CAPITAL MARKET SEGMENT Circular No. 024 / Sub: Modifications in the format of Reports

Transcription

1 CAPITAL MARKET SEGMENT Circular No. 024 / 2011 Sub: Modifications in the format of Reports Date: May 11, 2011 Download No.: Amit Kursija Hasnain Khatri Anusha Nadar Snehal Bhide Suchita Kakar Neha Choudhary Technical queries [email protected] No of Pages: 16 The exchange provides various types of order & trade reports to its members via different modes. The Exchange is modifying the reports as under: Sr. No Type of report Field Additional Field description 1 Order.txt available through NEAT / NEATPlus screen (online Book Type 11 additional market 1 12 additional market 2 backup) Market Type 5 - additional market additional market 2 2 Trade.txt available through NEAT / NEATPlus screen (online Book Type 11 - additional market additional market 2 backup) Market Type 5 - additional market 1 3 ddmmyyyy_tmcode_x_p.txt.gz Pre-post close trade report available on Extranet (trader report) 4 ddmmyyyy_tmcode.txt.gz file available on Extranet (trader report) 5 CM_ORD_LOG_<DDMMYYYY> _<TM_ID>.CSV.gz available on Extranet (Order log) 6 Transaction Backup available through admin terminal on Connect to NSE 6 - additional market 2 Book_type 11 additional market 1 12 additional market 2 Mkttype 5 - additional market additional market 2 CTCL ID Additional field for CTCL details Book_type 11 additional market 1 12 additional market 2 Mkttype 5 - additional market additional market 2 CTCL ID Additional field for CTCL details Book_type 11 additional market 1 12 additional market 2 Mkttype CALLAU1 & CALL AU2 CTCL ID Additional field for CTCL details Book_type 11 additional market 1 12 additional market 2 Mkttype 5 - additional market additional market 2

2 Sr.No Type of report Field Remarks 1 Security.txt & nnf_security.dat file available on extranet Security Status Additional field for additional market 1 Eligibility Additional field for additional market 1 Security Status Additional field for additional market 2 Eligibility Additional field for additional market 2 MMSpread Additional field MMMinQty Additional field SSEC Additional field The modified formats of aforesaid reports with the changes marked in red are attached as Annexure as given under: Sr.No. Type of report 1 Order.txt available through NEAT / NEATPlus screen Annexure 1 (online backup) 2 Trade.txt available through NEAT / NEATPlus screen Annexure 2 (online backup) 3 Trader report available on extranet server Annexure 3 4 CM_ORD_LOG_<DDMMYYYY>_<TM_ID>.CSV.gz Annexure 4 available on Extranet (Order log) 5 Transaction Backup available through admin terminal Annexure 5 on Connect to NSE 6 Security.txt & nnf_security.dat file available on extranet Annexure 6 The date from which the aforesaid changes in reports made applicable to the members shall be intimated separately. For National Stock Exchange of India Ltd Sunil Gawde Chief Manager

3 ANNEXURE 1 File format for Order.txt file available through NEAT / NEATPlus screen (online backup) Fields Field Type Field Description Order No Num(16) Order Number Order Status Num(2) 1 - Original Order 2 - Modified Order 3 - Partially Traded Order 4 - Fully Traded Order 5 - Cancelled Order 6 - Rejected Order 7 - Order Modification Rejected 8 - Order Cancellation Rejected 9- Preopen System Cancelled Symbol Char(10) Symbol Series Char(2) Series Security Name Char(25) Security Name Instrument Type Num(2) 0 - Equities 1 - Preference Shares 2 - Debentures 3 - Warrants 4 - Miscellaneous Book Type Num(2) 1 - Regular Lot 2 - Special Terms 3 - Stop Loss 4 - Negotiated 5 - Odd Lot 6 - RETDEBT 7 - Auction 8 Preopen 11 Additional market 1 12 Additional market 2 Market Type Num(2) 1 - Normal 2 - Odd Lot 3 - RETDEBT

4 User Id Num(5) User Id Branch Id Num(3) Branch Id 4 - Auction 5 - Additional market Additional market 2 Buy/Sell Indicator Num(1) 1 - Buy 2 - Sell DQ Num(9) Disclosed Quantity DQ Remaining Num(9) Disclosed Qty Remaining Qty Remaining Num(9) Quantity Remaining Order Qty Num(9) Original Order Qty MF Qty Num(9) MF Quantity AON Indicator Num(1) 0 - No AON Indicator 1 - AON Indicator Quantity Traded Num(9) Order Quantity Traded Price Num(6.2) Order Price TM Id Char(5) Trading Member Id Order Type Num(1) 0 - Limit Price 1 - ATO 2 - Market GTD Date/Time Good Till Days/Date Order Duration Num(1) 0 - Day 1 - IOC 2 - GTC 3 - GTD PRO/CLI Num(1) 1 - CLI 2 PRO Client A/C Char(10) Client Account No Participant Code Char(12) Participant Code Auction Part. Type Char(1) I Initiator C - Competitor S Solicitor Auction No Num (4) Auction Number Sett. Period Num(2) Order Settlement period

5 Date (DD MMM Order Modified Dt/Time YYYY) /Time (HH:MM:SS) Order Entry/Order Modification Time Credit Rating Char(17) Daily Price Range Remarks Char(25) Order Remarks Order Entry Dt/Time Date (DD MMM YYYY) /Time (HH:MM:SS) Order EntryDate/Time CP Id Char(6) Counter Party Id ANNEXURE 2 File format for Trade.txt file available through NEAT / NEATPlus screen (online backup) Fields Field Type Field Description Trade No Num(16) Trade Number Trade Status Num(2) 11 - Original Trade 12 - Modified Trade 13 - Cancelled Trade 14 - Rejected Trade 15 - Trade Modification Rejected 16 - Trade Cancellation Rejected Symbol Char(10) Symbol Series Char(2) Series Security Name Char(25) Security Name Instrument Type Num(2) 0 - Equities 1 - Preference Shares 2 - Debentures 3 - Warrants 4 - Miscellaneous Book Type Num(2) 1 - Regular Lot 2 - Special Terms 3 - Stop Loss 4 - Negotiated

6 5 - Odd Lot 6 - RETDEBT 7 - Auction 8 Preopen 11 - Additional market Additional market 2 Market Type Num(2) 1 - Normal 2 - Odd Lot 3 - RETDEBT 4 - Auction 5 - Additional market Additional market 2 User Id Num(5) User Id Branch Id Num(3) Branch Id Buy/Sell Indicator Char(1) 1 - Buy 2 - Sell Trade Qty Num(9) Trade Quantity Trade Price Num(9.2) Trade Price PRO/CLI Num(1) 1 - CLI 2 - PRO Client A/C Char(10) Client Account No Participant Code Char(12) Participant Code Auction Part. Type Char(1) Nil I - Initiator C - Competitor S - Solicitor Auction No Num(4) Auction Number Sett. Period Num(2) Order Settlement Period Trade Entry Dt/Time Trade Modified Dt/Time Date (DD MMM YYYY) /Time (HH:MM:SS) Date (DD MMM YYYY) /Time Trade Entry Date/Time Trade Modified Date/Time

7 (HH:MM:SS) Order Number Num(16) Order Number CP Id Char(5) Counter Party Id Order Entered/Mod Dt/Time Date (DD MMM YYYY) /Time (HH:MM:SS) The latest date time at which the order has been entered or modified ANNEXURE 3 Structure of trader report available on extranet server Field Name Field Description Data type Width Trd_no trade number Number 16 Trd_stat trade status values can be 10,11,12,13 Number 2 Symbol Security Symbol String 10 Series Security Series String 2 Sec_name Security Name String 25 Ins_type Instrument Type 0,1,2,3,4 Number 2 Book_type Book type 1,5,6,7,8,11,12 Number 2 Mkttype Market Type 1,2,3,4,5,6 Number 2 Userid User ID Number 5 Brncd Branch Code Number 3 Buysell Buy Or Sell 1,2 Number 1 Trdqty Trade Quantity Number 9 Trdpr Trade Price Number 12.2 Whcd Warehouse Code 1,2 Number 1 Trdacc Trader s Account Number String 10 Custodial Participant Code (if CP Id does not exist then member code) String 12 Cupcd Default N String 1 Aucno Auction Number Number 4 Default 7 Number 1 Trade Date Trade Date String 20 Lstupddt Last Update Date String 20

8 Ordno Order Number Number 16 Cpid Counter Party ID (NIL or Sell Member Code if Settlement Type=T) String 7 Order_time Order entry / order modified time String 20 CTCL ID CTCL details (0 for NEAT / NEATPlus user id) Number 15 ANNEXURE 4 File Structure of Order Log available on extranet server Sr. Field Name Data Type Width Field Description No. 1 Trading member ID string 5 Trading member ID 2 Branch ID Num 4 Branch ID 3 User ID Num 5 User ID string -NORMAL -ODDLOT -RETDEBT -AUCTION - CALLAU1 4 Market Type 7 - CALLAU2 Num 1 - Regular Lot 5 Book Type Special Terms 3 - Stop Loss 4 - Negotiated 5 - Odd Lot 6 - RETDEBT 7 Auction 8 Preopen order 11 - Additional market Additional market 2 character Y - Stop Loss order 6 On Stop Indicator 1 N - Normal order 7 Order Number Num 16 Order Number string B - Buy order 8 Buy Sell Indicator 1 S -Sell order 9 Symbol string 10 Symbol 10 Series string 2 Series 11 Volume Original Num 9 Original quantity 12 Volume Disclosed Num 9 Disclosed Quantity

9 Volume Disclosed Num 13 Remaining 9 Disclosed Qty Remaining Minimum Fill/ All or Num 14 None 9 MF Quantity character Y - If Market order 15 Market Indicator 1 N - If limit order Num Blank in case of market order 16 Limit Price 6.2 Price in case of Limit Order ATA in case of Auction Initiator 17 Trigger Price Num 6.2 Trigger Price string CLI - Client order 18 Pro/Cli Indicator 3 PRO - Proprietary order 19 Client Account number string 10 Client account number 20 Volume Remaining Num 9 Remaining Quantity 21 Special Term string 8 Special Term 22 Good Till Date string 8 Good Till Days/Date character Y - If day order 23 Day Indicator 1 N - If IOC order character 24 Participant Id 12 Participant ID - for participant order Trading Member ID - for non participant orders Order entry / User string 25 modification time 8 Format: HH:MM:SS string Order cancellation - OCXL 26 Activity type 10 Order modification - OMOD Batch order Cancellation - SYSCXL Price Freeze -PRFRZ Price Freeze Cancellation-PRFRCXL Stop loss trigger SLTRIG 27 CTCL ID Num 15 CTCL details (0 for NEAT / NEATPlus user id)

10 ANNEXURE 5 File format for Trade.txt file (Transaction backup available through Admin terminal on Connect2NSE facility) Fields Type Field Description Trade No Num(16) Trade Number Trade Status Num(2) 11 - Original Trade 12 - Modified Trade 13 - Cancelled Trade 14 - Rejected Trade 15 - Trade Modification Rejected 16 - Trade Cancellation Rejected Symbol Char(10) Symbol Series Char(2) Series Security Name Char(25) Security Name Instrument Type Num(2) 0 - Equities 1 - Preference Shares 2 - Debentures 3 - Warrants 4 - Miscellaneous Book Type Num(2) 1 - Regular Lot 2 - Special Terms 3 - Stop Loss 4 - Negotiated 5 - Odd Lot 6 - RETDEBT 7 Auction 8 Preopen 11 - Additional market Additional market 2 Market Type Num(2) 1 Normal 2 - Odd Lot 3 RETDEBT 4 - Auction 5 - Additional market Additional market 2 User Id Num(5) User Id Branch Id Num(3) Branch Id Buy/Sell Indicator Char(1) 1 - Buy 2 Sell

11 Trade Qty Num(9) Trade Quantity Trade Price Num(9.2) Trade Price PRO/CLI Num(1) 1 CLI 2 - PRO Client A/C Char(10) Client Account No. Participant Code Char(12) Participant Code Auction Part. Type Char(1) I - Initiator S - Solicitor Auction No Num(4) Auction Number Sett. Period Num(2) Order settlement period Trade Entry Dt/Time DD MMM YYYY Trade Entry Date/Time HH:MM:SS Trade Modified Dt/Time DD MMM YYYY Trade Modified Date/Time HH:MM:SS Order Number Num(16) Order Number Counter Party Id Char(7) Counter Party ID Order Entry DD MMM YYYY Order Entry Date/Time Date/Time HH:MM:SS CTCL Id Num(15) CTCL Id

12 ANNEXURE 6 File structure of security.txt & nnf_security.dat Field Name Token Symbol Series InstrumentType Descriptions Token number of the security. This is unique for a particular symbol-series combination. This field contains the symbol of a security. This field contains the series of a security This field contains the instrument type of the security. It can be one of the following: 0 Equities 1 Preference Shares 2 Debentures 3 Warrants 4 Miscellaneous IssuedCapital Issue size of the security. PermittedToTrade 0 - Listed 1 - Permitted to trade CreditRating Daily Price Range

13 SecurityStatus in NormalMkt Eligibility SecurityStatus in Oddlot Market Eligibility SecurityStatus in RETDBT market Eligibility 1 - Preopen [Only for Normal market] 2 - Open 3 - Suspended 4 - Preopen extended 5 - Stock Open With Market 6 Price Discovery (Only for securities eligible in pre-open) 0- Not Eligible in Normal Market 1- Eligible in Normal Market 1 - Preopen [Only for Normal market] 2 - Open 3 - Suspended 4 - Preopen extended 5 - Stock Open With Market 0- Not Eligible in Odd lot Market 1- Eligible in Odd lot Market 1 - Preopen [Only for Normal market] 2 - Open 3 - Suspended 4 - Preopen extended 5 - Stock Open With Market 0- Not Eligible in RETDEBT Market 1- Eligible in RETDEBT Market

14 SecurityStatus in Auction Market 1 - Preopen [Only for Normal market] 2 - Open 3 - Suspended 4 - Preopen extended 5 - Stock Open With Market Eligibility SecurityStatus in additional market 1 Eligibility SecurityStatus in additional market 2 Eligibility BoardLotQuantity TickSize Name 0- Not Eligible in Auction Market 1- Eligible in Auction Market 1 - Preopen 2 - Open 3 - Suspended 4 - Preopen extended 5 - Stock Open With Market 6 Price Discovery 0- Not Eligible 1- Eligible 1 - Preopen 2 - Open 3 - Suspended 4 - Preopen extended 5 - Stock Open With Market 6 Price Discovery 0- Not Eligible 1- Eligible Regular lot size. Tick size/ Min spread size. Security name.

15 IssueRate IssueStartDate IssueIPDate IssueMaturityDate FreezePercent ListingDate ExpulsionDate ReAdmissionDate ExDate RecordDate NoDeliveryStartDate NoDeliveryEndDate ParticipateInMktIndex AON Interest Rate. Date of issue of the security. Interest Payment Date Maturity Date. Freeze percent. Date of listing. Date of expulsion. Date of readmission. Ex Date Record Date No Delivery Start Date No Delivery End Date. 1 Security is present in Index. 0 Security is not present in Index. 1 - AON is allowed. 0 - AON is not allowed MF 1 - MF is allowed. 0 - MF is not allowed WarningPercent BookClosureStartDate BookClosureEndDate Dividend Rights Warning percent Book Closure Start Date. Book Closure End Date. 1 Dividend 0 No Dividend 1 Rights 0 - No Rights

16 Bonus Interest AGM EGM MMSpread MMMinQty SSEC Remark LocalLDBUpdateDateTime DeleteFlag FaceValue ISIN No. 1 Bonus 0 - No Bonus 1 Interest 0 - No Interest 1 AGM 0 - No AGM 1 EGM 0 No EGM 0 Existing market 0 Existing market 1 Existing market 5 Additional market 1 Remarks This is the local database update date-time. This indicates the status of the security, whether the security is deleted or not. N : Not Deleted Y : Deleted This field contains face value of the security This field contains unique ISIN number