| Constant | Value | Description |
| B | B | Buy |
| S | S | Sell |
| Constant | Value | Description |
| - | No orders | |
| Y | Yes | There are orders |
| Constant | Value | Description |
| R | Rus | Russian |
| E | Eng | English |
| U | Ua | Ukrainian |
| Constant | Value | Description |
| O | O | Opening period |
| N | Normal trading | |
| C | C | Closing period |
| F | F | Final close period |
| I | DA | Discrete auction |
| - | Undefined |
| Constant | Value | Description |
| A | Operations are allowed | |
| S | S | Operations are suspended |
| N | B | Suspended for trading, settlement is allowed |
| Constant | Value | Description |
| A | Operations are allowed | |
| S | S | Operations are suspended |
| Constant | Value | Description |
| C | FX | Currency market |
| P | EQ | Bonds and Equities market |
| Constant | Value | Description |
| A | Active | |
| L | - | Carried out |
| D | Deleted | Deleted |
| U | Confirmation required | Confirmation required |
| C | Cancelled | Cancelled |
| Constant | Value | Description |
| N | N | Not traded right now |
| O | O | Opening period |
| C | - | Trading is closed |
| F | C | Closing period |
| B | B | Break |
| T | Trading session | |
| I | DA | Discrete auction |
| A | OE | Auction: Order entry phase |
| a | AM | Auction: Trade conclusion phase |
| b | LO | Auction: Bookbuilding phase, orders are locked |
| p | TWT | Auction: After auction trade phase |
| Constant | Value | Description |
| Normal | ||
| U | ! | Urgent |
| Constant | Value | Description |
| N | No | |
| Y | Yes | Yes |
No input fields
| Output field | Description | Type | Size | Remarks |
| TRADENO | Trade # | INTEGER | 12 | Trade number in the Trading System |
| TRADETIME | Time | TIME | 6 | Time when the trade was registered by the Trading System |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| PRICE | Rate | PRICE | 9 | Currency exchange rate |
| QUANTITY | Lots | INTEGER | 16 | Trade volume, expressed in lots |
| VALUE | Value | FIXED | 16.2 | Trade value, expressed in the currency of settlement |
| 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 conslusion - "Buy / Sell / Sell-Buy / Buy-Sell" |
| REPORATE | Rate, % | PRICE | 9 | |
| MICROSECONDS | Microseconds | INTEGER | 6 | Time when the trade was registered by the Trading System, microseconds |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement date |
| FIXINGDATE | Fixing date | DATE | 8 | Fixing date |
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 | Final auction price | PRICE | 9 | Final 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. |
No input fields
| Output field | Description | Type | Size | Remarks |
| URGENCY | Importance | TUrgency | 1 | Message urgency or importance |
| FROMUSER | From | CHAR | 12 | User ID of the message sender |
| MSGTIME | Time | CHAR | 8 | Time when the message was dispatched |
| MSGTEXT | Text | CHAR | 256 | Text of the message |
No input fields
| Output field | Description | Type | Size | Remarks |
| BOARDID | Trading board ID | CHAR | 4 | Trading board ID |
| BOARDNAME | Board | CHAR | 30 | Trading board name |
| STATUS | Status | TStatus | 1 | Flag: "trading/clearing operations allowed/not allowed" |
| MARKETID | Market | CHAR | 4 | Market ID this board belongs to |
| LATNAME | English name | CHAR | 30 | Board name in English |
| Output field | Description | Type | Size | Remarks |
| CURRCODE | Currency of settlements | CHAR | 4 | Currency code of the settlements |
| CURRENCYNAME | Name | CHAR | 30 | |
| CROSSRATE | Exchange rate | FLOAT | 17 | Exchange rate of the currency to rub., expressed in rub. with float point |
| ASSET | Asset | CHAR | 12 |
| Input field | Description | Type | Size | Remarks |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| 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 / Sell-Buy / Buy - Sell" |
| PRICE | Rate | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Volume, expressed in lots |
No input fields
| Output field | Description | Type | Size | Remarks |
| INDEXBOARD | Board | CHAR | 4 | Board ID of securities in index base |
| INDEXCODE* | Index ID | CHAR | 12 | Exchange Index ID |
| NAME | Name | CHAR | 30 | Index name |
| SHORTNAME | Index | CHAR | 10 | |
| CURRENTVALUE | Current | PRICE | 9 | Current index value |
| LASTVALUE | Close | PRICE | 9 | Last value of the previous trading session |
| DECIMALS | Number of decimals | INTEGER | 2 | Number of decimals in the Value field (is used to format PRICE-type fields) |
| LATNAME | English name | CHAR | 30 | Index name in English |
| TIME | Calculation time | TIME | 6 | |
| OPENVALUE | Opening value | PRICE | 9 | Value of the Index at the opening of the current trading day |
| VALTODAY | Trade volume | INTEGER | 16 | Value of all the trades included into an index, expressed in rub. |
| MIN | Minimum | PRICE | 9 | Minimum index value |
| MAX | Maximum | PRICE | 9 | Maximum index value |
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 |
| 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 |
| BUYSELL | Direction | TBuySell | 1 | Order direction - "Buy / Sell / Sell-Buy / Buy - Sell" |
| PRICE | Rate | PRICE | 9 | Price for one security |
| QUANTITY | Lots | INTEGER | 16 | Volume, expressed in lots |
| 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 |
| SECTORID | Sector | CHAR | 4 | |
| LOTSIZE | Lot size | INTEGER | 8 | Number of securities in one lot |
| MINSTEP | Order's minimum price step | PRICE | 9 | Minimum price increment for orders, not applicable to orders at WA price |
| FACEVALUE | Face value | FLOAT | 17 | Face value of one Security, expressed in the currency, in which the Security is nominated |
| FACEUNIT | Currency of instrument | CHAR | 4 | Currency in which security is denominated |
| PREVDATE | Date of the last trading session | DATE | 8 | Date of the previous trading day |
| PREVPRICE | Last Close Price | PRICE | 9 | Price of the last trade of the previous trading day |
| DECIMALS | Number of decimals | INTEGER | 2 | Number of decimals in the Value field (is used to format PRICE-type fields) |
| PREVWAPRICE | Previous WA price | PRICE | 9 | The weighted average price of the previous trading session |
| CURRENCYID | Settlement currency | CHAR | 4 | Settlement currency |
| LATNAME | English name | CHAR | 30 | Name of the security in English |
| ORIGINTRADINGSTATUS | Trading status | TTradingStatus | 1 | Security trading status. During the break shows the actual status of the trading session (never changes to "Break"). |
| ASSET | Asset | CHAR | 12 | |
| FIXINGDATE | Fixing date | DATE | 8 | Fixing date |
| PRICEMINSTEP | Minimum price step | PRICE | 9 | Minimum price tick value used in price related calculations in the trading system |
| LOTDIVIDER | Lot divider | INTEGER | 8 | Number of securities in one lot |
| BID | Bid | PRICE | 9 | Best bid price |
| BIDDEPTH | Best bid depth | INTEGER | 16 | Total unmatched volume of all active buy orders at the current best bid price (expressed in number of lots) |
| BIDDEPTHT | Total bid depth | INTEGER | 16 | Total unmatched volume of all active buy orders, expressed in lots |
| NUMBIDS | Buy orders | INTEGER | 6 | Number of buy orders in the queue of the Trading System |
| OFFER | Offer | PRICE | 9 | Best offer price |
| OFFERDEPTH | Best offer depth | INTEGER | 16 | Volume of all sell orders at the best price, expressed in lots |
| OFFERDEPTHT | Total offer depth | INTEGER | 16 | Total unmatched volume of all active sell orders (expressed in lots) |
| NUMOFFERS | Sell orders | INTEGER | 6 | Number of sell orders in the queue of the Trading System |
| OPEN | First | PRICE | 9 | First trade price |
| HIGH | Maximum | PRICE | 9 | Maximum trade price |
| LOW | Minimum | PRICE | 9 | Minimum trade price |
| LAST | Last | PRICE | 9 | Last trade price |
| LASTNEG | PRICE | 9 | ||
| CHANGE | Last to Closing change | PRICE | 9 | Difference between the Last Price and the Previous day Closing Price |
| QTY | Lots in the last | INTEGER | 16 | Volume of the last trade, expressed in lots |
| TIME | Time of the last | TIME | 6 | Time when the last trade was concluded |
| VOLTODAY | Today volume | INTEGER | 16 | Volume of concluded trades, expressed in the currency of the security |
| VALTODAY | Today value | INTEGER | 16 | Value of concluded trades, expressed in the currency of settlement |
| VALUE | Value of the last | FIXED | 16.2 | Value of the last trade in the current trading session, expressed in the currency of settlement |
| WAPRICE | WA | PRICE | 9 | Weighted-average price |
| HIGHBID | Best bid | PRICE | 9 | Best bid price during the trading session |
| LOWOFFER | Best offer | PRICE | 9 | Best offer price during this trading session |
| NUMTRADES | Trades today | INTEGER | 9 | Number of trades today |
| PRICEMINUSPREVWAPRICE | Last price to previous WA price | PRICE | 10 | Difference between the last price and the weighted average price of the previous trading session |
| CLOSEPRICE | Special period WAP | PRICE | 9 | Weighted average price calculated for the defined special period of trading session established by regulatory documents for a particular instrument |
| LASTBID | Session best bid | PRICE | 9 | Best buy-order at the time of the normal trading session end |
| LASTOFFER | Session best offer | PRICE | 9 | Best sell-order at the time of the normal trading session end |
| LASTSETTLECODE | Settlement code of the last | CHAR | 12 | Settlement code of the last trade |
| BASEPRICE | Base price | PRICE | 9 | Base price could be specified for SWAP negotiated deals |
| MARKETPRICE | FX fixing Prev | PRICE | 9 | FX fixing ME (of the previous trading session) |
| MARKETPRICETODAY | FX fixing Curr | PRICE | 9 | FX fixing by orderbook liquidity and deals evaluation method for one second interval |
| SETTLECODE | Settlement code | CHAR | 12 | Default settlement code for this security |
| MARKETPRICE2 | FX fixing ME | PRICE | 9 | Average value of FX fixing Curr calculated from 12:25:01 till 12:30:00 |
| ADMITTEDQUOTE | FX fixing price | PRICE | 9 | Average value of FX fixing ME and FX fixing EBS |
| DPVALINDICATORBUY | Bid flag (WAP) | TDPValIndicator | 1 | Flag that shows the availability of buy orders on the WAP boards |
| DPVALINDICATORSELL | Sell flag (WAP) | TDPValIndicator | 1 | Flag that shows the availability of sell orders on the WAP boards |
| SETTLEDATE1 | Settlement date 1 | DATE | 8 | Settlement date for a trade or the first part of a REPO/swap trade |
| SETTLEDATE2 | Settlement date 2 | DATE | 8 | Settlement date for the second part of a REPO/swap trade |
| Input field | Description | Type | Size | Remarks |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| Output field | Description | Type | Size | Remarks |
| SECBOARD | Board | CHAR | 4 | Board ID for the security |
| SECCODE* | Security | CHAR | 12 | Security ID |
| SETTLECODE | Settlement code | CHAR | 12 | Settlement code |
| SETTLEDATE | Settlement date | DATE | 8 | Trade settlement 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. |
| FIXINGDATE | Fixing date | DATE | 8 | Fixing date |
| TRANSFERSONLY | Transfers only | TYesNo | 1 | Transfers only allowed |
| 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 | Trade settlement date |
| FIXINGDATE | Fixing date | DATE | 8 | Fixing date |
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 |
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 |
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 |
No input fields
| Output field | Description | Type | Size | Remarks |
| TYPE | Group type | CHAR | 1 | Group of event type |
| NAME | Russian name | CHAR | 32 | Name of event group in Russian |
| LATNAME | English name | CHAR | 32 | Name of event group in English |
| Output field | Description | Type | Size | Remarks |
| TYPE | Event type | CHAR | 2 | |
| DESCRIPTION | Russian description | CHAR | 50 | Description in Russian |
| GROUPTYPE | Group | CHAR | 1 | Type of event group |
| LAT_DESCRIPTION | English description | CHAR | 50 | Description in English |
| Input field | Description | Type | Size | Remarks |
| LANGUAGEID | Language code | TLanguage | 1 | Language code. Available codes: R - Russian, E - English |
| Input field | Description | Type | Size | Remarks |
| CURRENTPW | Current password | CHAR | 10 | |
| NEWPW | New password | CHAR | 10 |
Key fields are marked in bold.
Fields that contain security code are marked with asterisk (*).
Repeated field groups are marked with plus sign (+).