Information objects of market 'GKO19' - 'Интерфейс для рынка ГЦБ v.19'

Table of Content

TAuctionStatus - Auction status
TAuctionType - Auction type
TBoolInt - Logical type
TBuySell - Order direction
TCurrCode - Currency code
TDepAccType - Type of depositary account
TEntryType - Price type
TExtTradeStatus - OTC trade status
TImmCancel - Order processing condition
TInstrType - Instrument type
TLanguage - Language of Trading System messages
TMktLimit - Order type
TMMOrder - Market-maker's order flag
TMMQuoteType - Market-maker's obligations to support liquidity
TOperationType - Direction of a Transfer transaction
TOrderStatus - Order status
TOwnCli - On behalf of...
TPeriod - Trading period
TQuoteBasis - Price basis
TRepoEntry - Type of REPO order entry
TReportStatus - Settlement instruction status
TReportType - Settlement instruction type
TSecStatus - Security status
TSecTransferBuySell - Transfer direction
TSecType - Security type
TSplitFlag - Price split flag
TStatus - Trading status
TTimeStatus - Event status
TTradeType - Trade type
TTradingStatus - Security trading status
TTrdAccType - Trading account type
TUrgency - Message urgency
TUSTradeStatus - Status of unsettled trades
TUSTradeType - Type of an unsettled trade
TWBuySell - Direction of an order being withdrawn
TYesNo - Logical operator

Tables
ACCOUNT_BALANCE - Current positions on securities on trading accounts
ALL_TRADES - All trades
AUCTSTATS - Auction stats
BCMESSAGES - Messages
BOARDS - Trading boards
CLIENTCODES - Brokerage clients
CURRENCY - Currencies
EXT_ORDERBOOK - Extended aggregate orderbook
EXT_TRADES - OTC trades
FIRMS - Firms
FIRM_HOLDING_TOTAL - Current positions on securities
INDEXES - Indices
INSTRUMENTS - Groups of securities
MARKETS - Markets
MM_STATS - Market-maker's obligations
NEGDEALBOOK - Negdeal orderbook
NEGDEALS - Negotiated deal orders
ONENEGDEAL - Details for one negotiated deal order
ONEORDER - Details for one order
ORDERBOOK - Orderbook for a security
ORDERS - Orders
POSITIONS - Current money positions
QUOTEBOOK - Quotebook for negotiated deals
QUOTES - Orders in negdeal mode with no counterparty specified
REPORTS - Settlement instructions
REPO_NEGDEALBOOK - REPO orderbook
REPO_QUOTEBOOK - Котировки РЕПО
SECACCINT - Accrued interest for securities
SECURITIES - General market data
SEC_SETTLECODE - Accrued interest depending on the settlement date
SETTLECODES - Settlement codes
TEINFO - Trading system parameters
TESYSTIME - Trading System time
TRADES - Trades
TRADETIME - Trading schedule
TRDACC - Trading accounts
TRDTIMETYPES - Type of event
USERS - Users
USTRADES - Unsettled trades

Transactions
AMEND_ORDER - Amend order
AUCTION_MKT_ORDER - Enter a market order during the auction
CANCEL_TRADE - Cancel margin call
CANCEL_TRADES - Cancel margin calls
CHANGE_LANGUAGE - Change the language of the Trading System messages
CHANGE_PASSWORD - Change user password
COMPLEX_NEGDEAL - In-house negotiated deal entry
COMPLEX_REPORT - Margin call execution instruction entry
COMPLEX_TRANSFER - In-house cash transfer
EXT_REPO_COMPLEX_NEGDEAL - In-house REPO order entry
EXT_REPO_NEGDEAL - REPO order entry
EXT_REPO_QUOTE - Enter REPO order with no counterparty specified
EXT_TRADE - Over-the-counter trade registraton
MESSAGE_SEND - Send message
NEGDEAL - Enter negotiated deal order
ORDER - Enter order
QUOTE - Enter Quote
REPORT - Enter a settlement instruction
REPORT_2 - Enter settlement instruction (max 2 trades)
REPORT_4 - Enter settlement instruction (max 4 trades)
REPO_NEGDEAL - REPO order entry
REPO_QUOTE - REPO quote entry
WD_EXT_TRADE - Withdraw an over-the-counter trade
WD_NEGDEAL - Withdraw negotiated deal order
WD_ORDERS - Withdraw order
WD_ORDER_BY_NUMBER - Withdraw order by number
WD_QUOTE - Withdraw quotes
WD_REPORT - Withdraw a settlement instruction

Enumerated Types

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

Constant	Value	Description
A	Active	Active
M	Finished	Finished
C	Cancelled	Cancelled
P	Planned	Planned
D	Deleted	Deleted

TAuctionType - Auction type (size: 1, type: ekCombo)

Constant	Value	Description
K	FT auction	Federal treasury auction
Z	Central bank auction	Central bank auction

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

Constant	Value	Description
0		No
1	Yes	Yes

TBuySell - Order direction (size: 1, type: ekGroup)

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

TCurrCode - Currency code (size: 4, type: ekCombo)

Currency codes for over-the-counter trades

Constant	Value	Description
RUB	rub.	Rouble
USD	$	US Dollar
EUR	€	Euro

TDepAccType - Type of depositary account (size: 1, type: ekGroup)

List of depositary account types

Constant	Value	Description
C		Main (own)
O		Correspondent
T		Custodian
Z		Emission

TEntryType - Price type (size: 1, type: ekGroup)

Available types of price to be indicated during order submission

Constant	Value	Description
P		"Conventional" price
Y	Y	Yield as price
W	W	Weighted-average price as price

TExtTradeStatus - OTC trade status (size: 1, type: ekGroup)

Status of an over-the-counter trade

Constant	Value	Description
A	Act	Active
D	-	Withdrawn
M	+	Published

TImmCancel - Order processing condition (size: 1, type: ekGroup)

List of available conditions of order processing: "Append to the orderbook" - after matching the remainder of the limit order is appended to the aggregate orderbook (the priority of the order in the orderbook is determined by price and then, for the orders with equal prices - by the entry time), for market orders with this option the unmatched remainder is automatically withdrawn; "Immediately or cancel" - the order is matched only if it could be fully matched immediately, otherwise the order is canceled; "Withdraw unmatched remainder" - the order is matched as best it immediately could, the unmatched remainder is canceled (applicable to limit orders only).

Constant	Value	Description
		Append to the orderbook
N	N	Immediately or cancel
W	W	Withdraw unmatched remainder

TInstrType - Instrument type (size: 1, type: ekCombo)

Constant	Value	Description
C	C	Currency
S	S	Security
I	I	Index
Z	Z	Deposit

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

Constant	Value	Description
R	Rus	Russian
E	Eng	English

TMktLimit - Order type (size: 1, type: ekGroup)

The list of allowed order types. Attention: market orders entered during the closing period are automatically assigned type "C" (limit orders during the closing period trading are not allowed).

Constant	Value	Description
M	M	Market
L	L	Limit
C	C	Order of the closing period

TMMOrder - Market-maker's order flag (size: 1, type: ekCheck)

Market-maker's order flag (applies to limit orders only)

Constant	Value	Description
		No
M	Yes	Yes

TMMQuoteType - Market-maker's obligations to support liquidity (size: 1, type: ekCombo)

List of available types of market-maker's obligations to support liquidity of a security

Constant	Value	Description
N		No obligations
A	A	Obligation to support liquidity on both buy- and sell- directions
B	B	Obligation to support liquidity on only one (either buy or sell) direction

TOperationType - Direction of a Transfer transaction (size: 1, type: ekCombo)

Constant	Value	Description
K	D	Deposit
D	W	Withdraw

TOrderStatus - Order status (size: 1, type: ekGroup)

Available order statuses

Constant	Value	Description
O	Act	Active
M	+	Matched
W	-	Withdrawn
F	-CP	Rejected by counterparty
R	-TS	Rejected by the Trading System
C	-C	Cancelled by the Trading System
T	Time	Order activation time hasn't come yet

TOwnCli - On behalf of... (size: 1, type: ekCombo)

Values indicating the owner of an OTC trade

Constant	Value	Description
A	OWNOWN	On own behalf, on own account
B	OWNCLI	On own behalf, on client's account
C	OWNDUP	On own behalf, on trust management account
D	CLICLI	On client's behalf, on client's account

TPeriod - Trading period (size: 1, type: ekGroup)

List of trading periods

Constant	Value	Description
O	O	Opening period
N		Normal trading
C	C	Closing period

TQuoteBasis - Price basis (size: 1, type: ekCombo)

Constant	Value	Description
R	P	Price is specified in terms of cash for one instrument
F	%	Price is specified as percentage of the traded instrument's face value

TRepoEntry - Type of REPO order entry (size: 1, type: ekCombo)

Constant	Value	Description
1	P1+R	Price1+Rate
2	R+P2	Rate+Price2
3	P1+P2	Price1+Price2
4	RVa+V	REPO Value+Volume
5	RVa+D	REPO Value+Discount
6	V+D	Volume+Discount
7	RVa	REPO Value
8	V	Volume
0		Not defined

TReportStatus - Settlement instruction status (size: 1, type: ekCombo)

Constant	Value	Description
O	O	Open (waiting for acceptance)
W	-	Withdrawn
M	+	Matched (accepted)
C	C	Cancelled by the Trading System

TReportType - Settlement instruction type (size: 1, type: ekCombo)

Constant	Value	Description
S	Settle	Settlement instruction
C	Cancel	Instruction to cancel margin call

TSecStatus - Security status (size: 1, type: ekCombo)

Constant	Value	Description
A	A	Operations are allowed
S	S	Operations are suspended
N	N	Blocked for trading, settlement is allowed

TSecTransferBuySell - Transfer direction (size: 1, type: ekGroup)

List of available transfer directions

Constant	Value	Description
B	D	Deposit
S	W	Withdraw

TSecType - Security type (size: 1, type: ekCombo)

Constant	Value	Description
1	os	Ordinal stocks
2	ps	Preferred stocks
3	gs	Government security
4	Region	Regional security
5	cbsec	Central bank's security
6	corp bnd	Corporate bonds
7	intl bnd	Bonds of international financial organizations
8	exch bnd	On-exchange bonds
9	Open MF	Open mutual funds
A	Int. MF	Interval mutual funds
B	Closed MF	Closed mutual funds
C	muni	Municipal securities

TSplitFlag - Price split flag (size: 1, type: ekGroup)

List of possible values of the price split flag. Note: for market orders only the "Split allowed" ("S") value is applicable.

Constant	Value	Description
S		Price split allowed
O	O	One price only

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

TTradeType - Trade type (size: 1, type: ekGroup)

Constant	Value	Description
T		Normal trade
N	N	Negotiaded deal
P	P	IPO
F	F	Money/Securities transfer
R	R1	Negotiated deal for the first part of REPO trade
Z	D	Negotiated deal for the first part of Deposit trade

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

List of available security trading statuses

Constant	Value	Description
N	N	Not traded at the moment
O	O	Opening period
C	-	Trading is closed
F	C	Closing period
B	B	Break
T		Trading session

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

List of available types of trading accounts

Constant	Value	Description
C		Special account for cash transfer
M		Own account (credit inst.)
N		Client account
O		Client correspondent account
R		Own account (non-credit inst.)
S		Trust management account (non-credit inst.)
T		Trust management account (credit inst.)

TUrgency - Message urgency (size: 1, type: ekCheck)

Available message urgency types

Constant	Value	Description
		Normal
U	!	Urgent

TUSTradeStatus - Status of unsettled trades (size: 1, type: ekCombo)

Constant	Value	Description
U	Unsettled	No settlement instruction has been sent yet
P	Waiting	Included into settlement instruction
M	+	Matched/confirmed (included into off-line settlement)
G	Margin call	Margin call
N	Margin call cancel	Margin call cancel
C	-C	Cancelled by the Trading System
W	-	Withdrawn by the user

TUSTradeType - Type of an unsettled trade (size: 1, type: ekCombo)

Constant	Value	Description
N	N	Negotiated deal
R	R1	REPO first leg
r	R2	REPO second leg
D	M	Margin call
P	P	Primary distribution
Z	D1	Deposit trade first leg
z	D2	Deposit trade second leg

TWBuySell - Direction of an order being withdrawn (size: 1, type: ekCombo)

List of allowed values determining the direction of the orders being withdrawn. Is used in the Withdraw Orders transaction.

Constant	Value	Description
		Any aim
B	B	Buy
S	S	Sell

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

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'Broker' - 'Interface for brokerage systems, v.19'

Tables

ACCOUNT_BALANCE - Current positions on securities on trading accounts (updateable)

Table contains information on the current positions on securities on trading accounts of a trading firm. Each row holds a unique pair of trading account + security ID.

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account ID	CHAR	12	Trading account number
SECCODE*	Security	CHAR	12	Security ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
SECCODE*	Security	CHAR	12	Security ID
OPENBAL	Opening balance	INTEGER	16	Total number of securities at the beginning of the Trading Session
CURRENTPOS	Current balance	INTEGER	16	Текущий остаток. Текущий остаток равен входящему остатку плюс суммарный объем (в ценных бумагах) заключенных Членом Секции сделок на покупку минус суммарный объем (в ценных бумагах) заключенных Членом Секции сделок на продажу.
PLANNEDPOSBUY	Planned buy position	INTEGER	16	The total number of securities in all active (not matched, withdrawn or canceled) "Buy" orders
PLANNEDPOSSELL	Planned sell position	INTEGER	16	The total number of securities in all active (not matched, withdrawn or canceled) "Sell" orders
ACCOUNT	Торговый счет	CHAR	12	Trading account number

ALL_TRADES - All trades (updateable)

Table contains anonymous information on all trades registered in the Trading System for a trading firm since the beginning of current trading session

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	Price	PRICE	9	Price for one security
QUANTITY	Лоты	INTEGER	10	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in Rubles
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in Rubles
YIELD	Yield	FIXED	9.2	Yield, based on the trade price
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 conclusion
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current date
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in roubles
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.

AUCTSTATS - Auction stats (updateable)

Results of the auctions

No input fields


Output field	Description	Type	Size	Remarks
SECBOARD	Payment requisites	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PLANNEDTIME	Planned auction time	TIME	6	Planned auction start time
PLANNEDENDTIME	Planned auction end time	TIME	6	Planned auction end time / concurrency end time
AUCTIONTYPE	Auction Type	TAuctionType	1
AUCTIONSTATUS	Auction status	TAuctionStatus	1
UNDERWRITER	Firm	CHAR	12	Underwriter firm Id
AUCTPRICE	Auction price	PRICE	9	Auction price. Displays the actual auction price after the auction.
NUMTRADES	Number of trades	INTEGER	9	Number of trades concluded during the auction
VALUE	Auction/trades value	FIXED	16.2	Auction trade value, expressed in the currency of settlement. Shows value limit set by underwriter during the auction and the actual trade value once it finishes.
BUYSELL	Operation	TBuySell	1	Auction direction - buy/sell
AUCTIONID	Auction id	INTEGER	12
CLEARINGCENTRE	Clearing centre	CHAR	3	Clearing centre code
SETTLECODE	Settlement code	CHAR	12	Settlement code
MINRATE	Minimal rate	PRICE	9	Minimal rate set by underwriter
CONCURRENCYSTARTTIME	Planned concurrency start time	TIME	6
CONCURRENCYENDTIME	Actual concurrency end time	TIME	6	Filled in only for open auction formats
MAXRATE	Maximal rate	PRICE	9	Maximal rate set by underwriter
BENCHMARKID	Floating rate benchmark	CHAR	12

BCMESSAGES - Messages (updateable)

Table contains information on all messages received by the firm since the Trading Session start

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

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
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not"
CURRCODE	Currency	CHAR	4	Currency Code
MARKETID	Market	CHAR	4	Market ID this board belongs to
LATNAME	English name	CHAR	30	Board name in english

CLIENTCODES - Brokerage clients (not updateable)

Table contains information on clients of a broker firm that are registered in the Trading System

No input fields


Output field	Description	Type	Size	Remarks
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
DETAILS	Comments	CHAR	20	Client taxpayer / passport number
CLIENTTYPE	Type	CHAR	2	Type of client identification

CURRENCY - Currencies (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
CURRCODE	Currency	CHAR	4	Currency Code
CURRENCYNAME	Name	CHAR	30
CROSSRATE	Exchange rate	CHAR	10	Exchange rate of the currency to ruble, expressed in rubles with precision of 4 digits

EXT_ORDERBOOK - Extended aggregate orderbook (updateable, clear on update)

This is an extended version of ORDERBOOK table. It contains information on current best buy & sell prices and activation time for a particular security. Each row corresponds to a unique pair of price & activation time and shows the total number of lots to sell or to buy at this price with this activation time.

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Trading board ID
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"
PRICE	Price	PRICE	9	Price
ACTIVATIONTIME	Order activation time	TIME	6
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
YIELD	Yield	FIXED	9.2	Volume of lots at the best price
MYORDERS	Заявок собств.	INTEGER	6	Number of active own orders at this price
VOLUME	Own lots	INTEGER	10	Volume of own active orders at this price, expressed in lots
VALUE	Own value	FIXED	16.2	Value of own active orders at this price, expressed in Rubles

EXT_TRADES - OTC trades (updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade	INTEGER	12	Trade number in the Trading System
TIME	Time	TIME	6
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
LPRICE	Price	PRICE	16	Price for one security
LQTY	Quantity	INTEGER	16
CURRCODE	Currency	TCurrCode	4	Currency code for OTC trades
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
EXTTRADESTATUS	Trade status	TExtTradeStatus	1
FORACCOUNT	On behalf of	TOwnCli	1	On behalf of / on account
LARGETRADE	Large trade	TYesNo	1	Flag of a large trade
SETTLEDATE	Дата исполнения	DATE	8
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REGNUMBER	Registration number	CHAR	20	Security state registration number
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.

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
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not"
EXCHANGE	Exchange	CHAR	4	Regional Exchange ID

FIRM_HOLDING_TOTAL - Current positions on securities (updateable)

Table contains information on the current total securities positions on all the trading accounts of a firm. Each row represents position for one security.

Input field	Description	Type	Size	Remarks
SECCODE*	Security	CHAR	12	Security ID

Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SECCODE*	Security	CHAR	12	Security ID
OPENBAL	Opening balance	INTEGER	16	Total number of securities on all trading accounts of a firm at the beginning of the Trading Session
CURRENTPOS	Current balance	INTEGER	16	Equals to Opening balance plus Total number of securities bought since the beginning of the Trading Session minus Total number of securities sold since the beginning of the Trading Session
PLANNEDPOSBUY	Planned buy position	INTEGER	16	Total number of securities in all active (entered and not matched, withdrawn or canceled) "Buy" orders
PLANNEDPOSSELL	Planned sell position	INTEGER	16	Total number of securities in all active (entered and not matched, withdrawn or canceled) "Sell" orders

INDEXES - Indices (updateable)

Each table row represents one of the indices calculated for this market

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 Rubles
MIN	Minimum	PRICE	9	Minimum index value
MAX	Maximum	PRICE	9	Maximum index value

INSTRUMENTS - Groups of securities (updateable)

Table contains information on groups of similar securities (for example, A1-shares, B2-bonds, etc)

No input fields


Output field	Description	Type	Size	Remarks
INSTRID	Group	CHAR	4	Instrument Group ID
INSTRNAME	Name	CHAR	30	Instrument Group Name
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not"
INSTRTYPE	Instrument type	TInstrType	1
QUOTEBASIS	Price type	TQuoteBasis	1

MARKETS - Markets (updateable)

Table contains information on the markets. Market constitutes a group of trading boards with common features and trading rules (traded instruments, trading rules etc.) - i.e. the Government Securities Market, the Corporate Securities Market, the Quote-Driven Market.

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 operations allowed/not"
LATNAME	English name	CHAR	30	Market name in English

MM_STATS - Market-maker's obligations (updateable)

Table contains information on market-maker's obligations and compliance with these obligations

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
MGFBUYBREACHED	Min guaranteed fill on buy side breach flag	TBoolInt	1	Индикатор информирующий, что нарушено обязательство по МДО-Покупка
MGFSELLBREACHED	Min guaranteed fill on sell side breach flag	TBoolInt	1	Flag showing that market-maker's minimal guaranteed fill (minimal total number of lots in active market-maker orders obligatory for the market-maker) on sell side is not sustained by the market-maker
TOTALBUY	Total buy volume	INTEGER	10	Total volume of active limit buy-orders, expressed in lots
TOTALSELL	Total sell volume	INTEGER	10	Total volume of active limit sell-orders, expressed in lots
BUYMGF	Min guaranteed fill on buy side	INTEGER	10	Market-Maker's minimal guaranteed fill (minimal total number of lots in active market-maker orders obligatory for the market-maker) on buy side
SELLMGF	Min guaranteed fill on sell side	INTEGER	10	Market-Maker's minimal guaranteed fill (minimal total number of lots in active market-maker orders obligatory for the market-maker) on sell side
MINBUY	Minumum buy	PRICE	9	Minimum price of active limit buy orders
MAXSELL	Maximum sell	PRICE	9	Minimum price of active limit sell orders
ALLOWEDBUY	Minimum allowed	PRICE	9	Minimum allowed price of active buy orders
ALLOWEDSELL	Maximum allowed	PRICE	9	Maximum allowed price of active sell orders
SPREAD	Spread, %	PRICE	9	Current market-maker's spread (difference between Minimum buy and Maximum sell prices in active market-maker's orders)
SPREADLIMIT	Max spread, %	PRICE	9	Maximum spread allowed for the market-maker
TOTALBREACHTIME	Total breach time	TIME	6	Total time during the current Trading Session when the market-maker was not complying with his/her obligations
BREACHFLAG	Breaching now flag	TYesNo	1	Flag indicating that the market-maker is not complying with his/her obligations now
TOTALKEEPTIME	Total compliance time	TIME	6	Total time during the current Trading Session when the market-maker was complying with his/her obligations
KEEPFLAG	Obligation performance	TYesNo	1	Flag to indicate whether market-maker performs his/her obligations now
VOLTRADED	Total traded volume	INTEGER	10	Total volume of trades, in lots
FAIRVOLUME	Threshold volume	INTEGER	10	When the threshold value of trades is exceeded then the market-maker's obligations either change from two-sided to one-sided or he/she is released from obligations. Expressed in lots.
ALLOWDBREACHTIME	Allowed breach time	TIME	6
QUOTETYPE	Market-maker's obligations to support liquidity	TMMQuoteType	1	Type of market-maker's obligation to support liquidity of a security (not required, both buy- and sell- orders, one direction)

NEGDEALBOOK - Negdeal orderbook (updateable, clear on update)

Orderbook for negotiated deals. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get orderbook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get orderbook for a particular security traded on the specified board.

Input field	Description	Type	Size	Remarks
BOARDID	Board	CHAR	4	Trading board ID
SECBOARD	Board	CHAR	4	Board ID
SECCODE*	Security	CHAR	12	Security ID
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
FIRMID	Firm	CHAR	12	Firm 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"
PRICE	Price	PRICE	9	Price
YIELD	Yield	FIXED	9.2	Yield, based on the trade price
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
FIRMID	Firm	CHAR	12	Firm ID
ORDERNO	Order	INTEGER	12	Order ID in the Trading System

NEGDEALS - Negotiated deal orders (updateable)

Table contains information on all negotiated deals submitted by the trading firm since the beginning of the trading session

No input fields


Output field	Description	Type	Size	Remarks
DEALNO	Order No.	INTEGER	12	Negotiated deal order number (ID) in the Trading System
DEALTIME	Time	TIME	6	Time when the trade was registered by the Trading System
STATUS	Status	TOrderStatus	1	Status of an OTC trade
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
USERID	User ID	CHAR	12	Trader who entered the order
FIRMID	Firm	CHAR	12	Firm on which behalf the order was entered
CPFIRMID	Counterparty	CHAR	12	Firm the order is addressed to
ACCOUNT	Trading account	CHAR	12	Trading account for which the order was entered
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
YIELD	Yield	FIXED	9.2	Yield at the order price
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
VALUE	Value	FIXED	16.2	Объем заявки, выраженный в руб.
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in Rubles
QUOTENO	Counter-order	INTEGER	12	Number of the counter-order, 0 if no order
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.
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed as percentage
REPOENTRY	REPO order entry type	TRepoEntry	1	Parameter combination specified at the entry of REPO order
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current date
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in roubles
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.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for cash transfer.
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.
BLOCKSECURITIES	Block collaterals	TYesNo	1	Block collaterals on a special account for REPO trades
PERIOD	Period	TPeriod	1	Trading session period in which the order was entered
CLIENTCODE	Client code	CHAR	12	Short client code which was indicated when entering the trade
WITHDRAWTIME	Withdrawal time	TIME	6	Time when the order was withdrawn (cancelled)
BALANCE	Lots left	INTEGER	10	Volume of unmatched part of an order, expressed in lots
ORIGINREPOVALUE	REPO value specified by the user	FIXED	16.2	Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINQUANTITY	Number of lots as specified by the user	INTEGER	10	Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINDISCOUNT	Original discount specified by the user	PRICE	9	Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty

ONENEGDEAL - Details for one negotiated deal order (updateable, clear on update)

Table consists of one row holding information on a negdeal order having the number specified in request

Input field	Description	Type	Size	Remarks
DEALNO	Deal #	INTEGER	12	Negotiated deal order number (ID) in the Trading System

Output field	Description	Type	Size	Remarks
DEALNO	Заявка №	INTEGER	12	Negotiated deal order number (ID) in the Trading System
DEALTIME	Time	TIME	6	Time when the trade was registered by the Trading System
STATUS	Status	TOrderStatus	1	Status of an OTC trade
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
USERID	User ID	CHAR	12	Trader who entered the order
FIRMID	Firm	CHAR	12	Firm on which behalf the order was entered
CPFIRMID	Counterparty	CHAR	12	Firm the order is addressed to
ACCOUNT	Trading account	CHAR	12	Trading account from which the order was entered
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
YIELD	Yield	FIXED	9.2	Yield at the order price
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
VALUE	Value	FIXED	16.2	Order value, expressed in Rubles
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in Rubles
QUOTENO	Counter-order	INTEGER	12	Number of the counter-order, 0 if no order
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.
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents
REPOENTRY	REPO order entry type	TRepoEntry	1	Parameter combination specified at the entry of REPO order
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current date
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in roubles
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.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for cash transfer.
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.
BLOCKSECURITIES	Block collaterals	TYesNo	1	Block collaterals on a special account for REPO trades
PERIOD	Period	TPeriod	1	Trading period during which the trade was registered
CLIENTCODE	Client code	CHAR	12	Short client code which was indicated when entering the trade
WITHDRAWTIME	Withdrawal time	TIME	6	Time when the order was withdrawn (cancelled)
BALANCE	Lots left	INTEGER	10	Volume of unmatched part of an order, expressed in lots
ORIGINREPOVALUE	REPO value specified by the user	FIXED	16.2	Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINQUANTITY	Number of lots as specified by the user	INTEGER	10	Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINDISCOUNT	Original discount specified by the user	PRICE	9	Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty

ONEORDER - Details for one order (updateable, clear on update)

Table consists of one row holding information on an order having the number specified in request

Input field	Description	Type	Size	Remarks
ORDERNO	Order	INTEGER	12	Order ID in the Trading System

Output field	Description	Type	Size	Remarks
ORDERNO	Order	INTEGER	12	Order ID in the Trading System
ORDERTIME	Time	TIME	6	Time when the order was registered at the Trading System
STATUS	Status	TOrderStatus	1	Current order status
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, immediately or cancel, withdraw remainder
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
USERID	User ID	CHAR	12	Trader who entered the order
FIRMID	Firm	CHAR	12	Firm on which behalf the order was entered
ACCOUNT	Trading account ID	CHAR	12	Trading account for which the order was entered
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
BALANCE	Lots left	INTEGER	10	Volume of unmatched part of an order, expressed in lots
VALUE	Value	FIXED	16.2	Order value without commission, expressed in Rubles
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest calculated for the trade date (expressed in Rubles)
ENTRYTYPE	Entry type	TEntryType	1	Price entry type - "price/yield/WA price"
YIELD	Yield	FIXED	9.2	Yield, calculated based on order price
PERIOD	Period	TPeriod	1	Trading period
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
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.
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
ACTIVATIONTIME	Activation time	TIME	6	Order activation time
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
MARKETMAKER	Market-maker	TYesNo	1	Market-maker's order
WITHDRAWTIME	Withdrawal time	TIME	6	Time when the order was withdrawn (cancelled)
AUCTIONID	Auction id	INTEGER	12

ORDERBOOK - Orderbook for a security (updateable, clear on update)

Table contains information with Buy and Sell quotes for a security (traded instrument). Each row corresponds to one Buy or Sell price. The maximum number of rows (i.e. orderbook depth) is determined by internal settings of the Trading System.

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Trading board ID
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"
PRICE	Price	PRICE	9	Buy or Sell price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
YIELD	Yield	FIXED	9.2	Annualized yield to maturity calculated at the given price at the trade date
MYORDERS	Own orders	INTEGER	6	Total number of all active (not matched, not withdrawn and not canceled) Buy or Sell orders at the given price, submitted by own trading firm (expressed in lots)
VOLUME	Own number	INTEGER	10	Total volume of all active (not matched, not withdrawn and not canceled) Buy or Sell orders at the given price, submitted by own trading firm (expressed in lots)
VALUE	Own value	FIXED	16.2	Total value (expressed in rubles) of all active (not matched, not withdrawn and not canceled) Buy or Sell orders at the given price, submitted by own trading firm. Exchange commission and accrued interest are not included into this value

ORDERS - Orders (updateable)

Table contains information on the orders sent by the trading firm during the Trading Session. Each row represents one order.

No input fields


Output field	Description	Type	Size	Remarks
ORDERNO	Order number	INTEGER	12	Order ID in the Trading System
ORDERTIME	Time	TIME	6	Time when the order was registered at the Trading System
STATUS	Status	TOrderStatus	1	Order status
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, immediately or cancel, withdraw remainder
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
USERID	User ID	CHAR	12	ID of the user who has entered the order
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the order was entered
ACCOUNT	Trading account	CHAR	12	Trading account
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
BALANCE	Lots left	INTEGER	10	Volume of unmatched part of an order, expressed in lots
VALUE	Value	FIXED	16.2	Order value, expressed in Rubles. This value does not include the exchange commission nor the accrued interest.
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest calculated for the trade date (expressed in Rubles)
ENTRYTYPE	Entry type	TEntryType	1	Price entry type - "price/yield/WA price"
YIELD	Yield	FIXED	9.2	Yield, calculated based on order price
PERIOD	Period	TPeriod	1	Trading session period during which the order was entered
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
EXTREF	External user ID	CHAR	12	User ID of the external system user who entered the original order into that external system.
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
ACTIVATIONTIME	Activation time	TIME	6	Order activation time
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
MARKETMAKER	Market-maker	TYesNo	1	Market-maker's order
WITHDRAWTIME	Withdrawal time	TIME	6	Time when the order was withdrawn (cancelled)
AUCTIONID	Auction id	INTEGER	12

POSITIONS - Current money positions (updateable)

Table contains information on the current money positions of a trading firm. Each table row corresponds to one group of cash positions

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
CURRCODE	Currency	CHAR	4	Currency Code
TAG	Position	CHAR	4	Position code
BANKACCID	Position code	CHAR	12	Account ID in the Settlement House
DESCRIPTION	Description	CHAR	30	Group description
OPENBAL	Opening balance	FIXED	17.2	Cash balance at the opening of the Trading Session. The Value is set in accordance with the data supplied by an Electronic Settlement System of the MICEX Settlement House.
CURRENTPOS	Current balance	FIXED	17.2	Equals to Opening balance plus Total value of Sell-trades of the trading firm since the beginning of the Trading Session minus Total value of Buy-trades of the trading firm since the beginning of the Trading Session. Totals are calculated for the Markets/Trading Boards/Traded Instruments linked to the Cash positions group. The exchange commission and accrued interest are included in the totals calculation.
PLANNEDPOS	Planned balance	FIXED	17.2	Planned balance is calculated as Current balance minus Total unmatched value in all active Buy-orders entered by the trading firm (CURRENTPOS - ORDERBUY). Totals are calculated for the Markets/Trading Boards/Traded Instruments linked to the Cash positions group. The exchange commission and accrued interest are included in the totals calculation.
LIMIT1	External limit	FIXED	17.2	External money limit
LIMIT2	Internal limit	FIXED	17.2	Own money limit
ORDERBUY	Unmatched buy total	FIXED	17.2	Total unmatched value in all active buy-orders entered by the trading firm. Totals are calculated for the Markets/Trading Boards/Traded Instruments linked to the Cash positions group. The Exchange commission and accrued interest are included in the Totals calculation.
ORDERSELL	Unmatched sell total	FIXED	17.2	Total unmatched value in all active sell-orders entered by the trading firm. Totals are calculated for the Markets/Trading Boards/Traded Instruments linked to the Cash positions group. The Exchange commission and accrued interest are included in the Totals calculation.
NETTO	Net balance	FIXED	17.2	Equals to Current balance plus Total unmatched value of all active sell-orders minus Total unmatched value of all buy-orders (CURRENTPOS + ORDERSELL - ORDERBUY)

QUOTEBOOK - Quotebook for negotiated deals (updateable, clear on update)

Table contains information on current best buy and sell quotes for a particular security. Each row corresponds to one buy or sell quote.

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Trading board ID
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"
QUOTENO	Order	INTEGER	12	ID of a quote for negotiated deal
FIRMID	Firm	CHAR	12	Firm ID
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
PRICE	Price	PRICE	9	Buy or Sell price for one security
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade

QUOTES - Orders in negdeal mode with no counterparty specified (updateable)

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Order number
QUOTETIME	Time	TIME	6
STATUS	Status	TOrderStatus	1	Status of an OTC trade
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
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.
PERIOD	Period	TPeriod	1	Trading period during which the trade was registered
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current 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.
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in roubles
DISCOUNT	REPO initial discount, %	PRICE	9	REPO initial discount, %
REPOENTRY	REPO order entry type	TRepoEntry	1	Parameter combination specified at the entry of REPO order
ORIGINREPOVALUE	REPO value specified by the user	FIXED	16.2	Initial REPO value that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINQUANTITY	Number of lots as specified by the user	INTEGER	10	Initial number of lots that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty
ORIGINDISCOUNT	Original discount specified by the user	PRICE	9	Initial REPO discount that was specified by the user. Applicable only to extended REPO-M mode. For other types of orders or if no value was given - empty

REPORTS - Settlement instructions (updateable)

No input fields


Output field	Description	Type	Size	Remarks
REPORTNO	Instruction number	INTEGER	12	ID of a settlement instruction sent by the firm to settle this trade
REPORTDATE	Date	DATE	8
REPORTTIME	Time	TIME	6	Time when the instruction was entered into the Trading System
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	ID of the trading firm on whose behalf the instruction was entered
TRDACCID	Trading account	CHAR	12	ID of a trading account of the firm who sent the instruction
CPFIRMID	Counterparty	CHAR	12	Counterparty firm ID
CPTRDACCID	Counterparty trading account	CHAR	12	ID of a trading account of the firm the instruction is sent to
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
VALUE	Сумма	FIXED	16.2	Trade value, expressed in Rubles
STATUS	Status	TReportStatus	1	Settlement instruction status
COMMISSION	Comission	FIXED	16.2	Trade comission, in the currency of settlement
WITHDRAWTIME	Withdraw time	TIME	6	Time at which the settlement instruction was withdrawn
REPORTTYPE	Settlement instruction type	TReportType	1

REPO_NEGDEALBOOK - REPO orderbook (updateable, clear on update)

Orderbook for REPO orders. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get REPO orderbook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get REPO orderbook for a particular security traded on the specified board.

Input field	Description	Type	Size	Remarks
BOARDID	Board	CHAR	4	Trading board ID
SECBOARD	Board	CHAR	4	Board ID
SECCODE*	Security	CHAR	12	Security ID
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
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.
FIRMID	Firm	CHAR	12	Firm ID

Output field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
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.
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current date
FIRMID	Firm	CHAR	12	Firm ID
ORDERNO	Order	INTEGER	12	Order ID in the Trading System
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots

REPO_QUOTEBOOK - Котировки РЕПО (updateable, clear on update)

Table contains information on current best buy and sell quotes for REPO operations with a particular security. Each row represents one buy or sell quote. Two request formats are available: 1. specify Trading board ID only (BOARDID) to get REPO quotebook for all instruments traded on that board; 2. specify both Trading board and Security ID (SECBOARD+SECCODE) to get REPO quotebook for a particular security traded on the specified board.

Input field	Description	Type	Size	Remarks
BOARDID	Board	CHAR	4	Trading board ID
SECBOARD	Board	CHAR	4	Trading board ID
SECCODE*	Security	CHAR	12	Security ID
MINREPOTERM	Minimum REPO term	INTEGER	4	Minimum REPO term in days or empty
MAXREPOTERM	Maximum REPO term	INTEGER	4	Maximum REPO term in day or empty
MINREPORATE	Minimum REPO rate	FIXED	9.2	Minimum REPO rate in percents or empty
MAXREPORATE	Maximum REPO rate	FIXED	9.2	Maximum REPO rate in percents or empty

Output field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
QUOTENO	Order	INTEGER	12	Quote ID
FIRMID	Firm	CHAR	12	Firm ID
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
PRICE	Price	PRICE	9	Price
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current 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.
DISCOUNT	Discount	PRICE	9	Discount, expressed in %

SECACCINT - Accrued interest for securities (not updateable)

Table contains reply to the request for data on accrued interest for a specified interval for a specified security. Maximum number or accrued interested values for one security is limited by 180 days - it means that is not possible to get more than 180 values for one security with one request. If the specified End date exceeds this limit or not specified at all then the maximum allowed number of values is returned.

Input field	Description	Type	Size	Remarks
SECCODE*	Security	CHAR	12	Security ID. If not specified then data on all securities is returned
DECIMALS	Number of decimals	INTEGER	2	Number of decimals. If not specified then the default precision of two digits is applied
STARTDATE	Start date	DATE	8	Interval start date. If not specified then the current date is used
ENDDATE	End date	DATE	8	Interval end date

Output field	Description	Type	Size	Remarks
SECCODE*	Security	CHAR	12	Security ID
DECIMALS	Number of decimals	INTEGER	2	Number of decimals. This precision is used to format values in ACCINT field
STARTDATE	Start date	DATE	8	Interval start date
DAYNO	Number of days	INTEGER	3	Number of days after the start date
ACCINT	Accrued interest value	PRICE	16	Accrued interest value

SECURITIES - General market data (updateable)

The Table contains current General Market Information for Securities (Traded Instruments) traded on different Trading Boards. Each row corresponds to a unique pair: a Trading Board - a Security (Traded Instrument).

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	Идентификатор рынка на котором торгуется финансовый инструмент
INSTRID	Instrument Group ID	CHAR	4	Instrument Group ID
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Minimum price step	PRICE	9	The minimal step by which two prices may differ
FACEVALUE	Face value	PRICE	16	Face value of one Security, expressed in the currency, in which the Security is nominated
FACEUNIT	Face value currency	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 closing price	PRICE	9	Цена последней сделки нормального периода предыдущего торгового дня
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
YIELD	Yield for the last	FIXED	9.2	Yield, based on the trade price
ACCRUEDINT	Accrued interest	PRICE	16	Annualized yield to maturity calculated for the trade date for this security
PRIMARYDIST	Distribution	TYesNo	1	Indicator of an auction for a security
MATDATE	Maturity date	DATE	8
COUPONVALUE	Coupon value	FIXED	13.2	Value of the due coupon payment, expressed in the currency of settlement
COUPONPERIOD	Coupon period	INTEGER	4	Coupon period, in days
NEXTCOUPON	Date of the due coupon payment	DATE	8
ISSUESIZE	Issued volume	FLOAT	16
PREVWAPRICE	Previous WA price	PRICE	9	Значение оценки (WAPRICE) предыдущего торгового дня
YIELDATPREVWAPRICE	Yield, based on the last day WA price	FIXED	9.2	Yield, based on the last day WA price
REPO2PRICE	REPO second leg price	PRICE	9	This field is not used anymore.
CURRENCYID	Related currency ID	CHAR	4	Related currency ID
BUYBACKPRICE	Base price for yield calculation	PRICE	9	Base price for yield calculation
BUYBACKDATE	Maturity date for yield calculation	DATE	8	Maturity date for yield calculation
AGENTID	Primary distribution agent ID	CHAR	12	Primary distribution agent ID
QUOTEBASIS	Price type	TQuoteBasis	1
ISIN	ISIN	CHAR	12	ISIN code
LATNAME	English name	CHAR	30	Name of the security in English
REGNUMBER	Registration number	CHAR	20	State registration number
PREVADMITTEDQUOTE	Officially admited quote of the last day	PRICE	9	Признаваемая котировка предыдущего дня, цена за одну ценную бумагу
SECTYPE	Type of security	TSecType	1	Type of security
CLEARINGCENTRE	Clearing centre	CHAR	3	Clearing centre code
BID	Bid	PRICE	9	Best bid price
BIDDEPTH	Лотов на покупку по лучшей	INTEGER	10	Total unmatched volume of all active buy orders at the current best bid price (expressed in number of lots)
BIDDEPTHT	Total bid depth	INTEGER	10	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	10	Volume of all sell orders at the best price, expressed in lots
OFFERDEPTHT	Total offer depth	INTEGER	10	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
CHANGE	Last to Closing change	PRICE	9	Difference between the Last Price and the Previous day Closing Price
QTY	Lots in the last	INTEGER	10	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 number of securities
VALTODAY	Today value	INTEGER	16	Value of concluded trades, expressed in Rubles
VALUE	Value of the last	FIXED	16.2	Value of the last trade in the current trading session (expressed in Rubles)
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
YIELDATWAPRICE	Yield, based on the WA price	FIXED	9.2	Yield, based on the WA price
PRICEMINUSPREVWAPRICE	Last price to previous WA price	PRICE	10	Цена последней сделки (LAST) к оценке предыдущего дня (PREVWAPRICE)
CLOSEPRICE	Price of the Closing period	PRICE	9	Unified price for the closing period of the current trading session (calculated according to the trading rules)
CLOSEYIELD	Yield at the closing period price	FIXED	9.2	Yield at the closing period price
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
MARKETPRICE	Last day market price	PRICE	9	Market price of the previous day
MARKETPRICETODAY	Market price	PRICE	9	Today market price
DURATION	Duration	FIXED	7.2
SETTLECODE	Settlement code	CHAR	12	Default settlement code for this secufity
MARKETPRICE2	Market price 2	PRICE	9	Market price calculated in compliance with official Federal Commission for Financial Markets methodology
ADMITTEDQUOTE	Admitted quote	PRICE	9	Officially admitted quote calculated in compliance with official Federal Commission for Financial Markets methodology
OPENPERIODPRICE	Price of the Opening period	PRICE	9	Price of the Opening period
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
AUC_ID	Auction id	INTEGER	12

SEC_SETTLECODE - Accrued interest depending on the settlement date (updateable)

Table contains settlement codes and their respective settlement dates

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
ACCRUEDINT	Accrued interest	PRICE	16	Accrued interest at the settlement date, expressed in Rubles
ACCRUEDINT2	Accrued interest for the 2nd REPO leg	PRICE	16	Accrued interest for the SettleDate2, expressed in Rubles
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
REPORATE	REPO Rate	PRICE	9	REPO rate expressed in percents
SETTLEDATE	Settlement date	DATE	8	Settlement date of a negotiated deal or of a first REPO leg
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the 2nd REPO leg
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.

SETTLECODES - Settlement codes (not updateable)

No input fields


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	Settlement date of a negotiated deal or of a first REPO leg
SETTLEDATE2	Settlement date 2	DATE	8	Settlement date for the 2nd REPO leg

TEINFO - Trading system parameters (not updateable)

Table contains one row with trading system (engine) general information

No input fields


Output field	Description	Type	Size	Remarks
SESSION	Session ID	INTEGER	10	Unique ID of the current trading session

TESYSTIME - Trading System time (updateable, clear on update)

Table consists of one row with Trading System current date and time. This information is used to synchronize client time with the server time.

No input fields


Output field	Description	Type	Size	Remarks
TIME	Текущее время	TIME	6	Time on the Trading System server
DATE	Date	DATE	8	Date on the Trading System server

TRADES - Trades (updateable)

Table contains information on all trades registered in the Trading System for a trading firm since the beginning of the current trading session. Each Trade is represented by one row.

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade number	INTEGER	12	Trade number in the Trading System
ORDERNO	Order number	INTEGER	12	Number of order from which the trade originates
TRADETIME	Time	TIME	6	Time when the trade was registered by the Trading System
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
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
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
ACCOUNT	Trading account	CHAR	12	Trading account
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Trade volume, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in Rubles
SETTLEDATE	Settlement date	DATE	8
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest for the trade date, calculated based on the number of securities in the trade. Expressed in Rubles.
YIELD	Yield	FIXED	9.2	Yield, based on the trade price
PERIOD	Period	TPeriod	1	Period of the trading session when the trade was concluded
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
TRADETYPE	Type	TTradeType	1	Trade type
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.
COMMISSION	Total commission	FIXED	16.2	Trade comission, in the currency of settlement
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
ACCRUED2	Accrued interest for the buy-back	FIXED	16.2	Accrued interest on the buy-back date, expressed in Rubles
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current date
REPO2VALUE	REPO buy-back value	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in roubles
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.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Discount, expressed in %
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Discount, expressed in %
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Discount, expressed in %
BLOCKSECURITIES	Block collaterals	TYesNo	1	Block collaterals on a special account for REPO trades
CLEARINGCENTERCOMM	Clearing commission	FIXED	16.2	Clearing commission, expressed in Rubles
EXCHANGECOMM	Exchange commission	FIXED	16.2	Exchange commission, expressed in Rubles
TRADINGSYSTEMCOMM	Technical access commission	FIXED	16.2	Technical access commission, expressed in Rubles
CLIENTCODE	Client code	CHAR	12	Client code specified by the trader when entering an order
TRADEDATE	Trade date	DATE	8
AUCTIONID	Auction id	INTEGER	12
BENCHMARKID	Floating rate benchmark	CHAR	12

TRADETIME - Trading schedule (updateable, clear on update)

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
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
TYPE	Event	CHAR	1	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
SECCODE*	Security	CHAR	12	Security ID
MARKETID	Market	CHAR	4	Market ID

TRDACC - Trading accounts (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
TYPE	Depositary account type	TDepAccType	1	Depositary account type
DESCRIPTION	Description	CHAR	30
BANKACCID	Position code	CHAR	12	Bank account accociated with the trade account
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not"
DEPACCID	Depositary account	CHAR	12	Depositary account number in the Depositary Center
TRDACCTYPE	Trading account type	TTrdAccType	1	Trading account type

TRDTIMETYPES - Type of event (not updateable)

No input fields


Output field	Description	Type	Size	Remarks
TYPE	Event type	CHAR	1
DESCRIPTION	Description	CHAR	50

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	Код участника	CHAR	12
USERNAME	User name	CHAR	30
FIRMID	Firm	CHAR	12	Firm ID
STATUS	Status	TStatus	1	Flag: "Trading operations allowed/not"
IPGATEWAY	Gateway	CHAR	20
IPCLIENT	Workstation	CHAR	20
LOGGEDON	Active	TBoolInt	1	Flag indicating whether the user is currently logged-on

USTRADES - Unsettled trades (updateable)

No input fields


Output field	Description	Type	Size	Remarks
TRADENO	Trade ID	INTEGER	12	Trade number in the Trading System
TRADEDATE	Дата сделки	DATE	8
SETTLEDATE	Дата исполнения	DATE	8
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
VALUE	Value	FIXED	16.2	Trade value, expressed in Rubles
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
CPTRDACCID	Counterparty trading account	CHAR	12	Counterparty trading account ID
REPORTNO	Settlement instruction ID	INTEGER	12	ID of a settlement instruction sent by the firm to settle this trade
CPREPORTNO	Counterparty settlement instruction ID	INTEGER	12	ID of a settlement instruction sent by the counterparty firm to settle this trade
STATUS	Status	TUSTradeStatus	1	Unsettled trade status
ACCRUEDINT	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in Rubles
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
REPOTRADENO	REPO trade ID	INTEGER	12	ID of the first REPO leg
PRICE1	REPO price 1	PRICE	9	Price of the first REPO leg
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
PRICE2	REPO price 2	PRICE	9	Buyback price for the second REPO leg
COMMISSION	Comission	FIXED	16.2	Trade comission, in the currency of settlement
SETTLETIME	Settlement time	TIME	6
BALANCE	Trade balance	INTEGER	10	Volume of unmatched part of an order, expressed in lots
AMOUNT	Total amount	FIXED	16.2	Total value of the trade expressed in Roubles. Can be positive or negative, depending on the trade type (sell or buy). For "ordinary" trades – the same as the trade value. For REPO trades is calculated as the sum of REPO Profit and REPO Value for the current date. For the first REPO leg equals to the value of REPO trade, for the second REPO leg equals to "return" value of the REPO trade.
REPOVALUE	REPO value	FIXED	16.2	REPO value calculated in roubles for the current 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.
REPO2VALUE	REPO buy-back value	FIXED	16.2	Current value of the 2nd (buy-back) REPO leg calculated for the settlement date, expressed in roubles
RETURNVALUE	REPO return value	FIXED	16.2	Value due to be paid during settlement of the second (buy-back) REPO leg
DISCOUNT	Дисконт %	PRICE	9	Initial discount for the first REPO leg and current discount for the second REPO leg
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Low limit of REPO discount, %
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Discount, expressed in %
BLOCKSECURITIES	Block collaterals	TYesNo	1	Block collaterals on a special account for REPO trades
URGENCYFLAG	Settle today	TYesNo	1	The "Must be settled today" flag
TYPE	Unsettled trade type	TUSTradeType	1
OPERATIONTYPE	Operation	TOperationType	1	Operation type: deposit/withdraw
EXPECTEDDISCOUNT	Discount after deposit, %	PRICE	9	Discount, expressed in %
EXPECTEDQUANTITY	Quantity after deposit	INTEGER	10	Quantity, expressed in lots
EXPECTEDREPOVALUE	Value after deposit	FIXED	16.2	REPO value calculated in roubles for the current date
EXPECTEDREPO2VALUE	Repurchase value after deposit	FIXED	16.2	Value of the 2nd (buy-back) REPO leg, expressed in roubles
EXPECTEDRETURNVALUE	Return value after deposit	FIXED	16.2	Trade value, expressed in Rubles
CLIENTCODE	Client code	CHAR	12	Code of a client on whose behalf the order was entered
NEXTDAYSETTLE	Settle next day	TYesNo	1	The "Settle next day" flag
ORDERNO	Order	INTEGER	12	Number of order from which the trade originates
REPOTRADETRADEDATE	Дата заключения	DATE	8	For margin calls only. Date of REPO trade conclusion. Empty in other cases.
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.
COUPONPAYMENT	Coupon payment	FIXED	16.2	Value of coupon payment since the last security trading day
COUPONPAYMENTDATE	Coupon payment date	DATE	8	Date of the last coupon payment
PRINCIPALPAYMENT	Principal debt payment	FIXED	16.2	Value of the principal debt (ammortization) payment since the last security trading day
PRINCIPALPAYMENTDATE	Date of principal debt payment	DATE	8	Date of the last principal debt (ammortization) payment

Transactions

AMEND_ORDER - Amend order

Change parameters of an active order

Input field	Description	Type	Size	Remarks
ORDERNO	Order	INTEGER	12	Order ID in the Trading System
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, immediately or cancel, withdraw remainder
PRICEYIELDENTERTYPE	Price indication type	TEntryType	1	Price indication type: "price/yield/WA"
MMORDER	Market-maker's order	TMMOrder	1	Market-maker's order flag. Can be set for limit orders and only for the user who has market-maker rights for a specified security.
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security. For market orders must be set to 0.
QUANTITY	Lots	INTEGER, NOT NULL	10	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - 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.
ACTIVATIONTIME	Activation time	TIME	6	If not specified then the field should be filled with spaces

AUCTION_MKT_ORDER - Enter a market order during the auction

Submit order to the Trading System

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
ORDERVALUE	Order value	INTEGER	16	Order value, expressed in the currency of settlement
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.

CANCEL_TRADE - Cancel margin call

Input field	Description	Type	Size	Remarks
NUMTRADES	Number of trades	INTEGER	2
TRADENO+	Trade	INTEGER	12	Trade number in the Trading System
BUYSELL+	Direction	TBuySell	1	Trade direction

CANCEL_TRADES - Cancel margin calls

Input field	Description	Type	Size	Remarks
NUMTRADES	Number of trades	INTEGER	2
TRADENO1	Trade 1	INTEGER	12	Trade number in the Trading System
BUYSELL1	Trade direction 1	TBuySell	1	Trade direction - "buy/sell"
TRADENO2	Trade 2	INTEGER	12	Trade number in the Trading System
BUYSELL2	Trade direction 2	TBuySell	1	Order direction - "Buy / Sell"
TRADENO3	Trade 3	INTEGER	12	Trade number in the Trading System
BUYSELL3	Trade direction 3	TBuySell	1	Order direction - "Buy / Sell"
TRADENO4	Trade 4	INTEGER	12	Trade number in the Trading System
BUYSELL4	Trade direction 4	TBuySell	1	Order direction - "Buy / Sell"

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

CHANGE_PASSWORD - Change user password

Input field	Description	Type	Size	Remarks
CURRENTPW	Текущий пароль	CHAR	10
NEWPW	New password	CHAR	10

COMPLEX_NEGDEAL - In-house negotiated deal entry

Make transfers between two own clients of the firm or between the firm and one of its clients

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Own firm is specified
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
CPACCOUNT	Counterparty's trading account	CHAR	12	Counterparty's trading account
CPBROKERREF	Counterparty's broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
EXTREF	External user ID	CHAR	12	Поле-примечание, используется для обратной связи с внешними системами. Например:Идентификатор пользователя внешней системы, поставившего заявку.

COMPLEX_REPORT - Margin call execution instruction entry

On Bonds and Equities market: enter instruction for margin call execution. On Government Securities market: enter an in-house settlement instruction that doesn't require confirmation. Collaterals and money positions are verified. Instruction contains net value of the number of trades and their net sum.

Input field	Description	Type	Size	Remarks
NUMTRADES	Number of trades	INTEGER	2
TRADENO+	Trade	INTEGER	12	Trade number in the Trading System
BUYSELL+	Direction	TBuySell	1	Trade direction - "buy/sell"

COMPLEX_TRANSFER - In-house cash transfer

Transfer cash between positions of the trading firm headquarters and its regional branches. On successful validation Trading System generates two matching orders for negotiated deals, matches them and registers two "Cash transfer" negotiated deals between the trading firm headquarters and its regional branch.

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	D/W	TSecTransferBuySell	1	Transfer direction: withdraw from a counterparty account or deposit to it
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty Firm ID
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
CPACCOUNT	Counterparty trading account	CHAR	12	Counterparty trading account

EXT_REPO_COMPLEX_NEGDEAL - In-house REPO order entry

Conclude a REPO trade between the dealer and its client or between two dealer's clients. Only one order should be entered to conlude a trade. Trade is concluded right after order entry. Requirements to order parameters are the same as to negotiated deal orders in extended REPO-M mode.

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty Firm ID
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
CPACCOUNT	Торговый счет контрагента	CHAR	12	Counterparty trading account
CPBROKERREF	Counterparty's broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
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.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in rubles
REPOTERM	REPO term	INTEGER	4	Срок РЕПО - промежуток времени, выраженный в календарных днях, между датами исполнения первой и второй частей сделки РЕПО. Срок РЕПО исчисляется со дня, следующего за днем исполнения первой части сделки РЕПО, до дня исполнения второй части сделки РЕПО включительно.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for money transfer.
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.
BLOCKSECURITIES	Block collaterals	TYesNo	1	Flag showing if blocking of securities as a collateral on a special account for the term of REPO Operation is required. Currently applicable to the Government Securities market only. For other markets must be set to 'N'.

EXT_REPO_NEGDEAL - REPO order entry

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty Firm ID
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
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.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in rubles
REPOTERM	REPO term	INTEGER	4	Срок РЕПО - промежуток времени, выраженный в календарных днях, между датами исполнения первой и второй частей сделки РЕПО. Срок РЕПО исчисляется со дня, следующего за днем исполнения первой части сделки РЕПО, до дня исполнения второй части сделки РЕПО включительно.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Either indicated explicitly or calculated by the Trading System based on other REPO order parameters.
LOWERDISCOUNT	Low limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount becomes lower than this limit then the initial seller has a margin call for money transfer.
UPPERDISCOUNT	Upper limit of REPO discount, %	PRICE	9	Optional parameter that can be specified at order entry. When current discount exceeds than this limit then the initial buyer has a margin call for securities transfer.
BLOCKSECURITIES	Block collaterals	TYesNo	1	Flag showing if blocking of securities as a collateral on a special account for the term of REPO Operation is required. Currently applicable to the Government Securities market only. For other markets must be set to 'N'.
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Accepted counterparty's quote number (if an order is sent in reply to a quote) or white spaces
ACCEPTEDORDERNO	ID of a negdeal order to accept	INTEGER	12	Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces

EXT_REPO_QUOTE - Enter REPO order with no counterparty specified

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
WITHDRAWFLAG	Withdraw active orders	TYesNo	1	"Y" - withdraw active quotes of own firm having the same security ID and settlement code as in this order; "N" - do not withdraw any orders.
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
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.
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in rubles
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.
STARTDISCOUNT	REPO initial discount, %	PRICE	9	Discount, expressed in %

EXT_TRADE - Over-the-counter trade registraton

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
LPRICE	Price	PRICE	16	Price for one security
LQTY	Quantity	INTEGER	16
CURRCODE	Currency	TCurrCode	4	Currency code for OTC trades
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
FORACCOUNT	On behalf of	TOwnCli	1	On behalf of / on account
LARGETRADE	Large trade	TYesNo	1	Flag of a large trade
SETTLEDATE	Settlement date	DATE	8	Settlement date of a large trade
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - 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.

MESSAGE_SEND - Send message

Input field	Description	Type	Size	Remarks
USERIDTO	To user	CHAR	12
FIRMIDTO	To firm	CHAR	12	Firm ID
URGENCY	Importance	TUrgency	1	Message urgency or importance
MESSAGE	Text	CHAR	256

NEGDEAL - Enter negotiated deal order

Enter negotiated deal order

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	ID of the firm the order is addressed to
PRICE	Price	PRICE	9	Цена за одну ценную бумагу. Значение цены может быть не указано - в этом случае считается, что заявка вводится "по цене контрагента".
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
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.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched. Fixed refund rate can be specified only for 'B' and 'R' settlement codes, in other cases this field should be filled with spaces.
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Accepted counterparty's quote number (if an order is sent in reply to a quote) or white spaces
ACCEPTEDORDERNO	ID of a negdeal order to accept	INTEGER	12	Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces

ORDER - Enter order

Submit order to the Trading System

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, immediately or cancel, withdraw remainder
PRICEYIELDENTERTYPE	Price indication type	TEntryType	1	Price indication type: "price/yield/WA"
MMORDER	Market-maker's order	TMMOrder	1	Market-maker's order flag. Can be set for limit orders and only for the user who has market-maker rights for a specified security.
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security. For market orders must be set to 0.
QUANTITY	Lots	INTEGER, NOT NULL	10	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - 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.
ACTIVATIONTIME	Activation time	TIME	6	If not specified then the field should be filled with spaces

QUOTE - Enter Quote

Quote (negdeal order with no counterparty specified) entry

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
WITHDRAWFLAG	Withdraw active orders	TYesNo	1	"Y" - withdraw active quotes of own firm having the same security ID and settlement code as in this order; "N" - do not withdraw any orders.
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.

REPORT - Enter a settlement instruction

Input field	Description	Type	Size	Remarks
NUMTRADES	Number of trades	INTEGER	2
TRADENO+	Trade	INTEGER	12	Trade number in the Trading System
BUYSELL+	Direction	TBuySell	1	Order direction - "Buy / Sell"

REPORT_2 - Enter settlement instruction (max 2 trades)

Input field	Description	Type	Size	Remarks
NUMTRADES	Number of trades	INTEGER	2
TRADENO1	Trade 1	INTEGER	12	Trade number in the Trading System
BUYSELL1	Trade direction 1	TBuySell	1	Trade direction - "buy/sell"
TRADENO2	Trade 2	INTEGER	12	Trade number in the Trading System
BUYSELL2	Trade direction 2	TBuySell	1	Trade direction - "buy/sell"

REPORT_4 - Enter settlement instruction (max 4 trades)

Send a settlement instruction for several unsettled trades from the USTRADES table

Input field	Description	Type	Size	Remarks
NUMTRADES	Number of trades	INTEGER	2
TRADENO1	Trade 1	INTEGER	12	Trade number in the Trading System
BUYSELL1	Trade direction 1	TBuySell	1	Trade direction - "buy/sell"
TRADENO2	Trade 2	INTEGER	12	Trade number in the Trading System
BUYSELL2	Trade direction 2	TBuySell	1	Trade direction - "buy/sell"
TRADENO3	Trade 3	INTEGER	12	Trade number in the Trading System
BUYSELL3	Trade direction 3	TBuySell	1	Trade direction - "buy/sell"
TRADENO4	Trade 4	INTEGER	12	Trade number in the Trading System
BUYSELL4	Trade direction 4	TBuySell	1	Trade direction - "buy/sell"

REPO_NEGDEAL - REPO order entry

Enter REPO order in "old" (compared to extended) REPO mode. Notes: - refund rate must be the same in the opposite matching order; - when REPORATE is given then PRICE2 must be filled with spaces and vice versa.

Input field	Description	Type	Size	Remarks
ACCOUNT	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty Firm ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
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.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched. Fixed refund rate can be specified only for 'B' and 'R' settlement codes, in other cases this field should be filled with spaces.
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Accepted counterparty's quote number (if an order is sent in reply to a quote) or white spaces
ACCEPTEDORDERNO	ID of a negdeal order to accept	INTEGER	12	Accepted counterparty's negdeal number (if an order is send in reply to negdeal order) or white spaces

REPO_QUOTE - REPO quote entry

Enter a REPO order with no counterparty specified. Note: when REPORATE is given then PRICE2 must be filled with spaces and vice versa.

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	PRICE	9	Price for one security
QUANTITY	Lots	INTEGER	10	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
WITHDRAWFLAG	Withdraw active orders	TYesNo	1	"Y" - withdraw active quotes of own firm having the same security ID and settlement code as in this order; "N" - do not withdraw any orders.
REPORATE	REPO Rate	PRICE	9	REPO rate, expressed in %
PRICE2	Buyback price	PRICE	9	Buyback price for the second REPO leg
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.

WD_EXT_TRADE - Withdraw an over-the-counter trade

Withdraw submitted and not yet published OTC trades. When serveral parameters are given then the logical AND operator is used

Input field	Description	Type	Size	Remarks
TRADENO	Trade	INTEGER	12	Trade number in the Trading System
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
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.

WD_NEGDEAL - Withdraw negotiated deal order

Withdraw one or more active (not yet accepted) negdeals. When serveral parameters are given then the logical AND operator is used.

Input field	Description	Type	Size	Remarks
DEALNO	Order number	INTEGER	12	Order ID or a string with blanks
USERID	User ID	CHAR	12	User ID or a string with blanks

WD_ORDERS - Withdraw order

Withdraw active (not completeley matched) orders. When serveral parameters are given then the logical AND operator is used.

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TWBuySell	1	Withdraw orders of given direction or both sell & buy orders if space is given
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
TRADERID	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

WD_ORDER_BY_NUMBER - Withdraw order by number

Withdraw active (not completeley matched) orders. When serveral parameters are given then the logical AND operator is used.

Input field	Description	Type	Size	Remarks
ORDERNO	Order	INTEGER	12	Number of an order being withdrawn

WD_QUOTE - Withdraw quotes

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

Input field	Description	Type	Size	Remarks
QUOTENO	Order	INTEGER	12	Quote ID or spaces
BUYSELL	Direction	TWBuySell	1	Order direction - "buy/sell"
SECBOARD	Board	CHAR	4	Trading board ID. Can be used only when SECCODE is given too.
SECCODE*	Security	CHAR	12	Security ID or spaces
SETTLECODE	Settlement code	CHAR	12	Settlement code or spaces
TRADERID	Trader	CHAR	12	User ID or spaces
FIRMID	Firm	CHAR	12	Firm ID or spaces

WD_REPORT - Withdraw a settlement instruction

Withdraw active (not yet accepted) settlement instructions. When serveral parameters are given then the logical AND operator is used.

Input field	Description	Type	Size	Remarks
REPORTNO	Settlement instruction ID	INTEGER	12	ID of a settlement instruction sent by the firm to settle this trade
TRADERID	Trader	CHAR	12	User ID or spaces
FIRMID	Firm	CHAR	12	Firm ID or spaces
SECBOARD	Board	CHAR	4	Trading board ID. Can be used only when SECCODE is given too.
SECCODE*	Security	CHAR	12	Security ID or spaces

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