Information objects of market 'Equities42' - 'Bonds and Equities market interface, v.42'

Table of Content

TAcceptDecline - Confirmation
TActiveStatus - Logical operator
TAuctStatus - Status
TBankAccType - Bank account type
TBoolInt - Logical type
TBuySell - Order direction
TClearingMode - Clearing model
TClearingType - Clearing type
TCodMode - COD-Mode Subscription
TCompensation - Compensation direction
TCrossTrading - Cross trading
TDepAccType - Type of depositary account
TDPValIndicator - Order availability flag
TEarlySettle - Settlement status flag
TExtIntType - Liquidity type
TFirmAccess - Firm access status
TFloatingRate - Type of floating rate
TImmCancel - Order processing condition
TInstrType - Instrument type
TLanguage - Language of Trading System messages
TMakerTaker - Active/passive trade
TMktLimit - Order type
TMMOrder - Order target flag
TMMQuoteType - Market-maker's obligations to support liquidity
TNegdealEntry - Negotiated deal entry method
TOnOff - Logical operator
TOperationType - Direction of a Transfer transaction
TOrderActivationType - Order activation event type
TOrderCancelReason - Cancel Reason
TOrderStatus - Order status
TPeriod - Trading period
TPriceEntryType - Price type
TQInvestor - Type of security intended for qualified investors
TQuoteBasis - Price basis
TRepoEntry - Type of REPO order entry
TRepoFlag - REPO order flag
TReportKind - Type of settlement instruction
TReportStatus - Settlement instruction status
TReportType - Settlement instruction type
TSecStatus - Security status
TSecTransferBuySell - Transfer direction
TSettled - Settlement status flag
TSMALimitsOwnerType - SMA limits owner type
TSplitFlag - Price split flag
TStatus - Trading status
TSystemID - Trading/clearing system type
TTimeStatus - Event status
TTradeSettleLiabilityFlag - Liability Settlement
TTradeStatus - Trade status
TTradeType - Trade type
TTradingStatus - Security trading status
TTransferType - Transfer type
TTrdAccStatus - Status
TUAccessListType - List type
TUrgency - Message urgency
TUserLimitStatus - User limit status
TUSTradeStatus - Status of unsettled trades
TUSTradeType - Type of an unsettled trade
TValueEntryType - Order value entry method
TWBuySell - Direction of an order being withdrawn
TYesNo - Logical operator

Tables
ALL_TRADES - All trades
AUCTSTATS - Auction stats
BANK - Settlement organizations
BANKACC - Bank accounts
BCMESSAGES - Messages
BENCHMARKS - Benchmarks
BOARDS - Trading boards
CLIENTCODES - Brokers' clients
COMPLEXPRODUCTTYPES - Complex financial product
CURRENCY - Currencies
DPAUCTIONS - Dark pool auctions
EXT_MMSTATS - Market-maker's obligations
EXT_ORDERBOOK - Aggregate orderbook
FIRMS - Firms
INDEXES - Indices
INSTRUMENTS - Groups of securities
MARKETS - Markets
NEGDEALBOOK - Negotiated deal orderbook
NEGDEALS - Negotiated deal orders
ONENEGDEAL - Details for one negotiated deal order
ONEORDER - Details for one order
ORDERS - Orders
PRICEMOVELIMIT - Price move limits
QUOTEBOOK - Quotebook for negotiated deals
QUOTES - Orders in negdeal mode with no counterparty specified
REPORTS - Settlement instructions
REPO_NEGDEALBOOK - REPO orderbook
REPO_QUOTEBOOK - REPO quotebook
RM_PRICERANGE - Market risk parameters
SECACCINT - Accrued interest for securities
SECTRANSFERS - Orders for transfer
SECTYPE - Type of security
SECURITIES - General market data
SEC_SETTLECODE - Accrued interest depending on the settlement date
SEC_SETTLECODE_STATS - Negdeal orderbook
SEC_STATS - Trading session results
SETTLECODES - Settlement codes
STATS - Trading system parameters
STOPLIST - Firm stop list
TESYSTIME - Trading System time
TRADES - Trades
TRADETIME - Trading schedule
TRADING_SESSION - Trading sessions
TRANTYPES - Transfer types
TRDACC - Trading accounts
TRDACCTYPES - Types of trading/clearing accounts
TRDTIMEGROUPS - Trading events groups
TRDTIMETYPES - Type of event
UNDERWRITERS - Underwriters
USERGROUPS - User groups
USERS - Users
USER_CLIENT - Links of client codes to users
USER_TRDACC - Trader-account
USTRADES - Unsettled trades
U_BOARD_BLACK_LIST - Black list for boards
U_BOARD_WHITE_LIST - White list for boards
U_HOLD_LIMITS - User holding limits
U_ORDER_LIMITS - Order limits
U_POSN_LIMITS - User position limits
U_SECUNIQ_BLACK_LIST - Black list for instruments (seccode)
U_SECUNIQ_WHITE_LIST - White list for instruments (seccode)
U_SEC_BLACK_LIST - Users security on boards black access list
U_SEC_WHITE_LIST - Users security on boards white access list
U_TRDACC_BOARD_RESTR - User Trdacc-Board restrictions

Transactions
AUCTION_MKT_ORDER - Enter a market order during the auction
BKT_REPO_NEGDEAL - REPO with basket negotiated deal entry
CANCEL_TRADE - Cancel trade or margin call
CCP_REPO_COMPLEX_NEGDEAL - In-house REPO with CCP negotiated deal entry
CCP_REPO_NEGDEAL - REPO with CCP negotiated deal entry
CCP_REPO_ORDER - Enter REPO with CCP order
CHANGE_LANGUAGE - Change the language of the Trading System messages
CHANGE_PASSWORD - Change password
CHECK_SINGLE_LIMIT - Check Single Limit
CODMODE_SWITCH - Cancel on Disconnect on|off
COMPLEX_CASHTRANSFER - Enter money transfer order
COMPLEX_NEGDEAL - In-house negotiated deal entry
COMPLEX_REPORT - Margin call execution instruction entry
COMPLEX_TRANSFER - Internal security transfer
CONFIRM_PREMATCH_TRADE - Confirm/decline trade
CONFIRM_REPORT - Confirm an OTC trade
EARLY_SETTLE - Early settlement
EXT_REPO_COMPLEX_NEGDEAL - In-house REPO negotiated deal entry
EXT_REPO_NEGDEAL - REPO negotiated deal entry
EXT_REPO_QUOTE - Enter REPO order with no counterparty specified
FORCE_USER_CHANGE_PASSWORD - Force user to change password on next logon
MESSAGE_SEND - Send message
NEGDEAL - Enter negotiated deal order
ORDER - Enter order
ORDER_AMEND - Amend order
QUOTE - Enter quote
REPORT - Enter a settlement instruction
SET_USER_PASSWORD - Change user password
SET_U_HOLD_LIMIT - User holding limits
SET_U_LIMIT_PARAMS - Basic user limits
SET_U_ORDER_LIMIT - Order limits
SET_U_POSN_LIMIT - User position limits
SET_U_TRDACC_BOARD_RESTR - Set user Trdacc - Board Restrictions
USER_HEARTBEAT - HEARTBEAT
USER_LOGOFF - Logoff user
USER_TRADE_SUSP - Suspend user's trading operations
USER_TRADE_UNSUSP - Unsuspend user's trading operations
WD_NEGDEAL - Withdraw negotiated deal orders
WD_ORDERS - Withdraw orders
WD_ORDER_BY_NUMBER - Withdraw order by number
WD_QUOTE - Withdraw quotes
WD_REPORT - Withdraw a settlement instruction

Enumerated Types

TAcceptDecline - Confirmation (size: 1, type: ekCombo)

Constant	Value	Description
A	Accept	Accept
D	Decline	Decline

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

Constant	Value	Description
A	Active	Active
D	Deleted	Deleted

TAuctStatus - Status (size: 1, type: ekGroup)

Status

Constant	Value	Description
A		Active
N		Not active
H		Hidden
E		Undefined

TBankAccType - Bank account type (size: 1, type: ekCombo)

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

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

Constant	Value	Description
0		No
1	Yes	Yes

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

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

TClearingMode - Clearing model (size: 1, type: ekCombo)

Legal clearing model

Constant	Value	Description
B	CB	Clearing broker model
F	On behalf of CM	On behalf of Clearing member model

TClearingType - Clearing type (size: 1, type: ekCombo)

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

TCodMode - COD-Mode Subscription (size: 1, type: ekGroup)

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".

Constant	Value	Description
N	Not used	COD functionality is not available
A	Always	COD-mode is always on
O	On demand	COD-mode can be activated on demand
W	Technical mode 1	COD-mode is always on, logoff inactive user
C	Technical mode 2	COD-mode is always on, logoff inactive user without order withdrawal

TCompensation - Compensation direction (size: 1, type: ekGroup)

Constant	Value	Description
B	Pay	Pay compensation
S	Get	Get compensation

TCrossTrading - Cross trading (size: 1, type: ekCombo)

Constant	Value	Description
N	No	Сross trades are prohibited
Y	Yes	Сross trades are allowed
P	Passive	Cancellation of passive order

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

List of depositary account types

Constant	Value	Description
C		Main (own)
O		Correspondent
T		Custodian
Z		Emission
H		Clearing
K		Treasury
V	2, 3 lev. clients	Clients of levels 2 and 3

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

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

Constant	Value	Description
	-	No orders
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

TEarlySettle - Settlement status flag (size: 1, type: ekCombo)

Constant	Value	Description
Y	Settled	Settled
N		Not settled
P	In process	In process of settlement

TExtIntType - Liquidity type (size: 1, type: ekCombo)

Order liqudity type - Internal liqudity or External Quote

Constant	Value	Description
E	E	External quote
I	I	Internal liquidity only

TFirmAccess - Firm access status (size: 1, type: ekCombo)

Constant	Value	Description
N	No	No
Y	Yes	Yes
	Unspecified	Unspecified
S	=	Suspended

TFloatingRate - Type of floating rate (size: 1, type: ekCombo)

Constant	Value	Description
	Not defined	Not defined
Y	Floating	Floating
N	Fixed	Fixed

TImmCancel - Order processing condition (size: 1, type: ekGroup)

List of available conditions of order processing: "Append to the orderbook" - after matching the remainder of the limit order is appended to the aggregate orderbook (the priority of the order in the orderbook is determined by price and then, for the orders with equal prices - by the entry time), for market orders with this option the unmatched remainder is automatically withdrawn; "Immediately or cancel" - the order is matched only if it could be fully matched immediately, otherwise the order is canceled. "Withdraw unmatched remainder" - the order is matched as best it immediately could, the unmatched remainder is canceled (applicable to limit orders only)

Constant	Value	Description
		Append to the orderbook
N	N	Immediately or cancel
W	W	Withdraw unmatched remainder

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

Constant	Value	Description
S	S	Security
C	C	Cash
W	S	SWAP
I	I	Index
L	L	List
Z	С	Credits

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

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

TMakerTaker - Active/passive trade (size: 1, type: ekCombo)

Constant	Value	Description
	Not determined
T	Active	Active
M	Passive	Passive

TMktLimit - Order type (size: 1, type: ekGroup)

The list of allowed order types. Attention: market orders entered during the closing period are automatically assigned type "C" (limit orders during the closing period trading are not allowed).

Constant	Value	Description
M	M	Market
L	L	Limit
C	C	Order of the closing period

TMMOrder - Order target flag (size: 1, type: ekCombo)

Order target flag (applies to limit orders only)

Constant	Value	Description
		Default
M	M	Market-maker order
S	S	Stabilization order

TMMQuoteType - Market-maker's obligations to support liquidity (size: 1, type: ekCombo)

List of available types of market-maker's obligations to support liquidity of a security

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

TNegdealEntry - Negotiated deal entry method (size: 1, type: ekCombo)

Constant	Value	Description
Q	By qty	Quantity (and price)
V	By amount	Amount of money
		Not defined

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

Constant	Value	Description
N	Off	Off
Y	On	On

TOperationType - Direction of a Transfer transaction (size: 1, type: ekCombo)

Constant	Value	Description
K	D	Deposit
D	W	Withdraw

TOrderActivationType - Order activation event type (size: 1, type: ekGroup)

The type of event for order activation

Constant	Value	Description
		Regular order
T	TA	Order with activation time
C	CA	Order to Close Auction

TOrderCancelReason - Cancel Reason (size: 2, type: ekCombo)

Order cancel reason

Constant	Value	Description
00		By trading rules
01		Price move limit breached
02		Iceberg order
03		Market order
04		Market order with price
05		Canceled by operator
06		Closing auction price conditions
07		Canceled due to depo account suspention
08		Cancellation of unconfirmed negotiated orders
09		Cancellation of unconfirmed transfers
10		Cancellation of orders from external systems
11		Cancellation of orders awaiting activation event
12		Cancellation of orders awaiting activation time
13		Canceled during the market suspension sequence
14		Canceled during the board suspension sequence
15		Canceled during the board trading mode change
16		Canceled during the security suspension sequence
17		Canceled during the security trading mode change
18		Canceled during the default management
19		Canceled to start early settlement
20		Trading closed for bankacc
21		Canceled on single limit check
22		Cancel orders time event
23		Cross trade check
24		Market maker trade check
25		Not enough collateral (on activation)
26		Canceled during the firm suspension sequence
27		Canceled during the user suspension sequence
28		Canceled during the trading account suspension sequence
29		Canceled during the instrument group suspension sequence
30		Value of the market order is less then one lot
31		Canceled during the user's trading suspension sequence
32		Canceled due to the prohibited period order
33		Canceled during the client code suspension sequence
34		Cancellation of a passive order during cross trade check
35		Market order depth limit breached
36		Cancellation of active quotes due to the trading session end
37		Internal liquidity order is rejected before trade conclusion with external quote
38		Quote is rejected before matching with active order
39		Canceled due to liquidity provider confirmation timeout
40		Declined by liquidity provider
41		Canceled due to collateral deficiency for external quote of liquidity provider

TOrderStatus - Order status (size: 1, type: ekGroup)

Available order statuses

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.
L	Conf	Confirmation by liquidity provider required

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

List of trading periods

Constant	Value	Description
O	O	Opening period
S	OA	Opening Auction
N		Normal trading
C	C	Closing period
F	F	Final close period
L	CA	Closing auction
D	DP	Dark pool
I	DA	Discrete auction
E	PCA	Close Auction Price Trading
	-	Undefined

TPriceEntryType - Price type (size: 1, type: ekGroup)

Available types of price to be indicated during order submission

Constant	Value	Description
P		"Conventional" price
Y	Y	Yield as price
W	W	Weighted-average price as price

TQInvestor - Type of security intended for qualified investors (size: 1, type: ekCombo)

Constant	Value	Description
Y	Да	The securities is intended for purchase by all (any) qual. investors
N	Нет	The securities is intended for purchase by any investors
U	Legal entity	The securities is intended for the purchase of qual. investors who are legal entities.

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

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

TRepoEntry - Type of REPO order entry (size: 1, type: ekCombo)

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

TRepoFlag - REPO order flag (size: 1, type: ekCheck)

Constant	Value	Description
		Normal order
R	REPO	REPO order

TReportKind - Type of settlement instruction (size: 1, type: ekCombo)

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")

TReportStatus - Settlement instruction status (size: 1, type: ekCombo)

Constant	Value	Description
O	O	Open (waiting for acceptance)
W	-	Withdrawn
M	+	Matched (accepted)
C	C	Cancelled by the Trading System

TReportType - Settlement instruction type (size: 1, type: ekCombo)

Constant	Value	Description
S	Settle	Settlement instruction
C	Cancel	Instruction to cancel margin call
E	Early	Settlement instruction ID for early settlement

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

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

TSecTransferBuySell - Transfer direction (size: 1, type: ekGroup)

List of available transfer directions

Constant	Value	Description
B	D	Deposit
S	W	Withdraw

TSettled - Settlement status flag (size: 1, type: ekCombo)

Constant	Value	Description
S	Settled	Settled
U		Not settled
P	In process	In process of settlement

TSMALimitsOwnerType - SMA limits owner type (size: 1, type: ekCombo)

Constant	Value	Description
U		User
G		Group

TSplitFlag - Price split flag (size: 1, type: ekGroup)

List of possible values of the price split flag. Note: for market orders only the "Split allowed" ("S") value is applicable.

Constant	Value	Description
S		Price split allowed
O	O	One price only

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

List of available trading/clearing operation statuses

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

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

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

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

List of available statuses in the trading system schedule

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

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

Trade of liability settlement between Clearing and Trading Members

Constant	Value	Description
N		Regular Trade
Y	+	Liability settlement trade

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

Trade status

Constant	Value	Description
M	+	Matched/confirmed (included into off-line settlement)
U	Unsettled	No settlement instruction has been sent yet
C	-C	Cancelled by the Trading System
P	Waiting	Included into settlement instruction
W	-	Cancelled / Settlement cancellation
X	X	Discontinued as part of cash settlement
L	L	Confirmation by liquidity provider required
H	H	Sufficiency check of collateral
F	-F	Declined by liquidity provider

TTradeType - Trade type (size: 1, type: ekGroup)

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
Q	PM	Pre-match trade with liquidity provider

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

List of available security trading statuses

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

TTransferType - Transfer type (size: 1, type: ekCombo)

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
S	Р	Ordinary transfer from settled position
T	<=Р	Transfer the balance, but no more than the specified from settled position
V	<=-N	Transfer the balance without netto of liability and claims, but no more than the specified
W	?-N	Check the balance without netto of liability and claims

TTrdAccStatus - Status (size: 1, type: ekCombo)

Constant	Value	Description
A		Operations are allowed
S	=	Operations are suspended
N	-	Suspended for trading
X	x	Account is being closed

TUAccessListType - List type (size: 1, type: ekGroup)

Type of access list

Constant	Value	Description
W	W	White list
B	B	Black list
		Not specified

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

Available message urgency types

Constant	Value	Description
		Normal
U	!	Urgent

TUserLimitStatus - User limit status (size: 1, type: ekCombo)

Constant	Value	Description
A	A	Active
S	=	Suspended
D	-	Deleted

TUSTradeStatus - Status of unsettled trades (size: 1, type: ekCombo)

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

TUSTradeType - Type of an unsettled trade (size: 1, type: ekCombo)

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

TValueEntryType - Order value entry method (size: 1, type: ekGroup)

Available methods of specifying order value when entering order

Constant	Value	Description
Q	Q	By quantity
V	V	By value

TWBuySell - Direction of an order being withdrawn (size: 1, type: ekCombo)

List of allowed values determining the direction of the orders being withdrawn. Is used in the Withdraw Orders transaction.

Constant	Value	Description
		Any aim
B	B	Buy
S	S	Sell

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'Broker' - 'Interface for brokerage systems, v.42'

Tables

ALL_TRADES - All trades (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade #	INTEGER	12	Trade number in the Trading System
TRADETIME	Time	TIME	6	Time when the trade was registered by the Trading System
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	FLOAT	17	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	Rate, %	FLOAT	17	REPO rate, expressed in %
REPOVALUE	Value / REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current date
REPO2VALUEBALANCE	Balance of the REPO buy-back value	FIXED	16.2	Value of the unmatched part of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
REPOTERM	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
TRADINGSESSION	Trading session	CHAR	1	ID of trading session when trade was concluded
FLOATINGRATE	Floating Rate	TFloatingRate	1	Признак плавающей ставки
BENCHMARK	Benchmark	CHAR	8

AUCTSTATS - Auction stats (updateable)

Results of the auctions

No input fields


Output field	Description	Type	Size	Remarks
PERIOD	Period	TPeriod	1	Trading session period
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PLANNEDTIME	Planned Auction Time	TIME	6	Auction start time according to the trading schedule
STARTTIME	Auction start time	TIME	6	Actual auction start time
ENDTIME	Auction end time	TIME	6	Auction end time
AUCTPRICE	Auction price	FLOAT	17	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.
MATDATE	Maturity date	DATE	8
STATUS	Auction status	TAuctStatus	1	Auction status

BANK - Settlement organizations (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
BANKID	Settlement organization	CHAR	12
SHORTNAME	Name	CHAR	12	Settlement organization short name
BANKNAME	Full name	CHAR	120	Settlement organization full name

BANKACC - Bank accounts (updateable)

No input fields


Output field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
FIRMID	Firm	CHAR	12	Firm ID
DESCRIPTION	Description	CHAR	30
DEFAULTER	Forced close mode	TYesNo	1
STATUS	Status	TStatus	1	Flag: "trading/clearing operations allowed/not allowed"
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
COMMBANKACCID	Commission bank account	CHAR	12	Bank account ID in the settlement house to charge variable commission fee from
MORNINGSESSION	Availability in additional morning session	TYesNo	1	Flag that shows if a bankacc is available for trading in additional morning session
ISOLATEDCLIENT	Segregated client	TYesNo	1	Segregated client
TAXBANKACCID	Tax Bank account	CHAR	12	Tax settlement account/code ID in the settlement house
CALC_PERCENT	Apply percent risk	TYesNo	1	Apply percent risk
CLEARINGMODE	Legal clearing model	TClearingMode	1	Legal clearing model
CM_CONTROL_LEVEL3	CM controls 3-rd lev.	TYesNo	1	Clearing member controls third level
CM_DISCLOSE_CLIENTS	Client information to CM	TYesNo	1	Show client information to clearing member
PROTECTEDCLIENT	Money protection	TYesNo	1	Protection of segregated client's money

BCMESSAGES - Messages (updateable)

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

No input fields


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

BENCHMARKS - Benchmarks (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
BENCHMARK	Benchmark	CHAR	8
DESCRIPTION	Benchmark name	CHAR	128
VALUE	Benchmark value, %	FLOAT	10

BOARDS - Trading boards (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
BOARDID	Trading board ID	CHAR	4	Trading board ID
BOARDNAME	Board	CHAR	30	Trading board name
STATUS	Status	TStatus	1	Flag: "trading/clearing operations allowed/not allowed"
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
BENCHMARK	Benchmark	CHAR	8	Benchmark id

CLIENTCODES - Brokers' clients (updateable)

Table contains information on clients of a broker firm that are registered in the Trading System

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
CROSSTRADING	Cross trading	TCrossTrading	1
CLEARINGFIRMID	Clearing firm	CHAR	12	Firm ID of clearing member
BLOCKCLIENTTE	Trading blocked	TYesNo	1	Flag that indicates if trading access is blocked

COMPLEXPRODUCTTYPES - Complex financial product (not updateable)

Directory of types of complex financial products

No input fields


Output field	Description	Type	Size	Remarks
ID	Complex financial product	INTEGER	10	Complex financial product type
DESCRIPTION	Description	CHAR	255

CURRENCY - Currencies (not updateable)

No input fields


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

DPAUCTIONS - Dark pool auctions (updateable)

Results of the auctions based on the dark pool principles

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	FLOAT	17	Official current price on the market at the time of the price window start event
PRICEBOUNDUP	Maximum allowed price	FLOAT	17	Maximum allowed auction price when the price is determined as one of the average prices of the price window
PRICEBOUNDDOWN	Minimum allowed price	FLOAT	17	Minimum allowed auction price when the price is determined as one of the average prices of the price window.
AUCTPRICE	Auction price	FLOAT	17	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

EXT_MMSTATS - Market-maker's obligations (updateable)

Table contains information on market-maker's obligations and compliance with these obligations

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 rub. 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 rub. 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 rub.
MINPASSIVETRADESVALUE	Min. passive value, rub.	FIXED	16.2	Minimum value of passive trades, in rub.
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	FLOAT	17
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	FLOAT	17	Current spread, rub.
CURRENTMINBUYPRICE	Best bid price	FLOAT	17	Best price of active limit buy orders
CURRENTMAXSELLPRICE	Best ask price	FLOAT	17	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	FLOAT	17	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 rub.
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 rub.
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

EXT_ORDERBOOK - Aggregate orderbook (updateable, clear on update)

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

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	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	FLOAT	17	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.

FIRMS - Firms (updateable)

Table lists all the firms

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm code	CHAR	12	Firm ID
FIRMNAME	Firm	CHAR	30	Short firm name
STATUS	Status	TStatus	1	Flag: "trading/clearing operations allowed/not allowed"
EXCHANGE	Exchange	CHAR	4	Regional Exchange ID
INN	TIN	CHAR	12	Taxpayer Identification Number
INLIQUIDATION	Liquidation netting	TYesNo	1
CLEARINGACCESS	Clearing access	TFirmAccess	1
TRADINGACCESS	Trading access	TFirmAccess	1
EVENINGSESSION	Availability in additional evening session	TYesNo	1	Flag that shows if a firm is available for trading in additional evening session
MORNINGSESSION	Availability in additional morning session	TYesNo	1	Flag that shows if a firm is available for trading in additional morning session

INDEXES - Indices (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
INDEXBOARD	Board	CHAR	4	Board ID of securities in index base
INDEXCODE*	Index ID	CHAR	12	Exchange Index ID
NAME	Name	CHAR	30	Index name
SHORTNAME	Index	CHAR	10
CURRENTVALUE	Current	FLOAT	17	Current index value
LASTVALUE	Close	FLOAT	17	Last value of the previous trading session
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field
LATNAME	English name	CHAR	30	Index name in English
TIME	Calculation time	TIME	6
OPENVALUE	Opening value	FLOAT	17	Value of the Index at the opening of the current trading day
VALTODAY	Trade volume	INTEGER	16	Value of all the trades included into an index, expressed in rub.
MIN	Minimum	FLOAT	17	Minimum index value
MAX	Maximum	FLOAT	17	Maximum index value
INDEXCROSSRATE	Rate	FIXED	9.4	Index currency exchange rate

INSTRUMENTS - Groups of securities (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
INSTRID	Group	CHAR	4	Instrument group ID
INSTRNAME	Name	CHAR	30	Instrument group name
STATUS	Status	TStatus	1	Flag: "trading/clearing operations allowed/not allowed"
INSTRTYPE	Instrument type	TInstrType	1
QUOTEBASIS	Price type	TQuoteBasis	1

MARKETS - Markets (updateable)

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

No input fields


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

NEGDEALBOOK - Negotiated deal orderbook (updateable, clear on update)

Orderbook for negotiated deals. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get orderbook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get orderbook for a particular security traded on the specified board.

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	FLOAT	17	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

NEGDEALS - Negotiated deal orders (updateable)

Table contains information on all negotiated deals submitted by the trading firm since the beginning of the trading session

No input fields


Output field	Description	Type	Size	Remarks
DEALNO	Order No.	INTEGER	12	Negotiated deal order number (ID) in the Trading System
DEALTIME	Order time	TIME	6	Time when the trade was registered by the Trading System
STATUS	Status	TOrderStatus	1	Status of a negotiated 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	FLOAT	17	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	FLOAT	17	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	Rate, %	FLOAT	17	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	Value / REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current date
REPO2VALUEBALANCE	Balance of the REPO buy-back value	FIXED	16.2	Value of the unmatched part of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
REPOTERM	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, %	FLOAT	17	Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.
LOWERDISCOUNT	Low limit of REPO discount, %	FLOAT	17	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, %	FLOAT	17	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	FLOAT	17	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 negotiated deal without number of lots.
NEGDEALENTRY	Negdeal entry type	TNegdealEntry	1	Parameter combination specified at the entry of negotiated deal: number of lots or amount of money.
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
BASEPRICE	Base price	FLOAT	17	Base price could be specified for SWAP negotiated deals
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	Basket asset	CHAR	12
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
SETTLELIABILITYFLAG	Liability settlement order	TTradeSettleLiabilityFlag	1	Order of liability settlement between Clearing and Trading Members
ORDCANCELREASON	Cancel reason	TOrderCancelReason	2	Order cancellation reason
TRADINGSESSION	Trading session	CHAR	1	ID of trading session when order was registered
FLOATINGRATE	Floating Rate	TFloatingRate	1	Признак плавающей ставки
BENCHMARK	Benchmark	CHAR	8
PARENTTRADENO	Parent trade No.	INTEGER	12	Parent trade number in the Trading system

ONENEGDEAL - Details for one negotiated deal order (updateable)

Table consists of one row holding information on a negotiated deal having the number specified in request

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	Order time	TIME	6	Time when the trade was registered by the Trading System
STATUS	Status	TOrderStatus	1	Status of a negotiated 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	FLOAT	17	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	FLOAT	17	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	FLOAT	17	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
REPO2VALUEBALANCE	Balance of the REPO buy-back value	FIXED	16.2	Value of the unmatched part 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, %	FLOAT	17	Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.
LOWERDISCOUNT	Low limit of REPO discount, %	FLOAT	17	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, %	FLOAT	17	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	FLOAT	17	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 negotiated deal number of lots.
NEGDEALENTRY	Negdeal entry type	TNegdealEntry	1	Parameter combination specified at the entry of negotiated deal: number of lots or amount of money.
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
BASEPRICE	Base price	FLOAT	17	Base price could be specified for SWAP negotiated deals
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	Basket asset	CHAR	12
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
SETTLELIABILITYFLAG	Liability settlement order	TTradeSettleLiabilityFlag	1	Order of liability settlement between Clearing and Trading Members
ORDCANCELREASON	Cancel reason	TOrderCancelReason	2	Order cancellation reason
TRADINGSESSION	Trading session	CHAR	1	ID of trading session when order was registered
FLOATINGRATE	Floating Rate	TFloatingRate	1	Признак плавающей ставки
BENCHMARK	Benchmark	CHAR	8
PARENTTRADENO	Parent trade No.	INTEGER	12	Parent trade number in the Trading system

ONEORDER - Details for one order (updateable)

Table consists of one row holding information on an order having the number specified in request

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	FLOAT	17	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	FLOAT	17	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
REPO2VALUEBALANCE	Balance of the REPO buy-back value	FIXED	16.2	Value of the unmatched part 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, %	FLOAT	17
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
SYSTEMREF	System reference	CHAR	12	Additional data transferred by the trading system
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.
ASP	Signature	CHAR	12	Equivalent of a handwritten signature
SETTLELIABILITYFLAG	Liability settlement order	TTradeSettleLiabilityFlag	1	Order of liability settlement between Clearing and Trading Members
INITIALPRICE	Initial price	FLOAT	17	Price indicated by the user
ORDCANCELREASON	Cancel reason	TOrderCancelReason	2	Order cancellation reason
TRADINGSESSION	Trading session	CHAR	1	ID of trading session when order was registered
VISIBILITYFACTOR	Visible factor	FIXED	5.2	Visible part in the total order value, expressed in %
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
VISIBLEREPOVALUE	Visible REPO value	FIXED	16.2	Visible REPO value of unmatched part of an order
LIQUIDITYTYPE	Liquidity type	TExtIntType	1	Order liquidity type - Internal liquidity or External quote
PREMATCHEDBALANCE	Pre Matched Balance	INTEGER	16	Total volume of lots in pre-matched trades

ORDERS - Orders (updateable)

Table contains information on the orders sent by the trading firm during the Trading Session. Each row represents one order.

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	FLOAT	17	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	FLOAT	17	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
REPO2VALUEBALANCE	Balance of the REPO buy-back value	FIXED	16.2	Value of the unmatched part 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, %	FLOAT	17
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
SYSTEMREF	System reference	CHAR	12	Additional data transferred by the trading system
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
SETTLELIABILITYFLAG	Liability settlement order	TTradeSettleLiabilityFlag	1	Order of liability settlement between Clearing and Trading Members
INITIALPRICE	Initial price	FLOAT	17	Price indicated by the user
ORDCANCELREASON	Cancel reason	TOrderCancelReason	2	Order cancellation reason
LSECCODE	Basket asset	CHAR	12
TRADINGSESSION	Trading session	CHAR	1	ID of trading session when order was registered
VISIBILITYFACTOR	Visible part %	FIXED	5.2	Visible part in the total order value, expressed in %
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
VISIBLEREPOVALUE	Visible REPO value	FIXED	16.2	Visible REPO value of unmatched part of an order
LIQUIDITYTYPE	Liquidity type	TExtIntType	1	Order liquidity type - Internal liquidity or External quote
PREMATCHEDBALANCE	Pre Matched Balance	INTEGER	16	Total volume of lots in pre-matched trades

PRICEMOVELIMIT - Price move limits (not updateable)

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	FLOAT	17	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	FLOAT	17
LOWERLIMIT	Lower limit	FLOAT	17

QUOTEBOOK - Quotebook for negotiated deals (updateable, clear on update)

Table contains information on current best buy and sell quotes for a particular security. Each row corresponds to one buy or sell quote.

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	FLOAT	17	Buy or Sell price for one security
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade

QUOTES - Orders in negdeal mode with no counterparty specified (updateable)

No input fields


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	FLOAT	17	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	FLOAT	17	REPO rate, expressed in %
PRICE2	Buyback price	FLOAT	17	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.
REPO2VALUEBALANCE	Balance of the REPO buy-back value	FIXED	16.2	Value of the unmatched part of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
DISCOUNT	REPO initial discount, %	FLOAT	17	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	FLOAT	17	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

REPORTS - Settlement instructions (updateable)

No input fields


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, rub.
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

REPO_NEGDEALBOOK - REPO orderbook (updateable, clear on update)

Orderbook for REPO orders. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get REPO orderbook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get REPO orderbook for a particular security traded on the specified board.

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	FLOAT	17	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

REPO_QUOTEBOOK - REPO quotebook (updateable, clear on update)

Table contains information on current best buy and sell quotes for REPO operations with a particular security. Each row represents one buy or sell quote. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get REPO quotebook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get REPO quotebook for a particular security traded on the specified board.

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	FLOAT	17	Minimum REPO rate in percents or empty
MAXREPORATE	Maximum REPO rate	FLOAT	17	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	FLOAT	17	Price
PRICE2	Buyback price	FLOAT	17	Buyback price for the second REPO leg
REPORATE	REPO rate	FLOAT	17	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	FLOAT	17	Discount, expressed in %

RM_PRICERANGE - Market risk parameters (updateable)

Common market risk-parameters

No input fields


Output field	Description	Type	Size	Remarks
ASSET	Asset	CHAR	12
NUM	Range	INTEGER	1	Range number
LIMITBEGIN	Range start, units	FIXED	16.2
LIMITEND	Range end, units	FIXED	16.2
RTL_RUB	Lower 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

SECACCINT - Accrued interest for securities (not updateable)

Table contains reply to the request for data on accrued interest for a specified interval for a specified security. Maximum number or accrued interested values for one security is limited by 180 days - it means that is not possible to get more than 180 values for one security with one request. If the specified End date exceeds this limit or not specified at all then the maximum allowed number of values is returned.

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
FACEUNITFLAG	AccInt in FaceUnit	TYesNo	1	Accured interest in face unit currency

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

SECTRANSFERS - Orders for transfer (updateable)

The table contains orders for money or security transfers which have been entered by the firm since the beginning of the current trading session.

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	Transaction code	CHAR	4	Transaction Information
TRADINGSESSION	Trading session	CHAR	1	ID of trading session when order was registered

SECTYPE - Type of security (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
SECTYPE	Type of security	CHAR	1	Type of security
NAME	Name	CHAR	4
LATNAME	English name	CHAR	4
DESCRIPTION	Description	CHAR	128

SECURITIES - General market data (updateable)

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

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security ID	CHAR	12	Security ID
SECNAME	Name	CHAR	30	Name of the security
REMARKS	Remarks	CHAR	8
SHORTNAME	Security	CHAR	10
STATUS	Status	TSecStatus	1	Flag "trading operations allowed/suspended"
TRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status
MARKETCODE	Market	CHAR	4	Market ID
INSTRID	Instrument Group ID	CHAR	4	Instrument group ID
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Order's minimum price step	FLOAT	17	Minimum price increment for orders, not applicable to orders at WA price
FACEVALUE	Face value	FLOAT	17	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	FLOAT	17	Price of the last trade of the previous trading day
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field
YIELD	Yield for the last	FIXED	9.2	Yield, based on the trade price
ACCRUEDINT	Accrued interest	FLOAT	17	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	FLOAT	17	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	FLOAT	17	This field is not used anymore.
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BUYBACKPRICE	Base price for yield calculation	FLOAT	17	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	FLOAT	17	Official Last day closing price, calculated as the WA price of the trades concluded during the last 10 minutes of the main session, including the closing period/closing auction
PREVADMITTEDQUOTE	Officially admitted quote of the last day	FLOAT	17	Officially admitted quote of the last day, price for one security
SECTYPE	Type of security	CHAR	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
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)
LOTDIVIDER	Lot divider	INTEGER	8	Indicates trading in 1/LotDivider fractions of LotSize. For example, LotSize=1 and LotDivider=100 combination for USD/RUB has a meaning of trading in quantities of 1 cent.
GCPOOLID	Pool ID	CHAR	12
HIGHRISK	High risk	TYesNo	1
QINVESTOR	For qualified investors	TQInvestor	1
COUPONSTARTDATE	Start date of the coupon period	DATE	8	Start date of the coupon period
COMPLEXPRODUCT	Complex financial product	INTEGER	10	Complex financial product type
RECORD_DATE_CALC	Depository commission record date	DATE	8	Date of fixing the register of owners for charging a commission for depository services
ACTION_DATE_CALC	Depository commission charge date	DATE	8	Planned date of the depository services commission charging
BID	Bid	FLOAT	17	Best bid price
BIDDEPTH	Best bid depth	INTEGER	16	Total unmatched volume of all active buy orders at the current best bid price (expressed in number of lots)
BIDDEPTHT	Total bid depth	INTEGER	16	Total unmatched volume of all active buy orders, expressed in lots
NUMBIDS	Buy orders	INTEGER	6	Number of buy orders in the queue of the Trading System
OFFER	Offer	FLOAT	17	Best offer price
OFFERDEPTH	Best offer depth	INTEGER	16	Volume of all sell orders at the best price, expressed in lots
OFFERDEPTHT	Total offer depth	INTEGER	16	Total unmatched volume of all active sell orders (expressed in lots)
NUMOFFERS	Sell orders	INTEGER	6	Number of sell orders in the queue of the Trading System
OPEN	First	FLOAT	17	First trade price
HIGH	Maximum	FLOAT	17	Maximum trade price
LOW	Minimum	FLOAT	17	Minimum trade price
LAST	Last	FLOAT	17	Last trade price
CHANGE	Last to Closing change	FLOAT	17	Difference between the Last Price and the Previous day Closing Price
QTY	Lots in the last	INTEGER	16	Volume of the last trade, expressed in lots
TIME	Time of the last	TIME	6	Time when the last trade was concluded
VOLTODAY	Today volume	FLOAT	17	Volume of concluded trades, expressed in 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	FLOAT	17	Weighted-average price
HIGHBID	Best bid	FLOAT	17	Best bid price during the trading session
LOWOFFER	Best offer	FLOAT	17	Best offer price during this trading session
NUMTRADES	Trades today	INTEGER	9	Number of trades today
YIELDATWAPRICE	Yield, based on the WA price	FIXED	9.2	Yield, based on the WA price
PRICEMINUSPREVWAPRICE	Last price to previous WA price	FLOAT	17	Difference between the last price and the weighted average price of the previous trading session
CLOSEPRICE	Price of the Closing period	FLOAT	17	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	FLOAT	17	Best buy-order at the time of the normal trading session end
LASTOFFER	Session best offer	FLOAT	17	Best sell-order at the time of the normal trading session end
LASTSETTLECODE	Settlement code of the last	CHAR	12	Settlement code of the last trade
BASEPRICE	Base price	FLOAT	17	Base price could be specified for SWAP negotiated deals
MARKETPRICE	Last day market price	FLOAT	17	Market price of the previous day. For the REPO boards – settlement price of the previous day.
MARKETPRICETODAY	Market price	FLOAT	17	Today market price
DURATION	Duration	FIXED	7.2
SETTLECODE	Settlement code	CHAR	12	Default settlement code for this security
LOPENPRICE	Opening price	FLOAT	17	Obsolete
LCURRENTPRICE	Current price	FLOAT	17	Official current price, calculated as the WA price of the trades concluded during the last 10 minutes of the trading session
LCLOSEPRICE	Closing price	FLOAT	17	Official closing price, calculated as the WA price of the trades concluded during the last 10 minutes of the main session, including the closing period/closing auction
MARKETPRICE2	Market price 2	FLOAT	17	Market price calculated in compliance with official Federal Commission for Financial Markets methodology
ADMITTEDQUOTE	Admitted quote	FLOAT	17	Officially admitted quote calculated in compliance with official Federal Commission for Financial Markets methodology
OPENPERIODPRICE	Opening period price	FLOAT	17	Opening period/Closing auction price
COUNTERPRICE	Counterparty price	FLOAT	17	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	FLOAT	17	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	FLOAT	17	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	FLOAT	17	National Securities Market Association Price
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the second part of a REPO/swap trade
TRADINGSESSION	Trading session	CHAR	1	Current trading session ID
EVENINGSESSION	Availability in additional evening session	TYesNo	1	Flag that shows if a security is available for trading in additional evening session
PRICEMINUSPREVLEGALCLOSEPRICE	Last price to previous close price	FLOAT	17	Difference between the last price and the close price of the previous trading session
MORNINGSESSION	Availability in additional morning session	TYesNo	1	Flag that shows if a security is available for trading in additional morning session

SEC_SETTLECODE - Accrued interest depending on the settlement date (updateable)

Table contains settlement codes and their respective settlement dates

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
SETTLECODE	Settlement code	CHAR	12	Settlement code
ACCRUEDINT	Accrued interest	FLOAT	17	Accrued interest at the settlement date, expressed in the currency of settlement
ACCRUEDINT2	Accrued interest for the 2nd REPO leg	FLOAT	17	Accrued interest for the SettleDate2, expressed in the currency of settlement
PRICE2	Buyback price	FLOAT	17	Buyback price for the second REPO leg
REPORATE	REPO rate	FLOAT	17	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.
TRANSFERSONLY	Transfers only	TYesNo	1	Transfers only allowed

SEC_SETTLECODE_STATS - Negdeal orderbook (updateable)

Orderbook for negotiated deals. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get orderbook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get orderbook for a particular security traded on the specified board.

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security 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	CHAR	12	Security ID
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
BID	Bid	FLOAT	17	Best bid price
OFFER	Offer	FLOAT	17	Best offer 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 securities
OFFERDEPTH	Best offer depth	INTEGER	16	Volume of all sell orders at the best price, expressed in lots
BIDDEPTHT	Total bid depth	INTEGER	16	Total unmatched volume of all active buy orders, expressed in lots
OFFERDEPTHT	Total offer depth	INTEGER	16	Total unmatched volume of all active sell orders (expressed in lots)
NUMBIDS	Buy orders	INTEGER	6	Number of buy orders in the queue of the Trading System
NUMOFFERS	Sell orders	INTEGER	6	Number of sell orders in the queue of the Trading System

SEC_STATS - Trading session results (updateable)

No input fields


Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
TRADINGSESSION	Trading session	CHAR	1	Trading session ID
TIME	Time of the last	TIME	6	Time when the last trade was concluded
PRICEMINUSPREVWAPRICE	Last price to previous WA price	FLOAT	17	Difference between the last price and the weighted average price of the previous trading session
VOLTODAY	Today volume	FLOAT	17	Volume of concluded trades, expressed in number of securities
LOWOFFER	Best offer	FLOAT	17	Best offer price during this trading session
HIGHBID	Best bid	FLOAT	17	Best bid price during the trading session
HIGH	Maximum	FLOAT	17	Maximum trade price
LOW	Minimum	FLOAT	17	Minimum trade price
VALTODAY	Today value	INTEGER	16	Value of concluded trades, expressed in the currency of settlement
WAPRICE	WA	FLOAT	17	Weighted-average price
OPEN	First	FLOAT	17	First trade price
LAST	Last	FLOAT	17	Last trade price
PREVPRICE	Last closing price	FLOAT	17	Price of the last trade of the previous trading day
LASTOFFER	Session best offer	FLOAT	17	Best sell-order at the time of the normal trading session end
NUMTRADES	Trades today	INTEGER	9	Number of trades today
LASTBID	Session best bid	FLOAT	17	Best buy-order at the time of the normal trading session end
ADMITTEDQUOTE	Admitted quote	FLOAT	17	Officially admitted quote calculated in compliance with official Federal Commission for Financial Markets methodology
MARKETPRICETODAY	Market price	FLOAT	17	Today market price
MARKETPRICE2	Market price 2	FLOAT	17	Market price calculated in compliance with official Federal Commission for Financial Markets methodology
LCURRENTPRICE	Current price	FLOAT	17	Official current price, calculated as the WA price of the trades concluded during the last 10 minutes of the trading session
CLOSING_AUCTION_PRICE	CA price	FLOAT	17	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.
LCLOSEPRICE	Closing price	FLOAT	17	Official closing price, calculated as the WA price of the trades concluded during the last 10 minutes of the main session, including the closing period/closing auction
PREVLEGALCLOSEPRICE	Last day closing price	FLOAT	17	Official Last day closing price, calculated as the WA price of the trades concluded during the last 10 minutes of the main session, including the closing period/closing auction
OPENPERIODPRICE	Opening period price	FLOAT	17	Opening period/Closing auction price

SETTLECODES - Settlement codes (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
DESCRIPTION	Description	CHAR	30
SETTLEDATE	Settlement date	DATE	8	Settlement date of a negotiated deal or of a first REPO leg
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the 2nd REPO leg

STATS - Trading system parameters (not updateable)

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

No input fields


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

STOPLIST - Firm stop list (updateable)

The table contains information about clients under sanctions

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
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

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

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

No input fields


Output field	Description	Type	Size	Remarks
TIME	Time	TIME	6	Time on the trading/clearing system server
DATE	Date	DATE	8	Date on the trading/clearing system server
TOMORROWDATE	Tomorrow date	DATE	8
MICROSECONDS	Microseconds	INTEGER	6	Time on the trading/clearing system server, microseconds

TRADES - Trades (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade number	INTEGER	12	Trade number in the Trading System
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	FLOAT	17	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	FLOAT	17	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, rub.
REPORATE	Rate, %	FLOAT	17	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	Value / REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current date
REPO2VALUEBALANCE	Balance of the REPO buy-back value	FIXED	16.2	Value of the unmatched part of the 2nd (buy-back) REPO leg, expressed in the currency of settlement
REPOTERM	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, %	FLOAT	17	Discount, expressed in %
LOWERDISCOUNT	Low limit of REPO discount, %	FLOAT	17	Discount, expressed in %
UPPERDISCOUNT	Upper limit of REPO discount, %	FLOAT	17	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, rub.
EXCHANGECOMM	Exchange commission	FIXED	16.2	Exchange commission, rub.
TRADINGSYSTEMCOMM	Technical access commission	FIXED	16.2	Technical access commission, rub.
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	FLOAT	17	Base price could be specified for SWAP negotiated deals
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	Basket asset	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
SETTLELIABILITYFLAG	Liability settlement trade	TTradeSettleLiabilityFlag	1	Trade of liability settlement between Clearing and Trading Members
STATUS	Status	TTradeStatus	1	Trade status
TRANTYPE	Transaction code	CHAR	4	Transaction Information
FACEAMOUNT	FaceAmount	FIXED	16.2	Value of trade by face value, expressed in the currency of settlement
CLEARINGTRDACCID	Clearing account	CHAR	12	Clearing account number
TRADINGSESSION	Trading session	CHAR	1	ID of trading session when trade was concluded
FLOATINGRATE	Floating Rate	TFloatingRate	1	Признак плавающей ставки
BENCHMARK	Benchmark	CHAR	8
CANCELREASON	Cancel reason	TOrderCancelReason	2	Trade cancellation reason

TRADETIME - Trading schedule (updateable)

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

No input fields


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

TRADING_SESSION - Trading sessions (updateable)

No input fields


Output field	Description	Type	Size	Remarks
ID	Trading session	CHAR	1
NAME	Name of trading session	CHAR	30
SHORTNAME	Short name	CHAR	10

TRANTYPES - Transfer types (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRANTYPE	Transaction code	CHAR	4	Transaction Information
DESCRIPTION	Description	CHAR	255	Transfer type description
LATDESCRIPTION	English description	CHAR	255	Transfer type description in English

TRDACC - Trading accounts (updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
TYPE	Depositary account type	TDepAccType	1	Depositary account type
FIRMID	Firm	CHAR	12	Firm ID
DESCRIPTION	Description	CHAR	30
BANKACCID	Bank account	CHAR	12	Bank account associated with the trading account
STATUS	Status	TTrdAccStatus	1	Flag: "Trading operations allowed/not allowed"
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
TRDACCTYPE	Trading account type	CHAR	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
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

TRDACCTYPES - Types of trading/clearing accounts (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRDACCTYPE	Trading account type	CHAR	1	Trading account type
NAME	Name	CHAR	30	Type name
LATNAME	English name	CHAR	30	Type name in English
OWN	Own account (Yes/No)	TYesNo	1
CLIENT	Client account (Yes/No)	TYesNo	1
TRUST	Trust management (Yes/No)	TYesNo	1
ISSUING	Issuing account (Yes/No)	TYesNo	1
TREASURY	Treasury account (Yes/No)	TYesNo	1
DESCRIPTION	Description	CHAR	128	Type description
LATDESCRIPTION	English description	CHAR	128	Type description in English

TRDTIMEGROUPS - Trading events groups (not updateable)

Groups of trading events

No input fields


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

TRDTIMETYPES - Type of event (not updateable)

No input fields


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

UNDERWRITERS - Underwriters (updateable)

The table contains information about the company involved in the auction, which is the underwriter in the placement of the security.

Input field	Description	Type	Size	Remarks
SECCODE*	Security	CHAR	12	Security ID

Output field	Description	Type	Size	Remarks
SECCODE*	Security	CHAR	12	Security ID
FIRMID	Firm	CHAR	12	Firm ID
STATUS	Status	TActiveStatus	1	Current state of the underwriter entry

USERGROUPS - User groups (updateable)

Table contains information about groups of users

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
USERGROUP	Group	CHAR	12	Group ID the user belongs to

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
USERGROUP	Group	CHAR	12	Group ID the user belongs to
RESTRICTIONON	Restrictions	TYesNo	1	Status of restrictions set for the group
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

USERS - Users (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
USERID	User ID	CHAR	12
USERNAME	User name	CHAR	30
FIRMID	Firm	CHAR	12	Firm ID
STATUS	Status	TStatus	1	Flag: "trading/clearing operations allowed/not allowed"
TRADING	Trading/clearing operations	TStatus	1	Flag: "trading/clearing operations allowed/not allowed" by firm manager
USERGROUP	Group	CHAR	12	Group ID the user belongs to
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 the 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
USERALIAS	User alias	CHAR	12
PWDCNG_ON_LOGON	Change password on next logon	TYesNo	1
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

USER_CLIENT - Links of client codes to users (updateable)

Client codes available to users

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

USER_TRDACC - Trader-account (not updateable)

List of links of user accounts to trading accounts

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

USTRADES - Unsettled trades (updateable)

No input fields


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	FLOAT	17	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	FLOAT	17	Price of the first REPO leg
REPORATE	Rate, %	FLOAT	17	REPO rate, expressed in %
PRICE2	REPO price 2	FLOAT	17	Buyback price for the second REPO leg
COMMISSION	Commission	FIXED	16.2	Trade commission, rub.
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 rub.. 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	Value / REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current date
REPOTERM	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.
REPO2VALUEBALANCE	Balance of the 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	FLOAT	17	Initial discount for the first REPO leg and current discount for the second REPO leg
LOWERDISCOUNT	Low limit of REPO discount, %	FLOAT	17	Low limit of REPO discount, %
UPPERDISCOUNT	Upper limit of REPO discount, %	FLOAT	17	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, %	FLOAT	17	Discount after deposit, expressed in %
EXPECTEDQUANTITY	Quantity after deposit	INTEGER	16	Quantity after deposit, expressed in lots
EXPECTEDREPOVALUE	Value after deposit	FIXED	16.2	REPO value after deposit calculated in the currency of settlement
EXPECTEDREPO2VALUE	Repurchase value after deposit	FIXED	16.2	Value of the 2nd (buy-back) REPO leg after deposit, expressed in the currency of settlement
EXPECTEDRETURNVALUE	Return value after deposit	FIXED	16.2	REPO return value after deposit, 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 rub.
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
CLEARINGFIRMID	Clearing firm	CHAR	12	Firm ID of clearing member
CLEARINGBANKACCID	Clearing bank account	CHAR	12	Clearing account ID in the settlement house
CLEARINGTRDACCID	Clearing account	CHAR	12	Clearing account number
EARLYSETTLESTATUS	Early settle	TEarlySettle	1	Status of early settled REPO with CCP trade
EARLYSETTLEREPORTNO	Settlement instruction ID for early settlement	INTEGER	12	ID of a settlement instruction for a REPO with CCP trade sent by the firm
EARLYSETTLECPREPORTNO	Counterparty settlement instruction ID for early settlement	INTEGER	12	ID of a settlement instruction for a REPO with CCP trade sent by the counterparty firm
DUEDATE	Due date	DATE	8	Trade due date
FLOATINGRATE	Floating Rate	TFloatingRate	1	Признак плавающей ставки
BENCHMARK	Benchmark	CHAR	8
SYSTEMREF	System reference	CHAR	12	Additional data transferred by the trading system

U_BOARD_BLACK_LIST - Black list for boards (updateable)

List of prohibited trading boards

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
SECBOARD	Board	CHAR	4	Board ID for the security

U_BOARD_WHITE_LIST - White list for boards (updateable)

List of allowed trading boards

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
SECBOARD	Board	CHAR	4	Board ID for the security

U_HOLD_LIMITS - User holding limits (updateable)

Set of user holding limits on maximum and/or net daily buy and sell position

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
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)
PLANNEDNETTOLIMITBUY	Buy Limit (net)	INTEGER	16	Max planned net-position in securities for buy side (long position)
PLANNEDNETTOLIMITSELL	Sell Limit (net)	INTEGER	16	Max planned net-position in securities for sell side (short position)
PLANNEDNETTOBUY	Planned Buy (net)	INTEGER	16	Current planned net-position in securities for buy side (long position)
PLANNEDNETTOSELL	Planned Sell (net)	INTEGER	16	Current planned net-position in securities for sell side (short position)
USERLIMITSTATUS	Status	TUserLimitStatus	1	User limit status
VALPOSITION	Initial value	FIXED	16.2	Initial value, expressed in the currency of settlement

U_ORDER_LIMITS - Order limits (updateable)

Set of user order limits

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
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

U_POSN_LIMITS - User position limits (updateable)

Set of user limits on maximum and/or net daily buy and sell position

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
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
PLANNEDNETTOLIMITBUY	Buy Limit (net)	FIXED	16.2	Max net-position value for buy orders, expressed in the currency of settlement
PLANNEDNETTOLIMITSELL	Sell Limit (net)	FIXED	16.2	Max net-position value for sell orders, expressed in the currency of settlement
PLANNEDNETTOBUY	Planned Buy (net)	FIXED	16.2	Current net-position value for buy orders, expressed in the currency of settlement
PLANNEDNETTOSELL	Planned Sell (net)	FIXED	16.2	Current net-position value for sell orders, expressed in the currency of settlement
USERLIMITSTATUS	Status	TUserLimitStatus	1	User limit status
GPOSVALLIMIT	Maximum gross value	FIXED	16.2	Maximum gross value, expressed in the currency of settlement
GPOSVAL	Current gross value	FIXED	16.2	Current gross value, expressed in the currency of settlement

U_SECUNIQ_BLACK_LIST - Black list for instruments (seccode) (updateable)

List of prohibited instruments, by security ID

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
SECCODE*	Security	CHAR	12	Security ID

U_SECUNIQ_WHITE_LIST - White list for instruments (seccode) (updateable)

List of allowed instruments, by security ID

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
SECCODE*	Security	CHAR	12	Security ID

U_SEC_BLACK_LIST - Users security on boards black access list (updateable)

Users security on boards black access list

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID

U_SEC_WHITE_LIST - Users security on boards white access list (updateable)

Users security on boards white access list

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID

U_TRDACC_BOARD_RESTR - User Trdacc-Board restrictions (updateable)

User Trade Account restrictions by Board

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SMALIMITSOWNERTYPE	SMA limits owner type	TSMALimitsOwnerType	1
USERID	User ID / Group ID	CHAR	12	User ID or group ID
TRDACCID	Trading account	CHAR	12	Trading account number
SECBOARD	Board	CHAR	4	Board ID for the security
USERLIMITSTATUS	Status	TUserLimitStatus	1	User limit status