Information objects of market 'RiskEq36' - 'Equity market clearing interface, v.36'

Table of Content

TActiveStatus - Logical operator
TAssetType - Asset type
TBankAccType - Bank account type
TBoolInt - Logical type
TBuySell - Order direction
TClearingMode - Clearing model
TDepAccType - Type of depositary account
TFirmAccess - Firm access status
TInstrType - Instrument type
TLanguage - Language of Trading System messages
TQuoteBasis - Price basis
TStatus - Trading status
TSystemID - Trading/clearing system type
TTradeSettleLiabilityFlag - Liability Settlement
TTradeStatus - Trade status
TTradeType - Trade type
TTrdAccStatus - Status
TYesNo - Logical operator

Tables
ACCOUNT_BALANCE - Positions on securities on trading accounts
ASSETS - Assets
BANK - Settlement organizations
BANKACC - Bank accounts
BANKACC_FULLCOVERED_LIMITS - Limit for bank account full covered mode
BANKUSE - Accounts in settlement organizations
CLEARING_TRADES - Clearing Trades
CURRENCY - Currencies
FIRMS - Firms
FIRM_HOLDING_TOTAL - Positions on securities
GCPOOL - Collateral pools
GCPOOLASSET - Collateral pool assets
INSTRUMENTS - Groups of securities
POSITIONS - Money positions
RESYSTIME - Trading System time
RM_FULLCOVERED_RANGE - Restriction of unsecured trades
RM_HOLD - Liabilities and claims for assets
RM_HOLD_DETL - Liabilities and Claims for Assets
RM_INDICATIVE - Percent risk parameters
RM_POSN - Liabilities and Claims for Money
RM_PRICERANGE - Market risk parameters
RM_PRICERANGE_FIRM - Individual risk-parameters
RM_TRDACC - Individual risk-parameters
RM_TRDACC_PRICERANGE - Individual market risk-parameters
SECACCINT - Accrued interest for securities
SECURITIES - General market data
STATS - Clearing system parameters
TRADES - Trades
TRANTYPES - Transfer types
TRDACC - Trading accounts
USERS - Users

Transactions
CHANGE_LANGUAGE - Change the language of the Trading System messages
CLEAR_RM_PRODUCT_SPREAD - Remove individual interproduct spread rate
CLEAR_RM_TRDACC_PRICERANGE - Remove individual market risk parameters
SET_BANKACC_FCLIMIT2 - Change internal limits by bank account
SET_BANKACC_FULLCOVERED - Prohibition of buying without full pre-funding
SET_HOLD_FCLIMIT2 - Change short selling limit
SET_HOLD_LIMITS - Change firm's external limits by securities
SET_LIMIT2 - Change internal firm limits
SET_RM_CALC_PERCENT - Apply calculation of percent risk
SET_RM_COLLATERAL - Change individual risk parameters
SET_RM_PRICERANGE_FIRM - Change individual risk parameters
SET_RM_PRODUCT_SPREAD - Change interproduct spread discount
SET_RM_TRDACC_PRICERANGE - Change market risk parameters
SET_TRDACC_FULLCOVERED - Prohibition of short selling
USER_LOGOFF - Logoff user

Enumerated Types

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

Constant	Value	Description
A	Active	Active
D	Deleted	Deleted

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

Constant	Value	Description
-	-	Not defined
B	Bonds	Bonds
C	Currency	Currency
D	DR	Depositary receipts
E	ETF	Foreign securities investment funds ETF
G	Basket	Basket of securities
H	List	List ID
I	MC	Mortgage certificate
K	Group	Group
L	Spread	Interproduct spread
M	MF	Mutual fund shares
P	Metals	Precious metals
R	REPO	REPO with CCP indicators
S	Shares	Shares
T	ETC	ETC
U	GCC	GCC
O	GCC FT	Basket of GCC of the Federal Treasury

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

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

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

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

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

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

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

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

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

List of available trading/clearing operation statuses

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

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

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

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

Trade of liability settlement between Clearing and Trading Members

Constant	Value	Description
N		Regular Trade
Y	+	Liability settlement trade

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

Trade status

Constant	Value	Description
M	+	Matched/confirmed (included into off-line settlement)
U	Unsettled	No settlement instruction has been sent yet
C	-C	Cancelled by the Trading System
P	Waiting	Included into settlement instruction
W	-	Cancelled / Settlement cancellation
X	X	Discontinued as part of cash settlement

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

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

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'BrokerRisk' - 'Clearing interface for brokerage systems, v.36'

Tables

ACCOUNT_BALANCE - Positions on securities on trading accounts (updateable)

Table contains information on the current positions on securities on trading accounts of a trading firm. Each row holds a unique pair of trading account + security ID.

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
SECCODE*	Security	CHAR	12	Security ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
SECCODE*	Security	CHAR	12	Security ID
OPENBAL	Opening balance	INTEGER	16	Total number of securities at the beginning of the Trading Session
PLANBAL	Planned balance	INTEGER	16	Account balance after the quick ("simple") settlement. Equals to Opening balance minus Planned sell position that has been included into the quick settlement.
CURRENTPOS	Current balance	INTEGER	16	Current balance is calculated as Opening balance plus total number of securities bought since the beginning of the Trading session minus total number of securities sold since the beginning of the Trading session
USQTYB	Unsettled quantity bought	INTEGER	16	Number of securities bought since the beginning of the trading session and included into multilateral settlement
USQTYS	Unsettled quantity sold	INTEGER	16	Number of securities sold since the beginning of the trading session and included into multilateral settlement
PLANNED	Planned remainder	INTEGER	16	Equals to Current balance minus Planned sell position
PLANNEDPOSBUY	Planned buy position	INTEGER	16	The total number of securities in all active (not matched, withdrawn or canceled) "Buy" orders
PLANNEDPOSSELL	Planned sell position	INTEGER	16	The total number of securities in all active (not matched, withdrawn or canceled) "Sell" orders
LIMITSELL	Planned ext. limit	INTEGER	16
SETTLEBAL	Settled	INTEGER	16	Planned position after settlements
LIMIT1SET	CC's limit set	TYesNo	1
LIMIT1	CC's uncovered sell limit	INTEGER	16
LIMIT2SET	User's limit set	TYesNo	1
LIMIT2	User's uncovered sell limit	INTEGER	16
ACCOUNT	Trading account	CHAR	12	Trading account number
FIRMUSE	Category type	CHAR	1	'U' - for collateral category; any other value - for trading categories.
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
PLANNEDCOVERED	Planned T+	INTEGER	16

ASSETS - Assets (updateable)

No input fields


Output field	Description	Type	Size	Remarks
ASSET	Asset ID	CHAR	12
NAME	Asset name	CHAR	30
SHORTNAME	Asset	CHAR	10
LATNAME	English name	CHAR	30
RC	Settlement price	FLOAT	16	For bonds - settlement price as % of the face value. For shares - value in rub. For groups - discount rate for interproduct spread.
RCRUB	Settlement price, rub.	FLOAT	16
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
RTL_RUB	Market risk lower bound, rub.	FLOAT	16
RTH_RUB	Market risk upper bound, rub.	FLOAT	16
LIMIT_END_RUB	Range end, rub.	FIXED	16.2
LRATE	Percent risk lower bound, %	FIXED	16.2
CRATE	Settlement REPO rate, %	FIXED	16.2
HRATE	Percent risk upper bound, %	FIXED	16.2
LPENRATE	Penalty rate for security positions transfer, %	FIXED	16.2
HPENRATE	Penalty rate for money positions transfer, %	FIXED	16.2
REPODISCOUNT	REPO with CCP discount, %	FIXED	6.3
DISCOUNT_L	Risk rate for price decrease, %	FIXED	6.3
DISCOUNT_H	Risk rate for price increase, %	FIXED	6.3
COLLATERAL	Accepted as collateral	TYesNo	1	Asset can be included into collateral
ISCURR	Is currency	TYesNo	1
FULLCOVEREDFLAG	Fully covered trading	TYesNo	1	Prohibition of short selling and buying without full pre-funding
DISCOUNTL0	Risk rate for price decrease for "zero concentration limit", %	FIXED	6.3
DISCOUNTH0	Risk rate for price increase for "zero concentration limit", %	FIXED	6.3
GROUPASSET	Group	CHAR	12	Group of assets. If not empty then this asset is the member of a group. An asset may be included only to one group.
ASSETTYPE	Asset type	TAssetType	1
UNIT	Quoted for, unit	FLOAT	17	Quantity for which the asset is quoted
DISCOUNT_SYM	Symmetrical risk rate for price , %	FIXED	6.3

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"
FULLCOVEREDBUY	Fully covered buying	TYesNo	1	Prohibition of buying without full pre-funding
CLEARINGFIRMID	Clearing firm	CHAR	12	Firm ID of clearing member
CLEARINGBANKACCID	Clearing bank account	CHAR	12	Clearing account ID in the settlement house
DETAILS	Details	CHAR	20	Client taxpayer number or passport number or other document
SUBDETAILS	Subdetails	CHAR	20	Client's client taxpayer number or passport number or other document
BANKACCTYPE	Type	TBankAccType	1
GCPOOLID	Pool ID	CHAR	12
UNIFIEDPOOL	Single pool	TYesNo	1
EARLYSETTLETIME	Early settlement time	TIME	6	Early settlement time
TRADINGCLOSEDTIME	Trading closed time	TIME	6	Trading closed time
COMMBANKACCID	Commission bank account	CHAR	12	Bank account ID in the settlement house to charge variable commission fee from
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

BANKACC_FULLCOVERED_LIMITS - Limit for bank account full covered mode (updateable)

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
LIMIT1SET	Flag that shows if limit1 is set	TYesNo	1
LIMIT1	External limit	FIXED	17.2	External limit, set by Settlement House
LIMIT2SET	Flag that shows if limit2 is set	TYesNo	1
LIMIT2	Internal limit	FIXED	17.2	Internal limit, set by user

BANKUSE - Accounts in settlement organizations (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
FIRMID	Firm	CHAR	12	Firm ID
BANKID	Settlement organization	CHAR	12
REALACCOUNT	Account in settlement house	CHAR	120
DESCRIPTION	Description	CHAR	30
CURRCODE	Currency	CHAR	4	Currency code
NCCREALACCOUNT	Collateral account	CHAR	20

CLEARING_TRADES - Clearing Trades (updateable)

Table contains information on clearing trades (transfers) registered in the Clearing System for a trading/clearing firm since the beginning of the current session. Each Trade is represented by one row.

No input fields


Output field	Description	Type	Size	Remarks
CLEARINGTRADENO	Clearing trade No	INTEGER	21	Trade number in the Clearing System
TRADENO	Trade number	INTEGER	12	Trade number in the Trading System
TRADEDATE	Date	DATE	8
TRADETIME	Time	TIME	6
MICROSECONDS	Microseconds	INTEGER	6
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
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		FLOAT	10
QUANTITY	Lots	INTEGER	16	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
TRADETYPE	Type	TTradeType	1	Trade type
COMMISSION	Total commission	FIXED	16.2	Trade commission, rub.
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.
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
BASEPRICE	Base price	FLOAT	10	Base price could be specified for SWAP negdeals
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
TRANINFO	Transfer details	CHAR	210
SETTLELIABILITYFLAG	Liability settlement trade	TTradeSettleLiabilityFlag	1	Trade of liability settlement between Clearing and Trading Members
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
PARENTTRADENO	Parent trade	INTEGER	12	Parent trade number in the Trading System for REPO trades
BANKID	Settlement organization	CHAR	12
CLEARINGBANKACCID	Clearing bank account	CHAR	12	Clearing account ID in the settlement house
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in the currency of settlement
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current date
ACCRUED2	Accrued interest for the buy-back	FIXED	16.2	Accrued interest on the buy-back date, expressed in the currency of settlement
REPO2VALUEBALANCE	REPO buy-back value left	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.
STATUS	Status	TTradeStatus	1	Trade status
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

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

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
FULLCOVEREDFLAG	Fully covered trading	TYesNo	1	Prohibition of short selling and buying without full pre-funding
INN	TIN	CHAR	12	Taxpayer Identification Number
INLIQUIDATION	Liquidation netting	TYesNo	1
CLEARINGACCESS	Clearing access	TFirmAccess	1
TRADINGACCESS	Trading access	TFirmAccess	1

FIRM_HOLDING_TOTAL - Positions on securities (updateable)

Table contains information on the current total securities positions on all the trading accounts of a firm. Each row represents position for one security.

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

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SECCODE*	Security	CHAR	12	Security ID
OPENBAL	Opening balance	INTEGER	16	Total number of securities on all trading accounts of a firm at the beginning of the Trading Session
CURRENTPOS	Current balance	INTEGER	16	Equals to Opening balance plus Total number of securities bought since the beginning of the Trading Session minus Total number of securities sold since the beginning of the Trading Session
PLANNEDPOSBUY	Planned buy position	INTEGER	16	Total number of securities in all active (entered and not matched, withdrawn or canceled) "Buy" orders
PLANNEDPOSSELL	Planned sell position	INTEGER	16	Total number of securities in all active (entered and not matched, withdrawn or canceled) "Sell" orders
USQTYB	Unsettled quantity bought	INTEGER	16	Number of securities bought during the Trading session and included into multilateral settlement
USQTYS	Unsettled quantity sold	INTEGER	16	Number of securities sold during the Trading session and included into multilateral settlement

GCPOOL - Collateral pools (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
GCPOOLID	Pool ID	CHAR	12
GCPNAME	Pool description	CHAR	128
GCPSHORTNAME	Pool short name	CHAR	12
SECCODE	Issued GCP certificate ID	CHAR	12

GCPOOLASSET - Collateral pool assets (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
GCPOOLID	Pool ID	CHAR	12
ASSET	Asset	CHAR	12

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

POSITIONS - Money positions (updateable)

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

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
CURRCODE	Currency	CHAR	4	Currency code
TAG	Position	CHAR	4	Position ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
DESCRIPTION	Description	CHAR	30	Group description
OPENBAL	Opening balance	FIXED	17.2	Balance at the beginning of the day
CURRENTPOS	Current balance	FIXED	17.2	Current balance during the day
PLANNEDPOS	Planned balance	FIXED	17.2	Planned balance during the day
LIMIT1	External limit	FIXED	17.2	External limit, set by Settlement House
LIMIT1SET	Flag that shows if limit1 is set	TYesNo	1
LIMIT2	Internal limit	FIXED	17.2	Internal limit, set by user
LIMIT2SET	Flag that shows if limit2 is set	TYesNo	1
ORDERBUY	Unmatched buy total	FIXED	17.2	Total unmatched value in all active buy-orders entered by the trading firm
ORDERSELL	Unmatched sell total	FIXED	17.2	Total unmatched value in all active sell-orders entered by the trading firm
NETTO	Net balance	FIXED	17.2	Netto balance during the day
DEBIT	Debit	FIXED	17.2	Debit volume during the day
CREDIT	Credit	FIXED	17.2	Credit volume during the day
PLANNEDBAL	Control balance	FIXED	17.2	Control balance during the day
SETTLEBAL	Settled	FIXED	17.2	Planned position after settlement

RESYSTIME - 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

RM_FULLCOVERED_RANGE - Restriction of unsecured trades (updateable)

Date range for restriction of unsecured trades

No input fields


Output field	Description	Type	Size	Remarks
ASSET	Asset	CHAR	12
STARTDATE	Start date	DATE	8
ENDDATE	End date	DATE	8

RM_HOLD - Liabilities and claims for assets (updateable)

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
FIRMUSE	Category type	CHAR	1	'U' - for collateral category; any other value - for trading categories.
ASSET	Asset	CHAR	12	Asset code
DATE	Settlement date	DATE	8
DEBITBALANCE	Opening liabilities	FIXED	16.2	Liabilities at the beginning of the day
CREDITBALANCE	Opening claims	FIXED	16.2	Claims at the beginning of the day
DEBIT	Liabilities	FIXED	16.2	Liabilities during the day
CREDIT	Claims	FIXED	16.2	Claims during the day
VALUEBUY	Claims in orders	FIXED	16.2	Claims in active orders
VALUESELL	Liabilities in orders	FIXED	16.2	Liabilities during the day
PLANNEDCOVERED	Planned T+	FIXED	16.2	Planned position during the day
PLANNEDCOVEREDSELLLIMIT	Limit of the covered sell	FIXED	16.2	Limit of the covered sell

RM_HOLD_DETL - Liabilities and Claims for Assets (updateable)

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
FIRMUSE	Category type	CHAR	1	'U' - for collateral category; any other value - for trading categories.
ASSET1	Asset1 (security)	CHAR	12
ASSET2	Asset2 (for settlement)	CHAR	12
DATE	Settlement date	DATE	8
ASSET1CREDITBALANCE	Opening claim (asset1)	FIXED	16.2
ASSET1DEBITBALANCE	Opening liability (asset1)	FIXED	16.2
ASSET1VALUE	Nett (asset1)	FIXED	16.2
ASSET1VALUECREDIT	Claim (asset1)	FIXED	16.2
ASSET1VALUEDEBIT	Liability (asset1)	FIXED	16.2
ASSET1VALUEBUY	Claims in orders (asset1)	FIXED	16.2
ASSET1VALUESELL	Liabilities in orders (asset1)	FIXED	16.2
ASSET2CREDITBALANCE	Opening claim (asset2)	FIXED	16.2
ASSET2DEBITBALANCE	Opening liability (asset2)	FIXED	16.2
ASSET2VALUE	Nett (asset2)	FIXED	16.2
ASSET2VALUECREDIT	Claim (asset2)	FIXED	16.2
ASSET2VALUEDEBIT	Liability (asset2)	FIXED	16.2
ASSET2VALUEBUY	Claims in orders (asset2)	FIXED	16.2
ASSET2VALUESELL	Liabilities in orders (asset2)	FIXED	16.2
PLANNEDCOVERED	Planned T+	FIXED	16.2
PLANNEDCOVEREDSELLLIMIT	Limit of the covered sell	FIXED	16.2	Limit of the covered sell

RM_INDICATIVE - Percent risk parameters (updateable)

Input field	Description	Type	Size	Remarks
BASEPOINT	Show only base points	TYesNo	1

Output field	Description	Type	Size	Remarks
ASSET	Asset	CHAR	12
DATE	Settlement date	DATE	8
NUM	Range	INTEGER	1	Range number
LIMITBEGIN	Range start, units	FIXED	16.2
LIMITEND	Range end, units	FIXED	16.2
LRATE_RUB	Lower limit, rub.	FLOAT	16
CRATE_RUB	Settlement REPO rate, rub.	FLOAT	16
HRATE_RUB	Upper limit, rub.	FLOAT	16
LRATE	Lower limit, %	FIXED	16.2
CRATE	Settlement REPO rate, %	FIXED	16.2
HRATE	Upper limit, %	FIXED	16.2
LIMITBEGIN_RUB	Range start, rub.	FIXED	16.2
LIMITEND_RUB	Range end, rub.	FIXED	16.2
REPOPRICE	Settlement REPO price, rub.	FLOAT	16
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
BASEPOINT	Base point	TYesNo	1

RM_POSN - Liabilities and Claims for Money (updateable)

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
DATE	Settlement date	DATE	8
CREDITBALANCE	Opening claim	FIXED	16.2
DEBITBALANCE	Opening liability	FIXED	16.2
VALUE	Nett	FIXED	16.2
VALUECREDIT	Claim	FIXED	16.2
VALUEDEBIT	Liability	FIXED	16.2
VALUEBUY	Claims in orders	FIXED	16.2
VALUESELL	Liabilities in orders	FIXED	16.2
PLANNEDCOVERED	Planned T+	FIXED	16.2
PLANNEDCOVEREDSELLLIMIT	Limit of the covered sell	FIXED	16.2	Limit of the covered sell

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

RM_PRICERANGE_FIRM - Individual risk-parameters (updateable)

Individual market risk-parameters

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
K_EXCH	NCC coefficient	FIXED	16.2
K_EXCH_SET	NCC coefficient for tomorrow	FIXED	16.2
K_USER	User coefficient	FIXED	16.2
K_USER_SET	User coefficient for tomorrow	FIXED	16.2
COLLATERAL	Accepted as collateral	TYesNo	1	Asset can be included into collateral
ZERO_RTL	Flag of zeroing the lower bound	TYesNo	1

RM_TRDACC - Individual risk-parameters (updateable)

Individual risk-parameters

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
COLLATERAL	Accepted as collateral	TYesNo	1	Asset can be included into collateral
SPREAD	Spread	FIXED	16.2	Discount rate
SPREAD_STATUS	Status	TActiveStatus	1
ZERO_RTL	Zero RtL	TYesNo	1	Flag of zeroing the lower limit

RM_TRDACC_PRICERANGE - Individual market risk-parameters (updateable)

Individual market risk-parameters

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
ACCOUNT	Trading account	CHAR	12	Trading account number
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
NUM	Range	INTEGER	1	Range number
LIMITBEGIN	Range start, units	FIXED	16.2
LIMITEND	Range end, units	FIXED	16.2
DISCOUNT_L	Risk rate for price decrease, %	FIXED	6.2
DISCOUNT_H	Risk rate for price increase, %	FIXED	6.2
RTL_RUB	Lower limit, rub.	FLOAT	16
RTH_RUB	Upper limit, rub.	FLOAT	16
STATUS	Status	TActiveStatus	1

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

SECURITIES - General market data (not updateable)

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

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

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security ID	CHAR	12	Security ID
SECNAME	Name	CHAR	30	Name of the security
SHORTNAME	Security	CHAR	10
INSTRID	Instrument Group ID	CHAR	4	Instrument group ID
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
FACEVALUE	Face value	FLOAT	17	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
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
ISIN	ISIN	CHAR	12	ISIN code
LOTDIVIDER	Lot divider	INTEGER	8	Divider of the lot size

STATS - Clearing system parameters (not updateable)

Table contains one row with clearing/risk system general information

No input fields


Output field	Description	Type	Size	Remarks
SESSION	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

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
CLEARINGTRADENO	Clearing trade No	INTEGER	21	Trade number in the Clearing System
TRADENO	Trade number	INTEGER	12	Trade number in the Trading System
TRADEDATE	Date	DATE	8
TRADETIME	Time	TIME	6
MICROSECONDS	Microseconds	INTEGER	6
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
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		FLOAT	10
QUANTITY	Lots	INTEGER	16	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in the currency of settlement
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
TRADETYPE	Type	TTradeType	1	Trade type
COMMISSION	Total commission	FIXED	16.2	Trade commission, rub.
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.
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
BASEPRICE	Base price	FLOAT	10	Base price could be specified for SWAP negdeals
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
TRANINFO	Transfer details	CHAR	210
SETTLELIABILITYFLAG	Liability settlement trade	TTradeSettleLiabilityFlag	1	Trade of liability settlement between Clearing and Trading Members
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
PARENTTRADENO	Parent trade	INTEGER	12	Parent trade number in the Trading System for REPO trades
BANKID	Settlement organization	CHAR	12
CLEARINGBANKACCID	Clearing bank account	CHAR	12	Clearing account ID in the settlement house
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in the currency of settlement
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in the currency of settlement for the current date
ACCRUED2	Accrued interest for the buy-back	FIXED	16.2	Accrued interest on the buy-back date, expressed in the currency of settlement
REPO2VALUEBALANCE	REPO buy-back value left	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.
STATUS	Status	TTradeStatus	1	Trade status
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
TRANTYPE	Transaction code	CHAR	4	Transaction Information

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
FULLCOVEREDSELL	Fully covered selling	TYesNo	1	Prohibition of short selling
BANKIDT0	T0 settlement organization	CHAR	12
BANKIDTPLUS	T+ settlement organization	CHAR	12
DEPUNITID	Depo account partition	CHAR	17
GCPLINKTRDACCID	Linked T+ trading account for GCP issue	CHAR	12	Trading account number
EXTUID	Unique section Id	CHAR	12	Unique section Id, used in NSD
EXTSECREQUEST	Security selection to the partition enabled	TYesNo	1

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
IPGATEWAY	Gateway	CHAR	20
IPCLIENT	Workstation	CHAR	20
LOGGEDON	Active	TBoolInt	1	Flag indicating whether the user is currently logged-on
EXTIPCLIENT	External ip address	CHAR	20

Transactions

CHANGE_LANGUAGE - Change the language of the Trading System messages

Input field	Description	Type	Size	Remarks
LANGUAGEID	Language code	TLanguage	1	Language code. Available codes: R - Russian, E - English

CLEAR_RM_PRODUCT_SPREAD - Remove individual interproduct spread rate

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
ASSET	Asset	CHAR	12

CLEAR_RM_TRDACC_PRICERANGE - Remove individual market risk parameters

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
ASSET	Asset	CHAR	12

SET_BANKACC_FCLIMIT2 - Change internal limits by bank account

Input field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
ASSET	Asset	CHAR	12
LIMIT2SET	Apply internal limit	TYesNo	1
LIMIT2	Internal limit	FIXED	17.2
ALLOWBREACH	Allow breach	TYesNo	1	Planned remaining balance may break the limit

SET_BANKACC_FULLCOVERED - Prohibition of buying without full pre-funding

Input field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
FULLCOVEREDBUY	Fully covered buying	TYesNo	1	Prohibition of buying without full pre-funding

SET_HOLD_FCLIMIT2 - Change short selling limit

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
SECCODE	Security	CHAR	12	Security ID
LIMIT2SET	Apply internal limit	TYesNo	1
LIMIT2	Internal limit	INTEGER	16
ALLOWBREACH	Allow breach	TYesNo	1	Planned remaining balance may break the limit

SET_HOLD_LIMITS - Change firm's external limits by securities

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
SECCODE*	Security	CHAR	12	Security ID
QTYLIMITSELL	Limit sell	INTEGER	16
LIMITSELLSET	Apply sell limit	TYesNo	1
SOFTLIMITSELL	Less than remainder	TYesNo	1	Set a limit not exceeding the planned balance
ALLOWBREACHSELL	Allow breach sell	TYesNo	1	Planned remaining balance may break the limit

SET_LIMIT2 - Change internal firm limits

Input field	Description	Type	Size	Remarks
CURRCODE	Currency	CHAR	4	Currency code
TAG	Position	CHAR	4	Position ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
LIMIT2SET	Apply internal limit	TYesNo	1
LIMIT2	Internal limit	FIXED	17.2
ALLOWBREACH	Allow breach	TYesNo	1	Planned remaining balance may break the limit

SET_RM_CALC_PERCENT - Apply calculation of percent risk

Input field	Description	Type	Size	Remarks
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
CALC_PERCENT	Apply percent risk	TYesNo	1

SET_RM_COLLATERAL - Change individual risk parameters

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
ASSET	Asset	CHAR	12
COLLATERAL	Accepted as collateral	TYesNo	1	Asset can be included into collateral

SET_RM_PRICERANGE_FIRM - Change individual risk parameters

Parameters are applied starting from the next day

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
ASSET	Asset	CHAR	12
K_USER	User coefficient	FIXED	16.2

SET_RM_PRODUCT_SPREAD - Change interproduct spread discount

May only be applied to assets with group or interproduct spread type

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
ASSET	Asset	CHAR	12
SPREAD	Spread, %	FIXED	16.2	Discount rate, %

SET_RM_TRDACC_PRICERANGE - Change market risk parameters

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
ASSET	Asset	CHAR	12
LIMIT1	First range, units	INTEGER	16
LIMIT2	Second range, units	INTEGER	16
DISCOUNT_L1	Risk rate for price decrease, %	FIXED	6.2
DISCOUNT_H1	Risk rate for price increase, %	FIXED	6.2
DISCOUNT_L2	Risk rate for price decrease, %	FIXED	6.2
DISCOUNT_H2	Risk rate for price increase, %	FIXED	6.2
DISCOUNT_L3	Risk rate for price decrease, %	FIXED	6.2
DISCOUNT_H3	Risk rate for price increase, %	FIXED	6.2

SET_TRDACC_FULLCOVERED - Prohibition of short selling

Input field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
FULLCOVEREDSELL	Fully covered selling	TYesNo	1	Prohibition of short selling

USER_LOGOFF - Logoff user

Transaction for firm administrators to force logoff of other firm users

Input field	Description	Type	Size	Remarks
USERID	User ID	CHAR	12

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