'Equities33' market information objects

Constant	Value	Description
-	-	Not defined
B	Bonds	Bonds
C	Currency	Currency
D	DR	Depositary receipts
E	ETF	Foreign securities investment funds ETF
G	Basket	Basket of securities
H	List	List ID
I	MC	Mortgage certificate
K	Group	Group
L	Spread	Interproduct spread
M	MF	Mutual fund shares
P	Metals	Precious metals
R	REPO	REPO with CCP indicators
S	Shares	Shares
T	ETC	ETC
U	GCC	GCC

TBankAccType - Bank account type (size: 1, type: ekCombo)

Constant	Value	Description
D	Funds transferred to TM	Funds transferred to Trust Managment
F	Collective collateral	Collective clearing collateral
L	Clients' funds	Clients' funds
S	Own funds	Own funds
G	Stress collateral	Stress collateral
T	Technologic	Technologic
V	2, 3 lev. clients	Clients of levels 2 and 3

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

Constant	Value	Description
0		No
1	Yes	Yes

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

Constant Value Description

B B Buy

S S Sell

TClearingMode - Clearing model (size: 1, type: ekCombo)

Constant Value Description

B CB Clearing broker model.

F On behalf of CM On behalf of Clearing member model.

TClearingType - Clearing type (size: 1, type: ekCombo)

Constant	Value	Description
		Not identified (no settlement instruction has been sent yet)
S	S	Simple (quick)
M	М	Multilateral
E	E	External
C	C	Central

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

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.

TCompensation - Compensation direction (size: 1, type: ekGroup)

Constant Value Description

B Pay Pay compensation

S Get Get compensation

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

Constant Value Description

C Main (own)

O Correspondent

T Custodian

Z Emission

H Clearing

K Treasury

V 2, 3 lev. clients Clients of levels 2 and 3

TDPValIndicator - Order availability flag (size: 1, type: ekCombo)

Constant Value Description

- No orders

S Small The total value of orders is less than N*minimum order value

M Much The total value of orders is greater than N*minimum order value

Y Yes There are orders

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

Constant Value Description

Append to the orderbook

N N Immediately or cancel

W W Withdraw unmatched remainder

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

Constant	Value	Description
S	S	Security
C	C	Cash
W	S	SWAP
I	I	Index
L	L	List

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)

Constant Value Description

M M Market

L L Limit

C C Order of the closing period

TMMOrder - Order target flag (size: 1, type: ekCombo)

Constant Value Description

Default

M M Market-maker order

S S Stabilization order

TMMQuoteType - Market-maker's obligations to support liquidity (size: 1, type: ekCombo)

Constant Value Description

N No obligations

A A Obligation to support liquidity on both buy- and sell- directions

B B Obligation to support liquidity on only one (either buy or sell) direction

Not applicable

TNegdealEntry - Negdeal entry method (size: 1, type: ekCombo)

Constant	Value	Description
Q	By qty	Quantity (and price)
V	By amount	Amount of money
		Not defined

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

Constant	Value	Description
N	Off	Off
Y	On	On

TOperationType - Direction of a Transfer transaction (size: 1, type: ekCombo)

Constant	Value	Description
K	D	Deposit
D	W	Withdraw

TOrderActivationType - Order activation event type (size: 1, type: ekGroup)

Constant Value Description

Regular order

T TA Order with activation time

C CA Order to Close Auction

TOrderCancelReason - Cancel Reason (size: 2, type: ekCombo)

Constant Value Description

00 By trading rules

01 Price move limit breached

02 Iceberg order

03 Market order

04 Market order with price

05 Canceled by operator

06 Closing auction price conditions

07 Canceled due to depo account suspention

08 Cancellation of unconfirmed negdeal orders

09 Cancellation of unconfirmed transfers

10 Cancellation of orders from external systems

11 Cancellation of orders awaiting activation event

12 Cancellation of orders awaiting activation time

13 Canceled during the market suspension sequence

14 Canceled during the board suspension sequence

15 Canceled during the board trading mode change

16 Canceled during the security suspension sequence

17 Canceled during the security trading mode change

18 Canceled during the default management

19 Canceled to start early settlement

20 Trading closed for bankacc

21 Canceled on single limit check

22 Cancel orders time event

23 Cross trade check

24 Market maker trade check

25 Not enough collateral (on activation)

26 Canceled during the firm suspension sequence

27 Canceled during the user suspension sequence

28 Canceled during the trading account suspension sequence

29 Canceled during the instrument group suspension sequence

30 Value of the market order is less then one lot

31 Canceled during the user's trading suspension sequence

32 Canceled due to the prohibited period order

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

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

T Time Order activation time hasn't come yet

D -D Cancelled by Trading System on user's disconnect (COD)

E Event Waitng for an event to start

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)

Constant Value Description

O O Opening period

S OA Opening Auction

N Normal trading

C C Closing period

F F Final close period

L CA Closing auction

D DP Dark pool

I DA Discrete auction

E PCA Close Auction Price Trading

- Undefined

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

Constant Value Description

P "Conventional" price

Y Y Yield 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
R	P	Price is specified in terms of cash for one instrument
F	%	Price is specified as percentage of the traded instrument's face value

TRepoEntry - Type of REPO order entry (size: 1, type: ekCombo)

Constant	Value	Description
1	P1+R	Price1+Rate
2	R+P2	Rate+Price2
3	P1+P2	Price1+Price2
4	RVa+V	REPO Value+Volume
5	RVa+D	REPO Value+Discount
6	V+D	Volume+Discount
7	RVa	REPO Value
8	V	Volume
0		Not defined

TRepoFlag - REPO order flag (size: 1, type: ekCheck)

Constant	Value	Description
		Normal order
R	REPO	REPO order

TReportKind - Type of settlement instruction (size: 1, type: ekCombo)

Constant	Value	Description
1	Norm.	Normal instruction
N	Spec.	Special instruction (i.e. instruction for settlement of several trades)
S	Quick	Instruction for quick settlement ("simple clearing")

TReportStatus - Settlement instruction status (size: 1, type: ekCombo)

Constant	Value	Description
O	O	Open (waiting for acceptance)
W	-	Withdrawn
M	+	Matched (accepted)
C	C	Cancelled by the Trading System

TReportType - Settlement instruction type (size: 1, type: ekCombo)

Constant	Value	Description
S	Settle	Settlement instruction
C	Cancel	Instruction to cancel margin call

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)

Constant Value Description

B D Deposit

S W Withdraw

TSettled - Settlement status flag (size: 1, type: ekCombo)

Constant	Value	Description
S	Settled	Settled
U		Not settled
P	In process	In process of settlement

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

Constant Value Description

S Price split allowed

O O One price only

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

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)

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)

Constant Value Description

N Regular Trade

Y + Liability settlement trade

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

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	Negotiated deal
P	IPO	IPO
S	S	Settlement trade for SWAP operation
W	NS	Settlement trade for negotiated SWAP operation
F	T	Money/Securities transfer
R	R1	Negotiated deal for the first part of REPO trade
G	CCPR	Deal for REPO with CCP
H	CCPR1	First part of deal for REPO with CCP
h	CR2	Second part of deal for REPO with CCP
I	NCR	Negotiated deal for REPO with CCP
J	NCR1	First part of negotiated deal for REPO with CCP
j	NCR2	Second part of negotiated deal for REPO with CCP
L	Refund	REPO with CCP assets refund technical deal
M	NBR1	First part of negotiated deal for REPO with basket
m	NBR2	Second part of negotiated deal for REPO with basket

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

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

L CA Closing auction

D DP Dark pool

I DA Discrete auction

E PCA Close Auction price trading

S OA Opening 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)

Constant Value Description

C Special account for cash transfer

M Own account (credit inst.)

N Client account

O Client correspondent account

R Own account (non-credit inst.)

S Trust management account (non-credit inst.)

T Trust management account (credit inst.)

X Technological account

F Mutual guarantee fund

G Stress fund

V Clients of levels 2 and 3

D Main for deposits

H Technical account SP

E Commission, deposits

TUAccessListType - List type (size: 1, type: ekGroup)

Constant Value Description

W W White list

B B Black list

Not specified

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

Constant Value Description

Normal

U ! Urgent

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

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

TUSTradeStatus - Status of unsettled trades (size: 1, type: ekCombo)

Constant	Value	Description
U	Unsettled	No settlement instruction has been sent yet
P	Waiting	Included into settlement instruction
M	+	Matched/confirmed (included into off-line settlement)
G	Margin call	Margin call
N	Margin call cancel	Margin call cancel
C	-C	Cancelled by the Trading System
W	-	Withdrawn by the user

TUSTradeType - Type of an unsettled trade (size: 1, type: ekCombo)

Constant	Value	Description
N	N	Negotiated deal
R	R1	REPO first leg
r	R2	REPO second leg
D	M	Margin call
P	P	Primary distribution
H	CCPR1	First part of deal for REPO with CCP
h	CR2	Second part of deal for REPO with CCP
J	NCR1	REPO with CCP first leg
j	NCR2	REPO with CCP second leg
L	RP	Refund payments
F	T	Money/Securities transfer

TValueEntryType - Order value entry method (size: 1, type: ekGroup)

Constant Value Description

Q Q By quantity

V V By value

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

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.33'

Tables

ACCOUNT_BALANCE - Positions on securities on trading accounts (updateable)

Input field Description Type Size Remarks

ACCOUNT Trading account CHAR 12 Trading account number

SECCODE* Security CHAR 12 Security ID

Output field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

DEPACCID Depositary account CHAR 12 Depositary account number in the Depositary Center

SECCODE* Security CHAR 12 Security ID

OPENBAL Opening balance INTEGER 16 Total number of securities at the beginning of the Trading Session

PLANBAL Planned balance INTEGER 16 Account balance after the quick ("simple") settlement. Equals to Opening balance minus Planned sell position that has been included into the quick settlement.

CURRENTPOS Current balance INTEGER 16 Current balance is calculated as Opening balance plus total number of securities bought since the beginning of the Trading session minus total number of securities sold since the beginning of the Trading session

USQTYB Unsettled quantity bought INTEGER 16 Number of securities bought since the beginning of the trading session and included into multilateral settlement

USQTYS Unsettled quantity sold INTEGER 16 Number of securities sold since the beginning of the trading session and included into multilateral settlement

PLANNED Planned remainder INTEGER 16 Equals to Current balance minus Planned sell position

PLANNEDPOSBUY Planned buy position INTEGER 16 The total number of securities in all active (not matched, withdrawn or canceled) "Buy" orders

PLANNEDPOSSELL Planned sell position INTEGER 16 The total number of securities in all active (not matched, withdrawn or canceled) "Sell" orders

LIMITSELL Planned ext. limit INTEGER 16

SETTLEBAL Settled INTEGER 16 Planned position after settlements

LIMIT1SET CC's limit set TYesNo 1

LIMIT1 CC's uncovered sell limit INTEGER 16

LIMIT2SET User's limit set TYesNo 1

LIMIT2 User's uncovered sell limit INTEGER 16

ACCOUNT Trading account CHAR 12 Trading account number

FIRMUSE Category type CHAR 1 'U' - for collateral category; any other value - for trading categories.

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

PLANNEDCOVERED Planned T+ INTEGER 16

ALL_TRADES - All trades (updateable)

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 Price PRICE 9 Price for one security

QUANTITY Lots INTEGER 16 Trade volume, expressed in lots

VALUE Value FIXED 16.2 Trade value, expressed in the currency of settlement

ACCRUEDINT Value of accrued interest FIXED 16.2 Accrued interest, expressed in the currency of settlement

YIELD Yield FIXED 9.2 Yield, based on the trade price

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 conclusion

REPORATE REPO rate PRICE 9 REPO rate, expressed in %

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current date

REPO2VALUE REPO buy-back value FIXED 16.2 Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement

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.

MICROSECONDS Microseconds INTEGER 6 Time when the trade was registered by the Trading System, microseconds

SETTLEDATE Settlement date DATE 8 Trade settlement date

FACEAMOUNT FaceAmount FIXED 16.2 Value of trade by face value, expressed in the currency of settlement

ASSETS - Assets (updateable)

Output field	Description	Type	Size	Remarks
ASSET	Asset ID	CHAR	12
NAME	Asset name	CHAR	30
SHORTNAME	Asset	CHAR	10
LATNAME	English name	CHAR	30
RC	Settlement price	FLOAT	16	For bonds - settlement price as % of the face value. For shares - value in Rubles. For groups - discount rate for interproduct spread.
RCRUB	Settlement price, rub.	FLOAT	16
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
RTL_RUB	Market risk lower bound, rub.	FLOAT	16
RTH_RUB	Market risk upper bound, rub.	FLOAT	16
LIMIT_END_RUB	Range end, rub.	FIXED	16.2
LRATE	Percent risk lower bound, %	FIXED	16.2
CRATE	Settlement REPO rate, %	FIXED	16.2
HRATE	Percent risk upper bound, %	FIXED	16.2
LPENRATE	Penalty rate for security positions transfer, %	FIXED	16.2
HPENRATE	Penalty rate for money positions transfer, %	FIXED	16.2
REPODISCOUNT	REPO with CCP discount, %	FIXED	6.3
DISCOUNT_L	Risk rate for price decrease, %	FIXED	6.3
DISCOUNT_H	Risk rate for price increase, %	FIXED	6.3
COLLATERAL	Accepted as collateral	TYesNo	1	Asset can be included into collateral
ISCURR	Is currency	TYesNo	1
FULLCOVEREDFLAG	Fully covered trading	TYesNo	1	Prohibition of short selling and buying without full pre-funding
DISCOUNTL0	Risk rate for price decrease for "zero concentration limit", %	FIXED	6.3
DISCOUNTH0	Risk rate for price increase for "zero concentration limit", %	FIXED	6.3
GROUPASSET	Group	CHAR	12	Group of assets. If not empty then this asset is the member of a group. An asset may be included only to one group.
ASSETTYPE	Asset type	TAssetType	1
UNIT	Quoted for, unit	FLOAT	17	Quantity for which the asset is quoted
DISCOUNT_SYM	Symmetrical risk rate for price , %	FIXED	6.3

AUCTSTATS - Auction stats (updateable)

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) TDPValIndicator 1 Flag that shows the availability of buy orders on the dark pool auction

DPVALINDICATORSELL Sell flag (dark pools) TDPValIndicator 1 Flag that shows the availability of sell orders on the dark pool auction.

DPORDERINDICATOR Orders flag (dark pools) TDPValIndicator 1 Flag that shows the availability of any orders on the dark pool auction.

BANK - Settlement organizations (not updateable)

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)

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	Forced close mode	TYesNo	1
STATUS	Status	TStatus	1	Flag: "trading/clearing operations allowed/not allowed"
FULLCOVEREDBUY	Fully covered buying	TYesNo	1	Prohibition of buying without full pre-funding
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's client taxpayer number or passport number or other document
BANKACCTYPE	Type	TBankAccType	1
GCPOOLID	Pool ID	CHAR	12
UNIFIEDPOOL	Single pool	TYesNo	1
EARLYSETTLETIME	Early settlement time	TIME	6	Early settlement time
TRADINGCLOSEDTIME	Trading closed time	TIME	6	Trading closed time
COMMBANKACCID	Commission bank account	CHAR	12	Bank account ID in the settlement house to charge variable commission fee from
CALC_PERCENT	Apply percent risk	TYesNo	1	Apply percent risk
CLEARINGMODE	Legal clearing model	TClearingMode	1	Legal clearing model
CM_CONTROL_LEVEL3	CM controls 3-rd lev.	TYesNo	1	Clearing member controls third level
CM_DISCLOSE_CLIENTS	Client information to CM	TYesNo	1	Show client information to clearing member
PROTECTEDCLIENT	Protected client	TYesNo	1

BANKACC_FULLCOVERED_LIMITS - Limit for Bankacc full covered mode (updateable)

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
LIMIT1SET	Flag that shows if limit1 is set	TYesNo	1
LIMIT1	External limit	FIXED	17.2	External limit, set by Settlement House
LIMIT2SET	Flag that shows if limit2 is set	TYesNo	1
LIMIT2	Internal limit	FIXED	17.2	Internal limit, set by user

BANKUSE - Accounts in settlement organizations (not updateable)

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
BANKID	Settlement organization	CHAR	12
REALACCOUNT	Account in settlement house	CHAR	120
DESCRIPTION	Description	CHAR	30
CURRCODE	Currency	CHAR	4	Currency code
NCCREALACCOUNT	Collateral account	CHAR	20

BCMESSAGES - Messages (updateable)

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)

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/clearing operations allowed/not allowed"

CURRCODE Currency CHAR 4 Currency code

MARKETID Market CHAR 4 Market ID this board belongs to

LATNAME English name CHAR 30 Board name in English

CLIENTCODES - Brokers' clients (updateable)

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's 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)

Output field	Description	Type	Size	Remarks
CURRCODE	Currency	CHAR	4	Currency code
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

DPAUCTIONS - Dark pool auctions (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

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

LCURRENTPRICE Official current price PRICE 9 Official current price on the market at the time of the price window start event

PRICEBOUNDUP Maximum allowed price PRICE 9 Maximum allowed auction price when the price is determined as one of the average prices of the price window

PRICEBOUNDDOWN Minimum allowed price PRICE 9 Minimum allowed auction price when the price is determined as one of the average prices of the price window.

AUCTPRICE Auction price PRICE 9 Auction price

VALUE Value FIXED 16.2 Auction trade value, expressed in the currency of settlement

VOLUME Trade volume INTEGER 16 Total volume of all trades, expressed in number of securities

NUMTRADES Trades INTEGER 9 Number of trades

EXT_MMSTATS - Market-maker's obligations (updateable)

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

CLIENTCODE Client code CHAR 12 Client code assigned by the broker

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-buy 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

MINSPREADVALUEBUY MGF-buy, rub. FIXED 16.2 Market-maker's minimal guaranteed fill (minimal total value in Rubles in active market-maker orders obligatory for the market-maker) on buy side

MINSPREADVOLUMESELL MGF-sell 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

MINSPREADVALUESELL MGF-sell, rub. FIXED 16.2 Market-maker's minimal guaranteed fill (minimal total value in Rubles 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.

MINPASSIVETRADESVALUE Min. passive value, rub. FIXED 16.2 Minimum value of passive trades, in Rubles

MAXSPREADPERC Max spread, % FLOAT 8 Maximum spread allowed for the market-maker

MAXSPREADPERC1 Max spread-buy, % FLOAT 8 Maximum spread allowed for the market-maker's buy orders

MAXSPREADPERC2 Max spread-sell, % FLOAT 8 Maximum spread allowed for the market-maker's sell orders

MAXSPREADPRICE Max spread PRICE 9

MINKEEPTIME Min time TIME 6 Minimum time to support obligations

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)

CURRENTSPREADPERC1 Spread-buy, % FLOAT 8

CURRENTSPREADPERC2 Spread-sell, % FLOAT 8

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

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

PUBLICPRICE Current price PRICE 9 Current settlement price

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

TOTALKEEPTIME1 Compliance time-buy TIME 6 Compliance time for buy orders

TOTALKEEPTIME2 Compliance time-sell TIME 6 Compliance time for sell orders

FACTTRADESVOLUME Volume INTEGER 16 Total volume of trades, in lots

FACTTRADESVALUE Value, rub. FIXED 16.2 Total value of trades, in Rubles

FACTPASSIVETRADESVOLUME Passive volume INTEGER 16 Total volume of passive trades, expressed in lots

FACTPASSIVETRADESVALUE Passive value, rub. FIXED 16.2 Total value of passive trades, in Rubles

QUOTETYPE Type of obligation TMMQuoteType 1 Type of market-maker's obligation to support liquidity of a security (not required, both buy- and sell- orders, one direction)

FACTKEEPPERCENT % of fulfillment FIXED 9.2 Fulfillment percentage

FACTKEEPPERCENT1 % of fulfillment-buy FIXED 9.2 Fulfillment percentage to buy

FACTKEEPPERCENT2 % of fulfillment-sell FIXED 9.2 Fulfillment percentage to sell

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

INDICATOR1 CB REPO rate ON, % FLOAT 6

INDICATOR2 ReRepo rate ON, % FLOAT 6

INDICATOR3 MosPrime rate ON, % FLOAT 6

MINSHAREISSUES Min.obligations for share issues INTEGER 4 Minimum obligation on the number of share issues

COMPLETESHAREISSUES Fulfilled for share issues INTEGER 4 Fulfilled for the number of share issues

EXT_ORDERBOOK - Aggregate orderbook (updateable, clear on update)

Input field Description Type Size Remarks

SECBOARD Board CHAR 4 Trading board ID

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"

PRICE Price PRICE 9 Price

ACTIVATIONTIME Activation time TIME 6 Order activation time. Used only in certain types of auctions and filled with spaces in all other trading modes.

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

YIELD Yield FIXED 9.2 Volume of lots at the best price

REPOVALUE REPO value FIXED 16.2 Total REPO value of quotes with specified rate, expressed in the currency of settlement. This value is not calculated for normal board securities.

FIRMS - Firms (updateable)

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

FULLCOVEREDFLAG Fully covered trading TYesNo 1 Prohibition of short selling and buying without full pre-funding

INN TIN CHAR 12 Taxpayer Identification Number

FIRM_HOLDING_TOTAL - Positions on securities (updateable)

Input field Description Type Size Remarks

SECCODE* Security CHAR 12 Security ID

Output field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

SECCODE* Security CHAR 12 Security ID

OPENBAL Opening balance INTEGER 16 Total number of securities on all trading accounts of a firm at the beginning of the Trading Session

CURRENTPOS Current balance INTEGER 16 Equals to Opening balance plus Total number of securities bought since the beginning of the Trading Session minus Total number of securities sold since the beginning of the Trading Session

PLANNEDPOSBUY Planned buy position INTEGER 16 Total number of securities in all active (entered and not matched, withdrawn or canceled) "Buy" orders

PLANNEDPOSSELL Planned sell position INTEGER 16 Total number of securities in all active (entered and not matched, withdrawn or canceled) "Sell" orders

USQTYB Unsettled quantity bought INTEGER 16 Number of securities bought during the Trading session and included into multilateral settlement

USQTYS Unsettled quantity sold INTEGER 16 Number of securities sold during the Trading session and included into multilateral settlement

GCPOOL - Collateral pools (not updateable)

Output field	Description	Type	Size	Remarks
GCPOOLID	Pool ID	CHAR	12
GCPNAME	Pool description	CHAR	128
GCPSHORTNAME	Pool short name	CHAR	12
SECCODE	Issued GCP certificate ID	CHAR	12

GCPOOLASSET - Collateral pool assets (not updateable)

Output field	Description	Type	Size	Remarks
GCPOOLID	Pool ID	CHAR	12
ASSET	Asset	CHAR	12

INDEXES - Indices (updateable)

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

INDEXCROSSRATE Rate FIXED 9.4 Index currency exchange rate

INSTRUMENTS - Groups of securities (updateable)

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/clearing operations allowed/not allowed"

INSTRTYPE Instrument type TInstrType 1

QUOTEBASIS Price type TQuoteBasis 1

MARKETS - Markets (updateable)

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/clearing operations allowed/not allowed"

LATNAME English name CHAR 30 Market name in English

NEGDEALBOOK - Negdeal orderbook (updateable, clear on update)

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 Price PRICE 9 Price

YIELD Yield FIXED 9.2 Yield, based on the trade price

QUANTITY Lots INTEGER 16 Quantity, 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

NEGDEALS - Negotiated deal orders (updateable)

No input fields

Output field Description Type Size Remarks

DEALNO Order No. INTEGER 12 Negotiated deal order number (ID) in the Trading System

DEALTIME Order 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"

BROKERREF Broker reference CHAR 20 Additional information entered by the trading firm (usually - 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 Price PRICE 9 Price for one security

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

SETTLEDATE Settlement date DATE 8 Trade settlement date

MATCHREF Matching reference CHAR 10 Identical text value entered by both trade parties

YIELD Yield FIXED 9.2 Yield at the order price

PRICE2 Buyback price PRICE 9 Buyback price for the second REPO leg

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

VALUE Value FIXED 16.2 Deal value, expressed in the currency of settlement

ACCRUEDINT Value of accrued interest FIXED 16.2 Accrued interest, expressed in the currency of settlement

QUOTENO Counter-order INTEGER 12 Number of the counter-order, 0 if no order

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 REPO rate PRICE 9 REPO rate, expressed in %

REFUNDRATE Refund rate, % FIXED 9.2 Fixed refund rate in case of default on the second REPO leg, expressed as percentage

REPOENTRY REPO order entry type TRepoEntry 1 Parameter combination specified at the entry of REPO order

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current date

REPO2VALUE REPO buy-back value FIXED 16.2 Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement

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.

STARTDISCOUNT REPO initial discount, % PRICE 9 Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.

LOWERDISCOUNT Low limit of REPO discount, % PRICE 9 Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for cash transfer.

UPPERDISCOUNT Upper limit of REPO discount, % PRICE 9 Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.

BLOCKSECURITIES Block collaterals TYesNo 1 Block collaterals on a special account for REPO trades

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

ORIGINREPOVALUE REPO value specified by the user FIXED 16.2 Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty.

ORIGINQUANTITY Number of lots as specified by the user INTEGER 16 Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty.

ORIGINDISCOUNT Original discount specified by the user PRICE 9 Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty.

ENTRYDATE Registration date DATE 8 Order registration date

ACTIVATIONDATE Activation date DATE 8 Order activation date

ACTIVATIONTIME Activation time TIME 6 Order activation time

ORIGINVALUE Amount of money FIXED 16.2 Initial amount of money that was specified by the user. Applicable only to negdeals without number of lots.

NEGDEALENTRY Negdeal entry type TNegdealEntry 1 Parameter combination specified at the entry of negdeal: number of lots or amount of money.

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

SYSTEMREF System reference CHAR 12 Additional data transferred by the trading system

BANKID Settlement organization CHAR 12

LSECCODE Additional Identifier CHAR 12

REPOVALUEBALANCE REPO value left FIXED 16.2 REPO value of unmatched part of an order, calculated in the currency of settlement for the current date

SETTLELIABILITYFLAG Liability settlement order TTradeSettleLiabilityFlag 1 Order of liability settlement between Clearing and Trading Members

ORDCANCELREASON Cancel reason TOrderCancelReason 2 Order cancellation reason

ONENEGDEAL - Details for one negotiated deal order (updateable)

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 Order 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"

BROKERREF Broker reference CHAR 20 Additional information entered by the trading firm (usually - 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 Price PRICE 9 Price for one security

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

SETTLEDATE Settlement date DATE 8 Trade settlement date

MATCHREF Matching reference CHAR 10 Identical text value entered by both trade parties

YIELD Yield FIXED 9.2 Yield at the order price

PRICE2 Buyback price PRICE 9 Buyback price for the second REPO leg

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

VALUE Value FIXED 16.2 Order value, expressed in the currency of settlement

ACCRUEDINT Value of accrued interest FIXED 16.2 Accrued interest, expressed in the currency of settlement

QUOTENO Counter-order INTEGER 12 Number of the counter-order, 0 if no order

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 REPO rate PRICE 9 REPO rate, expressed in %

REFUNDRATE Refund rate, % FIXED 9.2 Fixed refund rate in case of default on the second REPO leg, expressed in percents

REPOENTRY REPO order entry type TRepoEntry 1 Parameter combination specified at the entry of REPO order

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current date

REPO2VALUE REPO buy-back value FIXED 16.2 Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement

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.

STARTDISCOUNT REPO initial discount, % PRICE 9 Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.

LOWERDISCOUNT Low limit of REPO discount, % PRICE 9 Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for cash transfer.

UPPERDISCOUNT Upper limit of REPO discount, % PRICE 9 Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.

BLOCKSECURITIES Block collaterals TYesNo 1 Block collaterals on a special account for REPO trades

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

ORIGINREPOVALUE REPO value specified by the user FIXED 16.2 Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty

ORIGINQUANTITY Number of lots as specified by the user INTEGER 16 Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty.

ORIGINDISCOUNT Original discount specified by the user PRICE 9 Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty.

ENTRYDATE Registration date DATE 8 Order registration date

ACTIVATIONDATE Activation date DATE 8 Order activation date

ACTIVATIONTIME Activation time TIME 6 Order activation time

ORIGINVALUE Amount of money FIXED 16.2 Initial amount of money that was specified by the user. Applicable only to negdeals without number of lots.

NEGDEALENTRY Negdeal entry type TNegdealEntry 1 Parameter combination specified at the entry of negdeal: number of lots or amount of money.

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

SYSTEMREF System reference CHAR 12 Additional data transferred by the trading system

BANKID Settlement organization CHAR 12

LSECCODE Additional Identifier CHAR 12

REPOVALUEBALANCE REPO value left FIXED 16.2 REPO value of unmatched part of an order, calculated in the currency of settlement for the current date

SETTLELIABILITYFLAG Liability settlement order TTradeSettleLiabilityFlag 1 Order of liability settlement between Clearing and Trading Members

ORDCANCELREASON Cancel reason TOrderCancelReason 2 Order cancellation reason

ONEORDER - Details for one order (updateable)

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"

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

BROKERREF Broker reference CHAR 20 Additional information entered by the trading firm (usually - 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 Price PRICE 9 Price for one security

QUANTITY Lots INTEGER 16 Quantity, 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

ACCRUEDINT Value of accrued interest FIXED 16.2 Accrued interest calculated for the trade date (expressed in the currency of settlement)

ENTRYTYPE Price type TPriceEntryType 1 Price entry type - "price/yield/WA price"

YIELD Yield FIXED 9.2 Yield, calculated based on order price

PERIOD Period TPeriod 1 Trading session period during which the order was entered

PRICE2 Buyback price PRICE 9 Buyback price for the second REPO leg

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.

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

ACTIVATIONTIME Activation time TIME 6 Order activation time

CLIENTCODE Client code CHAR 12 Client code assigned by the broker

MARKETMAKER Market-maker TYesNo 1 Market-maker's order

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

REPOFLAG REPO order flag TRepoFlag 1

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.

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current date

REPOVALUEBALANCE REPO value left FIXED 16.2 REPO value of unmatched part of an order, calculated in the currency of settlement for the current date

REPO2VALUE REPO buy-back value FIXED 16.2 Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

STARTDISCOUNT Start discount, % PRICE 9

UPDUSERID Updater user ID CHAR 12 Identifier of the user, who have updated the order

VALUEENTRYTYPE Value type TValueEntryType 1

ACTIVATIONTYPE Activation event type TOrderActivationType 1 Type of activation order's event

CURRENCYID Settlement currency CHAR 4 Settlement currency

BANKID Settlement organization CHAR 12

STABORDER Stabilization order TYesNo 1 Order to support price level

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

SETTLELIABILITYFLAG Liability settlement order TTradeSettleLiabilityFlag 1 Order of liability settlement between Clearing and Trading Members

INITIALPRICE Initial price PRICE 9 Price indicated by the user

ORDCANCELREASON Cancel reason TOrderCancelReason 2 Order cancellation reason

ORDERS - Orders (updateable)

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"

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

BROKERREF Broker reference CHAR 20 Additional information entered by the trading firm (usually - 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 Price PRICE 9 Price for one security

QUANTITY Lots INTEGER 16 Quantity, 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

ACCRUEDINT Value of accrued interest FIXED 16.2 Accrued interest calculated for the trade date (expressed in the currency of settlement)

ENTRYTYPE Price type TPriceEntryType 1 Price entry type - "price/yield/WA price"

YIELD Yield FIXED 9.2 Yield, calculated based on order price

PERIOD Period TPeriod 1 Trading session period during which the order was entered

PRICE2 Buyback price PRICE 9 Buyback price for the second REPO leg

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.

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

ACTIVATIONTIME Activation time TIME 6 Order activation time

CLIENTCODE Client code CHAR 12 Client code assigned by the broker

MARKETMAKER Market-maker TYesNo 1 Market-maker's order

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

REPOFLAG REPO order flag TRepoFlag 1

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.

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current date

REPOVALUEBALANCE REPO value left FIXED 16.2 REPO value of unmatched part of an order, calculated in the currency of settlement for the current date

REPO2VALUE REPO buy-back value FIXED 16.2 Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

STARTDISCOUNT Start discount, % PRICE 9

UPDUSERID Updater user ID CHAR 12 Identifier of the user, who have updated the order

VALUEENTRYTYPE Value type TValueEntryType 1

ACTIVATIONTYPE Activation event type TOrderActivationType 1 Type of activation order's event

CURRENCYID Settlement currency CHAR 4 Settlement currency

BANKID Settlement organization CHAR 12

STABORDER Stabilization order TYesNo 1 Order to support price level

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

SETTLELIABILITYFLAG Liability settlement order TTradeSettleLiabilityFlag 1 Order of liability settlement between Clearing and Trading Members

INITIALPRICE Initial price PRICE 9 Price indicated by the user

ORDCANCELREASON Cancel reason TOrderCancelReason 2 Order cancellation reason

POSITIONS - Money positions (updateable)

No input fields

Output field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

CURRCODE Currency CHAR 4 Currency code

TAG Position CHAR 4 Position ID

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

DESCRIPTION Description CHAR 30 Group description

OPENBAL Opening balance FIXED 17.2 Balance at the beginning of the day

CURRENTPOS Current balance FIXED 17.2 Current balance during the day

PLANNEDPOS Planned balance FIXED 17.2 Planned balance during the day

LIMIT1 External limit FIXED 17.2 External limit, set by Settlement House

LIMIT1SET Flag that shows if limit1 is set TYesNo 1

LIMIT2 Internal limit FIXED 17.2 Internal limit, set by user

LIMIT2SET Flag that shows if limit2 is set TYesNo 1

ORDERBUY Unmatched buy total FIXED 17.2 Total unmatched value in all active buy-orders entered by the trading firm

ORDERSELL Unmatched sell total FIXED 17.2 Total unmatched value in all active sell-orders entered by the trading firm

NETTO Net balance FIXED 17.2 Netto balance during the day

DEBIT Debit FIXED 17.2 Debit volume during the day

CREDIT Credit FIXED 17.2 Credit volume during the day

PLANNEDBAL Control balance FIXED 17.2 Control balance during the day

SETTLEBAL Settled FIXED 17.2 Planned position after settlement

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
DISCOUNT	Discount	PRICE	9	Discount, expressed in %
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.

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

QUOTEBOOK - Quotebook for negotiated deals (updateable, clear on update)

Input field Description Type Size Remarks

SECBOARD Board CHAR 4 Trading board ID

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"

QUOTENO Order INTEGER 12 ID of a quote for negotiated deal

FIRMID Firm CHAR 12 Firm ID

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

PRICE Price PRICE 9 Buy or Sell price for one security

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

QUOTES - Orders in negdeal mode with no counterparty specified (updateable)

Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Order number
QUOTETIME	Time	TIME	6
STATUS	Status	TOrderStatus	1	Status of an order in negdeal mode with no counterparty specified
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPORATE	REPO rate	PRICE	9	REPO rate, expressed in %
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
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
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current 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.
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
DISCOUNT	REPO initial discount, %	PRICE	9	REPO initial discount, %
REPOENTRY	REPO order entry type	TRepoEntry	1	Parameter combination specified at the entry of REPO order
ORIGINREPOVALUE	REPO value specified by the user	FIXED	16.2	Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINQUANTITY	Number of lots as specified by the user	INTEGER	16	Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINDISCOUNT	Original discount specified by the user	PRICE	9	Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty

REPORTS - Settlement instructions (updateable)

Output field	Description	Type	Size	Remarks
REPORTNO	Instruction number	INTEGER	12	ID of a settlement instruction sent by the firm to settle this trade
REPORTDATE	Date	DATE	8
REPORTTIME	Time	TIME	6	Time when the instruction was entered into the Trading System
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the instruction was entered
TRDACCID	Trading account	CHAR	12	ID of a trading account of the firm who sent the instruction
CPFIRMID	Counterparty	CHAR	12	Counterparty firm ID
CPTRDACCID	Counterparty trading account	CHAR	12	ID of a trading account of the firm the instruction is sent to
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
STATUS	Status	TReportStatus	1	Settlement instruction status
COMMISSION	Commission	FIXED	16.2	Trade commission, in Rubles
WITHDRAWTIME	Withdraw time	TIME	6	Time at which the settlement instruction was withdrawn
REPORTTYPE	Settlement instruction type	TReportType	1
REPORTKIND	Type of the settlement instruction	TReportKind	1	Settlement instruction execution type
NUMTRADES	Number of trades	INTEGER	4
COMPVAL	Compensation value	FIXED	16.2	Compensation value, expressed in the currency of the trade
COMPBS	Compensation	TCompensation	1	Compensation direction
ACCURATE	Accurate calculation	TYesNo	1	Accurate calculation mode

REPO_NEGDEALBOOK - REPO orderbook (updateable, clear on update)

Input field Description Type Size Remarks

BOARDID Board CHAR 4 Trading board ID

SECBOARD Board CHAR 4 Board ID

SECCODE* Security CHAR 12 Security ID

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.

FIRMID Firm CHAR 12 Firm ID

Output field Description Type Size Remarks

BUYSELL Direction TBuySell 1 Order direction - "Buy / Sell"

SECBOARD Board CHAR 4 Board ID for the security

SECCODE* Security CHAR 12 Security ID

REPORATE REPO rate PRICE 9 REPO rate, expressed in %

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.

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current date

FIRMID Firm CHAR 12 Firm ID

ORDERNO Order INTEGER 12 Order ID in the Trading System

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

REPO_QUOTEBOOK - REPO quotebook (updateable, clear on update)

Input field Description Type Size Remarks

BOARDID Board CHAR 4 Trading board ID

SECBOARD Board CHAR 4 Trading board ID

SECCODE* Security CHAR 12 Security ID

MINREPOTERM Minimum REPO term INTEGER 4 Minimum REPO term in days or empty

MAXREPOTERM Maximum REPO term INTEGER 4 Maximum REPO term in day or empty

MINREPORATE Minimum REPO rate FIXED 9.2 Minimum REPO rate in percents or empty

MAXREPORATE Maximum REPO rate FIXED 9.2 Maximum REPO rate in percents or empty

Output field Description Type Size Remarks

BUYSELL Direction TBuySell 1 Order direction - "Buy / Sell"

SECBOARD Board CHAR 4 Board ID for the security

SECCODE* Security CHAR 12 Security ID

QUOTENO Order INTEGER 12 Quote ID

FIRMID Firm CHAR 12 Firm ID

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

PRICE Price PRICE 9 Price

PRICE2 Buyback price PRICE 9 Buyback price for the second REPO leg

REPORATE REPO rate PRICE 9 REPO rate, expressed in %

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current 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.

DISCOUNT Discount PRICE 9 Discount, expressed in %

RM_FULLCOVERED_RANGE - Restriction of unsecured trades (updateable)

No input fields

Output field Description Type Size Remarks

ASSET Asset CHAR 12

STARTDATE Start date DATE 8

ENDDATE End date DATE 8

RM_HOLD - Liabilities and claims for assets (updateable)

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
FIRMUSE	Category type	CHAR	1	'U' - for collateral category; any other value - for trading categories.
ASSET	Asset	CHAR	12	Asset code
DATE	Settlement date	DATE	8
DEBITBALANCE	Opening liabilities	FIXED	16.2	Liabilities at the beginning of the day
CREDITBALANCE	Opening claims	FIXED	16.2	Claims at the beginning of the day
DEBIT	Liabilities	FIXED	16.2	Liabilities during the day
CREDIT	Claims	FIXED	16.2	Claims during the day
VALUEBUY	Claims in orders	FIXED	16.2	Claims in active orders
VALUESELL	Liabilities in orders	FIXED	16.2	Liabilities during the day
PLANNEDCOVERED	Planned T+	FIXED	16.2	Planned position during the day
PLANNEDCOVEREDSELLLIMIT	Limit of the covered sell	FIXED	16.2	Limit of the covered sell

RM_HOLD_DETL - Liabilities and Claims for Assets (updateable)

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
FIRMUSE	Category type	CHAR	1	'U' - for collateral category; any other value - for trading categories.
ASSET1	Asset1 (security)	CHAR	12
ASSET2	Asset2 (for settlement)	CHAR	12
DATE	Settlement date	DATE	8
ASSET1CREDITBALANCE	Opening claim (asset1)	FIXED	16.2
ASSET1DEBITBALANCE	Opening liability (asset1)	FIXED	16.2
ASSET1VALUE	Nett (asset1)	FIXED	16.2
ASSET1VALUECREDIT	Claim (asset1)	FIXED	16.2
ASSET1VALUEDEBIT	Liability (asset1)	FIXED	16.2
ASSET1VALUEBUY	Claims in orders (asset1)	FIXED	16.2
ASSET1VALUESELL	Liabilities in orders (asset1)	FIXED	16.2
ASSET2CREDITBALANCE	Opening claim (asset2)	FIXED	16.2
ASSET2DEBITBALANCE	Opening liability (asset2)	FIXED	16.2
ASSET2VALUE	Nett (asset2)	FIXED	16.2
ASSET2VALUECREDIT	Claim (asset2)	FIXED	16.2
ASSET2VALUEDEBIT	Liability (asset2)	FIXED	16.2
ASSET2VALUEBUY	Claims in orders (asset2)	FIXED	16.2
ASSET2VALUESELL	Liabilities in orders (asset2)	FIXED	16.2
PLANNEDCOVERED	Planned T+	FIXED	16.2
PLANNEDCOVEREDSELLLIMIT	Limit of the covered sell	FIXED	16.2	Limit of the covered sell

RM_INDICATIVE - Percent risk parameters (updateable)

Input field	Description	Type	Size	Remarks
BASEPOINT	Show only base points	TYesNo	1

Output field Description Type Size Remarks

ASSET Asset CHAR 12

DATE Settlement date DATE 8

NUM Range INTEGER 1 Range number

LIMITBEGIN Range start, units FIXED 16.2

LIMITEND Range end, units FIXED 16.2

LRATE_RUB Lower limit, rub. FLOAT 16

CRATE_RUB Settlement REPO rate, rub. FLOAT 16

HRATE_RUB Upper limit, rub. FLOAT 16

LRATE Lower limit, % FIXED 16.2

CRATE Settlement REPO rate, % FIXED 16.2

HRATE Upper limit, % FIXED 16.2

LIMITBEGIN_RUB Range start, rub. FIXED 16.2

LIMITEND_RUB Range end, rub. FIXED 16.2

REPOPRICE Settlement REPO price, rub. FLOAT 16

DISCOUNT_L Risk rate for price decrease, % FIXED 6.3

DISCOUNT_H Risk rate for price increase, % FIXED 6.3

RCRUB Settlement price, rub. FLOAT 16

CHANGETIME Risk rates change time TIME 6

BASEPOINT Base point TYesNo 1

RM_POSN - Liabilities and Claims for Money (updateable)

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
DATE	Settlement date	DATE	8
CREDITBALANCE	Opening claim	FIXED	16.2
DEBITBALANCE	Opening liability	FIXED	16.2
VALUE	Nett	FIXED	16.2
VALUECREDIT	Claim	FIXED	16.2
VALUEDEBIT	Liability	FIXED	16.2
VALUEBUY	Claims in orders	FIXED	16.2
VALUESELL	Liabilities in orders	FIXED	16.2
PLANNEDCOVERED	Planned T+	FIXED	16.2
PLANNEDCOVEREDSELLLIMIT	Limit of the covered sell	FIXED	16.2	Limit of the covered sell

RM_PRICERANGE - Market risk parameters (updateable)

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 limit, rub. FLOAT 16

RTH_RUB Upper limit, rub. FLOAT 16

LIMITBEGIN_RUB Range start, rub. FIXED 16.2

LIMITEND_RUB Range end, rub. FIXED 16.2

DISCOUNT_L Risk rate for price decrease, % FIXED 6.3

DISCOUNT_H Risk rate for price increase, % FIXED 6.3

RCRUB Settlement price, rub. FLOAT 16

CHANGETIME Risk rates change time TIME 6

RM_PRICERANGE_FIRM - Individual risk-parameters (updateable)

No input fields

Output field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

ACCOUNT Trading account CHAR 12 Trading account number

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

ASSET Asset CHAR 12

K_EXCH NCC coefficient FIXED 16.2

K_EXCH_SET NCC coefficient for tomorrow FIXED 16.2

K_USER User coefficient FIXED 16.2

K_USER_SET User coefficient for tomorrow FIXED 16.2

COLLATERAL Accepted as collateral TYesNo 1 Asset can be included into collateral

ZERO_RTL Flag of zeroing the lower bound TYesNo 1

RM_TRDACC - Individual risk-parameters (updateable)

No input fields

Output field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

ACCOUNT Trading account CHAR 12 Trading account number

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

ASSET Asset CHAR 12

COLLATERAL Accepted as collateral TYesNo 1 Asset can be included into collateral

SPREAD Spread FIXED 16.2 Discount rate

SPREAD_STATUS Status TActiveStatus 1

ZERO_RTL Zero RtL TYesNo 1 Flag of zeroing the lower limit

RM_TRDACC_PRICERANGE - Individual market risk-parameters (updateable)

No input fields

Output field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

ACCOUNT Trading account CHAR 12 Trading account number

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

ASSET Asset CHAR 12

NUM Range INTEGER 1 Range number

LIMIT Range, units FIXED 16.2

DISCOUNT_L Risk rate for price decrease, % FIXED 6.2

DISCOUNT_H Risk rate for price increase, % FIXED 6.2

RTL_RUB Lower limit, rub. FLOAT 16

RTH_RUB Upper limit, rub. FLOAT 16

STATUS Status TActiveStatus 1

SECACCINT - Accrued interest for securities (not updateable)

Input field Description Type Size Remarks

SECCODE* Security CHAR 12 Security ID. If not specified then data on all securities is returned

CURRCODE Currency CHAR 4 Currency code

STARTDATE Start date DATE 8 Interval start date. If not specified then the current date is used

ENDDATE End date DATE 8 Interval end date

Output field Description Type Size Remarks

SECCODE* Security CHAR 12 Security ID

CURRCODE Currency CHAR 4 Currency code

STARTDATE Start date DATE 8 Interval start date

DAYNO Number of days INTEGER 3 Number of days after the start date

ACCINT Accrued interest value FLOAT 17 Accrued interest value

FACEVALUE Face value FLOAT 17 Face value of one Security, expressed in the currency, in which the Security is nominated

SECTRANSFERS - Orders for transfer (updateable)

No input fields

Output field Description Type Size Remarks

ORDERNO Order number INTEGER 12 Order ID

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 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 Quantity, 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

BALANCE Lots left INTEGER 16 Volume of unmatched part of an order, expressed in lots

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

SECTYPE - Type of security (not updateable)

Output field	Description	Type	Size	Remarks
SECTYPE	Type of security	CHAR	1	Type of security
NAME	Name	CHAR	4
LATNAME	English name	CHAR	4
DESCRIPTION	Description	CHAR	128

SECURITIES - General market data (updateable)

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 Today's face value of one Security, expressed in the currency, in which the Security is nominated

FACEUNIT Face value currency CHAR 4 Currency in which security is denominated

PREVDATE Date of the last trading session DATE 8 Date of the previous trading day

PREVPRICE Last closing 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)

YIELD Yield for the last FIXED 9.2 Yield, based on the trade price

ACCRUEDINT Accrued interest PRICE 16 Annualized yield to maturity calculated for the settlement date for this security

PRIMARYDIST Distribution TYesNo 1 Indicator of an auction for a security

MATDATE Maturity date DATE 8

COUPONVALUE Coupon value FIXED 13.2 Value of the due coupon payment, expressed in the currency of settlement

COUPONPERIOD Coupon period INTEGER 4 Coupon period, in days

NEXTCOUPON Date of the due coupon payment DATE 8

ISSUESIZE Issued volume INTEGER 16 Number of securities in issue

PREVWAPRICE Previous WA price PRICE 9 The weighted average price of the previous trading session

YIELDATPREVWAPRICE Yield, based on the last day WA price FIXED 9.2 Yield, based on the last day WA price

REPO2PRICE REPO second leg price PRICE 9 This field is not used anymore.

CURRENCYID Settlement currency CHAR 4 Settlement currency

BUYBACKPRICE Base price for yield calculation PRICE 9 If indicated then the yield is calculated using this price

BUYBACKDATE Date for yield calculation DATE 8 If indicated then the yield is calculated for this date

AGENTID Primary distribution agent ID CHAR 12 Primary distribution agent ID

QUOTEBASIS Price type TQuoteBasis 1

ISIN ISIN CHAR 12 ISIN code

LATNAME English name CHAR 30 Name of the security in English

REGNUMBER Registration number CHAR 30 State registration number

PREVLEGALCLOSEPRICE Last day closing price PRICE 9 Last day legal closing price

PREVADMITTEDQUOTE Officially admitted quote of the last day PRICE 9 Officially admitted quote of the last day, price for one security

SECTYPE Type of security CHAR 1 Type of security

ACTIVATIONDATE Activation date DATE 8 Order activation date

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").

ISSUESIZEPLACED Placed volume INTEGER 16 Number of placed securities in issue

FULLCOVEREDFLAG Fully covered trading TYesNo 1 Prohibition of short selling and buying without full pre-funding

ASSET Asset CHAR 12

LISTLEVEL Listing level INTEGER 1

COMMENTS Comments CHAR 128

DIVIDENDVALUE Dividend value FIXED 16.2 Dividend value, expressed in the currency of settlement

DIVIDENDDATE Dividend date DATE 8 Date of the divident recepient list closure

SUBORDBOND Subordination TYesNo 1 Subordination flag (liabilities will be met after meeting requirements of all creditors)

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 number of securities

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

YIELDATWAPRICE Yield, based on the WA price FIXED 9.2 Yield, based on the WA price

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 Price of the Closing period PRICE 9 Unified price for the closing period of the current trading session (calculated according to the trading rules)

CLOSEYIELD Yield at the closing period price FIXED 9.2 Yield at the closing period price

LASTBID Session best bid PRICE 9 Best buy-order at the time of the normal trading session end

LASTOFFER Session best offer PRICE 9 Best sell-order at the time of the normal trading session end

LASTSETTLECODE Settlement code of the last CHAR 12 Settlement code of the last trade

BASEPRICE Base price PRICE 9 Base price could be specified for SWAP negdeals

MARKETPRICE Last day market price PRICE 9 Market price of the previous day

MARKETPRICETODAY Market price PRICE 9 Today market price

DURATION Duration FIXED 7.2

SETTLECODE Settlement code CHAR 12 Default settlement code for this security

LOPENPRICE Opening price PRICE 9 Obsolete

LCURRENTPRICE Current price PRICE 9 Official current price, calculated as the WA price of the trades concluded during the last 10 minutes of the trading session

LCLOSEPRICE Closing price PRICE 9 Official closing price, calculated as the WA price of the trades concluded during the last 10 minutes of the trading session, including the closing period/closing auction

MARKETPRICE2 Market price 2 PRICE 9 Market price calculated in compliance with official Federal Commission for Financial Markets methodology

ADMITTEDQUOTE Admitted quote PRICE 9 Officially admitted quote calculated in compliance with official Federal Commission for Financial Markets methodology

OPENPERIODPRICE Opening period price PRICE 9 Opening period/Closing auction price

COUNTERPRICE Counterparty price PRICE 9 Counterparty price for one security. If the counterparty price is given then all orders with a "at counterparty price" flag will be satisfied at this price. This is used for buy-back auctions.

MIN_CURR_LAST Minimum current price PRICE 9 Minimum current price

MIN_CURR_LAST_TIME Min. cur. price change time TIME 6 Change time of the minimum current price

CLOSING_AUCTION_PRICE CA price PRICE 9 Closing auction price. Displays the expected price of the auction with all the currently registered orders during the auction. Displays the closing auction price after the auction.

CLOSING_AUCTION_VOLUME CA volume INTEGER 16 Closing auction volume. Expected (actual) number of securities in trades at the specified closing auction price.

DPVALINDICATORBUY Bid flag (dark pools) TDPValIndicator 1 Flag that shows the availability of buy orders on the dark pool auction

DPVALINDICATORSELL Sell flag (dark pools) TDPValIndicator 1 Flag that shows the availability of sell orders on the dark pool auction.

SETTLEDATE1 Settlement date 1 DATE 8 Settlement date for a trade or the first part of a REPO/swap trade

NFAPRICE NSMA Price PRICE 9 National Securities Market Association Price

SETTLEDATE2 Settlement date 2 DATE 8 Settlement date for the second part of a REPO/swap trade

SEC_SETTLECODE - Accrued interest depending on the settlement date (updateable)

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

ACCRUEDINT Accrued interest PRICE 16 Accrued interest at the settlement date, expressed in the currency of settlement

ACCRUEDINT2 Accrued interest for the 2nd REPO leg PRICE 16 Accrued interest for the SettleDate2, expressed in the currency of settlement

PRICE2 Buyback price PRICE 9 Buyback price for the second REPO leg

REPORATE REPO rate PRICE 9 REPO rate expressed in percents

SETTLEDATE Settlement date DATE 8 Settlement date of a negotiated deal or of a first REPO leg

SETTLEDATE2 Settlement date 2 DATE 8 Settlement date for the 2nd REPO leg

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.

SEC_SETTLECODE_STATS - Negdeal orderbook (updateable)

Input field Description Type Size Remarks

SECBOARD Board CHAR 4 Board ID for the security

SECCODE* Security CHAR 12 Security 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 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)

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	Settlement date of a negotiated deal or of a first REPO leg
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the 2nd REPO leg

STATS - Trading system parameters (not updateable)

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

STOPLIST - Firm stop list (updateable)

No input fields

Output field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

DETAILS Details CHAR 20 Client taxpayer number or passport number or other document

SUBDETAILS Subdetails CHAR 20 Client's client taxpayer number or passport number or other document

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

No input fields

Output field Description Type Size Remarks

TIME Time TIME 6 Time on the trading/clearing system server

DATE Date DATE 8 Date on the trading/clearing system server

TOMORROWDATE Tomorrow date DATE 8

MICROSECONDS Microseconds INTEGER 6 Time on the trading/clearing system server, microseconds

TRADES - Trades (updateable)

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"

BROKERREF Broker reference CHAR 20 Additional information entered by the trading firm (usually - 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

ACCOUNT Trading account CHAR 12 Trading account

SECBOARD Board CHAR 4 Board ID for the security

SECCODE* Security CHAR 12 Security ID

PRICE Price PRICE 9 Price for one security

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

ACCRUEDINT Value of accrued interest FIXED 16.2 Accrued interest for the trade date, calculated based on the number of securities in the trade. Expressed in the currency of settlement.

YIELD Yield FIXED 9.2 Yield, based on the trade price

PERIOD Period TPeriod 1 Period of the trading session when the trade was concluded

PRICE2 Buyback price PRICE 9 Buyback price for the second REPO leg

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 REPO rate PRICE 9 REPO rate, expressed in %

ACCRUED2 Accrued interest for the buy-back FIXED 16.2 Accrued interest on the buy-back date, expressed in the currency of settlement

REPOVALUE REPO value FIXED 16.2 REPO value calculated in the currency of settlement for the current date

REPO2VALUE REPO buy-back value FIXED 16.2 Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement

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.

STARTDISCOUNT REPO initial discount, % PRICE 9 Discount, expressed in %

LOWERDISCOUNT Low limit of REPO discount, % PRICE 9 Discount, expressed in %

UPPERDISCOUNT Upper limit of REPO discount, % PRICE 9 Discount, expressed in %

BLOCKSECURITIES Block collaterals TYesNo 1 Block collaterals on a special account for REPO trades

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 in the Trading System for REPO 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

LSECCODE Additional Identifier CHAR 12

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

FACEAMOUNT FaceAmount FIXED 16.2 Value of trade by face value, expressed in the currency of settlement

CLEARINGTRDACCID Clearing trading account CHAR 12 Clearing trading account number

TRADETIME - Trading schedule (updateable)

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)

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)

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"
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
TRDACCTYPE	Trading account type	TTrdAccType	1	Trading account type
FIRMUSE	Category type	CHAR	1	'U' - for collateral category; any other value - for trading categories.
MAINTRDACCID	Main trading account	CHAR	12
FULLCOVEREDSELL	Fully covered selling	TYesNo	1	Prohibition of short selling
BANKIDT0	T0 settlement organization	CHAR	12
BANKIDTPLUS	T+ settlement organization	CHAR	12
DEPUNITID	Depo account partition	CHAR	17
GCPLINKTRDACCID	Linked T+ trading account for GCP issue	CHAR	12	Trading account number
EXTUID	Unique section Id	CHAR	12	Unique section Id, used in NSD
EXTSECREQUEST	Security selection to the partition enabled	TYesNo	1

TRDTIMEGROUPS - Trading events groups (not updateable)

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)

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)

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

RESTRICTIONON Restrictions TYesNo 1 Status of restrictions set for a user

SECUNIQACCESSTYPE Type of access by security code TUAccessListType 1 Type of access list used to set restrictions by security ID

BOARDACCESSTYPE Type of access by board ID TUAccessListType 1 Type of access list used to set restrictions by board ID

SECACCESSTYPE Type of access by security and board TUAccessListType 1 Type of access list used to set restrictions by security and board

TRATELIMIT Rate limit INTEGER 6 Transaction rate limit for specified time interval

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_CLIENT - Links of client codes to users (updateable)

No input fields

Output field Description Type Size Remarks

USERID User ID CHAR 12

CLIENTCODE Client code CHAR 12 Client code assigned by the broker

USERLIMITSTATUS Status TUserLimitStatus 1 Client code to a user link status

USER_TRDACC - Trader-account (not updateable)

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

USTRADES - Unsettled trades (updateable)

Output field	Description	Type	Size	Remarks
TRADENO	Trade ID	INTEGER	12	Trade number in the Trading System
TRADEDATE	Trade date	DATE	8
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
CPTRDACCID	Counterparty trading account	CHAR	12	Counterparty trading account ID
REPORTNO	Settlement instruction ID	INTEGER	12	ID of a settlement instruction sent by the firm to settle this trade
CPREPORTNO	Counterparty settlement instruction ID	INTEGER	12	ID of a settlement instruction sent by the counterparty firm to settle this trade
STATUS	Status	TUSTradeStatus	1	Unsettled trade status
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in the currency of settlement
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
REPOTRADENO	REPO trade ID	INTEGER	12	ID of the first REPO part for REPO without CCP. For REPO with CCP: ID of the second trade part in the record for the first trade part and vice versa.
PRICE1	REPO price 1	PRICE	9	Price of the first REPO leg
REPORATE	REPO rate	PRICE	9	REPO rate, expressed in %
PRICE2	REPO price 2	PRICE	9	Buyback price for the second REPO leg
COMMISSION	Commission	FIXED	16.2	Trade commission, in Rubles
SETTLETIME	Settlement time	TIME	6
BALANCE	Trade balance	INTEGER	16	Volume of unmatched part of an order, expressed in lots
AMOUNT	Total amount	FIXED	16.2	Total value of the trade expressed in Rubles. Can be positive or negative, depending on the trade type (sell or buy). For "ordinary" trades – the same as the trade value. For REPO trades is calculated as the sum of REPO Profit and REPO Value for the current date. For the first REPO leg equals to the value of REPO trade, for the second REPO leg equals to "return" value of the REPO trade.
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current 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.
REPO2VALUE	REPO buy-back value	FIXED	16.2	Current value of the 2nd (buy-back) REPO leg calculated for the settlement date, expressed in the currency of settlement
RETURNVALUE	REPO return value	FIXED	16.2	Value due to be paid during settlement of the second (buy-back) REPO leg
DISCOUNT	Discount	PRICE	9	Initial discount for the first REPO leg and current discount for the second REPO leg
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Low limit of REPO discount, %
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Discount, expressed in %
BLOCKSECURITIES	Block collaterals	TYesNo	1	Block collaterals on a special account for REPO trades
URGENCYFLAG	Settle today	TYesNo	1	The "Must be settled today" flag
TYPE	Unsettled trade type	TUSTradeType	1
OPERATIONTYPE	Operation	TOperationType	1	Operation type: deposit/withdraw
EXPECTEDDISCOUNT	Discount after deposit, %	PRICE	9	Discount, expressed in %
EXPECTEDQUANTITY	Quantity after deposit	INTEGER	16	Quantity, expressed in lots
EXPECTEDREPOVALUE	Value after deposit	FIXED	16.2	REPO value calculated in the currency of settlement for the current date
EXPECTEDREPO2VALUE	Repurchase value after deposit	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
EXPECTEDRETURNVALUE	Return value after deposit	FIXED	16.2	Trade value, expressed in the currency of settlement
CLIENTCODE	Client code	CHAR	12	Code of a client on whose behalf the order was entered
NEXTDAYSETTLE	Settle next day	TYesNo	1	The "Settle next day" flag
ORDERNO	Order	INTEGER	12	Number of order from which the trade originates
REPOTRADETRADEDATE	Date of conslusion	DATE	8	For margin calls only. Date of REPO trade conclusion. Empty in other cases.
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.
SETTLED	Settlement status	TSettled	1	Settlement status
CLEARINGTYPE	Type of clearing	TClearingType	1	Clearing type
CLEARINGTIME	Clearing time	TIME	6	Time when clearing was finished
REPORTCOMMISSION	Report commission	FIXED	16.2	Value of commission fee for sending a quick settlement instruction, in Rubles
COUPONPAYMENT	Coupon payment	FIXED	16.2	Value of coupon payment since the last security trading day
COUPONPAYMENTDATE	Coupon payment date	DATE	8	Date of the last coupon payment
PRINCIPALPAYMENT	Principal debt payment	FIXED	16.2	Value of the principal debt (amortization) payment since the last security trading day
PRINCIPALPAYMENTDATE	Date of principal debt payment	DATE	8	Date of the last principal debt (amortization) payment
CONFIRMED	Confirmation status	TYesNo	1
CPCONFIRMED	Counterparty confirmation status	TYesNo	1
CONFIRMREPORT	ID of confirmation instruction	INTEGER	12	ID of the confirmation instruction for an OTC trade
CONFIRMTIME	Time of confirmation	TIME	6
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
PRECISEBALANCE	Precise quantity	INTEGER	16
BANKID	Settlement organization	CHAR	12
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
COMPVAL	Compensation value	FIXED	16.2	Compensation value, expressed in the currency of the trade
PARENTTRADENO	Parent trade	INTEGER	12	Parent trade number in the Trading System for REPO trades
CLEARINGFIRMID	Clearing firm	CHAR	12	Firm ID of clearing member
CLEARINGBANKACCID	Clearing bank account	CHAR	12	Clearing account ID in the settlement house
CLEARINGTRDACCID	Clearing trading account	CHAR	12	Clearing trading account number

U_BOARD_BLACK_LIST - Black list for boards (not updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

SECBOARD Board CHAR 4 Board ID for the security

U_BOARD_WHITE_LIST - White list for boards (not updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

SECBOARD Board CHAR 4 Board ID for the security

U_HOLD_LIMITS - User holding limits (updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

TRDACCID Trading account CHAR 12 Trading account number

SECCODE* Security CHAR 12 Security ID

PLANNEDLIMITBUY Buy Limit INTEGER 16 Max planned position in securities for buy side (long position)

PLANNEDLIMITSELL Sell Limit INTEGER 16 Max planned position in securities for sell side (short position)

PLANNEDBUY Planned Buy INTEGER 16 Current planned position in securities for buy side (long position)

PLANNEDSELL Planned Sell INTEGER 16 Current planned position in securities for sell side (short position)

USERLIMITSTATUS Status TUserLimitStatus 1 User limit status

U_ORDER_LIMITS - Order limits (updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

SECCODE* Security CHAR 12 Security ID

PRICEBOUNDUP Price limit up FIXED 9.2 Upper price limit for one security for orders (in percent from current price)

PRICEBOUNDDOWN Price limit down FIXED 9.2 Lower price limit for one security for orders (in percent from current price)

MAXQTY Max order quantity INTEGER 16 Max order quantity

MAXORDERVAL Max order value FIXED 16.2 Max order value, expressed in the currency of settlement

MAXMKTQTY Max market order quantity INTEGER 16 Max market order quantity

MAXMKTORDERVAL Max market order value FIXED 16.2 Max market order value, expressed in the currency of settlement

MAXORDVALTODAY Max Orders value today FIXED 16.2 Maximum sum of orders value, expressed in the currency of settlement

CURORDVALTODAY Current orders value FIXED 16.2 Current sum of orders value, expressed in the currency of settlement

USERLIMITSTATUS Status TUserLimitStatus 1 User limit status

U_POSN_LIMITS - User position limits (updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

TRDACCID Trading account CHAR 12 Trading account number

PLANNEDLIMITBUY Buy Limit FIXED 16.2 Max position value for buy orders, expressed in the currency of settlement

PLANNEDLIMITSELL Sell Limit FIXED 16.2 Max position value for sell orders, expressed in the currency of settlement

PLANNEDBUY Planned Buy FIXED 16.2 Current position value for buy orders, expressed in the currency of settlement

PLANNEDSELL Planned Sell FIXED 16.2 Current position value for sell orders, expressed in the currency of settlement

USERLIMITSTATUS Status TUserLimitStatus 1 User limit status

U_SECUNIQ_BLACK_LIST - Black list for instruments (seccode) (not updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

SECCODE* Security CHAR 12 Security ID

U_SECUNIQ_WHITE_LIST - White list for instruments (seccode) (not updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

SECCODE* Security CHAR 12 Security ID

U_SEC_BLACK_LIST - Users security on boards black access list (not updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

SECBOARD Board CHAR 4 Board ID for the security

SECCODE* Security CHAR 12 Security ID

U_SEC_WHITE_LIST - Users security on boards white access list (not updateable)

Input field Description Type Size Remarks

USERID User ID CHAR 12

Output field Description Type Size Remarks

USERID User ID CHAR 12

SECBOARD Board CHAR 4 Board ID for the security

SECCODE* Security CHAR 12 Security ID

Transactions

AUCTION_MKT_ORDER - Enter a market order during the auction

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
ORDERVALUE	Order 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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker

BKT_REPO_NEGDEAL - REPO with basket negdeal entry

Input field	Description	Type	Size	Remarks
ACCOUNT	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 ID
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.
REPORATE	REPO rate	PRICE	9	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in the currency of settlement
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.
ACCEPTEDORDERNO	ID of a negdeal order to accept	INTEGER	12	Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
LSECCODE	Additional Identifier	CHAR	12

CANCEL_TRADE - Cancel trade or margin call

Input field	Description	Type	Size	Remarks
NUMTRADES	Number of trades	INTEGER	2
COMPVAL	Compensation value	FIXED	16.2	Compensation value, expressed in the currency of the trade
COMPBS	Compensation	TCompensation	1	Compensation direction
TRADENO+	Trade #	INTEGER	12	Trade number in the Trading System
BUYSELL+	Direction	TBuySell	1	Trade direction

CCP_REPO_COMPLEX_NEGDEAL - In-house REPO with CCP negdeal entry

CCP_REPO_NEGDEAL - REPO with CCP negdeal entry

Input field	Description	Type	Size	Remarks
ACCOUNT	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 ID
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.
REPORATE	REPO rate	PRICE	9	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in the currency of settlement
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.
ACCEPTEDORDERNO	ID of a negdeal order to accept	INTEGER	12	Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
DISCOUNT	Discount	PRICE	9	Discount, expressed in %
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account

CCP_REPO_ORDER - Enter REPO with CCP order

Input field	Description	Type	Size	Remarks
ACCOUNT	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
PRICEYIELDENTERTYPE	Price indication type	TPriceEntryType	1	Price indication type: "price/yield/WA"
MMORDER	Order target flag	TMMOrder	1	Can be set for limit orders only. Market-maker flag can be specified for the user who has market-maker rights for a specified security.
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security. For market orders must be empty.
QUANTITY	Lots	INTEGER, NOT NULL	16	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
ORDERVALUE	Order 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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account

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

CHECK_SINGLE_LIMIT - Check Single Limit

Input field Description Type Size Remarks

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

CLEAR_RM_PRODUCT_SPREAD - Remove individual interproduct spread rate

Input field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

TRDACCID Trading account CHAR 12 Trading account number

ASSET Asset CHAR 12

CLEAR_RM_TRDACC_PRICERANGE - Remove individual market risk parameters

Input field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

TRDACCID Trading account CHAR 12 Trading account number

ASSET Asset CHAR 12

CODMODE_SWITCH - Cancel on Disconnect on|off

No input fields

COMPLEX_CASHTRANSFER - Enter money transfer order

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	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 instruction number)
CPACCOUNT	Counterparty trading account	CHAR	12	Counterparty trading account
CPBROKERREF	Counterparty's broker reference	CHAR	20	Additional information entered by the trading firm (usually - 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

COMPLEX_NEGDEAL - In-house negotiated deal entry

COMPLEX_REPORT - Margin call execution instruction entry

Input field Description Type Size Remarks

NUMTRADES Number of trades INTEGER 2

CLEARINGTYPE Type of clearing TClearingType 1

TRADENO+ Trade # INTEGER 12 Trade number in the Trading System

BUYSELL+ Direction TBuySell 1 Trade direction - "Buy / Sell"

COMPLEX_TRANSFER - Internal security transfer

Input field Description Type Size Remarks

ACCOUNT Trading account 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

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

BROKERREF Broker reference CHAR 20 Additional information entered by the trading firm (usually - client instruction number)

CPACCOUNT Counterparty trading account CHAR 12 Counterparty trading account

CPBROKERREF Counterparty's broker reference CHAR 20 Additional information entered by the trading firm (usually - 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

SETTLECODE Settlement code CHAR 12 Transfer settlement code

CONFIRM_REPORT - Confirm an OTC trade

Input field Description Type Size Remarks

NUMTRADES Number of trades INTEGER 2

TRADENO+ Trade # INTEGER 12 Trade number in the Trading System

BUYSELL+ Direction TBuySell 1 Trade direction - "Buy / Sell"

EXT_REPO_COMPLEX_NEGDEAL - In-house REPO negdeal entry

Input field Description Type Size Remarks

ACCOUNT 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 ID

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

BROKERREF Broker reference CHAR 20 Additional information entered by the trading firm (usually - client instruction number)

CPACCOUNT Counterparty trading account CHAR 12 Counterparty trading account

CPBROKERREF Counterparty's broker reference CHAR 20 Additional information entered by the trading firm (usually - 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.

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

REPORATE REPO rate PRICE 9 REPO rate, expressed in %

REPOORDERVALUE Repo value FIXED 16.2 Repo value in the currency of settlement

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.

STARTDISCOUNT REPO initial discount, % PRICE 9 Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.

LOWERDISCOUNT Low limit of REPO discount, % PRICE 9 Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for money transfer.

UPPERDISCOUNT Upper limit of REPO discount, % PRICE 9 Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.

BLOCKSECURITIES Block collaterals TYesNo 1 Flag showing if blocking of securities as a collateral on a special account for the term of REPO Operation is required. Currently applicable to the Government Securities market only. For other markets must be set to 'N'.

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

EXT_REPO_NEGDEAL - REPO negdeal entry

Input field	Description	Type	Size	Remarks
ACCOUNT	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 ID
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
REPORATE	REPO rate	PRICE	9	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in the currency of settlement
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.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for money transfer.
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.
BLOCKSECURITIES	Block collaterals	TYesNo	1	Flag showing if blocking of securities as a collateral on a special account for the term of REPO Operation is required. Currently applicable to the Government Securities market only. For other markets must be set to 'N'.
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of the anonymous negotiated deal order (quote) being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
ACCEPTEDORDERNO	ID of a negdeal order to accept	INTEGER	12	Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account

EXT_REPO_QUOTE - Enter REPO order with no counterparty specified

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
WITHDRAWFLAG	Withdraw active orders	TYesNo	1	"Y" - withdraw active quotes of own firm having the same security ID and settlement code as in this order; "N" - do not withdraw any orders.
REPORATE	REPO rate	PRICE	9	REPO rate, expressed in %
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.
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in the currency of settlement
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.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Discount, expressed in %

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

Input field Description Type Size Remarks

ACCOUNT 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

PRICE Price PRICE 9 Price for one security. If not given then this order is considered to be "at counterparty's price".

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. Fixed refund rate can be specified only for 'B' and 'R' settlement codes, in other cases this field should be filled with spaces.

ACCEPTEDQUOTENO ID of a quote to accept INTEGER 12 Number of the anonymous negotiated deal order (quote) being accepted (if the order is sent in reply to the quote), otherwise fill with spaces

ACCEPTEDORDERNO ID of a negdeal order to accept INTEGER 12 Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces

CLIENTCODE Client code CHAR 12 Client code assigned by the broker

VALUE Value FIXED 16.2 Order value, expressed in the currency of settlement

TRDACCFIRMID Firm for trading account CHAR 12 Firm identificator for trading account

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"
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
PRICEYIELDENTERTYPE	Price indication type	TPriceEntryType	1	Price indication type: "price/yield/WA"
MMORDER	Order target flag	TMMOrder	1	Can be set for limit orders only. Market-maker flag can be specified for the user who has market-maker rights for a specified security.
ACTIVATIONTYPE	Activation event type	TOrderActivationType	1	Type of activation order's event
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security. For market orders must be empty.
QUANTITY	Lots	INTEGER, NOT NULL	16	Quantity, expressed in lots
HIDDEN	Lots hidden	INTEGER	16
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
ORDERVALUE	Order 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.
ACTIVATIONTIME	Activation time	TIME	6	If not specified then the field should be filled with spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account

ORDER_AMEND - Amend 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"

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 Price PRICE 9 Price for one security

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

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.

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.

QUOTE - Enter quote

Input field Description Type Size Remarks

BUYSELL Direction TBuySell 1 Order direction - "Buy / Sell"

SECBOARD Board CHAR 4 Board ID for the security

SECCODE* Security CHAR 12 Security ID

PRICE Price PRICE 9 Price for one security

QUANTITY Lots INTEGER 16 Quantity, expressed in lots

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

WITHDRAWFLAG Withdraw active orders TYesNo 1 "Y" - withdraw active quotes of own firm having the same security ID and settlement code as in this order; "N" - do not withdraw any orders.

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.

REPORT - Enter a settlement instruction

SET_BANKACC_FCLIMIT2 - Change internal limits by bank account

Input field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
LIMIT2SET	Apply internal limit	TYesNo	1
LIMIT2	Internal limit	FIXED	17.2
ALLOWBREACH	Allow breach	TYesNo	1	Planned remaining balance may break the limit

SET_BANKACC_FULLCOVERED - Prohibition of buying without full pre-funding

Input field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
FULLCOVEREDBUY	Fully covered buying	TYesNo	1	Prohibition of buying without full pre-funding

SET_HOLD_FCLIMIT2 - Change short selling limit

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
SECCODE	Security	CHAR	12	Security ID
LIMIT2SET	Apply internal limit	TYesNo	1
LIMIT2	Internal limit	INTEGER	16
ALLOWBREACH	Allow breach	TYesNo	1	Planned remaining balance may break the limit

SET_LIMIT2 - Change internal firm limits

Input field	Description	Type	Size	Remarks
CURRCODE	Currency	CHAR	4	Currency code
TAG	Position	CHAR	4	Position ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
LIMIT2SET	Apply internal limit	TYesNo	1
LIMIT2	Internal limit	FIXED	17.2
ALLOWBREACH	Allow breach	TYesNo	1	Planned remaining balance may break the limit

SET_RM_CALC_PERCENT - Apply calculation of percent risk

Input field Description Type Size Remarks

BANKACCID Bank account CHAR 12 Settlement account/code ID in the settlement house

CALC_PERCENT Apply percent risk TYesNo 1

SET_RM_COLLATERAL - Change individual risk parameters

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
ASSET	Asset	CHAR	12
COLLATERAL	Accepted as collateral	TYesNo	1	Asset can be included into collateral

SET_RM_PRICERANGE_FIRM - Change individual risk parameters

Input field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

TRDACCID Trading account CHAR 12 Trading account number

ASSET Asset CHAR 12

K_USER User coefficient FIXED 16.2

SET_RM_PRODUCT_SPREAD - Change interproduct spread discount

Input field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

TRDACCID Trading account CHAR 12 Trading account number

ASSET Asset CHAR 12

SPREAD Spread, % FIXED 16.2 Discount rate, %

SET_RM_TRDACC_PRICERANGE - Change market risk parameters

Input field Description Type Size Remarks

FIRMID Firm CHAR 12 Firm ID

TRDACCID Trading account CHAR 12 Trading account number

ASSET Asset CHAR 12

LIMIT1 First range, units FIXED 16.2

LIMIT2 Second range, units FIXED 16.2

DISCOUNT_L1 Risk rate for price decrease, % FIXED 6.2

DISCOUNT_H1 Risk rate for price increase, % FIXED 6.2

DISCOUNT_L2 Risk rate for price decrease, % FIXED 6.2

DISCOUNT_H2 Risk rate for price increase, % FIXED 6.2

DISCOUNT_L3 Risk rate for price decrease, % FIXED 6.2

DISCOUNT_H3 Risk rate for price increase, % FIXED 6.2

SET_TRDACC_FULLCOVERED - Prohibition of short selling

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
FULLCOVEREDSELL	Fully covered selling	TYesNo	1	Prohibition of short selling

SET_U_HOLD_LIMIT - User holding limits

Input field Description Type Size Remarks

USERID User ID CHAR 12

TRDACCID Trading account CHAR 12 Trading account number

SECCODE* Security CHAR 12 Security ID

PLANNEDLIMITBUY Buy Limit INTEGER 16 Max buy planned position in securities (long position)

PLANNEDLIMITSELL Sell Limit INTEGER 16 Max sell planned position in securities (short position)

USERLIMITSTATUS Status TUserLimitStatus 1 User limit status

SET_U_LIMIT_PARAMS - Basic user limits

Input field Description Type Size Remarks

USERID User ID CHAR 12

TRATELIMIT Rate Limit INTEGER 6 Transaction rate limit for specified time interval

RESTRICTIONON Yes/No TYesNo 1 Switch on/off limits specified for a user

SET_U_ORDER_LIMIT - Order limits

Input field Description Type Size Remarks

USERID User ID CHAR 12

SECCODE* Security CHAR 12 Security ID

PRICEBOUNDUP Price deviation FIXED 9.2 Price deviation from the current price (in percent)

PRICEBOUNDDOWN Lower price bound FIXED 9.2 Lower price bound for one security for orders (in percent from Last price)

MAXQTY Max order quantity INTEGER 16 Max order quantity

MAXORDERVAL Max order value FIXED 16.2 Max order value, expressed in the currency of settlement

MAXMKTQTY Max market order quantity INTEGER 16 Max market order quantity

MAXMKTORDERVAL Max market order value FIXED 16.2 Max market order value, expressed in the currency of settlement

MAXORDVALTODAY Max Orders value today FIXED 16.2 Maximum sum of orders value, expressed in the currency of settlement

USERLIMITSTATUS Status TUserLimitStatus 1 User limit status

SET_U_POSN_LIMIT - User position limits

Input field Description Type Size Remarks

USERID User ID CHAR 12

TRDACCID Trading account CHAR 12 Trading account number

PLANNEDLIMITBUY Buy Limit FIXED 16.2 Max buy position value, expressed in the currency of settlement

PLANNEDLIMITSELL Sell Limit FIXED 16.2 Max sell position value, expressed in the currency of settlement

USERLIMITSTATUS Status TUserLimitStatus 1 User limit status

USER_HEARTBEAT - HEARTBEAT

No input fields

USER_TRADE_SUSP - Suspend user's trading operations

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

Input field Description Type Size Remarks

USERID User ID CHAR 12

WD_NEGDEAL - Withdraw negotiated deal orders

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

WD_ORDERS - Withdraw orders

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

WD_QUOTE - Withdraw quotes

Input field Description Type Size Remarks

QUOTENO Order INTEGER 12 Quote ID or spaces

BUYSELL Direction TWBuySell 1 Order direction - "buy/sell"

SECBOARD Board CHAR 4 Trading board ID. Can be used only when SECCODE is given too.

SECCODE* Security CHAR 12 Security ID or spaces

SETTLECODE Settlement code CHAR 12 Settlement code or spaces

TRADERID Trader CHAR 12 User ID or spaces

FIRMID Firm CHAR 12 Firm ID or spaces

WD_REPORT - Withdraw a settlement instruction

Input field Description Type Size Remarks

REPORTNO Settlement instruction ID INTEGER 12 ID of a settlement instruction sent by the firm to settle this trade

TRADERID Trader CHAR 12 User ID or spaces

FIRMID Firm CHAR 12 Firm ID or spaces

SECBOARD Board CHAR 4 Trading board ID. Can be used only when SECCODE is given too.

SECCODE* Security CHAR 12 Security ID or spaces

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

The document is created with ASTSExplorer.exe 18.04.2019 13:29:14