by number

Input field	Description	Type	Size	Remarks
ORDERNO	Order	INTEGER	12	Order ID in the Trading System

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