DEPARTMENT : TRADING Download Ref No : NSEIFSC/TRADE/105 Date : March 23, 2018 Circular Ref. No : 024/2018

Transcription

1 NSE IFSC LIMITED DEPARTMENT : TRADING Download Ref No : NSEIFSC/TRADE/105 Date : March 23, 2018 Circular Ref. No : 024/2018 All Members, Order Log & Spread Order Log Exchange currently provides a facility to its trading members to download order log through online back up during market hours. This facility is available locally on User ID basis to all NEAT terminals individually. Members having multiple User IDs have been requesting the Exchange for a facility by which they can download online backup of all order related information for all User IDs as a single file. Hence the Exchange is providing a facility for members to download the order log and spread order log for respective trading members. The files shall be available on extranet server in online backup folder after 5:30 PM for Session 1 and after 11:45 PM for Session 2 daily. The file nomenclature shall be as under:- File type Session File name Order log 1 G_S1_ORD_LOG_<TM_ID>_<DDMMYYYY>.CSV.gz Spread order log 2 G_S2_ORD_LOG_<TM_ID>_<DDMMYYYY>.CSV.gz 1 G_S1_SPD_LOG_<TM_ID>_<DDMMYYYY>.CSV.gz 2 G_S2_SPD_LOG_<TM_ID>_<DDMMYYYY>.CSV.gz The file structure of order log is provided as Annexure 1. The circular shall be effective from March 26, For and on behalf of NSE IFSC Limited Yogesh Jain Head Trading Telephone No Fax No id / ifsctradesupport@nseifsc.co.in

2 Annexure 1 File Structure for Order Log:- Sr. Field Name Data Type Width Field Description 1 Trading Member ID String *5 Trading Member Id 2 Branch ID Num *4 Branch Id 3 User ID Num *5 User Id 4 Market Type String 7 NORMAL 5 Book Type Num *2 1 - Regular Lot Book 3 - Stop Loss Book 6 On Stop Character *1 Y - Stop Loss order N - Normal order 7 Order Number Num *16 Order 8 Buy / Sell String *1 B - Buy order S - Sell order 9 Instrument Name String 6 Instrument type 10 Symbol String 10 Symbol 11 Expiry Date String 11 Date in the format DD-MMM-YY 12 Strike Price Num *11 Strike Price (in USD) 13 Option Type String *2 Option Type of the contract CE / PE 14 Volume Original Num *9 Original quantity 15 Volume Disclosed Num *9 Disclosed quantity 16 Volume Disclosed Remaining Num *9 Disclosed quantity remaining 17 Reserved Field Num *9 Currently displayed as blank Market Price Y - If Market order 18 Character *1 N - If limit order 19 Limit Price Num *11 Blank in case of market order Price (in USD) in case of Limit Order. 20 Trigger Price Num *11 Trigger price (in USD) 21 Pro / Client String *3 CLI - Client order PRO - Proprietary order 22 Client Account String 10 Client account 23 Open / Close String 6 flag for open/close 24 Volume Remaining Num *9 Remaining Quantity 25 Reserved Field String 8 Currently displayed as blank 26 Good Till Date String *8 Good Till Days/Date 27 Day Character *1 Y - If day order N - If IOC order 28 Participant Id String 12 Participant ID - for participant order

3 29 Order Entry/User Modification Time String *8 30 Activity type String 10 Trading Member ID - for non-participant orders Last update date time or order entry time HH:MM:SS Order cancellation - OCXL Order modification - OMOD Batch order Cancellation - SYSCXL Price Freeze - PRFRZ Price Freeze Cancellation - PRFRCXL Quantity Freeze - QTYFRZ Quantity Freeze Cancellation - QTYFRZCXL Stop loss trigger 31 CTCL Id Num *15 CTCL ID Note- * means right aligned Order Number Format First 2 digits will contain the stream The next 14 digits will be allotted to the order sequence. The Order Nos. shall be unique for a day -SLTRIG

4 File Structure for Spread Order Log:- Sr. Field Name Data Type Width Field Description 1 Trading Member ID String *5 Trading Member Id 2 Trading Member Branch ID Num *4 Branch Id 3 User ID Num *5 User Id 4 Market Type String 7 NORMAL 5 Book Type Num *2 1 - Regular Lot Book 6 Order Number Num *16 Order 7 Buy / Sell String *1 B - Buy spread order S - Sell spread order 8 Instrument Name String 6 Instrument type 9 Symbol String 10 Symbol 10 Expiry Date String 11 Date in the format DD-MMM-YY 11 Strike Price Num *11 Strike Price (in USD) 12 Option Type String *2 13 Open / Close String 6 Option Type of the contract CE, PE. Blank will be printed instead of XX for Futures. O Open C Close 14 Instrument Name String 6 Instrument type 15 Symbol String 10 Symbol 16 Expiry Date String 11 Date in the format DD-MMM-YY 17 Leg 2 Strike Price Num *11 Strike Price (in USD) 18 Leg 2 Option Type String *2 19 Leg 2 Open / Close String 6 Option Type of the contract for leg 2 CE, PE. Blank will be printed instead of XX for Futures. O Open C Close 20 Volume Original Num *9 Original quantity 21 Volume Disclosed Num *9 Disclosed quantity 22 Volume Disclosed Remaining Num *9 Disclosed quantity remaining 23 Reserved Field Num *9 Currently displayed as blank 24 Market Price Y - If Market order Character *1 N - If limit order 25 Limit Price Num *11 26 Pro / Client String *3 Blank in case of market order Price (in USD) in case of Limit Order. CLI - Client order PRO - Proprietary order 27 Client Account String 10 Client account 28 Volume Remaining Num *9 Remaining Quantity

5 29 Reserved Field String 8 Currently displayed as blank 30 Good Till Date String *6 Date in format DDMMYY. Currently this field is zero. 31 Day Character *1 Y - If day order N - If IOC order 32 Participant Id String 12 Participant ID - for participant order Trading Member ID - for non-participant orders 33 Order Entry/User Last update date time or order entry time String *8 Modification Time HH:MM:SS 34 Activity Type String 10 Order cancellation - OCXL Order modification - OMOD Batch order Cancellation - SYSCXL Price Freeze - PRFRZ Price Freeze Cancellation - PRFRCXL Quantity Freeze - QTYFRZ Quantity Freeze Cancellation - QTYFRZCXL Stop loss trigger -SLTRIG 35 CTCL Id Num *15 CTCL ID Note- * means right aligned Order Number Format First 2 digits will contain the stream The next 14 digits will be allotted to the order sequence. The Order Nos. shall be unique for a day