Copyright © 2015 Moscow Exchange
Revision History | |
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17.07.2015 |
Table of Contents
The purpose of this document is to provide users with information which can be necessary in designing and developing software for accessing the securities market and FX market using the Plaza-2 SPECTRA gateway.
The document overviews some peculiarities of the gateway in accessing the securities and FX markets. Also, the document contains details of the translated data (including replication streams and tables), and list of controlling commands.
Please note that information on the main operational principles of the gateway, general overview of SPECTRA, as well as the software configuration, installation and configuration details are described on p2gate_en.pdf. The rules for working with CGate API can be found on cgate_en.pdf.
The document is targeted at business analysts, system architects and developers, who take part in programming and developing software for accessing the Moscow Exchange markets.
Please note that this way of accessing is mostly designed for users who are already familiar with the Plaza-2 SPECTRA gateway. For all the less experienced users, it is strictly recommended to contact our technical support team in order to obtain the latest and up-to-date information about the markets accessing protocols specifications and peculiarities.
It is not allowed to open more than one listener of the stream MCXCC_USERDATA_REPL at once. Opening another listener at the same time will force the previously opened listener to close.
It is not allowed to specify the opening mode 'snapshot' for this stream. All other opening modes will lead to the same result: once the stream has opened, you will obtain the current data along with the further changes in tables. Note that the parameters 'lifenum', 'rev.TABLE_NAME' and 'replstate' are not used.
Tables:
Table 1. Fields of table ORDERBOOK
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
BUYSELL | c1 | Buy/Sell |
PRICE | d16.6 | Price |
QUANTITY | i8 | Lots |
YIELD | d9.2 | Yield |
ACTIVATIONTIME | t | Order activation time |
REPOVALUE | d16.2 | Repo value |
Tables:
Table 2. Fields of table COMMON
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument code |
BID | d16.6 | Bid |
BIDDEPTH | i8 | Bid depth |
BIDDEPTHT | i8 | Total bid |
NUMBIDS | i4 | Number of bids |
OFFER | d16.6 | Offer |
OFFERDEPTH | i8 | Offer depth |
OFFERDEPTHT | i8 | Total offer |
NUMOFFERS | i4 | Number of offers |
HIGH | d16.6 | Maximum |
LOW | d16.6 | Minimum |
LAST | d16.6 | Last |
CHANGE | d16.6 | Price change to the last price of the previous day |
QTY | i8 | Lots in the last trade |
TIME | t | Time of the last trade |
VOLTODAY | i8 | Amount, today |
VALTODAY | i8 | Volume, today |
VALUE | d16.2 | Amount of the last trade |
WAPRICE | d16.6 | Pricing |
HIGHBID | d16.6 | Best bid |
LOWOFFER | d16.6 | Best offer |
NUMTRADES | i4 | Number of trades, today |
YIELDATWAPRICE | d9.2 | Yield at pricing |
PRICEMINUSPREVWAPRICE | d16.6 | Price change to the previous day pricing |
CLOSEPRICE | d16.6 | Post-trading price |
CLOSEYIELD | d9.2 | Yield at post-trading period price |
LASTBID | d16.6 | Last bid of the session |
LASTOFFER | d16.6 | Last offer of the session |
LASTSETTLECODE | c12 | Settlement code of the last trade |
MARKETPRICE | d16.6 | Market price of the previous day |
MARKETPRICETODAY | d16.6 | Market price |
DURATION | d7.2 | Duration |
SETTLECODE | c12 | Settlement code |
LOPENPRICE | d16.6 | Opening price |
LCURRENTPRICE | d16.6 | Current price |
LCLOSEPRICE | d16.6 | Closing price |
MARKETPRICE2 | d16.6 | Market price 2 |
ADMITTEDQUOTE | d16.6 | Admitted quote |
OPENPERIODPRICE | d16.6 | Pre-trading price |
OPEN | d16.6 | Open |
CLOSING_AUCTION_PRICE | d16.6 | CA price |
CLOSING_AUCTION_VOLUME | i8 | CA volume |
DPVALINDICATORBUY | c1 | Bid flag (dark pools) |
DPVALINDICATORSELL | c1 | Sell flag (dark pools) |
SETTLEDATE | t | Settlement date |
Tables:
Table 6. Fields of table SECURITIES
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument code |
SECNAME | c30 | Name |
REMARKS | c8 | Notes |
SHORTNAME | c10 | Instrument |
STATUS | c1 | Status |
TRADINGSTATUS | c1 | Trading status |
MARKETCODE | c4 | Market |
INSTRID | c4 | Instruments group |
LOTSIZE | i4 | Lot size |
MINSTEP | d16.6 | Minimum price step |
FACEVALUE | d16.6 | Face value |
FACEUNIT | c4 | Face value currency |
PREVDATE | t | Last trading date |
PREVPRICE | d16.6 | Last price of the previous day |
DECIMALS | i1 | Decimals |
YIELD | d9.2 | Last trade yield |
ACCRUEDINT | d16.6 | Accrued coupon interest |
PRIMARYDIST | c1 | Listing |
MATDATE | t | maturity date |
COUPONVALUE | d13.2 | Coupon value |
COUPONPERIOD | i4 | Coupon period |
NEXTCOUPON | t | Coupon expiration date |
ISSUESIZE | i8 | Issue size |
PREVWAPRICE | d16.6 | Previous day pricing |
YIELDATPREVWAPRICE | d9.2 | Yield at the last day pricing |
REPO2PRICE | d16.6 | Repo far leg price |
CURRENCYID | c4 | Underlying currency |
BUYBACKPRICE | d16.6 | Base price to calculate yield |
BUYBACKDATE | t | Date to calculate yield for |
AGENTID | c12 | Listing agent |
QUOTEBASIS | c1 | Price type |
ISIN | c12 | ISIN |
LATNAME | c30 | Latin name |
REGNUMBER | c20 | Registration number |
PREVLEGALCLOSEPRICE | d16.6 | Closing price of the previous day |
PREVADMITTEDQUOTE | d16.6 | Admitted quote of the previous day |
SECTYPE | c1 | Security type |
ACTIVATIONDATE | t | Activation date |
PREVLOTSIZE | i4 | Previous lot size |
LOTSIZECHANGEDATE | t | Date of the lot size last change |
ORIGINTRADINGSTATUS | c1 | Session status |
ISSUESIZEPLACED | i8 | Placed volume |
FULLCOVEREDFLAG | c1 | Uncovered trading, prohibited |
LISTLEVEL | i1 | Listing level |
COMMENTS | c128 | Comments |
DIVIDENDVALUE | d16.2 | Dividend value, rub |
DIVIDENDDATE | t | Dividend date |
Table 10. Fields of table TESYSTIME
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
TIME | t | Current time |
DATE | t | Date |
MICROSECONDS | i4 | Trade registration time, in microseconds |
TOMORROWDATE | t | Next trading date |
LASTTRTIME | t | Last transaction |
LASTTRMSEC | i4 | Microseconds of last transaction |
Table 12. Fields of table SEC_SETTLECODE
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
SETTLECODE | c12 | Settlement code |
ACCRUEDINT | d16.6 | Accrued coupon interest |
ACCRUEDINT2 | d16.6 | Accrued coupon interest of the repo far leg |
PRICE2 | d16.6 | Repo far leg price |
REPORATE | d16.6 | Repo rate, % |
SETTLEDATE | t | Settlement date |
SETTLEDATE2 | t | Repo settlement date |
REPOTERM | i4 | Repo term |
Table 13. Fields of table AUCTSTATS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
PERIOD | c1 | Period |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
PLANNEDTIME | t | Planned Auction Time |
STARTTIME | t | Auction start time |
ENDTIME | t | Auction end time |
AUCTPRICE | d16.6 | Auction price |
VALUE | d16.2 | Volume |
VOLUME | i8 | Trade volume |
NUMTRADES | i4 | Trades |
IMBALANCE | i8 | Imbalance |
MARKETVOLB | i8 | Market Buy |
MARKETVOLS | i8 | Market Sell |
Table 14. Fields of table DPAUCTIONS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
PLANNEDTIME | t | Planned Auction Time |
STARTTIME | t | Auction start time |
ENDTIME | t | Auction end time |
LCURRENTPRICE | d16.6 | Official current price |
PRICEBOUNDUP | d16.6 | Maximum allowed price |
PRICEBOUNDDOWN | d16.6 | Minimum allowed price |
AUCTPRICE | d16.6 | Auction price |
VALUE | d16.2 | Volume |
VOLUME | i8 | Trade volume |
NUMTRADES | i4 | Trades |
Table 15. Fields of table INDEXES
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
INDEXBOARD | c4 | Board |
INDEXCODE | c12 | Index code |
NAME | c30 | Name |
SHORTNAME | c10 | Index |
CURRENTVALUE | d16.6 | Current |
LASTVALUE | d16.6 | Closing |
DECIMALS | i1 | Decimals |
LATNAME | c30 | Latin name |
TIME | t | Calculation time |
OPENVALUE | d16.6 | Opening |
VALTODAY | i8 | Trading volume |
MIN | d16.6 | Minimum |
MAX | d16.6 | Maximum |
Tables:
Table 18. Fields of table ALL_TRADES
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
TRADENO | i8 | Trade # |
TRADETIME | t | Time |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
PRICE | d16.6 | Price |
QUANTITY | i8 | Lots |
VALUE | d16.2 | Volume |
ACCRUEDINT | d16.2 | Accrued interest |
YIELD | d9.2 | Yield |
PERIOD | c1 | Period |
SETTLECODE | c12 | Settlement code |
BUYSELL | c1 | Buy/Sell |
REPORATE | d16.6 | Repo rate, % |
REPOVALUE | d16.2 | Repo value |
REPO2VALUE | d16.2 | Repo far leg value |
REPOTERM | i4 | Repo term |
MICROSECONDS | i4 | Microseconds |
SETTLEDATE | t | Settlement date |
Tables:
Table 20. Fields of table COMMON
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument code |
BID | d16.6 | Bid |
BIDDEPTH | i8 | Bid depth |
BIDDEPTHT | i8 | Total bid |
NUMBIDS | i4 | Number of bids |
OFFER | d16.6 | Offer |
OFFERDEPTH | i8 | Offer depth |
OFFERDEPTHT | i8 | Total offer |
NUMOFFERS | i4 | Number of offers |
OPEN | d16.6 | Open |
HIGH | d16.6 | Maximum |
LOW | d16.6 | Minimum |
LAST | d16.6 | Last |
LASTNEG | d16.6 | Last negotiated trade |
CHANGE | d16.6 | Price change to the last price of the previous day |
QTY | i8 | Lots in the last trade |
TIME | t | Time of the last trade |
VOLTODAY | i8 | Amount, today |
VALTODAY | i8 | Volume, today |
VALUE | d16.2 | Amount of the last trade |
WAPRICE | d16.6 | Pricing |
HIGHBID | d16.6 | Best bid |
LOWOFFER | d16.6 | Best offer |
NUMTRADES | i4 | Number of trades, today |
PRICEMINUSPREVWAPRICE | d16.6 | Price change to the previous day pricing |
CLOSEPRICE | d16.6 | Post-trading price |
LASTBID | d16.6 | Last bid of the session |
LASTOFFER | d16.6 | Last offer of the session |
LASTSETTLECODE | c12 | Settlement code of the last trade |
BASEPRICE | d16.6 | Base SWAP price |
MARKETPRICE | d16.6 | Market price of the previous day |
MARKETPRICETODAY | d16.6 | Market price |
SETTLECODE | c12 | Settlement code |
MARKETPRICE2 | d16.6 | Moscow Exchange fixing |
ADMITTEDQUOTE | d16.6 | International fixing |
SETTLEDATE | t | Settlement date |
Tables:
Table 24. Fields of table SECURITIES
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument code |
SECNAME | c30 | Name |
REMARKS | c8 | Notes |
SHORTNAME | c10 | Instrument |
STATUS | c1 | Status |
TRADINGSTATUS | c1 | Trading status |
MARKETCODE | c4 | Market |
INSTRID | c4 | Instruments group |
SECTORID | c4 | Sector code |
LOTSIZE | i4 | Lot size |
MINSTEP | d16.6 | Minimum price step |
FACEVALUE | d16.6 | Face value |
FACEUNIT | c4 | Face value currency |
PREVDATE | t | Last trading date |
PREVPRICE | d16.6 | Last price of the previous day |
DECIMALS | i1 | Decimals |
PREVWAPRICE | d16.6 | Previous day pricing |
CURRENCYID | c4 | Underlying currency |
LATNAME | c30 | Latin name |
Table 25. Fields of table INDEXES
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
INDEXBOARD | c4 | Board |
INDEXCODE | c12 | Index code |
NAME | c30 | Name |
SHORTNAME | c10 | Index |
CURRENTVALUE | d16.6 | Current |
LASTVALUE | d16.6 | Closing |
DECIMALS | i1 | Decimals |
LATNAME | c30 | Latin name |
TIME | t | Calculation time |
OPENVALUE | d16.6 | Opening |
VALTODAY | i8 | Trading volume |
MIN | d16.6 | Minimum |
MAX | d16.6 | Maximum |
Tables:
Table 32. Fields of table ALL_TRADES
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
TRADENO | i8 | Trade # |
TRADETIME | t | Time |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
PRICE | d16.6 | Price |
QUANTITY | i8 | Lots |
VALUE | d16.2 | Volume |
PERIOD | c1 | Period |
SETTLECODE | c12 | Settlement code |
BUYSELL | c1 | Buy/Sell |
MICROSECONDS | i4 | Microseconds |
SETTLEDATE | t | Settlement date |
Tables:
Table 33. Fields of table ASSETS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
ASSET | c12 | Asset code |
RC | f | Central rate |
RCRUB | f | Central rate, roubles |
DECIMALS | i1 | Decimals |
COLLATERAL | c1 | Flag of collateral |
CBRATE | f | Central Bank rate, % |
Table 35. Fields of table BANKACC
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
BANKACCID | c12 | Settlement code |
FIRMID | c12 | Firm |
DESCRIPTION | c30 | Details |
DEFAULTER | c1 | Extra session |
EARLYSETTLE | c1 | Early settlement |
TRADINGCLOSED | c1 | Trading session closed |
STATUS | c1 | Status |
FULLCOVEREDBUY | c1 | Uncovered trading, prohibited by the Management Company |
CLIENTCODE | c12 | Client code |
CLEARINGFIRMID | c12 | Clearing Firm |
CLEARINGBANKACCID | c12 | Clearing settlement code |
Table 36. Fields of table BANKUSE
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
BANKACCID | c12 | Settlement code |
FIRMID | c12 | Firm |
BANKID | c12 | Settlement authority |
REALACCOUNT | c120 | Account in the settlement authoruty |
DESCRIPTION | c30 | Details |
CURRCODE | c4 | Settlement currency |
NCCREALACCOUNT | c20 | Collateral account number |
Table 38. Fields of table EXT_MMSTATS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
FIRMID | c12 | Firm |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
MMID | c12 | Record ID |
PARENTMMID | c12 | Parent record ID |
SCHEMANAME | c20 | Scheme |
AGREEMENT | c12 | Agreement# |
AGREEMENTDATE | t | Agreement date |
MINSPREADVOLUMEBUY | i8 | Minimum volume to buy |
MINSPREADVOLUMESELL | i8 | Minimum volume to sell |
MAXTRADESVOLUME | i8 | Maximum trade volume |
MAXTRADESVALUE | d16.2 | Maximum trade volume, roubles |
MAXSPREADPERC | f | Maximum spread, % |
MAXSPREADPERC1 | f | Maximum spread, buy orders, % |
MAXSPREADPERC2 | f | Maximum spread, sell orders, % |
MAXSPREADPRICE | d16.6 | Maximum spread |
MINKEEPPERCENT | d9.2 | Exercise, minimum % |
CURRENTSPREADPERC | f | Spread, % |
CURRENTSPREADPRICE | d16.6 | Spread |
CURRENTMINBUYPRICE | d16.6 | Minimum buy price |
CURRENTMAXSELLPRICE | d16.6 | Maximum sell price |
CURRENTALLOWEDBUYPRICE | d16.6 | Minimum buy price allowed |
CURRENTALLOWEDSELLPRICE | d16.6 | Maximum sell price allowed |
TOTALBUYVOLUME | i8 | Buy |
TOTALSELLVOLUME | i8 | Sell |
TOTALBREACHTIME | t | Trading halt |
TOTALKEEPTIME | t | Market making time, total |
FACTTRADESVOLUME | i8 | Volume |
FACTTRADESVALUE | d16.2 | Volume, roubles |
FACTKEEPPERCENT | d9.2 | Exercise, % |
LEFTKEEPTIME | t | Time left to exercise |
UPDATETIME | t | Update time |
PROCESSED | c1 | Obligations processed |
KEEPSPREADVARIANT | c4 | Spread type |
Table 41. Fields of table NEGDEALS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
DEALNO | i8 | Order # |
DEALTIME | t | Time |
STATUS | c1 | Status |
BUYSELL | c1 | Buy/Sell |
BROKERREF | c20 | Notes |
USERID | c12 | Client |
FIRMID | c12 | Firm |
CPFIRMID | c12 | Counterparty |
ACCOUNT | c12 | Trading account |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
PRICE | d16.6 | Price |
QUANTITY | i8 | Lots |
SETTLEDATE | t | Settlement date |
MATCHREF | c10 | Reference |
SETTLECODE | c12 | Settlement code |
VALUE | d16.2 | Volume |
EXTREF | c12 | External client code |
REPORATE | d16.6 | Rate, % |
PERIOD | c1 | Period |
CLIENTCODE | c12 | Client code |
UPDATETIME | t | Update time |
BANKACCID | c12 | Settlement code |
BASEPRICE | d16.6 | Base price |
CURRENCYID | c4 | Settlement currency |
BANKID | c12 | Settlement authority |
Table 42. Fields of table ORDERS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
ORDERNO | i8 | Order # |
ORDERTIME | t | Order time |
STATUS | c1 | Status |
MKTLIMIT | c1 | Type |
BUYSELL | c1 | Buy/Sell |
SPLITFLAG | c1 | Type by price |
IMMCANCEL | c1 | Type by balance |
BROKERREF | c20 | Notes |
USERID | c12 | Client |
FIRMID | c12 | Firm |
ACCOUNT | c12 | Trading account |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
PRICE | d16.6 | Price |
QUANTITY | i8 | Lots |
HIDDEN | i8 | Hidden lots |
BALANCE | i8 | Lots balance |
VALUE | d16.2 | Volume |
SETTLEDATE | t | Settlement date |
LINKEDORDER | i8 | Replaced order # |
ENTRYTYPE | c1 | Order price entry type |
PERIOD | c1 | Period |
EXTREF | c12 | External client code |
CLIENTCODE | c12 | Client code |
UPDATETIME | t | Update time |
UPDATE_MICROSECONDS | i4 | Update time, microseconds |
MICROSECONDS | i4 | Microseconds |
BANKACCID | c12 | Settlement code |
CURRENCYID | c4 | Settlement currency |
BANKID | c12 | Settlement authority |
INTORDERNO | i8 | Order |
Table 43. Fields of table POSITIONS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
FIRMID | c12 | Firm |
CURRCODE | c4 | Settlement currency |
TAG | c4 | Position |
BANKACCID | c12 | Settlement code |
DESCRIPTION | c30 | Details |
OPENBAL | d17.2 | Opening |
CURRENTPOS | d17.2 | Current |
PLANNEDPOS | d17.2 | Planned |
LIMIT1 | d17.2 | External limits |
LIMIT2 | d17.2 | Internal limits |
ORDERBUY | d17.2 | Buy orders |
ORDERSELL | d17.2 | Sell orders |
NETTO | d17.2 | Netto |
MARGINCALL | d17.2 | Margin Call |
DEBIT | d17.2 | Debiting |
CREDIT | d17.2 | Depositing |
PLANNEDBAL | d17.2 | Control position |
POSNGROUP | c1 | Positions group |
Table 45. Fields of table RM_HOLD
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
FIRMID | c12 | Firm |
ACCOUNT | c12 | Trading account |
BANKACCID | c12 | Settlement code |
ASSET | c12 | Asset |
DATE | t | Settlement date |
DEBIT | d16.2 | Obligations |
CREDIT | d16.2 | Demands |
VALUEBUY | d16.2 | Buy orders |
VALUESELL | d16.2 | Sell orders |
MARGINCALL | d16.2 | Margin Call |
PLANNEDCOVERED | d16.2 | Planned T+ |
Table 46. Fields of table RM_INDICATIVE
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
ASSET | c12 | Asset |
DATE | t | Settlement date |
NUM | i1 | Limit |
LIMITBEGIN | d16.2 | Limit start |
LIMITEND | d16.2 | Limit end |
LRATE_RUB | f | Lower rate limit |
CRATE_RUB | f | Central rate |
HRATE_RUB | f | Upper rate limit |
LIMITBEGIN_RUB | d16.2 | Limit start, roubles |
LIMITEND_RUB | d16.2 | Limit end, roubles |
CHANGETIME | t | Risk rates update time |
Table 47. Fields of table RM_PRICERANGE
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
ASSET | c12 | Asset |
NUM | i1 | Limit |
LIMITBEGIN | d16.2 | Limit start |
LIMITEND | d16.2 | Limit end |
RTL_RUB | f | Lower rate limit |
RTH_RUB | f | Upper rate limit |
LIMITBEGIN_RUB | d16.2 | Limit start, roubles |
LIMITEND_RUB | d16.2 | Limit end, roubles |
RCRUB | f | Central rate |
CHANGETIME | t | Risk rates update time |
Table 48. Fields of table RM_PRICERANGE_FIRM
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
FIRMID | c12 | Firm |
ACCOUNT | c12 | Trading account |
BANKACCID | c12 | Settlement code |
ASSET | c12 | Asset |
K_EXCH | d16.2 | Central rate coefficient, today |
K_EXCH_SET | d16.2 | Central rate coefficient, tomorrow |
K_USER | d16.2 | Management Company coefficient, today |
K_USER_SET | d16.2 | Management Company coefficient, tomorrow |
COLLATERAL | c1 | Flag of collateral |
Table 49. Fields of table TRADES
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
TRADENO | i8 | Trade # |
ORDERNO | i8 | Order # |
TRADETIME | t | Time |
BUYSELL | c1 | Buy/Sell |
BROKERREF | c20 | Notes |
USERID | c12 | Client |
FIRMID | c12 | Firm |
CPFIRMID | c12 | Counterparty |
ACCOUNT | c12 | Trading account |
SECBOARD | c4 | Board |
SECCODE | c12 | Instrument |
PRICE | d16.6 | Price |
QUANTITY | i8 | Lots |
VALUE | d16.2 | Volume |
SETTLEDATE | t | Settlement date |
PERIOD | c1 | Period |
SETTLECODE | c12 | Settlement code |
TRADETYPE | c1 | Type |
EXTREF | c12 | External client code |
COMMISSION | d16.2 | Total commission |
REPORATE | d16.6 | Rate, % |
CLEARINGCENTERCOMM | d16.2 | Clearing Center commission |
EXCHANGECOMM | d16.2 | Exchange trading commission |
TRADINGSYSTEMCOMM | d16.2 | Trading access commission |
CLIENTCODE | c12 | Client code |
MICROSECONDS | i4 | Microseconds |
BANKACCID | c12 | Settlement code |
BASEPRICE | d16.6 | Base price |
PARENTTRADENO | i8 | SWAP trade visible part |
HIDDENQTYORDER | c1 | Iceberg order trade |
CURRENCYID | c4 | Settlement currency |
BANKID | c12 | Settlement authority |
TRADEDATE | t | Trading date |
CLEARINGFIRMID | c12 | Clearing Firm |
CLEARINGBANKACCID | c12 | Clearing settlement code |
Table 50. Fields of table TRDACC
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
TRDACCID | c12 | Trading account |
TYPE | c1 | Deposit account type |
FIRMID | c12 | Firm |
DESCRIPTION | c30 | Details |
BANKACCID | c12 | Settlement code |
STATUS | c1 | Status |
TRDACCTYPE | c1 | Trading account type |
Table 52. Fields of table USERS
Field | Type | Description |
---|---|---|
replID | i8 | Service field of the replication subsystem |
replRev | i8 | Service field of the replication subsystem |
replAct | i8 | Service field of the replication subsystem |
USERID | c12 | Client code |
USERNAME | c30 | Client |
FIRMID | c12 | Firm |
STATUS | c1 | Status |
TRADING | c1 | Trading operations |
USERGROUP | c12 | Group |
CODMODESUBSCR | c1 | COD-subscription |
CODMODE | c1 | COD-mode |
IPGATEWAY | c20 | Gateway |
IPCLIENT | c20 | Workstation |
LOGGEDON | c1 | Active |
Message type: 1
Message type: 5
Table 56. Input parameters
Name | Type | Default value | Description |
---|---|---|---|
ACCOUNT | c12 | Trading account | |
BUYSELL | c1 | Buy/Sell | |
SECBOARD | c4 | Board | |
SECCODE | c12 | Instrument | |
CPFIRMID | c12 | Counterparty | |
PRICE | c10 | Cross-rate | |
QUANTITY | i8 | Lots | |
BROKERREF | c20 | Notes | |
MATCHREF | c10 | Reference | |
SETTLECODE | c12 | Settlement code | |
EXTREF | c12 | External client code | |
CLIENTCODE | c12 | Client code | |
BASEPRICE | c10 | Base rate |
Message type: 14
Message type: 17