Information objects of market 'GKO15' - 'Интерфейс для рынка ГЦБ v15'

Table of Content

TBuySell - Order direction
TLanguage - Language of Trading System messages
TPeriod - Trading period
TQuoteBasis - Price basis
TSecStatus - Security status
TSecType - Security type
TStatus - Trading status
TSystemID - Trading system type
TTimeStatus - Event status
TTradingStatus - Security trading status
TUrgency - Message urgency
TYesNo - Logical operator

Tables
ALL_TRADES - All trades
BCMESSAGES - Messages
BOARDS - Trading boards
CURRENCY - Currencies
INDEXES - Indices
MARKETS - Markets
ORDERBOOK - Orderbook for a security
SECURITIES - General market data
SEC_SETTLECODE - Accrued interest depending on the settlement date
SETTLECODES - Settlement codes
TEINFO - Trading system parameters
TESYSTIME - Trading System time
TRADETIME - Trading schedule
TRDTIMETYPES - Type of event

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

Enumerated Types

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

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

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

Constant	Value	Description
R	Rus	Russian
E	Eng	English

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

List of trading periods

Constant	Value	Description
O	O	Opening period
N		Normal trading
C	C	Closing period

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

Constant	Value	Description
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

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

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

TSecType - Security type (size: 1, type: ekCombo)

Constant	Value	Description
1	os	Ordinal stocks
2	ps	Preferred stocks
3	gs	Government security
4	Region	Regional security
5	cbsec	Central bank's security
6	corp bnd	Corporate bonds
7	intl bnd	Bonds of international financial organizations
8	exch bnd	On-exchange bonds
9	Open MF	Open mutual funds
A	Int. MF	Interval mutual funds
B	Closed MF	Closed mutual funds
C	muni	Municipal securities

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

List of available trading operation statuses

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

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

Constant	Value	Description
C		Currency market
P		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

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

List of available security trading statuses

Constant	Value	Description
N	N	Not traded at the moment
O	O	Opening period
C	-	Trading is closed
F	C	Closing period
B	B	Break
T		Trading session

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' - 'Market data interface'

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	Price	PRICE	9	Price for one security
QUANTITY	Лоты	INTEGER	10	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in Rubles
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in Rubles
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 roubles for the current date
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in roubles
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.

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 operations allowed/not"
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	CHAR	4	Currency Code
CURRENCYNAME	Name	CHAR	30
CROSSRATE	Exchange rate	CHAR	10	Exchange rate of the currency to ruble, expressed in rubles with precision of 4 digits

INDEXES - Indices (updateable)

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

No input fields


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

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 operations allowed/not"
LATNAME	English name	CHAR	30	Market name in English

ORDERBOOK - Orderbook for a security (updateable, clear on update)

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

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	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"
PRICE	Price	PRICE	9	Buy or Sell price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
YIELD	Yield	FIXED	9.2	Annualized yield to maturity calculated at the given price at the trade date

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	Идентификатор рынка на котором торгуется финансовый инструмент
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	Minimum price step	PRICE	9	The minimal step by which two prices may differ
FACEVALUE	Face value	PRICE	16	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	Цена последней сделки нормального периода предыдущего торгового дня
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 trade 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
PREVWAPRICE	Previous WA price	PRICE	9	Значение оценки (WAPRICE) предыдущего торгового дня
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	Related currency ID	CHAR	4	Related currency ID
BUYBACKPRICE	Base price for yield calculation	PRICE	9	Base price for yield calculation
BUYBACKDATE	Maturity date for yield calculation	DATE	8	Maturity date for yield calculation
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	20	State registration number
PREVLEGALCLOSEPRICE	Last day closing price	PRICE	9	Официальная цена закрытия предыдущего дня, рассчитываемая по методике ФСФР как средневзвешенная цена сделок за последние 10 минут торговой сессии, включая сделки послеторгового периода
PREVADMITTEDQUOTE	Officially admited quote of the last day	PRICE	9	Признаваемая котировка предыдущего дня, цена за одну ценную бумагу
SECTYPE	Type of security	TSecType	1	Type of security
ISSUERID	Фирма организатор	CHAR	12	Идентификатор фирмы организатора
BID	Bid	PRICE	9	Best bid price
BIDDEPTH	Лотов на покупку по лучшей	INTEGER	10	Total unmatched volume of all active buy orders at the current best bid price (expressed in number of lots)
BIDDEPTHT	Total bid depth	INTEGER	10	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	10	Volume of all sell orders at the best price, expressed in lots
OFFERDEPTHT	Total offer depth	INTEGER	10	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	10	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 Rubles
VALUE	Value of the last	FIXED	16.2	Value of the last trade in the current trading session (expressed in Rubles)
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
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	Цена последней сделки (LAST) к оценке предыдущего дня (PREVWAPRICE)
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 for SWAP instruments
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 secufity
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
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	Price of the Opening period	PRICE	9	Price of the Opening period
SETTLEDATE1	Settlement date 1	DATE	8	Settlement date for a trade or the first part of a REPO/swap trade
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the second part of a REPO/swap trade

SEC_SETTLECODE - Accrued interest depending on the settlement date (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
ACCRUEDINT	Accrued interest	PRICE	16	Accrued interest at the settlement date, expressed in Rubles
ACCRUEDINT2	Accrued interest for the 2nd REPO leg	PRICE	16	Accrued interest for the SettleDate2, expressed in Rubles
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.

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	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

TEINFO - Trading system parameters (not updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
SESSION	Session ID	INTEGER	10	Unique ID of the current trading session
SYSTEMID	Type	TSystemID	1	Type of the Trading System

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

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

No input fields


Output field	Description	Type	Size	Remarks
TIME	Текущее время	TIME	6	Time on the Trading System server
DATE	Date	DATE	8	Date on the Trading System server

TRADETIME - Trading schedule (updateable, clear on update)

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
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
TYPE	Event	CHAR	1	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
SECCODE*	Security	CHAR	12	Security ID
MARKETID	Market	CHAR	4	Market ID

TRDTIMETYPES - Type of event (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
TYPE	Event type	CHAR	1
DESCRIPTION	Description	CHAR	50

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 user password

Input field	Description	Type	Size	Remarks
CURRENTPW	Текущий пароль	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 (+).