Information objects of market 'RFS' - 'Request for stream'

Table of Content

TAuctionBuySell - Направленность аукциона/котировок
TAuctionStatus - Auction status
TBoolInt - Logical type
TBuySell - Direction
TLanguage - Language of Trading System messages
TMakerTaker - Кем выставлена котировка
TRfsEventType - События RFS
TRFSQuoteStatus - Статус котировки
TStatus - Trading status
TTimeStatus - Event status
TTradingStatus - Security trading status
TTrdAccType - Trading account type
TYesNo - Logical operator

Tables
AUCTIONS - RFS auctions
BOARDS - Trading boards
CURRENCY - Currencies
FIRMS - Firms
QUOTEBOOK - Aggregated quotebook
QUOTES - Котировки
SECURITIES - General market data
SYSTIME - Trading System time
TRADES - Trades
TRADETIME - Trading schedule
TRDACC - Trading accounts
USERS - Users

Transactions
AUCTION_CANCEL - Отмена аукциона
AUCTION_START - Старт нового аукциона
AUCTION_TAKE - Заключение сделки по аукциону
CHANGE_LANGUAGE - Change the language of the Trading System messages
QUOTES_WD - Withdraw quotes
QUOTE_CREATE - Enter quote
QUOTE_PLACE - Замена котировки
USER_HEARTBEAT - HEARTBEAT

Enumerated Types

TAuctionBuySell - Направленность аукциона/котировок (size: 1, type: ekGroup)

Перечень допустимых значений, определяющих направленность аукционов и котировок

Constant	Value	Description
B	B	Buy
S	S	Sell
		Любая

TAuctionStatus - Auction status (size: 1, type: ekCombo)

Constant	Value	Description
A	Active	Auction started
M	Matched	Deal done
C	Cancelled	Auction cancelled
V		Validating
R	Rejected	Order rejected
F	Finished	Auction finished

TBoolInt - Logical type (size: 1, type: ekCheck)

Constant	Value	Description
0		No
1	Yes	Yes

TBuySell - Direction (size: 1, type: ekGroup)

Available quote directions

Constant	Value	Description
B	B	Buy
S	S	Sell

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

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

TMakerTaker - Кем выставлена котировка (size: 1, type: ekCombo)

Constant	Value	Description
T	Тейкер	Котировка тейкера
M	Мейкер	Котировка мейкера

TRfsEventType - События RFS (size: 2, type: ekCombo)

Constant	Value	Description
4		Старт торгов
5		Окончание торгов
x		Открытие аукционов
y		Окончание аукционов

TRFSQuoteStatus - Статус котировки (size: 1, type: ekGroup)

Перечень возможных значений статуса котировки

Constant	Value	Description
O	Act	Active
W	-	Withdrawn
R	-TS	Rejected by the Trading System
C	-C	Cancelled by the Trading System
E	-М	Ошибка
B	+К	Buy
S	+П	Sell
V	?	Валидируется
H	*	Обрабатывается
F	-F	Завершено по времени

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

List of available trading operation statuses

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

TTimeStatus - Event status (size: 1, type: ekCombo)

List of available statuses in the trading system schedule

Constant	Value	Description
A		Active
L	-	Carried out
D	Deleted	Deleted

TTradingStatus - Security trading status (size: 1, type: ekGroup)

List of available security trading statuses

Constant	Value	Description
N	N	Not traded right now
B	B	Break
T		Trading session
Q		Постановка квот

TTrdAccType - Trading account type (size: 1, type: ekGroup)

List of available types of trading accounts

Constant	Value	Description
M	Own	Own account
N	Client	Client account (individual)
O	Client	Client account (multiple)
R	Own	Own account of non-credit organizations
S	TM	Trust management account of non-credit organizations
T	TM	Trust management account
V		Clients of levels 2 and 3

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'Broker' - 'RFS users interface, v.1'

Tables

AUCTIONS - RFS auctions (updateable)

No input fields


Output field	Description	Type	Size	Remarks
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
USERID	User ID	CHAR	12	Код участника - инициатора аукциона
FIRMID	Firm	CHAR	12	Firm ID
OWNSTATUS	Статус для инициатора	TAuctionStatus	1	Статус аукциона для инициатора. Должен траслироваться только инициатору аукциона
WINSTATUS	Статус для мейкера	TAuctionStatus	1	Статус аукциона. Должен траслироваться только мейкеру-победителю в аукционе
PUBSTATUS	Публичный статус	TAuctionStatus	1	Статус аукциона для публикации всем участникам торгов
STARTTIME	Start	TIME	6	Auction start time
ENDTIME	Stop	TIME	6	Auction stop time
DIRECTION	Направленность	TAuctionBuySell	1	Направленность аукциона
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
ACCOUNT	Trading account	CHAR	12	Trading account number
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
FULLAMOUNT	FA	TYesNo	1	Признак, что инициатор аукциона является конечным потребителем заявленного объема.
ALIAS	Tag	CHAR	12	Псевдоним инициатора аукциона
BESTBID	Лучшая цена покупки	FLOAT	10	Best bid price
BESTOFFER	Лучшая цена продажи	FLOAT	10	Best offer price
PRICECHANGES	Количество изменений лучших котировок	INTEGER	5	Счетчик количества изменений лучших котировок с момента начала аукциона
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.
ANONYMOUS	Anonymous	TYesNo	1	Не раскрывать имя инициатора аукциона
MATCHEDQUOTENO	Исполненная котировка №	INTEGER	12	Идентификационный номер котировки в Торговой Системе RFS, которая привела к сделке

BOARDS - Trading boards (updateable)

Table contains information on trading boards. The term "Trading Board", as we use it, means a set of trading rules, including the trading methods used (i.e. order-driven market, quote-driven market, call-auction-type trading etc.), order types allowed, trading schedule applied, settlement rules and procedures applied etc

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
LATNAME	English name	CHAR	30	Board name in English
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"

CURRENCY - Currencies (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
CURRCODE	Currency of settlements	CHAR	4	Currency code of the settlements
CURRENCYNAME	Name	CHAR	30	Наименование валюты

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
TYPE	Firm type	INTEGER	10	Тип фирмы
INN	TIN	CHAR	12	Taxpayer Identification Number
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"

QUOTEBOOK - Aggregated quotebook (updateable, clear on update)

Таблица содержит информацию о курсах котировок (отдельно на покупку и на продажу) по данному аукциону

Input field	Description	Type	Size	Remarks
AUCTIONID	Auction ID	INTEGER	12	Auction identifier

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
BUYSELL	Direction	TBuySell	1	Quote direction
PRICE	Price	FLOAT	10	Buy or Sell price for one security
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots

QUOTES - Котировки (updateable)

Таблица содержит информацию о собственных котировках участника

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number in RFS trading system
TIME	Время котировки	TIME	6	Время регистрации котировки в торговой системе
MICROSECONDS	Microseconds	INTEGER	6	Time when the order was registered at the Trading System, microseconds
STATUS	Status	TRFSQuoteStatus	1	Текущий статус котировки
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Направленность	TAuctionBuySell	1	Quote direction
BUYPRICE	Buy price	FLOAT	10	Instrument buy price
SELLPRICE	Sell price	FLOAT	10	Instrument sell price
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the order was entered
ACCOUNT	Trading account	CHAR	12	Trading account
USERID	User ID	CHAR	12	ID of the user who has entered the order
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])
LIFETIME	Order lifetime	TIME	6	Time when the order will be automatically withdrawn
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.
EXTMATCHRESULT	Информация о регистрации заявки в режиме RFSM	CHAR	255	Информация о результате регистрации внесистемной заявки в режиме RFSM в торговой системе REBUS
UPDATETIME	Update time	TIME	6	Time when the order was updated last time (matched, cancelled)
UPDATE_MICROSECONDS	Update time microseconds	INTEGER	6	Time when the order was updated last time (matched, cancelled), microseconds
MAKERTAKERFLAG	Кем выставлена	TMakerTaker	1	Признак роли участника, выставившего котировку

SECURITIES - General market data (updateable)

Справочник финансовых инструментов

No input fields


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
LATNAME	English name	CHAR	30	Name of the security in English
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
REMARKS	Remarks	CHAR	8	Примечание
SHORTNAME	Security	CHAR	10	Краткое наименование
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Order's minimum price step	FLOAT	10	Minimum price increment for orders, not applicable to orders at WA price
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
TRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status
MINQTY	Minimum value	INTEGER	16	Minimum auction value, lots
MINPRICE	Нижняя граница курса	FLOAT	16	Минимально возможная цена по данному инструменту
MAXPRICE	Верхняя граница курса	FLOAT	16	Максимально возможная цена по данному инструменту
BASEPRICE	Base price	FLOAT	10	Базовый курс

SYSTIME - 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 System server
DATE	Date	DATE	8	Date on the Trading System server
MICROSECONDS	Microseconds	INTEGER	6	Time on the Trading System server, microseconds

TRADES - Trades (updateable)

Таблица содержит информацию о сделках на покупку/продажу.

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade number	INTEGER	12	Trade number in the Trading System
BUYSELL	Direction	TBuySell	1	Quote direction
QUOTENO	Котировка №	INTEGER	12	Номер котировки, на основании которой заключена сделка
TRADETIME	Time	TIME	6	Time when the trade was registered by the Trading System
MICROSECONDS	Microseconds	INTEGER	6	Time when the trade was registered by the Trading System, microseconds
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
USERID	User ID	CHAR	12	ID of the user who concluded the trade
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the trade is registered
ACCOUNT	Trading account	CHAR	12	Trading account
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
PRICE	Price	FLOAT	10	Курс валютного инструмента
QUANTITY	Lots	INTEGER	16	Trade volume, expressed in lots
SETTLEDATE	Settlement date	DATE	8	Trade settlement date
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.
CLIENTCODE	Client code	CHAR	12	Client code specified by the trader when entering an order
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[client instruction number])

TRADETIME - Trading schedule (updateable)

Table contains information on Time Events triggering changes in the trading status of market, trading board, group of traded instruments or security

No input fields


Output field	Description	Type	Size	Remarks
TIME	Time	TIME	6	Time the event is scheduled to execute at
BOARDID	Board	CHAR	4	ID of a trading board the event is concerned with
SECCODE*	Security	CHAR	12	Security ID
EVENTTYPE	Событие RFS	TRfsEventType	2	Тип события RFS
STATUS	Status	TTimeStatus	1	Event status - flag showing whether the event has already happened or not

TRDACC - Trading accounts (updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
FIRMID	Firm	CHAR	12	Firm ID
TRDACCTYPE	Trading account type	TTrdAccType	1	Trading account type
DESCRIPTION	Description	CHAR	30	Описание
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"

USERS - Users (updateable)

Table contains information on users registered in the Trading System as being employees of a current trading firm. Each row corresponds to one such user.

No input fields


Output field	Description	Type	Size	Remarks
USERID	User ID	CHAR	12	Код участника
USERNAME	User name	CHAR	30	Наименование
FIRMID	Firm	CHAR	12	Firm ID
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not allowed"
USERTYPE	Type of user	INTEGER	10
IPGATEWAY	Gateway	CHAR	20
IPCLIENT	Workstation	CHAR	20
RFSLP	Liquidity provider	TYesNo	1
LOGGEDON	Active	TBoolInt	1

Transactions

AUCTION_CANCEL - Отмена аукциона

Input field	Description	Type	Size	Remarks
AUCTIONID	Auction ID	INTEGER	12	Auction identifier

AUCTION_START - Старт нового аукциона

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
DIRECTION	Направленность аукциона	TAuctionBuySell	1	Направленность аукциона
QUANTITY	Lots	INTEGER, NOT NULL	16	Volume, expressed in lots
DURATION	Auction duration	INTEGER	12
ACCOUNT	Trading account	CHAR	12	Trading account number
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[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.
FULLAMOUNT	FA	TYesNo	1	Full amount
ANONYMOUS	Anonymous	TYesNo	1	Не раскрывать имя инициатора аукциона

AUCTION_TAKE - Заключение сделки по аукциону

Input field	Description	Type	Size	Remarks
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Direction	TBuySell	1	Quote direction
QUANTITY	Lots	INTEGER	16	Volume, expressed in lots
PRICE	Price	FLOAT	10

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

QUOTES_WD - Withdraw quotes

Withdraw active (not completely matched) quotes. When several parameters are given then the logical AND operator is used.

Input field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Number of a quote being withdrawn
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
ACCOUNT	Trading account	CHAR	12	Withdraw orders by a trading account
SECBOARD	Board	CHAR	4	Security board ID. Must be specified together with Security ID.
SECCODE*	Security	CHAR	12	Withdraw orders by Security ID
USERID	Trader	CHAR	12	Withdraw orders by User ID
FIRMID	Firm	CHAR	12	Withdraw orders by Firm ID
EXTREF	External user ID	CHAR	12	ID of an external user who submitted an order, or spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker

QUOTE_CREATE - Enter quote

Input field	Description	Type	Size	Remarks
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
ACCOUNT	Trading account	CHAR	12	Trading account number
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Направленность аукциона	TAuctionBuySell	1	Quote direction
BUYPRICE	Курс покупки	FLOAT	10
SELLPRICE	Курс продажи	FLOAT	10
QUANTITY	Lots	INTEGER, NOT NULL	16	Volume, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
LIFETIME	Order lifetime	TIME	6	Time when the order will be automatically withdrawn

QUOTE_PLACE - Замена котировки

Ввод новой котировки с замещением предыдущей. Предыдущая котировка поставленная этим пользователем будет безусловно снята

Input field	Description	Type	Size	Remarks
AUCTIONID	Auction ID	INTEGER	12	Auction identifier
ACCOUNT	Trading account	CHAR	12	Trading account number
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Направленность аукциона	TAuctionBuySell	1	Quote direction
BUYPRICE	Курс покупки	FLOAT	10
SELLPRICE	Курс продажи	FLOAT	10
QUANTITY	Lots	INTEGER, NOT NULL	16	Volume, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - [client code]/[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.
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
LIFETIME	Order lifetime	TIME	6	Time when the order will be automatically withdrawn

USER_HEARTBEAT - HEARTBEAT

User heartbeat. Minimum interval - 1 second.

No input fields

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