Information objects of market 'RiskCur32' - 'Currency market clearing interface, v.32'

Table of Content

TAssetType - Asset type
TBoolInt - Logical type
TBuySell - Order direction
TDepAccType - Type of depositary account
TInstrType - Instrument type
TLanguage - Language of Trading System messages
TPosnGroup - Type of position
TQuoteBasis - Price basis
TStatus - Trading status
TSystemID - Trading/clearing system type
TTradeSettleLiabilityFlag - Liability Settlement
TTradeStatus - Trade status
TTradeType - Trade type
TTrdAccStatus - Status
TTrdAccType - Trading account type
TYesNo - Logical operator

Tables
ASSETS - Assets
BANK - Settlement organizations
BANKACC - Bank accounts
BANKACC_FULLCOVERED_LIMITS - Limit for Bankacc full covered mode
BANKUSE - Accounts in settlement organizations
CURRENCY - Currencies
FIRMS - Firms
INSTRS - Groups of securities
POSITIONS - Money positions
POSTYPE - Types of positions
RESYSTIME - Clearing system time
RM_INDICATIVE - Percent risk parameters
RM_POSN - Liabilities and Claims for Money
RM_PRICERANGE - Market risk parameters
RM_PRICERANGE_FIRM - Individual risk-parameters
SECURITIES - General market data
STATS - Clearing system parameters
TRADES - Trades
TRDACC - Trading accounts
USERS - Users

Transactions
CHANGE_LANGUAGE - Change the language of the Trading System messages
SET_BANKACC_FCLIMIT2 - Change internal limits by bank account
SET_BANKACC_FULLCOVERED - Prohibition of buying without full pre-funding
SET_LIMIT2 - Change internal firm limits
SET_RM_PRICERANGE_FIRM - Change individual risk parameters

Enumerated Types

TAssetType - Asset type (size: 1, type: ekCombo)

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

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

Constant	Value	Description
0		No
1	Yes	Yes

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

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

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

List of depositary account types

Constant	Value	Description
C		Main (own)
I		Client
O		Correspondent
D		Default account for the currency market
T		Custodian
S		Custodian

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

Constant	Value	Description
C	C	Currency
W	S	SWAP
I	I	Index
B	CB	Currency basket
F	F	Fixing

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

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

TPosnGroup - Type of position (size: 1, type: ekCombo)

Constant	Value	Description
L	Limits	Positions by limits
D	Assets	Positions by assets
I	Secs	Positions by securities
T	Trades	Positions by trades
S	Settle	Positions under settlements
P	Curr	Positions by currencies
K	FT	Positions for FT

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

Constant	Value	Description
A	A	Price is specified as instrument face value

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

TTradeSettleLiabilityFlag - Liability Settlement (size: 1, type: ekCombo)

Trade of liability settlement between Clearing and Trading Members

Constant	Value	Description
N		Regular Trade
Y	+	Liability settlement trade

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

Trade status

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	Negotiaded deal
P	IPO	IPO
S	S	Settlement trade for SWAP operation
W	NS	Settlement trade for negotiated SWAP operation
F	T	Money/Securities transfer
E	CB	Settlement trade for currency basket
K	NCB	Settlement trade for negotiated currency 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)

List of available types of trading accounts

Constant	Value	Description
M	Own	Own account
N	Client	Client account (individual)
O	Client	Client account (multiple)
R	Own	Own account of non-credit organizations
S	TM	Trust management account of non-credit organizations
T	TM	Trust management account
V		Clients of levels 2 and 3

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

ASSETS - Assets (updateable)

No input fields


Output field	Description	Type	Size	Remarks
ASSET	Asset ID	CHAR	12
RC	Central rate	FLOAT	16	For bonds - settlement price as % of the face value. For shares - value in Rubles. For groups - discount rate for interproduct spread.
RCRUB	Central rate, rub	FLOAT	16
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
LPENRATE	Penalty rate for asset transfer, %	FIXED	16.2
HPENRATE	Penalty rate for rouble transfer, %	FIXED	16.2
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
CBRATE	Central bank rate, %	FLOAT	16
FULLCOVEREDFLAG	Fully covered trading	TYesNo	1	Prohibition of short selling and buying without full pre-funding
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

BANK - Settlement organizations (not updateable)

No input fields


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)

No input fields


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	Additional Session	TYesNo	1
EARLYSETTLE	Early settle	TYesNo	1
TRADINGCLOSED	Trading closed	TYesNo	1
STATUS	Status	TStatus	1	Flag: "Trading/clearing operations allowed/not allowed"
FULLCOVEREDBUY	Fully covered trading for CM	TYesNo	1	Prohibition of buying without full pre-funding
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
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 taxpayer number or passport number or other document
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)

No input fields


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)

No input fields


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
DESCRIPTION	Description	CHAR	30
CURRCODE	Currency of settlements	CHAR	4	Currency code of the settlements
NCCREALACCOUNT	Clearing house account	CHAR	20

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 ruble, expressed in rubles with float point
ASSET	Asset	CHAR	12

FIRMS - Firms (updateable)

Table lists all the trading and clearing member firms. Each member is represented by one row.

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

INSTRS - Groups of securities (updateable)

Table contains information on groups of similar securities (for example, A1-shares, B2-bonds, etc)

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	Rate type	TQuoteBasis	1
INSTRFWD	"Long" instrument	TYesNo	1	Indication that the instument is forward or "long SWAP"

POSITIONS - Money positions (updateable)

Table contains information on the current money positions of a trading firm. Each table row corresponds to one group of cash positions

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
CURRCODE	Currency of settlements	CHAR	4	Currency code of the settlements
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	Internal limit 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
POSNGROUP	Group of positions	TPosnGroup	1
SETTLEBAL	Settled	FIXED	17.2	Planned position after settlement

POSTYPE - Types of positions (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
POSITIONTAG	Cash positions	CHAR	4
CURRCODE	Currency of settlements	CHAR	4	Currency code of the settlements
POSNGROUP	Group of positions	TPosnGroup	1
DESCRIPTION	Description	CHAR	30

RESYSTIME - Clearing system time (updateable, clear on update)

Table consists of one row with risk/clearing 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	Server time
DATE	Date	DATE	8	Server date
TOMORROWDATE	Tomorrow date	DATE	8
MICROSECONDS	Microseconds	INTEGER	6	Server time, microseconds

RM_INDICATIVE - Percent risk parameters (updateable)

No input fields


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 rate bound	FLOAT	16
CRATE_RUB	Central rate	FLOAT	16
HRATE_RUB	Upper rate bound	FLOAT	16
LIMITBEGIN_RUB	Range start, rub.	FIXED	16.2
LIMITEND_RUB	Range end, rub.	FIXED	16.2
CHANGETIME	Risk rates change time	TIME	6

RM_POSN - Liabilities and Claims for Money (updateable)

No input fields


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

RM_PRICERANGE - Market risk parameters (updateable)

Common market risk-parameters

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 rate bound	FLOAT	16
RTH_RUB	Upper rate bound	FLOAT	16
LIMITBEGIN_RUB	Range start, rub.	FIXED	16.2
LIMITEND_RUB	Range end, rub.	FIXED	16.2
DISCOUNT_L	Risk rate for rate decrease, %	FIXED	6.3
DISCOUNT_H	Risk rate for rate increase, %	FIXED	6.3
RCRUB	Central rate	FLOAT	16
CHANGETIME	Risk rates change time	TIME	6

RM_PRICERANGE_FIRM - Individual risk-parameters (updateable)

Individual market risk-parameters

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number

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)

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
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	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
CURRENCYID	Settlement currency	CHAR	4	Settlement currency

STATS - Clearing system parameters (not updateable)

Table contains one row with clearing/risk system general information

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)

Table contains information on all trades registered in the Trading System for a trading firm since the beginning of the current trading session. Each Trade is represented by one row.

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade number	INTEGER	12	Trade number in the Trading System
TRADEDATE	Date	DATE	8	Trade registration date
TRADETIME	Time	TIME	6	Trade registration time (MSK)
MICROSECONDS	Microseconds	INTEGER	6	Trade registration time, microseconds
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell / Sell-Buy / Buy - Sell"
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the trade is registered
CPFIRMID	Counterparty	CHAR	12	Counterparty Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	FLOAT	10	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
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	Parent trade	INTEGER	12	Parent trade number for SWAP trades
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 code]/[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

TRDACC - Trading accounts (updateable)

No input fields


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"
TRDACCTYPE	Trading account type	TTrdAccType	1	Trading account type

USERS - Users (updateable)

Table contains list of users, including technical users, created for a trading and/or clearing member. Each row corresponds to one user.

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
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_LIMIT2 - Change internal firm limits

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
CURRCODE	Currency of settlements	CHAR	4	Currency code of the settlements
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

Parameters are applied starting from the next day

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

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