CAPITAL MARKET SEGMENT Circular No. 024 / 2011 Sub: Modifications in the format of Reports
Date: May 11, 2011 Download No.: 17755 Amit Kursija Hasnain Khatri Anusha Nadar Snehal Bhide Suchita Kakar Neha Choudhary
022-26598153 022-26598156 022-26598157
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 1
2
3
Technical queries 022-26567500
Type of report
Field
Order.txt available through NEAT / NEATPlus screen (online backup)
Book Type
Trade.txt available through NEAT / NEATPlus screen (online backup)
Book Type
ddmmyyyy_TMcode_x_P.txt.gz Pre-post close trade report available on Extranet (trader report)
Book_type
Market Type
Market Type
Mkttype CTCL ID
022-26598155
4
ddmmyyyy_TMcode.txt.gz file available on Extranet (trader report)
Book_type Mkttype
[email protected]
CTCL ID No of Pages:
16
5
CM_ORD_LOG_ Book_type _.CSV.gz available on Extranet (Order log) Mkttype CTCL ID
6
Transaction Backup available Book_type through admin terminal on Connect to NSE Mkttype
Additional Field description 11 – additional market 1 12 – additional market 2 5 - additional market 1 6 - additional market 2 11 - additional market 1 12 - additional market 2 5 - additional market 1 6 - additional market 2 11 – additional market 1 12 – additional market 2 5 - additional market 1 6 - additional market 2 Additional field for CTCL details 11 – additional market 1 12 – additional market 2 5 - additional market 1 6 - additional market 2 Additional field for CTCL details 11 – additional market 1 12 – additional market 2 CALLAU1 & CALL AU2 Additional field for CTCL details 11 – additional market 1 12 – additional market 2 5 - additional market 1 6 - additional market 2
Sr.No 1
Type of report Security.txt & nnf_security.dat file available on extranet
Field Security Status
Eligibility
Security Status
Eligibility
MMSpread MMMinQty SSEC
Remarks Additional field for additional market 1 Additional field for additional market 1 Additional field for additional market 2 Additional field for additional market 2 Additional field Additional field 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 (online backup) 2 Trade.txt available through NEAT / NEATPlus screen (online backup) 3 Trader report available on extranet server 4 CM_ORD_LOG__.CSV.gz available on Extranet (Order log) 5 Transaction Backup available through admin terminal on Connect to NSE 6 Security.txt & nnf_security.dat file available on extranet
Annexure 1 Annexure 2 Annexure 3 Annexure 4 Annexure 5 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
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 Series Security Name
Char(10) Char(2) Char(25)
Symbol Series 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 - Auction 5 - Additional market 1 6 - Additional market 2 User Id Branch Id
Num(5) Num(3)
User Id Branch Id
Buy/Sell Indicator
Num(1)
DQ DQ Remaining
Num(9) Num(9)
1 - Buy 2 - Sell Disclosed Quantity Disclosed Qty Remaining
Qty Remaining Order Qty MF Qty
Num(9) Num(9) Num(9)
Quantity Remaining Original Order Qty MF Quantity
AON Indicator
Num(1)
Quantity Traded Price TM Id
Num(9) Num(6.2) Char(5)
0 - No AON Indicator 1 - AON Indicator Order Quantity Traded Order Price Trading Member Id
Order Type
Num(1)
GTD
Date/Time
Order Duration
Num(1)
0 - Day 1 - IOC 2 - GTC 3 - GTD
PRO/CLI
Num(1)
1 - CLI 2 – PRO
Client A/C Participant Code
Char(10) Char(12)
Client Account No Participant Code
Auction Part. Type
Char(1)
I – Initiator C - Competitor S – Solicitor
Auction No Sett. Period
Num (4) Num(2)
Auction Number Order Settlement period
0 - Limit Price 1 - ATO 2 - Market Good Till Days/Date
Order Modified Dt/Time Credit Rating
Date (DD MMM YYYY) /Time (HH:MM:SS) Char(17)
Order Entry/Order Modification Time Daily Price Range
Remarks
Char(25)
Order Remarks
Order Entry Dt/Time CP Id
Date (DD MMM YYYY) /Time (HH:MM:SS) Char(6)
Order EntryDate/Time Counter Party Id
ANNEXURE 2 File format for Trade.txt file available through NEAT / NEATPlus screen (online backup) Fields Trade No Trade Status
Field Type Num(16) Num(2)
Field Description Trade Number 11 - Original Trade 12 - Modified Trade 13 - Cancelled Trade 14 - Rejected Trade 15 - Trade Modification Rejected 16 - Trade Cancellation Rejected
Symbol Series Security Name
Char(10) Char(2) Char(25)
Symbol Series 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 - Auction 5 - Additional market 1 6 - Additional market 2
User Id Branch Id
Num(5) Num(3)
User Id Branch Id
Buy/Sell Indicator
Char(1)
1 - Buy 2 - Sell
Trade Qty Trade Price
Num(9) Num(9.2)
Trade Quantity Trade Price
PRO/CLI
Num(1)
1 - CLI 2 - PRO
Client A/C
Char(10)
Client Account No
Participant Code Auction Part. Type
Char(12) Char(1)
Auction No Sett. Period
Num(4) Num(2)
Participant Code Nil I - Initiator C - Competitor S - Solicitor Auction Number Order Settlement Period
Trade Entry Dt/Time
Date (DD MMM YYYY) /Time (HH:MM:SS) Date (DD MMM YYYY) /Time
Trade Modified Dt/Time
Trade Entry Date/Time
Trade Modified Date/Time
(HH:MM:SS) Order Number
Num(16)
Order Number
CP Id Order Entered/Mod Dt/Time
Char(5) Date (DD MMM YYYY) /Time (HH:MM:SS)
Counter Party Id 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 Trd_no Trd_stat Symbol Series Sec_name Ins_type Book_type Mkttype Userid Brncd Buysell Trdqty Trdpr Whcd Trdacc Cupcd Default Aucno Default Trade Date Lstupddt
Field Description
Data type
Width
trade number trade status values can be 10,11,12,13 Security Symbol Security Series Security Name Instrument Type 0,1,2,3,4 Book type 1,5,6,7,8,11,12 Market Type 1,2,3,4,5,6 User ID Branch Code Buy Or Sell 1,2 Trade Quantity Trade Price Warehouse Code 1,2 Trader’s Account Number Custodial Participant Code (if CP Id does not exist then member code) ‘N’ Auction Number 7 Trade Date Last Update Date
Number Number String String String Number Number Number Number Number Number Number Number Number String
16 2 10 2 25 2 2 2 5 3 1 9 12.2 1 10
String String Number Number String String
12 1 4 1 20 20
Ordno Cpid Order_time CTCL ID
Order Number Counter Party ID (NIL or Sell Member Code if Settlement Type=T) Order entry / order modified time CTCL details (0 for NEAT / NEATPlus user id)
Number
16
String String Number
7 20 15
ANNEXURE 4 File Structure of Order Log available on extranet server Sr. No. 1 2 3
4
Field Name Trading member ID Branch ID User ID
Data Type string Num Num string
Market Type Num
5 Book Type character 6 On Stop Indicator 7 Order Number 8 9 10 11 12
Buy Sell Indicator Symbol Series Volume Original Volume Disclosed
Num string string string Num Num
Width
Field Description
5 Trading member ID 4 Branch ID 5 User ID -NORMAL -ODDLOT -RETDEBT -AUCTION - CALLAU1 7 - CALLAU2 1 - Regular Lot 2 - Special Terms 3 - Stop Loss 4 - Negotiated 5 - Odd Lot 6 - RETDEBT 7 Auction 8 – Preopen order 11 - Additional market 1 2 12 - Additional market 2 Y - Stop Loss order 1 N - Normal order 16 Order Number 1 10 2 9 9
B - Buy order S -Sell order Symbol Series Original quantity Disclosed Quantity
Volume Disclosed 13 Remaining Minimum Fill/ All or 14 None
Num 9 Disclosed Qty Remaining Num 9 MF Quantity character
15 Market Indicator Num 16 Limit Price 17 Trigger Price 18 19 20 21 22
Pro/Cli Indicator Client Account number Volume Remaining Special Term Good Till Date
Num string string Num string string character
23 Day Indicator
Y - If Market order 1 N - If limit order Blank in case of market order Price in case of Limit Order 6.2 ATA in case of Auction Initiator 6.2 Trigger Price 3 10 9 8 8
CLI - Client order PRO - Proprietary order Client account number Remaining Quantity Special Term Good Till Days/Date
Y - If day order 1 N - If IOC order
character Participant ID - for participant order Trading Member ID - for non 12 participant orders
24 Participant Id Order entry / User 25 modification time
string
26 Activity type
8 Format: HH:MM:SS Order cancellation - OCXL Order modification - OMOD Batch order Cancellation - SYSCXL Price Freeze -PRFRZ Price Freeze Cancellation-PRFRCXL 10 Stop loss trigger –SLTRIG
27 CTCL ID
CTCL details (0 for NEAT / 15 NEATPlus user id)
string
Num
ANNEXURE 5 File format for Trade.txt file (Transaction backup available through Admin terminal on Connect2NSE facility) Fields
Type
Field Description
Trade No Trade Status
Num(16) Num(2)
Symbol Series Security Name Instrument Type
Char(10) Char(2) Char(25) Num(2)
Book Type
Num(2)
Trade Number 11 - Original Trade 12 - Modified Trade 13 - Cancelled Trade 14 - Rejected Trade 15 - Trade Modification Rejected 16 - Trade Cancellation Rejected Symbol Series Security Name 0 - Equities 1 - Preference Shares 2 - Debentures 3 - Warrants 4 - Miscellaneous 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 1 – Normal
Market
Type
User Id Branch Id Buy/Sell Indicator
Num(2)
Num(5) Num(3) Char(1)
2 - Odd Lot 3 – RETDEBT 4 - Auction 5 - Additional market 1 6 - Additional market 2 User Id Branch Id 1 - Buy 2 – Sell
Trade Qty Trade Price PRO/CLI Client A/C Participant Code Auction Part. Type Auction No Sett. Period Trade Entry Dt/Time Trade Modified Dt/Time Order Number Counter Party Id Order Entry Date/Time CTCL Id
Num(9) Num(9.2) Num(1)
Trade Quantity Trade Price 1 – CLI 2 - PRO Char(10) Client Account No. Char(12) Participant Code Char(1) I - Initiator S - Solicitor Num(4) Auction Number Num(2) Order settlement period DD MMM YYYY Trade Entry Date/Time HH:MM:SS DD MMM YYYY Trade Modified Date/Time HH:MM:SS Num(16) Order Number Char(7) Counter Party ID DD MMM YYYY Order Entry Date/Time HH:MM:SS Num(15) CTCL Id
ANNEXURE 6 File structure of security.txt & nnf_security.dat Field Name
Descriptions
Token
Token number of the security. This is unique for a particular symbol-series combination.
Symbol
This field contains the symbol of a security.
Series
This field contains the series of a security
InstrumentType
This field contains the instrument type of the security. It can be one of the following: ‘0’ – Equities
IssuedCapital PermittedToTrade
CreditRating
‘1’ – Preference Shares
‘2’ – Debentures
‘3’ – Warrants
‘4’ – Miscellaneous
Issue size of the security.
‘0’ - Listed ‘1’ - Permitted to trade
Daily Price Range
SecurityStatus in NormalMkt
Eligibility
01-
SecurityStatus in Oddlot Market
Eligibility
01-
SecurityStatus in RETDBT market
Eligibility
01-
‘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) Not Eligible in Normal Market Eligible in Normal Market ‘1’ - Preopen [Only for Normal market] ‘2’ - Open ‘3’ - Suspended ‘4’ - Preopen extended ‘5’ - Stock Open With Market Not Eligible in Odd lot Market Eligible in Odd lot Market ‘1’ - Preopen [Only for Normal market] ‘2’ - Open ‘3’ - Suspended ‘4’ - Preopen extended ‘5’ - Stock Open With Market Not Eligible in RETDEBT Market Eligible in RETDEBT Market
SecurityStatus in Auction Market
Eligibility
SecurityStatus in additional market 1
0- Not Eligible in Auction Market 1- Eligible in Auction Market
Eligibility SecurityStatus in additional market 2
‘1’ - Preopen [Only for Normal market] ‘2’ - Open ‘3’ - Suspended ‘4’ - Preopen extended ‘5’ - Stock Open With 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
Eligibility
0- Not Eligible 1- Eligible
BoardLotQuantity
Regular lot size.
TickSize
Tick size/ Min spread size.
Name
Security name.
IssueRate
Interest Rate.
IssueStartDate
Date of issue of the security.
IssueIPDate
Interest Payment Date
IssueMaturityDate
Maturity Date.
FreezePercent
Freeze percent.
ListingDate
Date of listing.
ExpulsionDate
Date of expulsion.
ReAdmissionDate
Date of readmission.
ExDate
Ex Date
RecordDate
Record Date
NoDeliveryStartDate
No Delivery Start Date
NoDeliveryEndDate
No Delivery End Date.
ParticipateInMktIndex
‘1’ – Security is present in Index. ‘0’ – Security is not present in Index.
AON
‘1’- AON is allowed. ‘0’- AON is not allowed
MF
‘1’- MF is allowed. ‘0’- MF is not allowed
WarningPercent
Warning percent
BookClosureStartDate
Book Closure Start Date.
BookClosureEndDate
Book Closure End Date.
Dividend
‘1’ – Dividend ‘0’ – No Dividend
Rights
‘1’ – Rights ‘0’ - No Rights
Bonus
‘1’ – Bonus ‘0’ - No Bonus
Interest
‘1’ – Interest ‘0’ - No Interest
AGM
‘1’ – AGM ‘0’ - No AGM
EGM
‘1’ – EGM ‘0’ – No EGM
MMSpread
‘0’ – Existing market
MMMinQty
‘0’ – Existing market
SSEC
‘1’ – Existing market ‘5’ – Additional market 1
Remark
Remarks
LocalLDBUpdateDateTime
This is the local database update date-time.
DeleteFlag
This indicates the status of the security, whether the security is deleted or not.
‘N‘ : Not Deleted ‘Y‘ : Deleted
FaceValue
This field contains face value of the security
ISIN No.
This field contains unique ISIN number
