'RiskEq32' 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

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

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

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

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

Constant Value Description

A Operations are allowed

S S Operations are suspended

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

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

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

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

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

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'BrokerRisk' - 'Clearing interface for brokerage systems, v.32'

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

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	May be held as individual collateral	TYesNo	1
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

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 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

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

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

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 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

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 operations allowed/not allowed"

INSTRTYPE Instrument type TInstrType 1

QUOTEBASIS Price type TQuoteBasis 1

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

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

No input fields

Output field Description Type Size Remarks

TIME Time TIME 6 Server time

DATE Date DATE 8 Server date

TOMORROWDATE Tomorrow date DATE 8

MICROSECONDS Microseconds INTEGER 6 Server time, microseconds

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 May be included into collateral TYesNo 1

SECURITIES - General market data (not 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

SHORTNAME Security CHAR 10

INSTRID Instrument Group ID CHAR 4 Instrument group ID

LOTSIZE Lot size INTEGER 8 Number of securities in one lot

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

CURRENCYID Settlement currency CHAR 4 Settlement currency

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

TRADES - Trades (updateable)

No input fields

Output field Description Type Size Remarks

CLEARINGTRADENO Сделка клиринговый № INTEGER 21 Идентификационный номер сделки в Клиринговой Системе

TRADENO Trade number INTEGER 12 Trade number in the Trading System

TRADEDATE Date DATE 8

TRADETIME Time TIME 6

MICROSECONDS Microseconds INTEGER 6

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

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 FLOAT 10

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

SETTLECODE Settlement code CHAR 12 Settlement code for the trade

TRADETYPE Type TTradeType 1 Trade type

COMMISSION Total commission FIXED 16.2 Trade commission, in Rubles

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

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

BASEPRICE Base price FLOAT 10 Base price could be specified for SWAP negdeals

CURRENCYID Settlement currency CHAR 4 Settlement currency

TRANINFO Transfer details CHAR 210

SETTLELIABILITYFLAG Liability settlement trade TTradeSettleLiabilityFlag 1 Trade of liability settlement between Clearing and Trading Members

CLIENTCODE Client code CHAR 12 Client code assigned by the broker

PARENTTRADENO Витринная сделка INTEGER 12 Идентификационный номер витринной сделки в Торговой Системе для сделок РЕПО

BANKID Settlement organization CHAR 12

CLEARINGBANKACCID Clearing bank account CHAR 12 Clearing account ID in the settlement house

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.

STATUS Status TTradeStatus 1 Trade status

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

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 operations allowed/not allowed"

TRADING Trading operations TStatus 1 Flag: "Trading operations allowed/not allowed" by firm manager

USERGROUP Group CHAR 12 Group ID the user belongs to

CLIENTCODE Client code CHAR 12 Client code assigned by the broker and linked to this User ID

IPGATEWAY Gateway CHAR 20

IPCLIENT Workstation CHAR 20

LOGGEDON Active TBoolInt 1 Flag indicating whether the user is currently logged-on

EXTIPCLIENT External ip address CHAR 20

Transactions

CHANGE_LANGUAGE - Change the language of the Trading System messages

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

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
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
LIMIT2SET	Apply internal limit	TYesNo	1
LIMIT2	Internal limit	INTEGER	17
ALLOWBREACH	Allow breach	TYesNo	1	Planned remaining balance may break the limit

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_TRDACC_FULLCOVERED - Prohibition of short selling

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

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 12.02.2019 13:02:59