Information objects of market 'MDepAux04' - 'Дополнительные функции ТС рынка ДКО, v.04'

Table of Content

TAction - Operation
TActiveStatus - Logical operator
TAgreementType - Agreement type
TBuySell - Order direction
TCPListType - Partner list type
TLanguage - Language of Trading System messages
TQuoteStatus - Quote status
TSecStatus - Security status
TTradingStatus - Security trading status
TYesNo - Logical operator

Tables
CPLIST - Partner lists
CPLIST_FIRM - Partners
NEGDEALQUOTELINK - Quotes and negdeals correspondence
QUOTE - Sent quotes
QUOTEBOOK - Quotes
QUOTE_FIRM - Firms
QUOTE_SEC - Securities
REJECTED_QUOTE - Rejected quotes

Transactions
CHANGE_LANGUAGE - Change the language of the Trading System messages
CPLIST_CREATE - Create list of partners
CPLIST_DELETE - Delete list of partners
CPLIST_MODIFY - Modify list of partners
QUOTE_AMEND - Amend quotes
QUOTE_DEPOSIT - Enter deposit quote
QUOTE_DEPOSIT_NEGDEAL - Enter negotiated deal deposit order
QUOTE_REJECT - Reject quotes
QUOTE_SET_DENY_CPLIST - Set quote view deny list for your firm
QUOTE_WD - Withdraw quotes

Enumerated Types

TAction - Operation (size: 1, type: ekGroup)

Constant	Value	Description
A	+	Add
D	-	Remove
M	m	Modify

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

Constant	Value	Description
A	Active	Active
D	Deleted	Deleted

TAgreementType - Agreement type (size: 1, type: ekCombo)

Constant	Value	Description
O	O	Other
R	M	Minimum balance agreement
S	S	Specification
G	G	General agreement
		Not set

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

Available order directions

Constant	Value	Description
B	B	Raise funds
S	S	Place funds

TCPListType - Partner list type (size: 1, type: ekCombo)

Constant	Value	Description
A	Allow list	Allow list
D	Deny list	Deny list

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

Constant	Value	Description
R	Rus	Russian
E	Eng	English

TQuoteStatus - Quote status (size: 1, type: ekGroup)

Available quote statuses

Constant	Value	Description
O	Act	Active
W	-	Withdrawn
R	-TS	Rejected by the Trading System
C	-C	Cancelled by the Trading System
D	-D	Cancelled by Trading System on user's disconnect (COD)
I	Counter negdeals	Waiting for counter negdeals
J	Closed	Inactive (withdrawn) with matched orders

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

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

List of available security trading statuses

Constant	Value	Description
N	N	Not traded right now
T		Trading session

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'Broker' - 'Users interface, auxiliary functions, v.04'

Tables

CPLIST - Partner lists (updateable)

Lists of partner firms

No input fields


Output field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
FIRMID	List owner's firm Id	CHAR	12	List owner's firm Id
NAME	Partner list name	CHAR	30	Partner list name set by the user
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
STATUS	Partner list status	TActiveStatus	1	Partner list status

CPLIST_FIRM - Partners (updateable)

Firms included in partner lists

No input fields


Output field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
FIRMID	List owner's firm Id	CHAR	12	List owner's firm Id
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
STATUS	Partner list status	TActiveStatus	1	Partner list status

NEGDEALQUOTELINK - Quotes and negdeals correspondence (updateable)

Table contains list of quote IDs with correspondent negdeal IDs

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
ORDERNO	Order	INTEGER	12	Order ID
LIFETIME	Order lifetime	TIME	6	Time when the order will be automatically withdrawn

QUOTE - Sent quotes (updateable)

Table contains information on quotes submitted by current firm since the beginning of the trading session. Each row corresponds to one quote.

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
ENTRYDATE	Date	DATE	8
ENTRYTIME	Time	TIME	6
STATUS	Status	TQuoteStatus	1	Status of a quote
BUYSELL	Direction	TBuySell	1	Quote 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 (rate)	FLOAT	17
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
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.
MICROSECONDS	Microseconds	INTEGER	6	Time when the quote was registered at the Trading System, microseconds
UPDATETIME	Update time	TIME	6	Time when the quote was updated last time (cancelled)
UPDATE_MICROSECONDS	Update time microseconds	INTEGER	6	Time when the quote was updated last time (cancelled), microseconds
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement
REPOTERM	Deposit term	INTEGER	4	Deposit term expressed in calendar days. The term starts on the next day after the first deposit leg settlement and ends on the day of the second deposit leg settlement inclusive.
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
TRDACCID	Trading account	CHAR	12	Trading account number
AMOUNTINDICATOR	Full amount indicator	TYesNo	1	Indicates that minimum order value equals to the sum of funds being placed
SHOWBESTBID	Show best bid for quote	TYesNo	1	Show best price of bid orders for this quote
BESTBID	Best bid rate, %	FLOAT	17	Best price of bid orders expressed in percents
AGREEMENTTYPE	Agreement type	TAgreementType	1
CLOSEONTRADEVALUE	Close quote automatically	TYesNo	1	Close quote automatically when designated trade value is achieved

QUOTEBOOK - Quotes (updateable)

Таблица содержит информацию о Котировках РПС/Намерениях, поданных участниками торгов в Систему торгов с начала текущего дня. Каждая квота представлена в таблице одной строкой.

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
STATUS	Status	TQuoteStatus	1	Status of quote
BUYSELL	Direction	TBuySell	1	Quote direction - "Buy / Sell"
FIRMID	Firm	CHAR	12	Firm ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
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.
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement
REPOTERM	Deposit term	INTEGER	4	Deposit term expressed in calendar days. The term starts on the next day after the first deposit leg settlement and ends on the day of the second deposit leg settlement inclusive.
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
AMOUNTINDICATOR	Full amount indicator	TYesNo	1	Indicates that minimum order value equals to the sum of funds being placed
BESTBID	Best bid rate, %	FLOAT	17	Best price of bid orders expressed in percents
AGREEMENTTYPE	Agreement type	TAgreementType	1

QUOTE_FIRM - Firms (updateable)

This table contains additional information about the participating firms

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list

QUOTE_SEC - Securities (updateable)

The table contains current quote-based market information for securities.

No input fields


Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
SECNAME	Name	CHAR	30
LATNAME		CHAR	30
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
SHORTNAME	Security	CHAR	10
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Minimum price step	FLOAT	10	The minimal step by which two prices may differ
MINQTY	Lots	INTEGER	16	Quantity, expressed in lots
STATUS	Status	TSecStatus	1	Flag "trading operations allowed/suspended"
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
TRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status
SECTYPE	Type of security	CHAR	1	Type of security

REJECTED_QUOTE - Rejected quotes (updateable)

Table contains information on quotes submitted by current firm and rejected by counterparties

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
REJECTTIME	Reject time	TIME	6	Time when quote was rejected

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

CPLIST_CREATE - Create list of partners

Create list of partners

Input field	Description	Type	Size	Remarks
NAME	Partner list name	CHAR	30	Partner list name
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
CPFIRMID+	Counterparty	CHAR	12	Counterparty firm

CPLIST_DELETE - Delete list of partners

Modify or delete list of partners

Input field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER, NOT NULL	12	ID of the counterparty list

CPLIST_MODIFY - Modify list of partners

Modify or delete list of partners

Input field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER, NOT NULL	12	ID of the counterparty list
NAME	Partner list name	CHAR	30	Partner list name set by the user
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
CPFIRMID+	Counterparty	CHAR	12	Counterparty firm
CPFIRMID_OPERATION+	Operation with a partner	TAction	1	Operation with a partner

QUOTE_AMEND - Amend quotes

Amend previously entered quotes

Input field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
SHOWBESTBID	Show best bid for quote	TYesNo	1	Show best price of bid orders for this quote

QUOTE_DEPOSIT - Enter deposit quote

It is used to enter deposit quotes into the Trading system.

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	Deposit rate, %	FLOAT	17	Deposit rate, expressed in %
QUOTEVAL	Value	FIXED	16.2	Value, expressed in the currency of settlement
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPOTERM	Deposit term	INTEGER	4	Deposit term expressed in calendar days. The term starts on the next day after the first deposit leg settlement and ends on the day of the second deposit leg settlement inclusive.
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
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.
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
TRDACCID	Trading account	CHAR	12	Trading account number
AMOUNTINDICATOR	Full amount indicator	TYesNo	1	Indicates that minimum order value equals to the sum of funds being placed
SHOWBESTBID	Show best bid for quote	TYesNo	1	Show best price of bid orders for this quote
AGREEMENTTYPE	Agreement type	TAgreementType	1
CLOSEONTRADEVALUE	Close quote automatically	TYesNo	1	Close quote automatically when designated trade value is achieved

QUOTE_DEPOSIT_NEGDEAL - Enter negotiated deal deposit order

Enter negotiated deal deposit order

Input field	Description	Type	Size	Remarks
TRDACCID	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
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	Deposit rate, %	FLOAT	17	Deposit rate, expressed in %
REPOORDERVALUE	Deposit value	FIXED	16.2	Deposit value in the currency of settlement
REPOTERM	Deposit term	INTEGER	4	Deposit term expressed in calendar days. The term starts on the next day after the first deposit leg settlement and ends on the day of the second deposit leg settlement inclusive.
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of quote being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
LIFETIME	Order lifetime	TIME	6	Time when the order will be automatically withdrawn

QUOTE_REJECT - Reject quotes

Reject received quotes

Input field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number

QUOTE_SET_DENY_CPLIST - Set quote view deny list for your firm

Set or reset partner list to filter incoming quotes

Input field	Description	Type	Size	Remarks
OPERATION	Partner list operation	TAction	1	Quote view deny list operation: 'A' - set deny list, 'D' - reset deny list
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list

QUOTE_WD - Withdraw quotes

Withdraw previously entered quotas

Input field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number

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