Information objects of market 'Currency45' - 'Currency market interface, v.45'

Table of Content

TBuySell - Order direction
TDPValIndicator - Order availability flag
TLanguage - Language of Trading System messages
TPeriod - Trading period
TSecStatus - Security status
TStatus - Trading status
TSystemID - Trading/clearing system type
TTimeStatus - Event status
TTradingStatus - Security trading status
TUrgency - Message urgency
TYesNo - Logical operator

Tables
ALL_TRADES - All trades
AUCTSTATS - Auction stats
BCMESSAGES - Messages
BOARDS - Trading boards
CURRENCY - Currencies
EXT_ORDERBOOK - Aggregate orderbook
INDEXES - Indices
MARKETS - Markets
ORDERBOOK - Aggregate orderbook
SECURITIES - General market data
SEC_SETTLECODE - Settlement codes for the instruments
SETTLECODES - Settlement codes
STATS - Trading system parameters
TESYSTIME - Trading System time
TRADETIME - Trading schedule
TRDTIMEGROUPS - Trading events groups
TRDTIMETYPES - Type of event

Transactions
CHANGE_LANGUAGE - Change the language of the Trading System messages
CHANGE_PASSWORD - Change password

Enumerated Types

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

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

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

Flag that shows the availability of buy or sell orders on the dark pool auction

Constant	Value	Description
	-	No orders
Y	Yes	There are orders

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

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

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

List of trading periods

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

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

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

List of available trading/clearing operation statuses

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

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

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

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

List of available statuses in the trading system schedule

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

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

List of available security trading statuses

Constant	Value	Description
N	N	Not traded right now
O	O	Opening period
C	-	Trading is closed
F	C	Closing period
B	B	Break
T		Trading session
I	DA	Discrete auction
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

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

Available message urgency types

Constant	Value	Description
		Normal
U	!	Urgent

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'Info' - 'Интерфейс для информ-агентств v.45'

Tables

ALL_TRADES - All trades (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade #	INTEGER	12	Trade number in the Trading System
TRADETIME	Time	TIME	6	Time when the trade was registered by the Trading System
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	FLOAT	17	Currency exchange rate
QUANTITY	Lots	INTEGER	16	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
PERIOD	Period	TPeriod	1	Period of the trading session when the trade was concluded
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
BUYSELL	Direction	TBuySell	1	Direction of an order which led to the trade conslusion - "Buy / Sell / Sell-Buy / Buy-Sell"
REPORATE	Rate, %	FLOAT	17
MICROSECONDS	Microseconds	INTEGER	6	Time when the trade was registered by the Trading System, microseconds
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
FIXINGDATE	Fixing date	DATE	8	Fixing date

AUCTSTATS - Auction stats (updateable)

Results of the auctions

No input fields


Output field	Description	Type	Size	Remarks
PERIOD	Period	TPeriod	1	Trading session period
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PLANNEDTIME	Planned Auction Time	TIME	6	Auction start time according to the trading schedule
STARTTIME	Auction start time	TIME	6	Actual auction start time
ENDTIME	Auction end time	TIME	6	Auction end time
AUCTPRICE	Final auction price	FLOAT	17	Final 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.

BCMESSAGES - Messages (updateable)

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

No input fields


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

BOARDS - Trading boards (not updateable)

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

No input fields


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

CURRENCY - Currencies (not updateable)

No input fields


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

EXT_ORDERBOOK - Aggregate orderbook (updateable, clear on update)

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

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
PRICE	Rate	FLOAT	17	Price for one security
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots

INDEXES - Indices (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
INDEXBOARD	Board	CHAR	4	Board ID of securities in index base
INDEXCODE*	Index ID	CHAR	12	Exchange Index ID
NAME	Name	CHAR	30	Index name
SHORTNAME	Index	CHAR	10
CURRENTVALUE	Current	FLOAT	17	Current index value
LASTVALUE	Close	FLOAT	17	Last value of the previous trading session
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field
LATNAME	English name	CHAR	30	Index name in English
TIME	Calculation time	TIME	6
OPENVALUE	Opening value	FLOAT	17	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 rub.
MIN	Minimum	FLOAT	17	Minimum index value
MAX	Maximum	FLOAT	17	Maximum index value

MARKETS - Markets (not updateable)

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

No input fields


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

ORDERBOOK - Aggregate orderbook (updateable, clear on update)

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

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
PRICE	Rate	FLOAT	17	Price for one security
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots

SECURITIES - General market data (updateable)

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

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security ID	CHAR	12	Security ID
SECNAME	Name	CHAR	30	Name of the security
REMARKS	Remarks	CHAR	8
SHORTNAME	Security	CHAR	10
STATUS	Status	TSecStatus	1	Flag "trading operations allowed/suspended"
TRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status
MARKETCODE	Market	CHAR	4	Market ID
INSTRID	Instrument Group ID	CHAR	4	Instrument group ID
SECTORID	Sector	CHAR	4
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Order's minimum price step	FLOAT	17	Minimum price increment for orders, not applicable to orders at WA price
FACEVALUE	Face value	FLOAT	17	Face value of one Security, expressed in the currency, in which the Security is nominated
FACEUNIT	Currency of instrument	CHAR	4	Currency in which security is denominated
PREVDATE	Date of the last trading session	DATE	8	Date of the previous trading day
PREVPRICE	Last Close Price	FLOAT	17	Price of the last trade of the previous trading day
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field
PREVWAPRICE	Previous WA price	FLOAT	17	The weighted average price of the previous trading session
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
LATNAME	English name	CHAR	30	Name of the security in English
ORIGINTRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status. During the break shows the actual status of the trading session (never changes to "Break").
ASSET	Asset	CHAR	12
FIXINGDATE	Fixing date	DATE	8	Fixing date
PRICEMINSTEP	Minimum price step	FLOAT	17	Minimum price tick value used in price related calculations in the trading system
LOTDIVIDER	Lot divider	INTEGER	8	Indicates trading in 1/LotDivider fractions of LotSize. For example, LotSize=1 and LotDivider=100 combination for USD/RUB has a meaning of trading in quantities of 1 cent.
DERIVATIVE	Derivative	TYesNo	1
BID	Bid	FLOAT	17	Best bid price
BIDDEPTH	Best bid depth	INTEGER	16	Total unmatched volume of all active buy orders at the current best bid price (expressed in 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	FLOAT	17	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	FLOAT	17	First trade price
HIGH	Maximum	FLOAT	17	Maximum trade price
LOW	Minimum	FLOAT	17	Minimum trade price
LAST	Last	FLOAT	17	Last trade price
LASTNEG		FLOAT	17
CHANGE	Last to Closing change	FLOAT	17	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	FLOAT	17	Volume of concluded trades, expressed in the currency of the security
VALTODAY	Today value	INTEGER	16	Value of concluded trades, expressed in the currency of settlement
VALUE	Value of the last	FIXED	16.2	Value of the last trade in the current trading session, expressed in the currency of settlement
WAPRICE	WA	FLOAT	17	Weighted-average price
HIGHBID	Best bid	FLOAT	17	Best bid price during the trading session
LOWOFFER	Best offer	FLOAT	17	Best offer price during this trading session
NUMTRADES	Trades today	INTEGER	9	Number of trades today
PRICEMINUSPREVWAPRICE	Last price to previous WA price	FLOAT	17	Difference between the last price and the weighted average price of the previous trading session
CLOSEPRICE	Special period WAP	FLOAT	17	Weighted average price calculated for the defined special period of trading session established by regulatory documents for a particular instrument
LASTBID	Session best bid	FLOAT	17	Best buy-order at the time of the normal trading session end
LASTOFFER	Session best offer	FLOAT	17	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	FLOAT	17	Base price could be specified for SWAP negotiated deals
MARKETPRICE	FX fixing Prev	FLOAT	17	FX fixing ME (of the previous trading session)
MARKETPRICETODAY	FX fixing Curr	FLOAT	17	FX fixing by orderbook liquidity and deals evaluation method for one second interval
SETTLECODE	Settlement code	CHAR	12	Default settlement code for this security
LOPENPRICE	Current special period WAP	FLOAT	17	Weighted average price calculated for the defined special period of trading session established by regulatory documents for a particular instrument
MARKETPRICE2	FX fixing ME	FLOAT	17	Average value of FX fixing Curr calculated from 12:25:01 till 12:30:00
ADMITTEDQUOTE	FX fixing price	FLOAT	17	Average value of FX fixing ME and FX fixing EBS
DPVALINDICATORBUY	Bid flag (WAP)	TDPValIndicator	1	Flag that shows the availability of buy orders on the WAP boards
DPVALINDICATORSELL	Sell flag (WAP)	TDPValIndicator	1	Flag that shows the availability of sell orders on the WAP boards
SETTLEDATE1	Settlement date 1	DATE	8	Settlement date for a trade or the first part of a REPO/swap trade
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the second part of a REPO/swap trade
PMLUPPERLIMIT	PML High	FLOAT	17	PRICEMOVELIMIT High boundary
PMLLOWERLIMIT	PML Low	FLOAT	17	PRICEMOVELIMIT Low boundary

SEC_SETTLECODE - Settlement codes for the instruments (updateable)

Table contains settlement codes and their respective settlement dates

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
SETTLECODE	Settlement code	CHAR	12	Settlement code
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
FIXINGDATE	Fixing date	DATE	8	Fixing date
TRANSFERSONLY	Transfers only	TYesNo	1	Transfers only allowed

SETTLECODES - Settlement codes (not updateable)

No input fields


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

STATS - Trading system parameters (not updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
SESSION	Start number	INTEGER	10	Unique start number of the trading system
TEVERSION	Version	CHAR	10	Trading/clearing system version
SYSTEMID	Type	TSystemID	1	Type of the trading/clearing system
TESTSYSTEM	Test system	TYesNo	1	Flag that indicates test environment
TESTDATA	Test data	TYesNo	1	Flag that indicates test trading session held on production or test environment

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

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

No input fields


Output field	Description	Type	Size	Remarks
TIME	Time	TIME	6	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

TRADETIME - Trading schedule (updateable)

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

No input fields


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

TRDTIMEGROUPS - Trading events groups (not updateable)

Groups of trading events

No input fields


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

TRDTIMETYPES - Type of event (not updateable)

No input fields


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

Transactions

CHANGE_LANGUAGE - Change the language of the Trading System messages

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

CHANGE_PASSWORD - Change password

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

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