NATIONAL COMMODITY & DERIVATIVES EXCHANGE LIMITED Circular to all trading and clearing members of the Exchange Circular : NCDEX/TRADING-122/2014/263 Date : September 02, 2014 Subject : Change in format of TR01 and TR02 files Trading and Clearing members are hereby informed that the current format of the trade files i.e. TR01 and TR02 provided by the Exchange, will be appended with additional information on 15 digit CTCL ID/NNF ID. Kindly refer Annexure - 1 for revised file format of TR01 and TR02 files, where the two new columns are highlighted in yellow. The new format shall be effective from October 01, 2014 Members and CTCL providers are requested to make necessary changes to their back office systems accordingly. For and on behalf of National Commodity & Derivatives Exchange Limited Hemant Singhvi EVP Exchange Operations For further information / clarifications, please contact 1. Customer Service Group on phone: 022 6640 6613-15, 011 2334 4795 2. Customer Service Group by e-mail to : askus@ncdex.com 1 / 5
Annexure - 1 1. Trades report for Trading Members Report name: Trades Report File naming convention: NCDEX_TR01<MEMBER CODE>_DDMMYYYY.CSV The file is generated for each trading member who has executed at least one trade on the business date. The file will be generated after close of trading hours on each business date. The file structure is given below: Sr. Maximum Length 1. Trade Number NUMBER(15) Trade Number 2. Trade Date DATE (11) Business date in DD-MON-YYYY format 3. Activity Type NUMBER(2) 02 - for original trade 51 for custodian trades not confirmed 4. Market Type Default value N Normal 5. Instrument Type CHAR (6) Contract Descriptor 6. Symbol CHAR (10) Contract Descriptor 7. Expiry Date DATE (11) DD- MON-YYYY Contract Descriptor DD-MON-YYYY format 8. Strike Price NUMBER(9,2) Contract Descriptor 9. Option Type CHAR (2) Contract Descriptor 10. Corporate Action level NUMBER(2) Contract Descriptor 11. Buy TM Code CHAR (5) 12. Sell TM Code CHAR (5) 13. Trade Price NUMBER(9,2) 14. Trade Date Time DATE(25) Trade execution time in DD-MON- YYYY HH24:MI:SS format 15. Trade Quantity NUMBER(12) Trading Quantity 16. Token Number NUMBER(5) 17. Trade Buy Branch NUMBER(2) 18. Buy CM Code CHAR(6) Buy Clearing Member Code 19. Sell CM Code CHAR(6) Sell Clearing Member Code 20. Trade Sell Branch NUMBER(2) 21. Buy Custodial 2 / 5
Sr. 22. Buy Side 23. Sell Custodial 24. Sell Side 25. Buy Covered 26. Sell Covered 27. Buy Old Custodial Maximum Length 28. Buy Old CM Code CHAR(6) 29. Sell Old Custodial Participant 30. Sell Old CM Code CHAR(6) 31. Buyer User ID NUMBER(5) 32. Seller User ID NUMBER(5) 33. Buy Order No NUMBER(15) 34. Sell Order No NUMBER(15) 35. Buy Client Code CHAR (10) 36. Sell Client Code CHAR (10) 37. Buy CHAR(24) 38. Sell CHAR(24) 39. Buy Position Open/ 40. Sell Position Open/ 41. Buy Proprietor Client Flag 42. Sell Proprietor Client Flag Default value O - open Default value O open 43. Control Flag Default N 44. Buy CTCL ID CHAR(15) 15 digit Buy NNF ID/ CTCL ID 45. Sell CTCL ID CHAR(15) 15 digit Sell NNF ID/CTCL ID 3 / 5
2. Trades report for Clearing Members Report Name: Trades Report. File naming convention: NCDEX_TR<02>_<Member code>_ddmmyyyy.csv. The file is generated for each clearing member for all contracts in which trading member &/or custodian participant linked with such clearing member has executed at least one trade on the business date. The file will be generated after close of trading hours on each business date. The file structure is given below: Sr. Maximum Length 1. Trade Number NUMBER(15) Trade Number 2. Trade Date DATE (11) Business date in DD-MON-YYYY format 3. Activity Type NUMBER(2) 02 - for original trade 51 for custodian trades not confirmed 4. Market Type Default value N Normal 5. Instrument Type CHAR (6) Contract Descriptor 6. Symbol CHAR (10) Contract Descriptor 7. Expiry Date DATE (11) Contract Descriptor DD-MON-YYYY format 8. Strike Price NUMBER(9,2) Contract Descriptor 9. Option Type CHAR (2) Contract Descriptor 10. Corporate Action level NUMBER(2) Contract Descriptor 11. Buy TM Code CHAR (5) 12. Sell TM Code CHAR (5) 13. Trade Price NUMBER(9,2) 14. Trade Date Time DATE(25) Trade execution time in DD- MON-YYYY HH24:MI:SS format 15. Trade Quantity NUMBER(12) Trading Quantity 16. Token Number NUMBER(5) 17. Trade Buy Branch NUMBER(2) 18. Buy CM Code CHAR(6) Buy Clearing Member Code 19. Sell CM Code CHAR(6) Sell Clearing Member Code 20. Trade Sell Branch NUMBER(2) 21. Buy Custodial 4 / 5
Sr. 22. Buy Side 23. Sell Custodial 24. Sell Side 25. Buy Covered 26. Sell Covered 27. Buy Old Custodial Maximum Length 28. Buy Old CM Code CHAR(6) 29. Sell Old Custodial Participant 30. Sell Old CM Code CHAR(6) 31. Buyer User ID NUMBER(5) 32. Seller User ID NUMBER(5) 33. Buy Order No NUMBER(15) 34. Sell Order No NUMBER(15) 35. Buy Client Code CHAR (10) 36. Sell Client Code CHAR (10) 37. Buy CHAR(24) 38. Sell CHAR(24) 39. Buy Position Open/ 40. Sell Position Open/ 41. Buy Proprietor Client Flag 42. Sell Proprietor Client Flag Default value O - open Default value O open 43. Control Flag Default N 44. Buy CTCL ID CHAR(15) 15 digit Buy NNF ID/ CTCL ID 45. Sell CTCL ID CHAR(15) 15 digit Sell NNF ID/CTCL ID 5 / 5