| 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 |
| Constant | Value | Description |
| 0 | No | |
| 1 | Yes | Yes |
| Constant | Value | Description |
| B | B | Buy |
| S | S | Sell |
| Constant | Value | Description |
| Not identified (no settlement instruction has been sent yet) | ||
| S | S | Simple (quick) |
| M | М | Multilateral |
| E | E | External |
| C | C | Central |
| Constant | Value | Description |
| N | Not used | No subscription to COD-mode. |
| A | Always | Subscription to permanent COD-mode. |
| O | On demand | Subscription to on-demand COD-mode. |
| Constant | Value | Description |
| B | Pay | Pay compensation |
| S | Get | Get compensation |
| Constant | Value | Description |
| C | Main (own) | |
| O | Correspondent | |
| T | Custodian | |
| Z | Emission | |
| H | Clearing | |
| K | Treasury |
| Constant | Value | Description |
| - | No orders | |
| S | Small | The total value of orders is less than N*minimum order value |
| M | Much | The total value of orders is greater than N*minimum order value |
| Y | Yes | There are orders |
| Constant | Value | Description |
| Append to the orderbook | ||
| N | N | Immediately or cancel |
| W | W | Withdraw unmatched remainder |
| Constant | Value | Description |
| S | S | Security |
| C | C | Cash |
| W | S | SWAP |
| I | I | Index |
| L | L | List |
| Constant | Value | Description |
| R | Rus | Russian |
| E | Eng | English |
| U | Ua | Ukrainian |
| Constant | Value | Description |
| Not determined | ||
| T | Active | Active |
| M | Passive | Passive |
| Constant | Value | Description |
| M | M | Market |
| L | L | Limit |
| C | C | Order of the closing period |
| Constant | Value | Description |
| Default | ||
| M | M | Market-maker order |
| S | S | Stabilization order |
| Constant | Value | Description |
| N | No obligations | |
| A | A | Obligation to support liquidity on both buy- and sell- directions |
| B | B | Obligation to support liquidity on only one (either buy or sell) direction |
| Not applicable |
| Constant | Value | Description |
| Q | By qty | Quantity (and price) |
| V | By amount | Amount of money |
| Not defined |
| Constant | Value | Description |
| N | Off | Off |
| Y | On | On |
| Constant | Value | Description |
| K | D | Deposit |
| D | W | Withdraw |
| Constant | Value | Description |
| Regular order | ||
| T | TA | Order with activation time |
| C | CA | Order to Close Auction |
| Constant | Value | Description |
| O | Act | Active |
| M | + | Matched |
| W | - | Withdrawn |
| F | -CP | Rejected by counterparty |
| R | -TS | Rejected by the Trading System |
| C | -C | Cancelled by the Trading System |
| T | Time | Order activation time hasn't come yet |
| D | -D | Cancelled by Trading System on user's disconnect (COD) |
| E | Event | Waitng for an event to start |
| S | Error | Internal error |
| Q | Not activated. Lack of collateral. | Order was not activated. Lack of collateral. |
| X | Not activated. Lack of collateral. | Order was not activated. Lack of collateral. |
| Constant | Value | Description |
| O | O | Opening period |
| S | OA | Opening Auction |
| N | Normal trading | |
| C | C | Closing period |
| F | F | Final close period |
| L | CA | Closing auction |
| D | DP | Dark pool |
| I | DA | Discrete auction |
| E | PCA | Close Auction Price Trading |
| - | Undefined |
| Constant | Value | Description |
| P | "Conventional" price | |
| Y | Y | Yield as price |
| W | W | Weighted-average price as price |
| 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 |
| Constant | Value | Description |
| 1 | P1+R | Price1+Rate |
| 2 | R+P2 | Rate+Price2 |
| 3 | P1+P2 | Price1+Price2 |
| 4 | RVa+V | REPO Value+Volume |
| 5 | RVa+D | REPO Value+Discount |
| 6 | V+D | Volume+Discount |
| 7 | RVa | REPO Value |
| 8 | V | Volume |
| 0 | Not defined |
| Constant | Value | Description |
| Normal order | ||
| R | REPO | REPO order |
| Constant | Value | Description |
| 1 | Norm. | Normal instruction |
| N | Spec. | Special instruction (i.e. instruction for settlement of several trades) |
| S | Quick | Instruction for quick settlement ("simple clearing") |
| Constant | Value | Description |
| O | O | Open (waiting for acceptance) |
| W | - | Withdrawn |
| M | + | Matched (accepted) |
| C | C | Cancelled by the Trading System |
| Constant | Value | Description |
| S | Settle | Settlement instruction |
| C | Cancel | Instruction to cancel margin call |
| Constant | Value | Description |
| A | Operations are allowed | |
| S | S | Operations are suspended |
| N | B | Suspended for trading, settlement is allowed |
| Constant | Value | Description |
| B | D | Deposit |
| S | W | Withdraw |
| Constant | Value | Description |
| 1 | cs | Common stocks |
| 2 | ps | Preferred stocks |
| 3 | bn | Government bonds |
| 4 | bn | Regional bonds |
| 5 | bn | Central banks' bonds |
| 6 | bn | Corporate bonds |
| 7 | bn | Bonds of international financial organizations |
| 8 | bn | On-exchange bonds |
| 9 | if | Open mutual funds |
| A | if | Interval mutual funds |
| B | if | Closed mutual funds |
| C | bn | Municipal bonds |
| D | dr | Depositary receipts |
| E | et | Exchange-traded funds (ETF) |
| F | mc | Mortgage certificates |
| G | cb | Collateral basket |
| H | ei | Lists extended id |
| I | ec | ETC (exchange-traded commodity) |
| U | gcp | General collateral pool certificates |
| Q | cur | Currency |
| Constant | Value | Description |
| S | Settled | Settled |
| U | Not settled | |
| P | In process | In process of settlement |
| Constant | Value | Description |
| S | Price split allowed | |
| O | O | One price only |
| Constant | Value | Description |
| A | Operations are allowed | |
| S | S | Operations are suspended |
| Constant | Value | Description |
| C | FX | Currency market |
| P | EQ | Bonds and Equities market |
| Constant | Value | Description |
| A | Active | |
| L | - | Carried out |
| D | Deleted | Deleted |
| U | Confirmation required | Confirmation required |
| C | Cancelled | Cancelled |
| 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 |
| 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 |
| 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 | |
| L | CA | Closing auction |
| D | DP | Dark pool |
| I | DA | Discrete auction |
| E | PCA | Close Auction price trading |
| 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 |
| Constant | Value | Description |
| Ordinary transfer | ||
| A | = | Transfer the balance |
| F | <= | Transfer the balance, but no more than the specified |
| L | L | Transfer the balance except for the specified |
| R | ? | Check the balance |
| P | N | Transfer the netto of liability and claims |
| Constant | Value | Description |
| A | Operations are allowed | |
| S | = | Operations are suspended |
| N | - | Suspended for trading |
| X | x | Account is being closed |
| 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 |
| Constant | Value | Description |
| W | W | White list |
| B | B | Black list |
| Not specified |
| Constant | Value | Description |
| Normal | ||
| U | ! | Urgent |
| Constant | Value | Description |
| A | A | Active |
| S | = | Suspended |
| D | - | Deleted |
| Constant | Value | Description |
| U | Unsettled | No settlement instruction has been sent yet |
| P | Waiting | Included into settlement instruction |
| M | + | Matched/confirmed (included into off-line settlement) |
| G | Margin call | Margin call |
| N | Margin call cancel | Margin call cancel |
| C | -C | Cancelled by the Trading System |
| W | - | Withdrawn by the user |
| Constant | Value | Description |
| N | N | Negotiated deal |
| R | R1 | REPO first leg |
| r | R2 | REPO second leg |
| D | M | Margin call |
| P | P | Primary distribution |
| H | CCPR1 | First part of deal for REPO with CCP |
| h | CR2 | Second part of deal for REPO with CCP |
| J | NCR1 | REPO with CCP first leg |
| j | NCR2 | REPO with CCP second leg |
| L | RP | Refund payments |
| F | T | Money/Securities transfer |
| Constant | Value | Description |
| Q | Q | By quantity |
| V | V | By value |
| Constant | Value | Description |
| Any aim | ||
| B | B | Buy |
| S | S | Sell |
| Constant | Value | Description |
| N | No | |
| Y | Yes | Yes |
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 | Lots | INTEGER | 16 | Trade volume, expressed in lots |
| VALUE | Value | FIXED | 16.2 | Trade value, expressed in the currency of settlement |
| ACCRUEDINT | Value of accrued interest | FIXED | 16.2 | Accrued interest, expressed in the currency of settlement |
| 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 the currency of settlement for the current date |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| 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. |
| MICROSECONDS | Microseconds | INTEGER | 6 | Time when the trade was registered by the Trading System, microseconds |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement date |
| FACEAMOUNT | FaceAmount | FIXED | 16.2 | Value of trade by face value, expressed in the currency of settlement |
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 | Auction price | PRICE | 9 | 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. |
| 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 |
| 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 |
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 |
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 allowed" |
| CURRCODE | Currency | CHAR | 4 | Currency code |
| MARKETID | Market | CHAR | 4 | Market ID this board belongs to |
| LATNAME | English name | CHAR | 30 | Board name in English |
No input fields
| Output field | Description | Type | Size | Remarks |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| DETAILS | Details | CHAR | 20 | Client taxpayer number or passport number or other document |
| CLIENTTYPE | Type | CHAR | 2 | Form of client identification |
| SUBDETAILS | Subdetails | CHAR | 20 | Client's client taxpayer number or passport number or other document |
| QINVESTOR | Qualified Investor | TYesNo | 1 | Qualified Investor |
| STATUS | Status | TUserLimitStatus | 1 | ClientCode Status |
| 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 |
No input fields
| Output field | Description | Type | Size | Remarks |
| 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 |
| LCURRENTPRICE | Official current price | PRICE | 9 | Official current price on the market at the time of the price window start event |
| PRICEBOUNDUP | Maximum allowed price | PRICE | 9 | Maximum allowed auction price when the price is determined as one of the average prices of the price window |
| PRICEBOUNDDOWN | Minimum allowed price | PRICE | 9 | Minimum allowed auction price when the price is determined as one of the average prices of the price window. |
| AUCTPRICE | Auction price | PRICE | 9 | Auction price |
| VALUE | Value | FIXED | 16.2 | Auction trade value, expressed in the currency of settlement |
| VOLUME | Trade volume | INTEGER | 16 | Total volume of all trades, expressed in number of securities |
| NUMTRADES | Trades | INTEGER | 9 | Number of trades |
No input fields
| Output field | Description | Type | Size | Remarks |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| MMID | Entry ID | CHAR | 12 | Market-making entry ID in the trading system |
| PARENTMMID | Parent Entry ID | CHAR | 12 | |
| TRDACCID | Trading account | CHAR | 12 | Trading account number |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| SCHEMANAME | Scheme | CHAR | 20 | Name of the market-making scheme |
| AGREEMENT | Agreement number | CHAR | 12 | Number (ID) of a market-making agreement |
| AGREEMENTDATE | Agreement date | DATE | 8 | Date of the market-making agreement conclusion |
| MINSPREADVOLUMEBUY | MGF-buy | INTEGER | 16 | Market-maker's minimal guaranteed fill (minimal total number of lots in active market-maker orders obligatory for the market-maker) on buy side |
| MINSPREADVALUEBUY | MGF-buy, rub. | FIXED | 16.2 | Market-maker's minimal guaranteed fill (minimal total value in Rubles in active market-maker orders obligatory for the market-maker) on buy side |
| MINSPREADVOLUMESELL | MGF-sell | INTEGER | 16 | Market-maker's minimal guaranteed fill (minimal total number of lots in active market-maker orders obligatory for the market-maker) on sell side |
| MINSPREADVALUESELL | MGF-sell, rub. | FIXED | 16.2 | Market-maker's minimal guaranteed fill (minimal total value in Rubles in active market-maker orders obligatory for the market-maker) on sell side |
| MAXTRADESVOLUME | Threshold value, lots | INTEGER | 16 | When the threshold value of trades is exceeded then the market-maker's obligations either change from two-sided to one-sided or he/she is released from obligations. Expressed in lots. |
| MAXTRADESVALUE | Threshold value, rub. | FIXED | 16.2 | When the threshold value of trades is exceeded then the market-maker's obligations either change from two-sided to one-sided or he/she is released from obligations. Expressed in Rubles. |
| MINPASSIVETRADESVALUE | Min. passive value, rub. | FIXED | 16.2 | Minimum value of passive trades, in Rubles |
| MAXSPREADPERC | Max spread, % | FLOAT | 8 | Maximum spread allowed for the market-maker |
| MAXSPREADPERC1 | Max spread-buy, % | FLOAT | 8 | Maximum spread allowed for the market-maker's buy orders |
| MAXSPREADPERC2 | Max spread-sell, % | FLOAT | 8 | Maximum spread allowed for the market-maker's sell orders |
| MAXSPREADPRICE | Max spread | PRICE | 9 | |
| MINKEEPTIME | Min time | TIME | 6 | Minimum time to support obligations |
| MINKEEPPERCENT | Min % of fulfillment | FIXED | 9.2 | Minimal percentage of fulfillment |
| CURRENTSPREADPERC | Spread, % | FLOAT | 8 | Current market-maker's spread (difference between Minimum buy and Maximum sell prices in active market-maker's orders) |
| CURRENTSPREADPERC1 | Spread-buy, % | FLOAT | 8 | |
| CURRENTSPREADPERC2 | Spread-sell, % | FLOAT | 8 | |
| CURRENTSPREADPRICE | Spread | PRICE | 9 | Current spread, Rubles |
| CURRENTMINBUYPRICE | Best bid price | PRICE | 9 | Best price of active limit buy orders |
| CURRENTMAXSELLPRICE | Best ask price | PRICE | 9 | Best price of active limit sell orders |
| TOTALBUYVOLUME | Buy volume | INTEGER | 16 | Total volume of active limit buy-orders, expressed in lots |
| TOTALSELLVOLUME | Sell volume | INTEGER | 16 | Total volume of active limit sell-orders, expressed in lots |
| PUBLICPRICE | Current price | PRICE | 9 | Current settlement price |
| TOTALBREACHTIME | Total breach time | TIME | 6 | Total time during the current Trading Session when the market-maker was not complying with his/her obligations |
| TOTALKEEPTIME | Compliance time | TIME | 6 | Total time during the current Trading Session when the market-maker was complying with his/her obligations |
| TOTALKEEPTIME1 | Compliance time-buy | TIME | 6 | Compliance time for buy orders |
| TOTALKEEPTIME2 | Compliance time-sell | TIME | 6 | Compliance time for sell orders |
| FACTTRADESVOLUME | Volume | INTEGER | 16 | Total volume of trades, in lots |
| FACTTRADESVALUE | Value, rub. | FIXED | 16.2 | Total value of trades, in Rubles |
| FACTPASSIVETRADESVOLUME | Passive volume | INTEGER | 16 | Total volume of passive trades, expressed in lots |
| FACTPASSIVETRADESVALUE | Passive value, rub. | FIXED | 16.2 | Total value of passive trades, in Rubles |
| QUOTETYPE | Type of obligation | TMMQuoteType | 1 | Type of market-maker's obligation to support liquidity of a security (not required, both buy- and sell- orders, one direction) |
| FACTKEEPPERCENT | % of fulfillment | FIXED | 9.2 | Fulfillment percentage |
| FACTKEEPPERCENT1 | % of fulfillment-buy | FIXED | 9.2 | Fulfillment percentage to buy |
| FACTKEEPPERCENT2 | % of fulfillment-sell | FIXED | 9.2 | Fulfillment percentage to sell |
| LEFTKEEPTIME | Left time to fulfillment | TIME | 6 | Time left to fulfill obligations |
| UPDATETIME | Update time | TIME | 6 | Update time |
| PROCESSED | Obligations fulfilled | TYesNo | 1 | Flag showing if obligations are being fulfilled |
| INDICATOR1 | CB REPO rate ON, % | FLOAT | 6 | |
| INDICATOR2 | ReRepo rate ON, % | FLOAT | 6 | |
| INDICATOR3 | MosPrime rate ON, % | FLOAT | 6 | |
| MINSHAREISSUES | Min.obligations for share issues | INTEGER | 4 | Minimum obligation on the number of share issues |
| COMPLETESHAREISSUES | Fulfilled for share issues | INTEGER | 4 | Fulfilled for the number of share issues |
| Input field | Description | Type | Size | Remarks |
| SECBOARD | Board | CHAR | 4 | Trading board ID |
| 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" |
| PRICE | Price | PRICE | 9 | Price |
| ACTIVATIONTIME | Activation time | TIME | 6 | Order activation time. Used only in certain types of auctions and filled with spaces in all other trading modes. |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| YIELD | Yield | FIXED | 9.2 | Volume of lots at the best price |
| REPOVALUE | REPO value | FIXED | 16.2 | Total REPO value of quotes with specified rate, expressed in the currency of settlement. This value is not calculated for normal board securities. |
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 |
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 |
| INDEXCROSSRATE | Rate | FIXED | 9.4 | Index currency exchange rate |
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 |
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 allowed" |
| LATNAME | English name | CHAR | 30 | Market name in English |
| Input field | Description | Type | Size | Remarks |
| BOARDID | Board | CHAR | 4 | Trading board ID |
| SECBOARD | Board | CHAR | 4 | Board ID |
| SECCODE* | Security | CHAR | 12 | Security ID |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| FIRMID | Firm | CHAR | 12 | Firm 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 | Price |
| YIELD | Yield | FIXED | 9.2 | Yield, based on the trade price |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| ORDERNO | Order | INTEGER | 12 | Order ID in the Trading System |
No input fields
| Output field | Description | Type | Size | Remarks |
| DEALNO | Order No. | INTEGER | 12 | Negotiated deal order number (ID) in the Trading System |
| DEALTIME | Time | TIME | 6 | Time when the trade was registered by the Trading System |
| STATUS | Status | TOrderStatus | 1 | Status of a negdeal trade |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| USERID | User ID | CHAR | 12 | Trader who entered the order |
| FIRMID | Firm | CHAR | 12 | Firm on which behalf the order was entered |
| CPFIRMID | Counterparty | CHAR | 12 | Firm the order is addressed to |
| ACCOUNT | Trading account | CHAR | 12 | Trading account from which the order was entered |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICE | Price | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement date |
| MATCHREF | Matching reference | CHAR | 10 | Identical text value entered by both trade parties |
| YIELD | Yield | FIXED | 9.2 | Yield at the order price |
| PRICE2 | Buyback price | PRICE | 9 | Buyback price for the second REPO leg |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| VALUE | Value | FIXED | 16.2 | Deal value, expressed in the currency of settlement |
| ACCRUEDINT | Value of accrued interest | FIXED | 16.2 | Accrued interest, expressed in the currency of settlement |
| QUOTENO | Counter-order | INTEGER | 12 | Number of the counter-order, 0 if no order |
| 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 | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| REFUNDRATE | Refund rate, % | FIXED | 9.2 | Fixed refund rate in case of default on the second REPO leg, expressed as percentage |
| REPOENTRY | REPO order entry type | TRepoEntry | 1 | Parameter combination specified at the entry of REPO order |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current date |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| 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. |
| STARTDISCOUNT | REPO initial discount, % | PRICE | 9 | Either indicated explicitly or calculated by the Trading System based on other REPO order parameters. |
| LOWERDISCOUNT | Low limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for cash transfer. |
| UPPERDISCOUNT | Upper limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer. |
| BLOCKSECURITIES | Block collaterals | TYesNo | 1 | Block collaterals on a special account for REPO trades |
| PERIOD | Period | TPeriod | 1 | Trading session period in which the order was entered |
| CLIENTCODE | Client code | CHAR | 12 | Short client code which was indicated when entering the trade |
| UPDATETIME | Update time | TIME | 6 | Time when the order was updated last time (matched, cancelled) |
| BALANCE | Lots left | INTEGER | 16 | Volume of unmatched part of an order, expressed in lots |
| ORIGINREPOVALUE | REPO value specified by the user | FIXED | 16.2 | Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty. |
| ORIGINQUANTITY | Number of lots as specified by the user | INTEGER | 16 | Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty. |
| ORIGINDISCOUNT | Original discount specified by the user | PRICE | 9 | Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty. |
| ENTRYDATE | Registration date | DATE | 8 | Order registration date |
| ACTIVATIONDATE | Activation date | DATE | 8 | Order activation date |
| ACTIVATIONTIME | Activation time | TIME | 6 | Order activation time |
| ORIGINVALUE | Amount of money | FIXED | 16.2 | Initial amount of money that was specified by the user. Applicable only to negdeals without number of lots. |
| NEGDEALENTRY | Negdeal entry type | TNegdealEntry | 1 | Parameter combination specified at the entry of negdeal: number of lots or amount of money. |
| BANKACCID | Bank account | CHAR | 12 | Settlement account/code ID in the settlement house |
| BASEPRICE | Base price | PRICE | 9 | Base price could be specified for SWAP negdeals |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| SYSTEMREF | System reference | CHAR | 12 | Additional data transferred by the trading system |
| BANKID | Settlement organization | CHAR | 12 | |
| LSECCODE | Additional Identifier | CHAR | 12 |
| Input field | Description | Type | Size | Remarks |
| DEALNO | Deal # | INTEGER | 12 | Negotiated deal order number (ID) in the Trading System |
| Output field | Description | Type | Size | Remarks |
| DEALNO | Deal # | INTEGER | 12 | Negotiated deal order number (ID) in the Trading System |
| DEALTIME | Time | TIME | 6 | Time when the trade was registered by the Trading System |
| STATUS | Status | TOrderStatus | 1 | Status of a negdeal trade |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| USERID | User ID | CHAR | 12 | Trader who entered the order |
| FIRMID | Firm | CHAR | 12 | Firm on which behalf the order was entered |
| CPFIRMID | Counterparty | CHAR | 12 | Firm the order is addressed to |
| ACCOUNT | Trading account | CHAR | 12 | Trading account from which the order was entered |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICE | Price | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement date |
| MATCHREF | Matching reference | CHAR | 10 | Identical text value entered by both trade parties |
| YIELD | Yield | FIXED | 9.2 | Yield at the order price |
| PRICE2 | Buyback price | PRICE | 9 | Buyback price for the second REPO leg |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| VALUE | Value | FIXED | 16.2 | Order value, expressed in the currency of settlement |
| ACCRUEDINT | Value of accrued interest | FIXED | 16.2 | Accrued interest, expressed in the currency of settlement |
| QUOTENO | Counter-order | INTEGER | 12 | Number of the counter-order, 0 if no order |
| 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 | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| REFUNDRATE | Refund rate, % | FIXED | 9.2 | Fixed refund rate in case of default on the second REPO leg, expressed in percents |
| REPOENTRY | REPO order entry type | TRepoEntry | 1 | Parameter combination specified at the entry of REPO order |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current date |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| 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. |
| STARTDISCOUNT | REPO initial discount, % | PRICE | 9 | Either indicated explicitly or calculated by the Trading System based on other REPO order parameters. |
| LOWERDISCOUNT | Low limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for cash transfer. |
| UPPERDISCOUNT | Upper limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer. |
| BLOCKSECURITIES | Block collaterals | TYesNo | 1 | Block collaterals on a special account for REPO trades |
| PERIOD | Period | TPeriod | 1 | Trading period during which the trade was registered |
| CLIENTCODE | Client code | CHAR | 12 | Short client code which was indicated when entering the trade |
| UPDATETIME | Update time | TIME | 6 | Time when the order was updated last time (matched, cancelled) |
| BALANCE | Lots left | INTEGER | 16 | Volume of unmatched part of an order, expressed in lots |
| ORIGINREPOVALUE | REPO value specified by the user | FIXED | 16.2 | Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty |
| ORIGINQUANTITY | Number of lots as specified by the user | INTEGER | 16 | Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty. |
| ORIGINDISCOUNT | Original discount specified by the user | PRICE | 9 | Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty. |
| ENTRYDATE | Registration date | DATE | 8 | Order registration date |
| ACTIVATIONDATE | Activation date | DATE | 8 | Order activation date |
| ACTIVATIONTIME | Activation time | TIME | 6 | Order activation time |
| ORIGINVALUE | Amount of money | FIXED | 16.2 | Initial amount of money that was specified by the user. Applicable only to negdeals without number of lots. |
| NEGDEALENTRY | Negdeal entry type | TNegdealEntry | 1 | Parameter combination specified at the entry of negdeal: number of lots or amount of money. |
| BANKACCID | Bank account | CHAR | 12 | Settlement account/code ID in the settlement house |
| BASEPRICE | Base price | PRICE | 9 | Base price could be specified for SWAP negdeals |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| SYSTEMREF | System reference | CHAR | 12 | Additional data transferred by the trading system |
| BANKID | Settlement organization | CHAR | 12 | |
| LSECCODE | Additional Identifier | CHAR | 12 |
| Input field | Description | Type | Size | Remarks |
| ORDERNO | Order | INTEGER | 12 | Order ID in the Trading System |
| Output field | Description | Type | Size | Remarks |
| ORDERNO | Order number | INTEGER | 12 | Order ID in the Trading System |
| ORDERTIME | Order time | TIME | 6 | Time when the order was registered by the Trading System |
| STATUS | Status | TOrderStatus | 1 | Order status |
| MKTLIMIT | Type | TMktLimit | 1 | Order type: "limit/market" |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| SPLITFLAG | Price type | TSplitFlag | 1 | Order type option: "allow/not allow price split" |
| IMMCANCEL | Order processing type | TImmCancel | 1 | Append to orderbook, immediately or cancel, withdraw remainder |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| USERID | User ID | CHAR | 12 | ID of the user who has entered the order |
| FIRMID | Firm | CHAR | 12 | ID of the trading firm on whose behalf the order was entered |
| ACCOUNT | Trading account | CHAR | 12 | Trading account for which the order was entered |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICE | Price | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| HIDDEN | Hidden lots | INTEGER | 16 | |
| BALANCE | Lots left | INTEGER | 16 | Volume of unmatched part of an order, expressed in lots |
| VALUE | Value | FIXED | 16.2 | Order value, expressed in the currency of settlement. This value does not include the exchange commission nor the accrued interest. |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement date |
| LINKEDORDER | Amended order number | INTEGER | 12 | ID of the order that was replaced by the given order |
| ACCRUEDINT | Value of accrued interest | FIXED | 16.2 | Accrued interest calculated for the trade date (expressed in the currency of settlement) |
| ENTRYTYPE | Price type | TPriceEntryType | 1 | Price entry type - "price/yield/WA price" |
| YIELD | Yield | FIXED | 9.2 | Yield, calculated based on order price |
| PERIOD | Period | TPeriod | 1 | Trading session period during which the order was entered |
| PRICE2 | Buyback price | PRICE | 9 | Buyback price for the second REPO leg |
| 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. |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| ACTIVATIONTIME | Activation time | TIME | 6 | Order activation time |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| MARKETMAKER | Market-maker | TYesNo | 1 | Market-maker's order |
| UPDATETIME | Update time | TIME | 6 | Time when the order was updated last time (matched, cancelled) |
| UPDATE_MICROSECONDS | Update time microseconds | INTEGER | 6 | Time when the order was updated last time (matched, cancelled), microseconds |
| MICROSECONDS | Microseconds | INTEGER | 6 | Time when the order was registered at the Trading System, microseconds |
| REPOFLAG | REPO order flag | TRepoFlag | 1 | |
| 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. |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current date |
| REPOVALUEBALANCE | REPO value left | FIXED | 16.2 | REPO value of unmatched part of an order, calculated in the currency of settlement for the current date |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| BANKACCID | Bank account | CHAR | 12 | Settlement account/code ID in the settlement house |
| STARTDISCOUNT | Start discount, % | PRICE | 9 | |
| UPDUSERID | Updater user ID | CHAR | 12 | Identifier of the user, who have updated the order |
| VALUEENTRYTYPE | Value type | TValueEntryType | 1 | |
| ACTIVATIONTYPE | Activation event type | TOrderActivationType | 1 | Type of activation order's event |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| BANKID | Settlement organization | CHAR | 12 | |
| STABORDER | Stabilization order | TYesNo | 1 | Order to support price level |
| INTORDERNO | Internal Order No | INTEGER | 12 | Internal order number in the trading system. Can be used to identify own orders in the anonymous FAST market data feed. |
No input fields
| Output field | Description | Type | Size | Remarks |
| ORDERNO | Order number | INTEGER | 12 | Order ID in the Trading System |
| ORDERTIME | Order time | TIME | 6 | Time when the order was registered by the Trading System |
| STATUS | Status | TOrderStatus | 1 | Order status |
| MKTLIMIT | Type | TMktLimit | 1 | Order type: "limit/market" |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| SPLITFLAG | Price type | TSplitFlag | 1 | Order type option: "allow/not allow price split" |
| IMMCANCEL | Order processing type | TImmCancel | 1 | Append to orderbook, immediately or cancel, withdraw remainder |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| USERID | User ID | CHAR | 12 | ID of the user who has entered the order |
| FIRMID | Firm | CHAR | 12 | ID of the trading firm on whose behalf the order was entered |
| ACCOUNT | Trading account | CHAR | 12 | Trading account |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICE | Price | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| HIDDEN | Hidden lots | INTEGER | 16 | |
| BALANCE | Lots left | INTEGER | 16 | Volume of unmatched part of an order, expressed in lots |
| VALUE | Value | FIXED | 16.2 | Order value, expressed in the currency of settlement. This value does not include the exchange commission nor the accrued interest. |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement date |
| LINKEDORDER | Amended order number | INTEGER | 12 | ID of the order that was replaced by the given order |
| ACCRUEDINT | Value of accrued interest | FIXED | 16.2 | Accrued interest calculated for the trade date (expressed in the currency of settlement) |
| ENTRYTYPE | Price type | TPriceEntryType | 1 | Price entry type - "price/yield/WA price" |
| YIELD | Yield | FIXED | 9.2 | Yield, calculated based on order price |
| PERIOD | Period | TPeriod | 1 | Trading session period during which the order was entered |
| PRICE2 | Buyback price | PRICE | 9 | Buyback price for the second REPO leg |
| 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. |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| ACTIVATIONTIME | Activation time | TIME | 6 | Order activation time |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| MARKETMAKER | Market-maker | TYesNo | 1 | Market-maker's order |
| UPDATETIME | Update time | TIME | 6 | Time when the order was updated last time (matched, cancelled) |
| UPDATE_MICROSECONDS | Update time microseconds | INTEGER | 6 | Time when the order was updated last time (matched, cancelled), microseconds |
| MICROSECONDS | Microseconds | INTEGER | 6 | Time when the order was registered at the Trading System, microseconds |
| REPOFLAG | REPO order flag | TRepoFlag | 1 | |
| 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. |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current date |
| REPOVALUEBALANCE | REPO value left | FIXED | 16.2 | REPO value of unmatched part of an order, calculated in the currency of settlement for the current date |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| BANKACCID | Bank account | CHAR | 12 | Settlement account/code ID in the settlement house |
| STARTDISCOUNT | Start discount, % | PRICE | 9 | |
| UPDUSERID | Updater user ID | CHAR | 12 | Identifier of the user, who have updated the order |
| VALUEENTRYTYPE | Value type | TValueEntryType | 1 | |
| ACTIVATIONTYPE | Activation event type | TOrderActivationType | 1 | Type of activation order's event |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| BANKID | Settlement organization | CHAR | 12 | |
| STABORDER | Stabilization order | TYesNo | 1 | Order to support price level |
| INTORDERNO | Internal order number | INTEGER | 12 | Internal order number in the trading system. Can be used to identify own orders in the anonymous FAST market data feed. |
| ASP | Signature | CHAR | 12 | Equivalent of a handwritten signature |
| Input 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 for the trade |
| DISCOUNT | Discount | PRICE | 9 | Discount, expressed in % |
| 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. |
| Output field | Description | Type | Size | Remarks |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| UPPERLIMIT | Upper limit | PRICE | 9 | |
| LOWERLIMIT | Lower limit | PRICE | 9 |
| 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" |
| QUOTENO | Order | INTEGER | 12 | ID of a quote for negotiated deal |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| PRICE | Price | PRICE | 9 | Buy or Sell price for one security |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| Output field | Description | Type | Size | Remarks |
| QUOTENO | Quote number | INTEGER | 12 | Order number |
| QUOTETIME | Time | TIME | 6 | |
| STATUS | Status | TOrderStatus | 1 | Status of an order in negdeal mode with no counterparty specified |
| BUYSELL | Direction | TBuySell | 1 | Order 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 | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| PRICE2 | Buyback price | PRICE | 9 | Buyback price for the second REPO leg |
| 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. |
| PERIOD | Period | TPeriod | 1 | Trading period during which the trade was registered |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current 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. |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| DISCOUNT | REPO initial discount, % | PRICE | 9 | REPO initial discount, % |
| REPOENTRY | REPO order entry type | TRepoEntry | 1 | Parameter combination specified at the entry of REPO order |
| ORIGINREPOVALUE | REPO value specified by the user | FIXED | 16.2 | Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty |
| ORIGINQUANTITY | Number of lots as specified by the user | INTEGER | 16 | Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty |
| ORIGINDISCOUNT | Original discount specified by the user | PRICE | 9 | Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty |
| Output field | Description | Type | Size | Remarks |
| REPORTNO | Instruction number | INTEGER | 12 | ID of a settlement instruction sent by the firm to settle this trade |
| REPORTDATE | Date | DATE | 8 | |
| REPORTTIME | Time | TIME | 6 | Time when the instruction was entered into the Trading System |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| USERID | User ID | CHAR | 12 | |
| FIRMID | Firm | CHAR | 12 | ID of the trading firm on whose behalf the instruction was entered |
| TRDACCID | Trading account | CHAR | 12 | ID of a trading account of the firm who sent the instruction |
| CPFIRMID | Counterparty | CHAR | 12 | Counterparty firm ID |
| CPTRDACCID | Counterparty trading account | CHAR | 12 | ID of a trading account of the firm the instruction is sent to |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| VALUE | Value | FIXED | 16.2 | Trade value, expressed in the currency of settlement |
| STATUS | Status | TReportStatus | 1 | Settlement instruction status |
| COMMISSION | Commission | FIXED | 16.2 | Trade commission, in Rubles |
| WITHDRAWTIME | Withdraw time | TIME | 6 | Time at which the settlement instruction was withdrawn |
| REPORTTYPE | Settlement instruction type | TReportType | 1 | |
| REPORTKIND | Type of the settlement instruction | TReportKind | 1 | Settlement instruction execution type |
| NUMTRADES | Number of trades | INTEGER | 4 | |
| COMPVAL | Compensation value | FIXED | 16.2 | Compensation value, expressed in the currency of the trade |
| COMPBS | Compensation | TCompensation | 1 | Compensation direction |
| ACCURATE | Accurate calculation | TYesNo | 1 | Accurate calculation mode |
| Input field | Description | Type | Size | Remarks |
| BOARDID | Board | CHAR | 4 | Trading board ID |
| SECBOARD | Board | CHAR | 4 | Board ID |
| SECCODE* | Security | CHAR | 12 | Security ID |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| 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. |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| Output 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 |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| 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. |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current date |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| ORDERNO | Order | INTEGER | 12 | Order ID in the Trading System |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| Input field | Description | Type | Size | Remarks |
| BOARDID | Board | CHAR | 4 | Trading board ID |
| SECBOARD | Board | CHAR | 4 | Trading board ID |
| SECCODE* | Security | CHAR | 12 | Security ID |
| MINREPOTERM | Minimum REPO term | INTEGER | 4 | Minimum REPO term in days or empty |
| MAXREPOTERM | Maximum REPO term | INTEGER | 4 | Maximum REPO term in day or empty |
| MINREPORATE | Minimum REPO rate | FIXED | 9.2 | Minimum REPO rate in percents or empty |
| MAXREPORATE | Maximum REPO rate | FIXED | 9.2 | Maximum REPO rate in percents or empty |
| Output 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 |
| QUOTENO | Order | INTEGER | 12 | Quote ID |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| PRICE | Price | PRICE | 9 | Price |
| PRICE2 | Buyback price | PRICE | 9 | Buyback price for the second REPO leg |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current 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. |
| DISCOUNT | Discount | PRICE | 9 | Discount, expressed in % |
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 |
| Input field | Description | Type | Size | Remarks |
| SECCODE* | Security | CHAR | 12 | Security ID. If not specified then data on all securities is returned |
| CURRCODE | Currency | CHAR | 4 | Currency code |
| STARTDATE | Start date | DATE | 8 | Interval start date. If not specified then the current date is used |
| ENDDATE | End date | DATE | 8 | Interval end date |
| Output field | Description | Type | Size | Remarks |
| SECCODE* | Security | CHAR | 12 | Security ID |
| CURRCODE | Currency | CHAR | 4 | Currency code |
| STARTDATE | Start date | DATE | 8 | Interval start date |
| DAYNO | Number of days | INTEGER | 3 | Number of days after the start date |
| ACCINT | Accrued interest value | FLOAT | 17 | Accrued interest value |
| FACEVALUE | Face value | FLOAT | 17 | Face value of one Security, expressed in the currency, in which the Security is nominated |
No input fields
| Output field | Description | Type | Size | Remarks |
| ORDERNO | Order number | INTEGER | 12 | Order ID |
| ORDERTIME | Order time | TIME | 6 | Order registration time |
| STATUS | Status | TOrderStatus | 1 | Current order status |
| BUYSELL | D/W | TSecTransferBuySell | 1 | Order direction - "deposit to account / withdraw from account" |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| USERID | User ID | CHAR | 12 | ID of the user who has entered the order |
| FIRMID | Firm | CHAR | 12 | ID of the trading firm on whose behalf the order is entered |
| CPFIRMID | Counterparty | CHAR | 12 | Counterparty firm ID |
| ACCOUNT | Trading account | CHAR | 12 | Trading account number |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| MATCHREF | Matching reference | CHAR | 10 | Matching reference text |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| VALUE | Value | FIXED | 16.2 | Trade value, expressed in the currency of settlement |
| 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. |
| WITHDRAWTIME | Withdrawal time | TIME | 6 | |
| BANKACCID | Bank account | CHAR | 12 | Settlement account/code ID in the settlement house |
| BALANCE | Lots left | INTEGER | 16 | Volume of unmatched part of an order, expressed in lots |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| BANKID | Settlement organization | CHAR | 12 | |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| TRANINFO | Transfer details | CHAR | 210 | |
| TRANTYPE | TranType | CHAR | 4 | Type of Transfer |
| 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 |
| LOTSIZE | Lot size | INTEGER | 8 | Number of securities in one lot |
| MINSTEP | Order's minimum price step | PRICE | 9 | Minimum price increment for orders, not applicable to orders at WA price |
| 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 |
| PREVDATE | Date of the last trading session | DATE | 8 | Date of the previous trading day |
| PREVPRICE | Last closing price | PRICE | 9 | Price of the last trade of the previous trading day |
| 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 settlement 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 | Number of securities in issue |
| PREVWAPRICE | Previous WA price | PRICE | 9 | The weighted average price of the previous trading session |
| 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 | Settlement currency | CHAR | 4 | Settlement currency |
| BUYBACKPRICE | Base price for yield calculation | PRICE | 9 | If indicated then the yield is calculated using this price |
| BUYBACKDATE | Date for yield calculation | DATE | 8 | If indicated then the yield is calculated for this date |
| 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 | 30 | State registration number |
| PREVLEGALCLOSEPRICE | Last day closing price | PRICE | 9 | Last day legal closing price |
| PREVADMITTEDQUOTE | Officially admitted quote of the last day | PRICE | 9 | Officially admitted quote of the last day, price for one security |
| SECTYPE | Type of security | TSecType | 1 | Type of security |
| ACTIVATIONDATE | Activation date | DATE | 8 | Order activation date |
| PREVLOTSIZE | Previous lot size | INTEGER | 8 | Previous number of securities in one lot |
| LOTSIZECHANGEDATE | Date when the lot size changed | DATE | 8 | |
| ORIGINTRADINGSTATUS | Trading status | TTradingStatus | 1 | Security trading status. During the break shows the actual status of the trading session (never changes to "Break"). |
| ISSUESIZEPLACED | Placed volume | INTEGER | 16 | Number of placed securities in issue |
| FULLCOVEREDFLAG | Fully covered trading | TYesNo | 1 | Prohibition of short selling and buying without full pre-funding |
| ASSET | Asset | CHAR | 12 | |
| LISTLEVEL | Listing level | INTEGER | 1 | |
| COMMENTS | Comments | CHAR | 128 | |
| DIVIDENDVALUE | Dividend value | FIXED | 16.2 | Dividend value, expressed in the currency of settlement |
| DIVIDENDDATE | Dividend date | DATE | 8 | Date of the divident recepient list closure |
| SUBORDBOND | Subordination | TYesNo | 1 | Subordination flag (liabilities will be met after meeting requirements of all creditors) |
| BID | Bid | PRICE | 9 | 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 | PRICE | 9 | 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 | 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 | 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 | INTEGER | 16 | Volume of concluded trades, expressed in number of securities |
| 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 | 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 today |
| 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 | Difference between the last price and the weighted average price of the previous trading session |
| 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 could be specified for SWAP negdeals |
| 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 security |
| 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/closing auction |
| 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 | Opening period price | PRICE | 9 | Opening period/Closing auction price |
| COUNTERPRICE | Counterparty price | PRICE | 9 | Counterparty price for one security. If the counterparty price is given then all orders with a "at counterparty price" flag will be satisfied at this price. This is used for buy-back auctions. |
| MIN_CURR_LAST | Minimum current price | PRICE | 9 | Minimum current price |
| MIN_CURR_LAST_TIME | Min. cur. price change time | TIME | 6 | Change time of the minimum current price |
| CLOSING_AUCTION_PRICE | CA price | PRICE | 9 | Closing auction price. Displays the expected price of the auction with all the currently registered orders during the auction. Displays the closing auction price after the auction. |
| CLOSING_AUCTION_VOLUME | CA volume | INTEGER | 16 | Closing auction volume. Expected (actual) number of securities in trades at the specified closing auction price. |
| 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. |
| SETTLEDATE1 | Settlement date 1 | DATE | 8 | Settlement date for a trade or the first part of a REPO/swap trade |
| NFAPRICE | NSMA Price | PRICE | 9 | National Securities Market Association Price |
| SETTLEDATE2 | Settlement date 2 | DATE | 8 | Settlement date for the second part of a REPO/swap trade |
| 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 the currency of settlement |
| ACCRUEDINT2 | Accrued interest for the 2nd REPO leg | PRICE | 16 | Accrued interest for the SettleDate2, expressed in the currency of settlement |
| 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. |
| 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 |
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 |
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 |
No input fields
| Output field | Description | Type | Size | Remarks |
| TRADENO | Trade number | INTEGER | 12 | Trade number in the Trading System |
| ORDERNO | Order number | INTEGER | 12 | Number of order from which the trade originates |
| TRADETIME | Time | TIME | 6 | Time when the trade was registered by the Trading System |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| USERID | User ID | CHAR | 12 | ID of the user who concluded the trade |
| 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 | Price | PRICE | 9 | Price for one security |
| 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 |
| ACCRUEDINT | Value of accrued interest | FIXED | 16.2 | Accrued interest for the trade date, calculated based on the number of securities in the trade. Expressed in the currency of settlement. |
| 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 |
| PRICE2 | Buyback price | PRICE | 9 | Buyback price for the second REPO leg |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| TRADETYPE | Type | TTradeType | 1 | Trade type |
| 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. |
| COMMISSION | Total commission | FIXED | 16.2 | Trade commission, in Rubles |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| ACCRUED2 | Accrued interest for the buy-back | FIXED | 16.2 | Accrued interest on the buy-back date, expressed in the currency of settlement |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current date |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| 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. |
| STARTDISCOUNT | REPO initial discount, % | PRICE | 9 | Discount, expressed in % |
| LOWERDISCOUNT | Low limit of REPO discount, % | PRICE | 9 | Discount, expressed in % |
| UPPERDISCOUNT | Upper limit of REPO discount, % | PRICE | 9 | Discount, expressed in % |
| BLOCKSECURITIES | Block collaterals | TYesNo | 1 | Block collaterals on a special account for REPO trades |
| 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 |
| CLIENTCODE | Client code | CHAR | 12 | Client code specified by the trader when entering an order |
| MICROSECONDS | Microseconds | INTEGER | 6 | Time when the trade was registered by the Trading System, microseconds |
| BANKACCID | Bank account | CHAR | 12 | Settlement account/code ID in the settlement house |
| BASEPRICE | Base price | PRICE | 9 | Base price could be specified for SWAP negdeals |
| PARENTTRADENO | Parent trade | INTEGER | 12 | Parent trade number in the Trading System for REPO trades |
| HIDDENQTYORDER | Trade by iceberg-order | TYesNo | 1 | Set to 'Y' if trade originates from an iceberg order |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| SYSTEMREF | System reference | CHAR | 12 | Additional data transferred by the trading system |
| BANKID | Settlement organization | CHAR | 12 | |
| TRADEDATE | Trade date | DATE | 8 | |
| LSECCODE | Additional Identifier | CHAR | 12 | |
| CLEARINGFIRMID | Clearing firm | CHAR | 12 | Firm ID of clearing member |
| CLEARINGBANKACCID | Clearing bank account | CHAR | 12 | Clearing account ID in the settlement house |
| MAKERFLAG | Active/Passive | TMakerTaker | 1 | |
| CPORDERNO | Counterparty order number | INTEGER | 12 | Counterparty order number for this trade. Only applicable to negotiated deals. |
| TRANINFO | Transfer details | CHAR | 210 | |
| STATUS | Status | TTradeStatus | 1 | Trade status |
| TRANTYPE | Type of Transfer | CHAR | 4 | Type of Transfer |
| FACEAMOUNT | FaceAmount | FIXED | 16.2 | Value of trade by face value, expressed in the currency of settlement |
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 |
| 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 |
| 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 |
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 |
| 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 |
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 |
| CODMODESUBSCR | COD-Mode Subscr. | TCodMode | 1 | Type of Cancel on Disconnect mode subscription (COD-mode). COD-mode - cancel active orders on disconnect or logoff from Trading System. Available types are "Not used", "Always" and "On Demand". |
| CODMODE | COD-mode | TOnOff | 1 | Status of Cancel on Disconnect mode. |
| MASTERUSER1 | Master User ID 1 | CHAR | 12 | First Master User ID for Sponsored Market Access |
| MASTERUSER2 | Master User ID2 | CHAR | 12 | Second Master User ID for Sponsored Market Access |
| CODMODE_DC | CODCD mode | TOnOff | 1 | Status of Cancel on Drop-Copy Disconnect mode. |
| MASTERUSERFLAG | Master | TYesNo | 1 | This user is the SMA Master User |
| RESTRICTIONON | Restrictions | TYesNo | 1 | Status of restrictions set for a user |
| SECUNIQACCESSTYPE | Type of access by security code | TUAccessListType | 1 | Type of access list used to set restrictions by security ID |
| BOARDACCESSTYPE | Type of access by board ID | TUAccessListType | 1 | Type of access list used to set restrictions by board ID |
| SECACCESSTYPE | Type of access by security and board | TUAccessListType | 1 | Type of access list used to set restrictions by security and board |
| TRATELIMIT | Rate limit | INTEGER | 6 | Transaction rate limit for specified time interval |
| 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 |
No input fields
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| USERLIMITSTATUS | Status | TUserLimitStatus | 1 | Client code to a user link status |
No input fields
| Output field | Description | Type | Size | Remarks |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| USERID | User ID | CHAR | 12 | |
| TRDACCID | Trading account | CHAR | 12 | Trading account number |
| Output field | Description | Type | Size | Remarks |
| TRADENO | Trade ID | INTEGER | 12 | Trade number in the Trading System |
| TRADEDATE | Trade date | DATE | 8 | |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement date |
| 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 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| VALUE | Value | FIXED | 16.2 | Trade value, expressed in the currency of settlement |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| FIRMID | Firm | CHAR | 12 | Firm ID |
| TRDACCID | Trading account | CHAR | 12 | Trading account number |
| CPFIRMID | Counterparty | CHAR | 12 | Counterparty firm |
| CPTRDACCID | Counterparty trading account | CHAR | 12 | Counterparty trading account ID |
| REPORTNO | Settlement instruction ID | INTEGER | 12 | ID of a settlement instruction sent by the firm to settle this trade |
| CPREPORTNO | Counterparty settlement instruction ID | INTEGER | 12 | ID of a settlement instruction sent by the counterparty firm to settle this trade |
| STATUS | Status | TUSTradeStatus | 1 | Unsettled trade status |
| ACCRUEDINT | Value of accrued interest | FIXED | 16.2 | Accrued interest, expressed in the currency of settlement |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| REPOTRADENO | REPO trade ID | INTEGER | 12 | ID of the first REPO part for REPO without CCP. For REPO with CCP: ID of the second trade part in the record for the first trade part and vice versa. |
| PRICE1 | REPO price 1 | PRICE | 9 | Price of the first REPO leg |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| PRICE2 | REPO price 2 | PRICE | 9 | Buyback price for the second REPO leg |
| COMMISSION | Commission | FIXED | 16.2 | Trade commission, in Rubles |
| SETTLETIME | Settlement time | TIME | 6 | |
| BALANCE | Trade balance | INTEGER | 16 | Volume of unmatched part of an order, expressed in lots |
| AMOUNT | Total amount | FIXED | 16.2 | Total value of the trade expressed in Rubles. Can be positive or negative, depending on the trade type (sell or buy). For "ordinary" trades – the same as the trade value. For REPO trades is calculated as the sum of REPO Profit and REPO Value for the current date. For the first REPO leg equals to the value of REPO trade, for the second REPO leg equals to "return" value of the REPO trade. |
| REPOVALUE | REPO value | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current 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. |
| REPO2VALUE | REPO buy-back value | FIXED | 16.2 | Current value of the 2nd (buy-back) REPO leg calculated for the settlement date, expressed in the currency of settlement |
| RETURNVALUE | REPO return value | FIXED | 16.2 | Value due to be paid during settlement of the second (buy-back) REPO leg |
| DISCOUNT | Discount | PRICE | 9 | Initial discount for the first REPO leg and current discount for the second REPO leg |
| LOWERDISCOUNT | Low limit of REPO discount, % | PRICE | 9 | Low limit of REPO discount, % |
| UPPERDISCOUNT | Upper limit of REPO discount, % | PRICE | 9 | Discount, expressed in % |
| BLOCKSECURITIES | Block collaterals | TYesNo | 1 | Block collaterals on a special account for REPO trades |
| URGENCYFLAG | Settle today | TYesNo | 1 | The "Must be settled today" flag |
| TYPE | Unsettled trade type | TUSTradeType | 1 | |
| OPERATIONTYPE | Operation | TOperationType | 1 | Operation type: deposit/withdraw |
| EXPECTEDDISCOUNT | Discount after deposit, % | PRICE | 9 | Discount, expressed in % |
| EXPECTEDQUANTITY | Quantity after deposit | INTEGER | 16 | Quantity, expressed in lots |
| EXPECTEDREPOVALUE | Value after deposit | FIXED | 16.2 | REPO value calculated in the currency of settlement for the current date |
| EXPECTEDREPO2VALUE | Repurchase value after deposit | FIXED | 16.2 | Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement |
| EXPECTEDRETURNVALUE | Return value after deposit | FIXED | 16.2 | Trade value, expressed in the currency of settlement |
| CLIENTCODE | Client code | CHAR | 12 | Code of a client on whose behalf the order was entered |
| NEXTDAYSETTLE | Settle next day | TYesNo | 1 | The "Settle next day" flag |
| ORDERNO | Order | INTEGER | 12 | Number of order from which the trade originates |
| REPOTRADETRADEDATE | Date of conslusion | DATE | 8 | For margin calls only. Date of REPO trade conclusion. Empty in other cases. |
| 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. |
| SETTLED | Settlement status | TSettled | 1 | Settlement status |
| CLEARINGTYPE | Type of clearing | TClearingType | 1 | Clearing type |
| CLEARINGTIME | Clearing time | TIME | 6 | Time when clearing was finished |
| REPORTCOMMISSION | Report commission | FIXED | 16.2 | Value of commission fee for sending a quick settlement instruction, in Rubles |
| COUPONPAYMENT | Coupon payment | FIXED | 16.2 | Value of coupon payment since the last security trading day |
| COUPONPAYMENTDATE | Coupon payment date | DATE | 8 | Date of the last coupon payment |
| PRINCIPALPAYMENT | Principal debt payment | FIXED | 16.2 | Value of the principal debt (amortization) payment since the last security trading day |
| PRINCIPALPAYMENTDATE | Date of principal debt payment | DATE | 8 | Date of the last principal debt (amortization) payment |
| CONFIRMED | Confirmation status | TYesNo | 1 | |
| CPCONFIRMED | Counterparty confirmation status | TYesNo | 1 | |
| CONFIRMREPORT | ID of confirmation instruction | INTEGER | 12 | ID of the confirmation instruction for an OTC trade |
| CONFIRMTIME | Time of confirmation | TIME | 6 | |
| BANKACCID | Bank account | CHAR | 12 | Settlement account/code ID in the settlement house |
| PRECISEBALANCE | Precise quantity | INTEGER | 16 | |
| BANKID | Settlement organization | CHAR | 12 | |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| COMPVAL | Compensation value | FIXED | 16.2 | Compensation value, expressed in the currency of the trade |
| PARENTTRADENO | Parent trade | INTEGER | 12 | Parent trade number in the Trading System for REPO trades |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| TRDACCID | Trading account | CHAR | 12 | Trading account number |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PLANNEDLIMITBUY | Buy Limit | INTEGER | 16 | Max planned position in securities for buy side (long position) |
| PLANNEDLIMITSELL | Sell Limit | INTEGER | 16 | Max planned position in securities for sell side (short position) |
| PLANNEDBUY | Planned Buy | INTEGER | 16 | Current planned position in securities for buy side (long position) |
| PLANNEDSELL | Planned Sell | INTEGER | 16 | Current planned position in securities for sell side (short position) |
| USERLIMITSTATUS | Status | TUserLimitStatus | 1 | User limit status |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICEBOUNDUP | Price limit up | FIXED | 9.2 | Upper price limit for one security for orders (in percent from current price) |
| PRICEBOUNDDOWN | Price limit down | FIXED | 9.2 | Lower price limit for one security for orders (in percent from current price) |
| MAXQTY | Max order quantity | INTEGER | 16 | Max order quantity |
| MAXORDERVAL | Max order value | FIXED | 16.2 | Max order value, expressed in the currency of settlement |
| MAXMKTQTY | Max market order quantity | INTEGER | 16 | Max market order quantity |
| MAXMKTORDERVAL | Max market order value | FIXED | 16.2 | Max market order value, expressed in the currency of settlement |
| MAXORDVALTODAY | Max Orders value today | FIXED | 16.2 | Maximum sum of orders value, expressed in the currency of settlement |
| CURORDVALTODAY | Current orders value | FIXED | 16.2 | Current sum of orders value, expressed in the currency of settlement |
| USERLIMITSTATUS | Status | TUserLimitStatus | 1 | User limit status |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| TRDACCID | Trading account | CHAR | 12 | Trading account number |
| PLANNEDLIMITBUY | Buy Limit | FIXED | 16.2 | Max position value for buy orders, expressed in the currency of settlement |
| PLANNEDLIMITSELL | Sell Limit | FIXED | 16.2 | Max position value for sell orders, expressed in the currency of settlement |
| PLANNEDBUY | Planned Buy | FIXED | 16.2 | Current position value for buy orders, expressed in the currency of settlement |
| PLANNEDSELL | Planned Sell | FIXED | 16.2 | Current position value for sell orders, expressed in the currency of settlement |
| USERLIMITSTATUS | Status | TUserLimitStatus | 1 | User limit status |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECCODE* | Security | CHAR | 12 | Security ID |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECCODE* | Security | CHAR | 12 | Security ID |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Output field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | Trading account | CHAR | 12 | Trading account number |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| ORDERVALUE | Order value | FIXED | 16.2 | Order value, expressed in the currency of settlement |
| 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. |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | 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 ID |
| 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 | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| REPOORDERVALUE | Repo value | FIXED | 16.2 | Repo value in the currency of settlement |
| 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. |
| ACCEPTEDORDERNO | ID of a negdeal order to accept | INTEGER | 12 | Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| LSECCODE | Additional Identifier | CHAR | 12 |
| Input field | Description | Type | Size | Remarks |
| NUMTRADES | Number of trades | INTEGER | 2 | |
| COMPVAL | Compensation value | FIXED | 16.2 | Compensation value, expressed in the currency of the trade |
| COMPBS | Compensation | TCompensation | 1 | Compensation direction |
| TRADENO+ | Trade # | INTEGER | 12 | Trade number in the Trading System |
| BUYSELL+ | Direction | TBuySell | 1 | Trade direction |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | 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 ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| CPACCOUNT | Counterparty trading account | CHAR | 12 | Counterparty trading account |
| CPBROKERREF | Counterparty's broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| 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 | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| REPOORDERVALUE | Repo value | FIXED | 16.2 | Repo value in the currency of settlement |
| 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. |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| CPCLIENTCODE | ID of a counterparty's client | CHAR | 12 | ID of a counterparty's client, assigned by the counterparty |
| DISCOUNT | Discount | PRICE | 9 | Discount, expressed in % |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | 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 ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| 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 | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| REPOORDERVALUE | Repo value | FIXED | 16.2 | Repo value in the currency of settlement |
| 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. |
| ACCEPTEDORDERNO | ID of a negdeal order to accept | INTEGER | 12 | Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| DISCOUNT | Discount | PRICE | 9 | Discount, expressed in % |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | Trading account | CHAR | 12 | Trading account number |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| MKTLIMIT | Type | TMktLimit | 1 | Order type: "limit/market" |
| SPLITFLAG | Price type | TSplitFlag | 1 | Order type option: "allow/not allow price split" |
| IMMCANCEL | Order processing type | TImmCancel | 1 | Append to orderbook, immediately or cancel, withdraw remainder |
| PRICEYIELDENTERTYPE | Price indication type | TPriceEntryType | 1 | Price indication type: "price/yield/WA" |
| MMORDER | Order target flag | TMMOrder | 1 | Can be set for limit orders only. Market-maker flag can be specified for the user who has market-maker rights for a specified security. |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICE | Price | PRICE | 9 | Price for one security. For market orders must be empty. |
| QUANTITY | Lots | INTEGER, NOT NULL | 16 | Quantity, expressed in lots |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| ORDERVALUE | Order value | FIXED | 16.2 | Order value, expressed in the currency of settlement |
| 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. |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| Input field | Description | Type | Size | Remarks |
| LANGUAGEID | Language code | TLanguage | 1 | Language code. Available codes: R - Russian, E - English |
| Input field | Description | Type | Size | Remarks |
| CURRENTPW | Current password | CHAR | 10 | |
| NEWPW | New password | CHAR | 10 |
No input fields
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | Trading account | CHAR | 12 | Trading account number |
| BUYSELL | D/W | TSecTransferBuySell | 1 | Transfer direction: withdraw from a counterparty account or deposit to it |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| CPFIRMID | Counterparty | CHAR | 12 | Counterparty firm ID |
| VALUE | Value | FIXED | 16.2 | Value, expressed in the currency of settlement |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| CPACCOUNT | Counterparty trading account | CHAR | 12 | Counterparty trading account |
| CPBROKERREF | Counterparty's broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| CPCLIENTCODE | ID of a counterparty's client | CHAR | 12 | ID of a counterparty's client, assigned by the counterparty |
| TRANSFERTYPE | Transfer type | TTransferType | 1 |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | 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 | Own firm is specified |
| PRICE | Price | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| CPACCOUNT | Counterparty's trading account | CHAR | 12 | Counterparty's trading account |
| CPBROKERREF | Counterparty's broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| 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. |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| CPCLIENTCODE | ID of a counterparty's client | CHAR | 12 | ID of a counterparty's client, assigned by the counterparty |
| Input field | Description | Type | Size | Remarks |
| NUMTRADES | Number of trades | INTEGER | 2 | |
| CLEARINGTYPE | Type of clearing | TClearingType | 1 | |
| TRADENO+ | Trade # | INTEGER | 12 | Trade number in the Trading System |
| BUYSELL+ | Direction | TBuySell | 1 | Trade direction - "Buy / Sell" |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | Trading account | CHAR | 12 | Trading account number |
| BUYSELL | D/W | TSecTransferBuySell | 1 | Transfer direction: withdraw from a counterparty account or deposit to it |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| CPFIRMID | Counterparty | CHAR | 12 | Counterparty firm ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| CPACCOUNT | Counterparty trading account | CHAR | 12 | Counterparty trading account |
| CPBROKERREF | Counterparty's broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| CPCLIENTCODE | ID of a counterparty's client | CHAR | 12 | ID of a counterparty's client, assigned by the counterparty |
| TRANSFERTYPE | Transfer type | TTransferType | 1 | |
| SETTLECODE | Settlement code | CHAR | 12 | Transfer settlement code |
| Input field | Description | Type | Size | Remarks |
| NUMTRADES | Number of trades | INTEGER | 2 | |
| TRADENO+ | Trade # | INTEGER | 12 | Trade number in the Trading System |
| BUYSELL+ | Direction | TBuySell | 1 | Trade direction - "Buy / Sell" |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | 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 ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| CPACCOUNT | Counterparty trading account | CHAR | 12 | Counterparty trading account |
| CPBROKERREF | Counterparty's broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| 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. |
| REFUNDRATE | Refund rate, % | FIXED | 9.2 | Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| REPOORDERVALUE | Repo value | FIXED | 16.2 | Repo value in the currency of settlement |
| 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. |
| STARTDISCOUNT | REPO initial discount, % | PRICE | 9 | Either indicated explicitly or calculated by the Trading System based on other REPO order parameters. |
| LOWERDISCOUNT | Low limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for money transfer. |
| UPPERDISCOUNT | Upper limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer. |
| BLOCKSECURITIES | Block collaterals | TYesNo | 1 | Flag showing if blocking of securities as a collateral on a special account for the term of REPO Operation is required. Currently applicable to the Government Securities market only. For other markets must be set to 'N'. |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| CPCLIENTCODE | ID of a counterparty's client | CHAR | 12 | ID of a counterparty's client, assigned by the counterparty |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | 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 ID |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| 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. |
| REFUNDRATE | Refund rate, % | FIXED | 9.2 | Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| REPOORDERVALUE | Repo value | FIXED | 16.2 | Repo value in the currency of settlement |
| 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. |
| STARTDISCOUNT | REPO initial discount, % | PRICE | 9 | Either indicated explicitly or calculated by the Trading System based on other REPO order parameters. |
| LOWERDISCOUNT | Low limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for money transfer. |
| UPPERDISCOUNT | Upper limit of REPO discount, % | PRICE | 9 | Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer. |
| BLOCKSECURITIES | Block collaterals | TYesNo | 1 | Flag showing if blocking of securities as a collateral on a special account for the term of REPO Operation is required. Currently applicable to the Government Securities market only. For other markets must be set to 'N'. |
| ACCEPTEDQUOTENO | ID of a quote to accept | INTEGER | 12 | Number of the anonymous negotiated deal order (quote) being accepted (if the order is sent in reply to the quote), otherwise fill with spaces |
| ACCEPTEDORDERNO | ID of a negdeal order to accept | INTEGER | 12 | Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| 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 |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| WITHDRAWFLAG | Withdraw active orders | TYesNo | 1 | "Y" - withdraw active quotes of own firm having the same security ID and settlement code as in this order; "N" - do not withdraw any orders. |
| REPORATE | REPO rate | PRICE | 9 | REPO rate, expressed in % |
| 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. |
| REPOORDERVALUE | Repo value | FIXED | 16.2 | Repo value in the currency of settlement |
| 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. |
| STARTDISCOUNT | REPO initial discount, % | PRICE | 9 | Discount, expressed in % |
| Input field | Description | Type | Size | Remarks |
| USERIDTO | To user | CHAR | 12 | |
| FIRMIDTO | To firm | CHAR | 12 | Firm ID |
| URGENCY | Importance | TUrgency | 1 | Message urgency or importance |
| MESSAGE | Text | CHAR | 256 |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | 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 | ID of the firm the order is addressed to |
| PRICE | Price | PRICE | 9 | Price for one security. If not given then this order is considered to be "at counterparty's price". |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| 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. |
| REFUNDRATE | Refund rate, % | FIXED | 9.2 | Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched. Fixed refund rate can be specified only for 'B' and 'R' settlement codes, in other cases this field should be filled with spaces. |
| ACCEPTEDQUOTENO | ID of a quote to accept | INTEGER | 12 | Number of the anonymous negotiated deal order (quote) being accepted (if the order is sent in reply to the quote), otherwise fill with spaces |
| ACCEPTEDORDERNO | ID of a negdeal order to accept | INTEGER | 12 | Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| VALUE | Value | FIXED | 16.2 | Order value, expressed in the currency of settlement |
| Input field | Description | Type | Size | Remarks |
| ACCOUNT | Trading account | CHAR | 12 | Trading account number |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| MKTLIMIT | Type | TMktLimit | 1 | Order type: "limit/market" |
| SPLITFLAG | Price type | TSplitFlag | 1 | Order type option: "allow/not allow price split" |
| IMMCANCEL | Order processing type | TImmCancel | 1 | Append to orderbook, immediately or cancel, withdraw remainder |
| PRICEYIELDENTERTYPE | Price indication type | TPriceEntryType | 1 | Price indication type: "price/yield/WA" |
| MMORDER | Order target flag | TMMOrder | 1 | Can be set for limit orders only. Market-maker flag can be specified for the user who has market-maker rights for a specified security. |
| ACTIVATIONTYPE | Activation event type | TOrderActivationType | 1 | Type of activation order's event |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICE | Price | PRICE | 9 | Price for one security. For market orders must be empty. |
| QUANTITY | Lots | INTEGER, NOT NULL | 16 | Quantity, expressed in lots |
| HIDDEN | Lots hidden | INTEGER | 16 | |
| BROKERREF | Broker reference | CHAR | 20 | Additional information entered by the trading firm (usually - client instruction number) |
| ORDERVALUE | Order value | FIXED | 16.2 | Order value, expressed in the currency of settlement |
| 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. |
| ACTIVATIONTIME | Activation time | TIME | 6 | If not specified then the field should be filled with spaces |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| Input field | Description | Type | Size | Remarks |
| ORDERNO | Order | INTEGER | 12 | Order ID in the Trading System |
| ACCOUNT | 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 |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| PRICE | Price | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| 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. |
| CANCELORIGONREJECT | Withdraw the original order | TYesNo | 1 | Conditional or unconditional withdrawal of the original order. 'Y' - withdraw the old order, even if the new order will be rejected. 'N' - withdraw the old order only if the new order is successfully accepted by the 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 | Price | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Quantity, expressed in lots |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code for the trade |
| WITHDRAWFLAG | Withdraw active orders | TYesNo | 1 | "Y" - withdraw active quotes of own firm having the same security ID and settlement code as in this order; "N" - do not withdraw any orders. |
| 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. |
| Input field | Description | Type | Size | Remarks |
| NUMTRADES | Number of trades | INTEGER | 2 | |
| CLEARINGTYPE | Type of clearing | TClearingType | 1 | |
| TRADENO+ | Trade # | INTEGER | 12 | Trade number in the Trading System |
| BUYSELL+ | Direction | TBuySell | 1 | Order direction - "Buy / Sell" |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| TRDACCID | Trading account | CHAR | 12 | Trading account number |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PLANNEDLIMITBUY | Buy Limit | INTEGER | 16 | Max buy planned position in securities (long position) |
| PLANNEDLIMITSELL | Sell Limit | INTEGER | 16 | Max sell planned position in securities (short position) |
| USERLIMITSTATUS | Status | TUserLimitStatus | 1 | User limit status |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| TRATELIMIT | Rate Limit | INTEGER | 6 | Transaction rate limit for specified time interval |
| RESTRICTIONON | Yes/No | TYesNo | 1 | Switch on/off limits specified for a user |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICEBOUNDUP | Price deviation | FIXED | 9.2 | Price deviation from the current price (in percent) |
| PRICEBOUNDDOWN | Lower price bound | FIXED | 9.2 | Lower price bound for one security for orders (in percent from Last price) |
| MAXQTY | Max order quantity | INTEGER | 16 | Max order quantity |
| MAXORDERVAL | Max order value | FIXED | 16.2 | Max order value, expressed in the currency of settlement |
| MAXMKTQTY | Max market order quantity | INTEGER | 16 | Max market order quantity |
| MAXMKTORDERVAL | Max market order value | FIXED | 16.2 | Max market order value, expressed in the currency of settlement |
| MAXORDVALTODAY | Max Orders value today | FIXED | 16.2 | Maximum sum of orders value, expressed in the currency of settlement |
| USERLIMITSTATUS | Status | TUserLimitStatus | 1 | User limit status |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| TRDACCID | Trading account | CHAR | 12 | Trading account number |
| PLANNEDLIMITBUY | Buy Limit | FIXED | 16.2 | Max buy position value, expressed in the currency of settlement |
| PLANNEDLIMITSELL | Sell Limit | FIXED | 16.2 | Max sell position value, expressed in the currency of settlement |
| USERLIMITSTATUS | Status | TUserLimitStatus | 1 | User limit status |
No input fields
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 | |
| WITHDRAW | With order withdrawal | TYesNo | 1 |
| Input field | Description | Type | Size | Remarks |
| USERID | User ID | CHAR | 12 |
| Input field | Description | Type | Size | Remarks |
| DEALNO | Order number | INTEGER | 12 | Order ID or a string with blanks |
| USERID | User ID | CHAR | 12 | User ID or a string with blanks |
| Input field | Description | Type | Size | Remarks |
| BUYSELL | Direction | TWBuySell | 1 | Withdraw orders of given direction or both sell & buy orders if space is given |
| ACCOUNT | Trading account | CHAR | 12 | Withdraw orders by a trading account |
| SECBOARD | Board | CHAR | 4 | Security board ID. Must be specified together with Security ID. |
| SECCODE* | Security | CHAR | 12 | Withdraw orders by Security ID |
| TRADERID | Trader | CHAR | 12 | Withdraw orders by User ID |
| FIRMID | Firm | CHAR | 12 | Withdraw orders by Firm ID |
| EXTREF | External user ID | CHAR | 12 | ID of an external user who submitted an order, or spaces |
| CLIENTCODE | Client code | CHAR | 12 | Client code assigned by the broker |
| Input field | Description | Type | Size | Remarks |
| ORDERNO | Order | INTEGER | 12 | Order ID in the Trading System |
| Input field | Description | Type | Size | Remarks |
| QUOTENO | Order | INTEGER | 12 | Quote ID or spaces |
| BUYSELL | Direction | TWBuySell | 1 | Order direction - "buy/sell" |
| SECBOARD | Board | CHAR | 4 | Trading board ID. Can be used only when SECCODE is given too. |
| SECCODE* | Security | CHAR | 12 | Security ID or spaces |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code or spaces |
| TRADERID | Trader | CHAR | 12 | User ID or spaces |
| FIRMID | Firm | CHAR | 12 | Firm ID or spaces |
| Input field | Description | Type | Size | Remarks |
| REPORTNO | Settlement instruction ID | INTEGER | 12 | ID of a settlement instruction sent by the firm to settle this trade |
| TRADERID | Trader | CHAR | 12 | User ID or spaces |
| FIRMID | Firm | CHAR | 12 | Firm ID or spaces |
| SECBOARD | Board | CHAR | 4 | Trading board ID. Can be used only when SECCODE is given too. |
| SECCODE* | Security | CHAR | 12 | Security ID or spaces |
Key fields are marked in bold.
Fields that contain security code are marked with asterisk (*).
Repeated field groups are marked with plus sign (+).