TP Fo Fix NNF Protocol 1.4

FIX Protocol for Non-NEAT Front End (NNF)
Futures and Options Trading System
Version 1.4
MARCH - 2018
National Stock Exchange of India Ltd

Exchange Plaza, Plot No. C/1, G Block,
Bandra-Kurla Complex, Bandra (E)
Mumbai - 400 051.
1
NSEIL - Futures and Options Trading System FIX Protocol for Non-NEAT Front End
Notice
© Copyright National Stock Exchange of India Ltd (NSEIL). All rights

reserved. Unpublished rights reserved under applicable copyright and
trades secret laws.
The contents, ideas and concepts presented herein are proprietary

and confidential. Duplication and disclosure to others in whole, or in
part is prohibited.
2
Changes in This Issue
Version 1.4
MARCH 2018
Pages Description Version

Changed History
13 NSE custom field added for PAN and Algo ID changes
35,36 Order - Single [type 'D']
47,48 Execution Report [type '8']
58 Order Cancel/Replace Request [type 'G']
62 Order Cancel Request [type 'F']
64,65 Order Cancel Reject [type '9']
75 New Spread and Multileg Order Request [type 'U1']
78 Spread Order Cancel/Replace Request [type 'U2']
85 Order Mass Cancel Request[Type ‘U6’]
3
Preface
Purpose
This document describes the protocol to be used for Financial Information Exchange FIX
based Non-NEAT Front end (NNF) to communicate with the Futures and Options
Trading System and thus serves as a development guide for the FIX users.
Target Audience
This document is written for system designers and programmers of user organizations
and third party software developers who are responsible for the development of software
to interact with NSE’s Futures and Options Trading System using FIX Protocol.
4
Abbreviations and Acronyms Used
The abbreviations and acronyms used in this document are:
AON All Or None

ATO At The Opening
AU Auction
BM Branch Manager
CM Captial Market
DL Dealer
DQ Disclosed Quantity
FIX Financial Information eXchange
GTC Good Till Cancellation
GTD Good Till Date
IOC Immediate Or Cancel
LTP Last Traded Price
MF Minimum Fill
NEAT National Exchange for Automated Trading
NNF Non Neat Front End
NSE National Stock Exchange
NT Negotiated Trade
OL Odd Lot
RL Regular Lot
SL Stop Loss
ST Special Terms
TAP Trading Access Point
TCMS TAP Control and Monitoring System
TM Trading Member
TP Trigger Price
TWS Trader Workstation
VV.RR.SS Version. Release. Sub-release
COL Cancel On Logoff
5
CONTENTS
CHAPTER 1 - INTRODUCTION .............................................................................................................. 7

CHAPTER 2 - FIX GUIDELINES ............................................................................................................. 8
FIX VERSION .............................................................................................................................................. 8
FIX MESSAGES SUPPORTED ........................................................................................................................ 8
Sender CompID .....................................................................................................................................10
TargetCompID.......................................................................................................................................10
TAP Ports ..............................................................................................................................................10
Custom Fields as per NSE FIX ..............................................................................................................11
Custom Values as per NSE FIX .............................................................................................................13
Other customizations .............................................................................................................................14
Note .......................................................................................................................................................14
CHAPTER 3 - LOGON PROCESS ...........................................................................................................15
INTRODUCTION ...........................................................................................................................................15
ORDER OF EVENTS TO BE FOLLOWED DURING LOGON ..............................................................................15
MESSAGE SYNCHRONIZATION PROCESS .....................................................................................................16
CHAPTER 4 - NSE FIX STRUCTURES ..................................................................................................17
STANDARD HEADER ...................................................................................................................................17
LOGON [TYPE 'A'] .......................................................................................................................................21
TRADING SESSION STATUS REQUEST [TYPE 'G'] .........................................................................................24
TRADING SESSION STATUS [TYPE 'H'] .........................................................................................................25
ORDER - SINGLE [TYPE 'D'] ........................................................................................................................27
EXECUTION REPORT [TYPE '8'] ...................................................................................................................37
NOTES ON EXECUTION REPORT(MSGTYPE = 8) : .......................................................................................49
MAPPING OF CERTAIN FIELDS FOR DIFFERENT TYPES OF EXECUTION REPORT. ...........................................50
ORDER CANCEL/REPLACE REQUEST [TYPE 'G'] .........................................................................................52
ORDER CANCEL REQUEST [TYPE 'F'] ..........................................................................................................59
ORDER CANCEL REJECT [TYPE '9'] .............................................................................................................63
NEWS [TYPE 'B'] .........................................................................................................................................66
BUSINESS MESSAGE REJECT [TYPE 'J'] .......................................................................................................70
LOGOUT [TYPE '5']......................................................................................................................................72
NEW SPREAD AND MULTILEG ORDER REQUEST [TYPE 'U1'] ......................................................................73
SPREAD ORDER CANCEL/REPLACE REQUEST [TYPE 'U2'] ..........................................................................76
GIVEUP REPORT [TYPE 'U3'] ......................................................................................................................79
POSITION MAINTENANCE REQUEST [TYPE 'U4'] .........................................................................................81
POSITION MAINTENANCE REPORT [TYPE 'U5'] ...........................................................................................83
ORDER MASS CANCEL REQUEST [TYPE ‘U6’]............................................................................................85
ANNEXURE ................................................................................................................................................86
SUPPORTED ORDER TYPES .........................................................................................................................86
UNSUPPORTED FUNCTIONALITIES ..............................................................................................................86
IMPORTANT REFERENCES & READING .......................................................................................................87
6
Chapter 1 - Introduction
The National Stock Exchange of India Ltd (NSEIL) provides a automated electronic
trading facility using NEAT front ends and Non NEAT Front ends(NNF). FIX protocol is
also now supported through TAP (Trading Access Point). This document is a
supplement to the “Protocol for Non-NEAT Front End (NNF) - Futures and Options
Trading System” and the FIX 4.2 Specifications as specified at www.fixprotocol.org .
Cash CTCL
NNF
TAP Cash Cash

Cash NEAT IP FIX Enabled IP
Segment
FIX IP
Cash CTCL
Network
F&O CTCL F&O

Segment
NNF
IP
TAP F&O
F&O NEAT IP FIX Enabled
FIX
F&O CTCL
7
Chapter 2 - FIX Guidelines
FIX Version
NSE will support the FIX version 4.2 for Futures and Options
FIX Messages supported

MsgType(35) = Message Direction - Inbound Similar to NNF Transcode
/ Outbound / Both
Session
0 Heartbeat B NA
1 Test Request B NA
2 Resend Request B NA
3 Reject B NA
4 Sequence Reset B NA
5 Logout B 2320 / 2321
A Logon B 2300 / 2301
Application
8 Execution Report O 2012 / 2073 / 2074 /
2075 / 2222 / 7021 /
2231 / 2124 / 2154 /
2136 / 2130 / 2131 /
2132 / 2125 / 2126 /
2155 / 2156
9 Order Cancel Reject O 2072
D New Order Single I 2000
F Order Cancel Request I 2070
G Order Cancel/Replace Request I 2040
g Trading Session Status Request I 1600 + 7000
h Trading Session Status O 1601
j Business Message Reject O For Errors
B News O 5295 / 6501 / 6511 /
6521 / 6531 / 6571
H Order Status Request NA Not Supported
Application – Userdefined Messages
U1 New Spread And Multileg I 2100 / 2102 / 2104
Order Request
U2 Spread Order Cancel/replace I 2118 / 2106
Request
U3 Giveup Report O 4506 / 4507
U4 Position Maintenance Request I 4000 / 4005 / 4008
8
U5 Position Maintenance Report O 4002 / 4007 / 4010

U6 Order Mass Cancel Request I 2062
9
Sender CompID
TCMS will have additional screen for the configuration of SenderCompID. Format will be
TraderID,MemberID,BranchID
TargetCompID
TargetCompID to connect to NSE through TAP will be NSE_TAP_FO for Futures and Options
Market
TAP Ports
TCP Port number 9652 will be used for Futures and Options Market. Necessary firewall entries
would need to be carried out for this port in case there is a firewall between FIX-CTCL and TAP.
10
Custom Fields as per NSE FIX
Tag FIX Data type Field Name Descirption

Number
460 Int Product Indicates the type of product the

security is associated with.
554 String Password AlphaNumeric field for password.
Maximum length of 8 characters
925 String New Password AlphaNumeric field for password.
Maximum length of 8 characters
555 NumInGroup NoLegs Number of Order Leg repeating
group instances
564 Char LegPositionEffect OpenClose for leg of a multileg
565 Char LegCoveredOrUncovered CoveredUncovered for leg of a

multileg
566 Price LegPrice Price for leg of a multileg
600 String LegSymbol Symbol for leg of a multileg
602 String LegSecurityID SecurityID for leg of a multileg
607 Int LegProduct Product for leg of a multileg
609 String LegSecurityType SecurityType for leg of a multileg
611 LocalMktDate LegMaturityDate MaturityDate for leg of a multileg
612 Price LegStrikePrice StrikePrice for leg of a multileg
613 Char LegOptAttribute OptAttribute for leg of a multileg
624 Char LegSide Side for leg of a multileg
685 Qty LegOrderQty Qty for leg of a multileg
709 Int PosTransType Identifies the type of position

transaction
Valid values:
1 = Exercise
2 = Do Not Exercise
710 String PosReqID Unique number for each Request.
712 Int PosMaintAction Maintenance Action to be

performed.
11
714 String PosMaintRptRefID Reference to a PosMaintRptID

from a previous Position
Maintenance Report that is being
replaced or canceled.
721 String PosMaintRptID Identifier for this chain of position
maintainence request & responses.
722 Int PosMaintStatus Status of Position Maintenance
Request
6000 UTCTimestamp LastModificationTime Transaction Time from the last

successful
modification/transaction for the
given OrderID
6001 UTCTimestamp LastHostMessageTime Host Sending Time
[OriginalSendingTime] of the last
message received from NSE-TAP
without Poss Resend Flag
6002 Char BrokerStatus Contains the status of the Broker
(a.k.a Member).
6003 String BrokerName Contains name of Broker (a.k.a
Member).
6004 String TraderName Contains name of User.
6005 Char BrokerType Trading Member only or

Trading and Clearing Member
or Clearing Member only
6006 Char ClearingStatus The Clearing status of the member.
6007 String FillID NSE provided Fill(Trade) Number
6008 Int MultilegOrdType Indicator of Type of Multileg order

Valid Values:
1 = Spread Order
2 = Two Leg Order
3 = Three Leg Order
6009 Int LegPutOrCall Valid values:
'0' Put
'1' Call
6010 Qty LegLeavesQty Volume remaining for the leg.
6011 Qty LegCumQty Volume filled for the leg.
6012 Int GiveUpStatus Valid Values:

1-Approved
2-Rejected
12
6013 Char CancelRemainingQty Valid Values :

Y = Yes
N = No
6014 Int MaxOnBehalfOfLocationID Contains maximum number of
OnBehalfOfLocationId
6015 Int NoOnBehalfOfLocationID Specifies no. of
OnBehalfOfLocationId in the
repeating groups.
530 Char MassCancelRequestType Specifies scope of Order Mass
Cancel Request
6016 String PAN Max 10 Char AlphaNumeric value.

This field shall contain the PAN
(Permanent Account Number)
For Client order(CLI) this field shall
have the PAN of the respective
client For PRO order this field shall
be blank
6017 Int AlgoID For Algo order this field shall
contain the Algo ID issued by the
exchange. For Non-Algo order this
field shall be blank
6018 Int AlgoCategory For Algo order this field shall
contain the Algo Category as
provided by the Exchange. For
Non-Algo order this field shall be
blank
6019 String OldPAN In case of modification, this field
shall contain the Old PAN
For Client order (CLI) this field will
have the PAN of the respective
Client. For PRO order this field will
be blank
6020 string NanoTimestamp This field is popoulated by Trading
system. Time in this field will be
populated in nanoseceonds (from
01-Jan-1980 00:00:00).
Custom Values as per NSE FIX
Tag Field Name New values Descirption

Number
39 OrdStatus U U – Unchanged (from
previously reported status)
150 ExecType T T - Stop Loss Triggered
13
378 ExecRestatementReason 50, 51, 52 50 = Control User Activity

51 = Corp.Mgr Activity
52 = Branch.Mgr Activity
54 Side L L – As mentioned in the Legs
Other customizations
There are other customization in the FIX Protocol to be used for connecting to NSE TAP
mentioned in each structure in Chapter 4 below.
Field additions to different FIX Messages
Certain fields are made Mandatory Fields which are not required by FIX 4.2.
Note
Encryption is NOT supported.
If a Tag is not explicitly supported, it will be ignored without considering the value of the
tag.
14
Chapter 3 - Logon Process
Introduction
This section describes how a trader logs on to the trading system. The process by which
a trader logs on to the trading system is called Logon Process. The trader, after issuing a
Logon request, waits for the system response. The response could be a successful logon
or an error message.
Order of Events to Be Followed During Logon
Message (Transcode) Direction FIX MsgType (35=) Remarks

Logon Request (2300) Inbound A
Logon Response (2301) Outbound A Sent on successful
logon
Logon Response Outbound 5 In case of
unsuccessful logon
Trading Session Status Inbound g FIX Client should send
Request(1600) with immediately after
Embedded Jounrnal Custom field logon response.
Download(7000)from LastHostMessageTime
each LocationId will be populated with Must NOT be sent
Time for Journal anytime during the
Download for each Host session.
LocationId
Multiple Messages Outbound 8 Multiple execution
Order Entry, reports will be sent to
Modification, Cancel, Each message will have the Client for
Trade etc. PosResend Flag set as ‘Y’ synchronization of
for indicating Journal databases. Each
Download message contains
Host LocationID in
the
OnBehalfOfLocationId
field of message
header.
Trading Session Status Outbound h Trading status will be
Response (1601) informed to the
Client.
Logoff Outbound 5 If the user is not
allowed through FIX
path.
Order transactions will be allowed from this point onwards.
15
Message Synchronization Process
Message synchronization is the process in which user synchronizes message with him to
the Trading Host. In order to have synchronization between itself and a User, Trading
Host logs all the responses sent to the User. Synchronization process starts upon
receiving request from the user.
Trading Host uses various LocationID to perform synchronization. Maximum number of

such LocationID is communicated to the user in the Logon message (35 = A) in
MaxOnBehalfOnLocationID (Tag Number 6014) Field. User has to specify the
synchronizing point from where messages are to be synchronized. Message
synchronization is initiated immediately after user sends
TradingSessionStatusRequest (Message type=g). User must send LastHostMessageTime
(Tag Number 6001) for every LocationID in the TradingSessionStatusRequest (35 = g).
Value in the LastHostMessageTime (Tag Number 6001) suggests to the Trading Host that
it has to synchronize all the messages after this time. OnBehalfOfSendingTime (Tag
Number 370) received from the Host for a particular LocationID will be used to initiate
synchronization. LocationID of each message will be sent in OnBehalfOfLocationID (Tag
Number 144) in Message header. OnBehalfOfLocationID (Tag Number 144) will not be
sent for logon response (35=A) and Trading Session Status (Message type=h). User may
receive multiple execution report containing all the transactions of user and important
broadcast with PosResend flag=’Y’ for synchronization of their databases. After sending
all the synchronizing messages, TAP will send TradingSessionStatus (type 'h') to the
client. This indicates the end of Message Synchronization process.
16
Chapter 4 - NSE FIX Structures
Standard Header
Tag Field Name Req'd FIX Protocol Comments NSE Comments NSE Comments
In Bound Out Bound
8 BeginString Yes FIX.4.2 (Always unencrypted, must FIX.4.2 FIX.4.2
be first field in message)
9 BodyLength Yes (Always unencrypted, must be
second field in message)
35 MsgType Yes (Always unencrypted, must be third
field in message)
49 SenderCompID Yes (Always unencrypted) TraderID,MemberID,BranchID NSE_TAP_FO
56 TargetCompID Yes (Always unencrypted) NSE_TAP_FO TraderID,MemberID,BranchID
115 OnBehalfOfCompID
128 DeliverToCompID
90 SecureDataLen Required to identify length of

encrypted section of message.
17
(Always unencrypted)
91 SecureData Required when message body is
encrypted. Always immediately
follows SecureDataLen field.
34 MsgSeqNum
50 SenderSubID
142 SenderLocationID
57 TargetSubID
143 TargetLocationID
116 OnBehalfOfSubID
144 OnBehalfOfLocationID Trading partner LocationID (i.e. Will contain Host LocationId
geographic location and/or desk) used of the message.
when delivering messages via a third
party. (Can be embedded within
encrypted data section.)
129 DeliverToSubID
145 DeliverToLocationID
18
43 PossDupFlag Always required for retransmitted

messages, whether prompted by
the sending system or as the result
of a resend request.
97 PossResend Required when message may be Will be set to ‘Y’ for the
duplicate of another message sent synchronization message
under a different sequence number. during the logon process.
52 SendingTime Yes FIX Client Sending Time TAP Sending Time
122 OrigSendingTime Required for message resent as a

result of a ResendRequest. If data is
not available set to same value as
SendingTime (Can be embedded
within encrypted data section.)
212 XmlDataLen
213 XmlData
19
347 MessageEncoding Type of message encoding (non-

ASCII characters) used in a
message’s “Encoded” fields.
Required if any “Encoding” fields
are used.
369 LastMsgSeqNumProcessed The last MsgSeqNum value received
and processed. Can be specified on
every message sent. Useful for
detecting a backlog with a
counterparty.
370 OnBehalfOfSendingTime Used when a message is sent via a NSE Host Sending Time in
“hub” or “service bureau”. If A UTC
sends to Q (the hub) who then
sends to B via a separate FIX
session, then when Q sends to B the
value of this field should represent
the SendingTime on the message A
sent to Q. (always expressed in UTC
(Universal Time Coordinated, also
known as “GMT”)
20
Logon [type 'A']
Tag or Component Field Name Req'd FIX Protocol Comments NSE Comments
Component Standard Header Yes MsgType = A

98 Encrypted Method (Always unencrypted) Valid Values: 0 = No Ecryption
108 HeartBtInt Note same value used by both Valid Value: 30 (seconds)
sides
95 RawDataLength Yes
96 RawData Yes FIX Client to populate NSE Version

number in this.
Example version 9.0.5 will be
populated as 090500
141 ResetSeqNumFlag Indicates both sides of a FIX Valid Value: Y = Yes, reset
session should reset sequence sequence numbers
numbers
383 MaxMessageSize Can be used to specify the Not Used
maximum number of bytes
supported for messages
received
sequence 384 NoMsgTypes Specifies the number of Not Used
repeating MsgTypes specified
372 RefMsgType Specifies a specific, supported Not Used
MsgType. Required if
NoMsgTypes is > 0. Should be
specified from the point of view
of the sender of the Logon
21
message
385 MsgDirection Indicates direction (send vs. Not Used

receive) of a supported
MsgType. Required if
NoMsgTypes is > 0. Should be
specified from the point of view
of the sender of the Logon
message
end sequence
554 Password Yes Data type: String, Custom field, Password
Max 8 Char ‘Password’
925 New Password No Data type: String, Custom field, In case Password change is to be
Max 8 Char ‘New Password’ carried out.
6002 BrokerStatus No Data type: Char, Custom field. Contains the current status of the
broker in logon response.
Valid Values :
‘S’ for Suspended
‘A’ for Active
‘D’ for Deactivated
‘C’ for Closeout
‘V’ for Voluntary Close Out
6003 BrokerName No Data type: String, Custom field. Contains the name of the Broker
in logon response.
6004 TraderName No Data type: String, Custom field. Contains the name of the User in
logon response.
6005 BrokerType No Data type: Char, Custom field. This field contains the type of
22
member. The values are as

follows:
‘1’ - Trading Member only
‘2’ - Trading and Clearing Member
‘3’ - Clearing Member only
6006 ClearingStatus No Data type: Char, Custom field. This field contains the Clearing
status of the member.
Valid values:
‘A’ - Active
‘S’ - Suspended
‘D’ - Deactivated
‘V’ - Voluntary Close Out
6014 MaxOnBehalfOnLocationID No Data type: Int, Custom Field. Contains maximum number of
LocationId
Component Standard Trailer Yes
23
Trading Session Status Request [type 'g']
Tag or Field Name Req'd FIX Protocol Comments NSE Comments

Component
Component Standard Header Yes MsgType = g (lowercase)
335 TradSesReqID Yes Must be unique, or the ID of previous Not Used.
Market Data Request to disable if
SubscriptionRequestType = Disable
previous Snapshot + Updates Request (2).
336 TradingSessionID Trading Session for which status is being Not Used.
requested
338 TradSesMethod Method of trading Not Used.
Always 1 = Electronic
339 TradSesMode Trading Session Mode Not Used.
263 SubscriptionRequestType Yes Not Used.
sequence 6015 NoOnBehalfOfLocationID Yes NSE Custom Field Specifies no. of OnBehalfOfLocationId
Data type: Int in the repeating groups. This number
should be same as
MaxOnBehindOfLocationID.
6001 LastHostMessageTime Yes NSE Custom Field Must be poplated with Host Sending
end sequence Data type: UTC Timestamp Time send in OnBehalfOfSendingTime
(Tag = 370) of the last message
received from NSE-TAP for each of the
NSE LocationId.
24
Trading Session Status [type 'h']

Component
Component StandardHeader Yes MsgType = h (lowercase)
335 TradSesReqID Provided for a response to a specific Not Supported
Trading Session Status Request message
(snapshot).
336 TradingSessionID Yes Identifier for Trading Session Login Count of Trading Day for the
User ID
338 TradSesMethod Method of trading: Not Supported
339 TradSesMode Trading Session Mode Not Supported
325 UnsolicitedIndicator ‘Y’ if message is sent unsolicited as a result Not Supported
of a previous subscription request.
340 TradSesStatus Yes State of the trading session State of the trading session.
Valid values:
1 = Halted
2 = Open
3 = Closed
4 = Pre-Open
5 = Pre-Close
341 TradSesStartTime Starting time of the trading session Not Supported

342 TradSesOpenTime Time of the opening of the trading session Not Supported
343 TradSesPreCloseTime Time of the pre-close of the trading session Not Supported
344 TradSesCloseTime Closing time of the trading session Not Supported

345 TradSesEndTime End time of the trading session Not Supported
25
387 TotalVolumeTraded Not Supported

58 Text Not Supported
354 EncodedTextLen Must be set if EncodedText field is specified Not Supported
and must immediately precede it.
Encoded (non-ASCII characters) Not Supported

355 Encoded Text representation of the Text field in the
encoded format specified via the
MessageEncoding field.
Component StandardTrailer Yes
26
Order - Single [type 'D']

Component
Component StandardHeader Yes MsgType = D
11 ClOrdID Yes Unique identifier of the order as Unique number for each Transaction
assigned by institution. Request.
Must not cross 2,000,000,000
109 ClientID Used for firm identification in third- Not Used
party transactions (should not be a
substitute for
OnBehalfOfCompID/DeliverToCompID).
76 ExecBroker Used for firm identification in third- Not Used
substitute for
1 Account Yes Max 10 Char AlphaNumeric value.
If the order is entered on behalf of a
trader, the trader account number
should be specified in this field. For
broker’s own order, this field should
be set to the broker code.
sequence 78 NoAllocs Number of repeating groups for pre- Not Used

trade allocation
79 AllocAccount Required if NoAllocs > 0. Must be first Not Used
field in repeating group.
80 AllocShares Not Used
end sequence
63 SettlmntTyp Absence of this field is interpreted as Not Used
Regular.
27
64 FutSettDate Required when SettlmntTyp = 6 Not Used

(Future) or SettlmntTyp = 8 (Sellers
Option)
21 HandlInst Yes Valid Values
1 = Automated execution order
18 ExecInst Can contain multiple instructions, Not Used
space delimited. If OrdType=P, exactly
one of the following values (ExecInst =
L, R, M, P, O, T, or W) must be
specified.
110 MinQty Not Used
111 MaxFloor This field should specify the quantity
that has to be disclosed to the
market. It is not applicable if the
order has either the All Or None or
the Immediate Or Cancel attribute
set. It should not be greater than the
volume of the order and not less than
the Minimum Fill quantity if the
Minimum Fill attribute is set. In
either case, it cannot be less than the
Minimum Disclosed Quantity
allowed. It should be a multiple of
the Regular lot.
100 ExDestination Not Used

sequence 386 NoTradingSessions Specifies the number of repeating Not Used
TradingSessionIDs
336 TradingSessionID Required if NoTradingSessions is > 0. Not Used
end sequence
81 ProcessCode Used to identify soft trades at order Not used
28
entry.
55 Symbol Yes Symbol as per NSE Security/Contract
Masters
65 SymbolSfx No Series as per NSE Security/Contract
Master.
Compulsory for Equity[CM].
Not Required for Derivatives[F & O] &
Currency[CD].
48 SecurityID Yes Token Number as per NSE
Security/Contract Masters
22 IDSource Not used.

Always 8= Exchange Symbol
167 SecurityType Yes Must be specified if a Future or Option. Mandatory for Derivatives [F & O]
If a Future: Symbol, SecurityType, and FUT = Future
MaturityMonthYear are required. If an OPT = Option
Option: Symbol, SecurityType,
MaturityMonthYear, PutOrCall, and
StrikePrice are required.
460 Product Yes Data type: Int, Custom field Valid Values:
5 = EQUITY
7 = INDEX
21 = INDIAVIX
200 MaturityMonthYear Yes Specifiesthe month and year of Mandatory for Derivatives [F & O]
maturity. Required if MaturityDay is
specified.
205 MaturityDay Yes Can be used in conjunction with Mandatory for Derivatives [F & O]
MaturityMonthYear to specify a
particular maturity date.
29
201 PutOrCall For Options. Mandatory For Options.

Valid values:
'0' Put
'1' Call
202 StrikePrice For Options. Mandatory For Options.

206 OptAttribute For Options. Mandatory For Options.
Valid values:
L = Long (a.k.a. 'American')
S = Short (a.k.a. 'European')
231 ContractMultiplier For Fixed Income, Convertible Bonds, Not Used
Derivatives, etc. Note: If used,
quantities should be expressed in the
"nominal" (e.g. contracts vs. shares)
amount.
223 CouponRate For Fixed Income. Not Used
207 SecurityExchange Can be used to identify the security. Not Used
106 Issuer Not Used
348 EncodedIssuerLen Must be set if EncodedIssuer field is Not Used
specified and must immediately
precede it.
349 EncodedIssuer Encoded (non-ASCII characters) Not Used
representation of the Issuer field in the
107 SecurityDesc Not Used
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc Not Used
field is specified and must immediately
precede it.
30
351 EncodedSecurityDesc Encoded (non-ASCII characters) Not Used

representation of the SecurityDesc
field in the encoded format specified
via the MessageEncoding field.
140 PrevClosePx Useful for verifying security Not Used
identification
54 Side Yes Valid values:
1 = Buy
2 = Sell
114 LocateReqd Required for short sell orders Not Used
60 TransactTime Time this order request was Not Used for New Single Order.
initiated/released by the trader or
trading system.
38 OrderQty Yes Either CashOrderQty or OrderQty is Order Quantity
required. Note that either, but not
both, CashOrderQty or OrderQty
should be specified.
152 CashOrderQty Either CashOrderQty or OrderQty is Not Used
required. Note that either, but not
both, CashOrderQty or OrderQty
should be specified. Specifies the
approximate “monetary quantity” for
the order. Broker is responsible for
converting and calculating OrderQty in
shares for subsequent messages.
40 OrdType Yes Valid values:
1 = Market
2 = Limit
3 = Stop
4 = Stop limit
31
44 Price Required for limit OrdTypes. For F/X

orders, should be the “all-in” rate (spot
rate adjusted for forward points). Can
be used to specify a limit price for a
pegged order, previously indicated,
etc.
99 StopPx Required for OrdType = “Stop” or Mandatory for OrdType 3 & 4.
OrdType = “Stop limit”.
15 Currency Not Used
32
376 ComplianceID Yes This field should contain information

of the NNF users First 6 digits will
contain the pin code of the dealer.
Next 3 digits will contain the Branch
Number
Next 3 digits will contain the terminal
number.
These should match with the details
provided by the member to The
Exchange. For internet trading the
entire above mentioned 12-digits are
to be populated as “111111111111”
The 13th digit will bear bear a code
to identify program “0” for
automated trading and “1” for non-
automated trading.
The 14th digit will bear a code to
identify the vendor. For members
developing inhouse software it has to
be populated with”0”
The 15th digit is reserved for the use
of Exchange and is to be populated as
“0”.
377 SolicitedFlag Not Used
23 IOIid Required for Previously Indicated Not Used
Orders (OrdType=E)
117 QuoteID Required for Previously Quoted Orders Not Used
(OrdType=D)
59 TimeInForce Absence of this field indicates Day Valid values:
order 0 = Day
3 = Immediate or Cancel (IOC)
33
168 EffectiveTime Can specify the time at which the order Not Used
should be considered valid
432 ExpireDate Conditionally required if TimeInForce = Not Used
GTD and ExpireTime is not specified.
126 ExpireTime Conditionally required if TimeInForce = Not Used
GTD and ExpireDate is not specified.
427 GTBookingInst States whether executions are booked Not Used
out or accumulated on a partially filled
GT order
12 Commission Not Used
13 CommType Not Used
47 Rule80A(aka Not Used
OrderCapacity)
121 ForexReq Indicates that broker is requested to Not Used
execute a Forex accommodation trade
in conjunction with the security trade.
120 SettlCurrency Required if ForexReq = Y. Not Used
58 Text Not Used
354 EncodedTextLen Must be set if EncodedText field is Not Used
precede it.
EncodedText Encoded (non-ASCII characters) Not Used
355 representation of the Text field in the
193 FutSettDate2 Can be used with OrdType = “Forex - Not Used
Swap” to specify the “value date” for
the future portion of a F/X swap.
192 OrderQty2 Can be used with OrdType = “Forex - Not Used
Swap” to specify the order quantity for
34
77 OpenClose No For options Not Used

Default Value : O=Open
Close is not allowed
203 CoveredOrUncovered No For COL purpose. Default value is 0 Valid Values :
(Not COL). 0 = Order is Not COL
1 = Order is COL
204 CustomerOrFirm Yes For options when delivering the order Valid values:
to execution system/exchange. '0' Customer
'1' Firm
210 MaxShow Not Used.
211 PegDifference Amount (signed) added to the price of Not Used.
the peg
388 DiscretionInst Code to identify the price a Not Used.
DiscretionOffset is related to and
should be mathematically added to.
Required if DiscretionOffset is
specified.
389 DiscretionOffset Amount (signed) added to the “related Not Used.
to” price specified via DiscretionInst.
439 ClearingFirm Not Used
440 ClearingAccount Yes Maximum 12 Char as defined in
Participant master (participant.txt)
This field contains the ID of the
participants who are responsible for
settling the trades through the
custodians. By default, all orders are
treated as broker’s own orders and
this field defaults to the Broker Code.
6016 PAN Yes NSE custom field Max 10 Char AlphaNumeric value.
35
This field shall contain the PAN

(Permanent Account Number)
For Client order (CLI) this field shall
have the PAN of the respective client
For PRO order this field shall be blank
6017 AlgoID NSE custom field For Algo order this field shall contain
the Algo ID issued by the exchange.
For Non-Algo order this field shall be
blank
6018 AlgoCategory NSE custom field For Algo order this field shall contain
the Algo Category as provided by the
Exchange. For Non-Algo order this
field shall be blank
36
Execution Report [type '8']

Component
Component StandardHeader Yes MsgType = 8
37 OrderID Yes OrderID is required to be unique for NSE provided Order Number
each chain of orders.
198 SecondaryOrderID Can be used to provide order id used Not Used

by exchange or executing system.
11 ClOrdID Required for executions against Will be returned Order Entry
electronically submitted orders which Confirmation, Not always for
were assigned an ID by the institution. Order Modification/ Cancellation
Not required for orders manually responses.
entered by the broker. Not retured in Trade messages
41 OrigClOrdID Conditionally required for response to Not Used
an electronic Cancel or Cancel/Replace
request (ExecType=PendingCancel,
Replaced, or Canceled). ClOrdID of the
previous order (NOT the initial order of
the day) when canceling or replacing
an order.
substitute for
37

substitute for
sequence 382 NoContraBrokers Number of ContraBrokers repeating Not Used
group instances.
375 ContraBroker First field in repeating group. Required Not Used
if NoContraBrokers > 0.
337 ContraTrader Not Used
437 ContraTradeQty Not Used
438 ContraTradeTime Not Used
end sequence
66 ListID Required for executions against orders Not Used

which were submitted as part of a list.
17 ExecID Must be unique for each Execution This field will have a string of
Report message length of 32 characters.
04 char – Transaction Code

02 char – Transaction Indicator
16 char – Order/Trade Number
10 char – Transaction ID
This field may not be unique for

each Execution Report.
20 ExecTransType Yes Refer Table

Required for Cancel and Correct Not Used
19 ExecRefID ExecTransType messages
38
150 ExecType Yes Describes the type of execution report. Refer Table
Same possible values as OrdStatus.
39 OrdStatus Yes Describes the current state of a CHAIN Refer Table
of orders, same scope as OrderQty,
CumQty, LeavesQty, and AvgPx
103 OrdRejReason For optional use with ExecType = 8 Not Used. Error (if any) will be
(Rejected) reported in Text (Tag=58)
378 ExecRestatementReason Required for ExecType = D (Restated). Refer Table
1 Account Required for executions against Same as MsgType ‘D’
electronically submitted orders which
were assigned an account by the
institution
Regular.
Required when SettlmntTyp = 6 Not Used
64 FutSettDate (Future) or SettlmntTyp = 8 (Sellers
Option)
55 Symbol Yes Same as MsgType ‘D’.
Refer Note after the structure.
65 SymbolSfx Same as MsgType ‘D’
48 SecurityID Same as MsgType ‘D’
22 IDSource Same as MsgType ‘D’
167 SecurityType Must be specified if a Future or Option. Same as MsgType ‘D’
If a Future: Symbol, SecurityType, and
MaturityMonthYear are required. If an
Option: Symbol, SecurityType,
39
200 MaturityMonthYear Specifiesthe month and year of Same as MsgType ‘D’

specified.
205 MaturityDay Can be used in conjunction with Same as MsgType ‘D’

460 Product Same as MsgType ‘D’

201 PutOrCall For Options. Same as MsgType ‘D’
202 StrikePrice For Options. Same as MsgType ‘D’
206 OptAttribute For Options. Same as MsgType ‘D’

amount.
106 Issuer Not Used
precede it.
40

precede it.
representation of the SecurityDesc
field in the encoded format specified
via the MessageEncoding field.
54 Side Yes Side of order
Valid values:
1 = Buy
2 = Sell
L= As mentioned in the Legs
38 OrderQty Either CashOrderQty or OrderQty is Same as MsgType ‘D’
required. Not required for a rejected
cash order or an order ack for a cash
order.
152 CashOrderQty Either CashOrderQty or OrderQty is Not Supported
required. Specifies the approximate
“monetary quantity” conveyed on the
order. Broker is responsible for
converting and calculating OrderQty in
shares for subsequent messages
involving fills.
40 OrdType Same as MsgType ‘D’
44 Price Required if specified on the order Same as MsgType ‘D’
99 StopPx Required if specified on the order Same as MsgType ‘D’
388 DiscretionInst Code to identify the price a Not Supported
DiscretionOffset is related to and
should be mathematically added to.
Required if DiscretionOffset is
specified.
41
389 DiscretionOffset Amount (signed) added to the “related Not Supported

15 Currency Not Supported.
Always INR.
376 ComplianceID Same as MsgType ‘D’
377 SolicitedFlag Not Supported
59 TimeInForce Absence of this field indicates Day Same as MsgType ‘D’

order
168 EffectiveTime Time specified on the order at which Not Supported
the order should be considered valid
432 ExpireDate Conditionally required if TimeInForce = Not Supported
126 ExpireTime Conditionally required if TimeInForce = Not Supported
47 Rule80A(aka OrderCapacity) Not Supported
32 LastShares Quantity of shares bought/sold on this Not Supported

(last) fill. Not required ExecTransType =
3 (Status). When required, should be
"0" for non-fills ("fill" defined as
ExecTransType=New and
ExecType=Partial Fill or Fill) unless
noted below. If ExecType=Stopped,
represents the quantity
stopped/guaranteed/protected for.
31 LastPx Not Supported
194 LastSpotRate Applicable for F/X orders Not Supported
42
195 LastForwardPoints Applicable for F/X orders Not Supported

30 LastMkt Not Supported
336 TradingSessionID Not Supported
29 LastCapacity Not Supported
151 LeavesQty Yes Amount of shares open for further TotalVolumeRemaining.
execution. If the OrdStatus is Canceled, Refer Note after the structure.
DoneForTheDay, Expired, Calculated,
or Rejected (in which case the order is
no longer active) then LeavesQty could
be 0, otherwise LeavesQty = OrderQty -
CumQty.
14 CumQty Yes Currently executed shares for chain of VolumeFilledToday.
orders. Refer Note after the structure.
6 AvgPx Yes Not Supported. Will be set to
0.00
424 DayOrderQty For GT orders on days following the Not Supported
day of the first trade.
425 DayCumQty For GT orders on days following the Not Supported
426 DayAvgPx For GT orders on days following the Not Supported
427 GTBookingInst States whether executions are booked Not Supported
GT order
75 TradeDate Used when reporting other than Not Supported
current day trades.
60 TransactTime Yes Time the transaction represented by
this ExecutionReport occurred
113 ReportToExch Not Supported
43
12 Commission On a fill/partial fill messages, it Not Supported

represents value for that fill/partial fill,
on ExecType=Calculated, it represents
cumulative value for the order.
Monetary commission values are
expressed in the currency reflected by
the Currency field.
13 CommType Not Supported
381 GrossTradeAmt Not Supported
119 SettlCurrAmt Used to report results of forex Not Supported

accommodation trade
120 SettlCurrency Used to report results of forex Not Supported
accommodation trade
155 SettlCurrFxRate Foreign exchange rate used to Not Supported
compute SettlCurrAmt from Currency
to SettlCurrency
156 SettlCurrFxRateCalc Specifies whether the SettlCurrFxRate Not Supported
should be multiplied or divided
21 HandlInst Not Used.
110 MinQty Not Supported
111 MaxFloor Same as MsgType ‘D’
77 OpenClose For options Same as MsgType ‘D’

210 MaxShow Not Supported
44
58 Text Used only in case of reporting

Error code.
For List of error codes and

meaning, refer NNF
specifications document.
354 EncodedTextLen Must be set if EncodedText field is Not Supported

precede it.
355 EncodedText Encoded (non-ASCII characters) Not Supported
representation of the Text field in the
193 FutSettDate2 Can be used with OrdType = “Forex - Not Supported
192 OrderQty2 Can be used with OrdType = “Forex - Not Supported
211 PegDifference Not Used.
439 ClearingFirm Not Used.
440 ClearingAccount Same as MsgType ‘D’
204 CustomerOrFirm Yes 0 = Customer Same as MsgType ‘D’
1 = Firm
326 SecurityTradingStatus No Identifies the security trading status Valid values:
applicable to the transaction. Absense 2 = Trading Halt
of this field means that the security is
Ready for Trading.
6002 BrokerStatus No When the broker is in Closeout
45
this field will contain ‘C’

18 ExecInst Can contain multiple instructions, Only used for Spread and Multi
space delimited. leg orders.
Valid values:
G = All or none – AON
442 MultiLegReportingType Default is a single security if not Not Used.

specified.
6007 FillID NSE Custom Field. Datatype String. NSE provided Fill(Trade) Number
6008 MultilegOrdType NSE Custom Field. Data type Int. Same as in MsgType ‘U1’
sequence 555 NoLegs Number of Order Leg repeating
group instances
600 LegSymbol Symbol as per NSE Contract
Masters. Must be same for each
Leg.
602 LegSecurityID Token No as per NSE Contract
Masters
607 LegProduct Same as Product(Tag 460)
609 LegSecurityType Valid Values:
FUT = Future
OPT = Option
611 LegMaturityDate For Derivatives [F & O]
612 LegStrikePrice For Options.
613 LegOptAttribute For Options.
Valid values:
6009 LegPutOrCall NSE Custom Field. Datatype Int. For Options.
Valid values:
'0' Put
46
'1' Call
624 LegSide Valid values:
1 = Buy
2 = Sell
566 LegPrice Price per unit of quantity (e.g.
per share)
Note for Spread Order :

The difference between the
prices at which leg2 and leg1
should trade must be available
in Price field of Leg1 and it
should be less than 9999999.9
Must be zero in other leg.
685 LegOrderQty Order Quantity
6010 LegLeavesQty NSE Custom Field. Datatype Qty. Volume remaining for the leg.
6011 LegCumQty NSE Custom Field. Datatype Qty. Volume filled for the leg.
564 LegPositionEffect Not Used.
565 LegCoveredOrUncovered Not Used.
end sequence Default Value : '1' Uncovered
Covered is not allowed
6016 PAN Yes NSE custom field Same as MsgType ‘D’
6019 OldPAN NSE custom field In case of modification, this field
will have the Old PAN
For Client order (CLI) this field
will have the PAN of the
respective Client. For PRO order
this field will be blank
47
6017 AlgoID NSE custom field Same as MsgType ‘D’

6018 AlgoCategory NSE custom field Same as MsgType ‘D’
6020 NanoTimestamp NSE custom field This field is popoulated by
Trading system. Time in this
field will be populated in
nanoseceonds (from 01-Jan-
1980 00:00:00).
48
Notes on Execution Report(MsgType = 8) :

1. For Spread & Multileg related execution reports (except for fill reports)
a. Symbol field will be ‘XXXXXXXXXX’
b. Side will be ‘L’ (Custom value) indicating ‘As mentioned in the legs’
c. LeavesQty & CumQty will be Zero. Tags LegLeavesQty & LegCumQty in the repeating group will be used instead.
1. CumQty field value will be zero in case of StopLoss trigger(ExecType = T) even if there were any fills for that chain of orders.
2. Price and OrderQty fields wont be available in Stop Loss trigger(ExecType = T) execution report.
49
Mapping of certain fields for different types of Execution Report.
[Transcode] Field Name ExecTransType ExecRefID ExecType OrdStatus ExecRestatementReason

Transaction Tag Number 20 19 150 39 378
Type
[2073] 0 = New Not Used 0 = New 0 = New Not Used
Order Confirm
[2074] 0 = New Not Used 5 = Replace 5 = Replace or 50 = [NSE Defined]

Order Modification Confirm D = Restated [Mod by 1 = Partial fill Control User Activity
Corp.Mgr / Br.Mgr /
Control User] 51 = [NSE Defined]
[2075] 0 = New Not Used 4 = Canceled 4 = Canceled Corp.Mgr Activity
Ord Cancel Confirm D = Restated [Cxl by
Corp.Mgr / Br.Mgr / 52 = [NSE Defined]
Control User] Branch.Mgr Activity
[2170] 0 = New Not Used 7 = Stopped (Freeze) 7 = Stopped Not Used
Freeze to Control (Freeze)
[2222] 0 = New Not Used 1 = Partial fill 1 = Partial fill Not Used
Trade Confirm 2 = Fill 2 = Fill
[2212] 0 = New Not Used T = [NSE Defined] 0 = New Not Used
Stop loss Trigger Stop Loss Triggered
[9002, 9004] 0 = New Not Used C = Expired 3 = Done for day Not Used
End of day cancels in Batches
[2231] 0 = New Not Used 8 = Rejected 3 = Done for day Not Used
Order Rejects. Including
Freeze Rejects.
[2154]Spread Order Error
[2155]2L Order Error
50
[2156]3L Order Error
[2012] 0 = New Not Used D = Restated 0 = New 3 = Repricing of order

Price Confirmation for
Market Orders
[2124]Spread Order 0 = New Not Used 0 = New 0 = New Not Used
Confirmation
[2125]2L Order Confirmation
[2126]3L Order Confirmation
[2136]Spread Order Mod 0 = New Not Used 5 = Replace 5 = Replace or 50,51,52
Confirmation D = Restated [Mod by 1 = Partial fill
Corp.Mgr / Br.Mgr /
Control User]
[2130]Spread Order 0 = New Not Used 4 = Canceled 4 = Canceled 50,51,52
Cancellation D = Restated [Cxl by
Corp.Mgr / Br.Mgr /
Control User]
[2131]2L Order Cancellation 0 = New Not Used 4 = Canceled 4 = Canceled Not Used
[2132]3L Order Cancellation
51
Order Cancel/Replace Request [type 'G']

Component
Component Standard Header Yes MsgType = G
37 OrderID Yes Unique identifier of most recent order NSE provided Order Number
as assigned by broker.
substitute for
76 ExecBoker Used for firm identification in third- Not Used

substitute for
41 OrigClOrdID Yes ClOrdID of the previous order (NOT the Not Used
initial order of the day) when canceling
or replacing an order.
11 ClOrdID Yes Unique identifier of replacement order Unique number for each
as assigned by institution. Note that this Transaction Request.
identifier will be used in ClOrdID field of Must not cross 2,000,000,000
the Cancel Reject message if the
replacement request is rejected.
66 ListID Required for List Orders Not Used
1 Account Yes Same as MsgType ‘D’
sequence 78 NoAllocs Number of repeating groups for pre- Not Used
trade allocation
52
79 AllocAccount Required if NoAllocs > 0. Must be first Not Used

field in repeating group.
80 AllocShares Not Used
end sequence
Regular.
64 FutSettDate Required when SettlmntTyp = 6 (Future) Not Used
or SettlmntTyp = 8 (Sellers Option)
21 HandlInst Yes Same as MsgType ‘D’
18 ExecInst Not Used
110 MinQty Not Used
111 MaxFloor Same as MsgType ‘D’
100 ExDestination Not Used
sequence 386 NoTradingSessions Specifies the number of repeating Not Used
TradingSessionIDs
336 TradingSessionID Required if NoTradingSessions is > 0. Not Used
end sequence
55 Symbol Yes Must match original order Same as MsgType ‘D’
48 SecurityID Yes Must match original order Same as MsgType ‘D’
22 IDSource Must match original order Same as MsgType ‘D’
167 SecurityType Yes Same as MsgType ‘D’
460 Product Yes Same as MsgType ‘D’
200 MaturityMonthYear Yes Same as MsgType ‘D’

205 MaturityDay Yes Same as MsgType ‘D’
53

amount.
106 Issuer Not Used

precede it.

precede it.

representation of the SecurityDesc field
in the encoded format specified via the
54 Side Yes Must match original side, however, Buy Same as MsgType ‘D’
and Buy Minus can be interchanged as
well as Sell and Sell Plus
54
60 TransactTime Yes Time this order request was Not Used

trading system.
required. Note that either, but not both,
CashOrderQty or OrderQty should be
specified. Should be the “Total Intended
Order Quantity” (including the amount
already executed for this chain of
orders)

required. Note that either, but not both,
CashOrderQty or OrderQty should be
specified. Specifies the approximate
“monetary quantity” for the order.
Broker is responsible for converting and
calculating OrderQty in shares for
subsequent messages.
40 OrdType Yes Same as MsgType ‘D’

44 Price Required for limit OrdTypes. For F/X Same as MsgType ‘D’
orders, should be the “all-in” rate (spot
rate adjusted for forward points). Can
be used to specify a limit price for a
pegged order, previously indicated, etc.
99 StopPx Required for OrdType = “Stop” or Same as MsgType ‘D’

OrdType = “Stop limit”.
211 PegDifference Amount (signed) added to the price of Not Used
the peg
55
388 DiscretionInst Code to identify the price a Not Used

DiscretionOffset is related to and should
be mathematically added to. Required if
DiscretionOffset is specified.
389 DiscretionOffset Amount (signed) added to the “related Not Used

376 ComplianceID Yes Same as MsgType ‘D’

15 Currency Must match original order. Not Used
59 TimeInForce Absence of this field indicates Day order Same as MsgType ‘D’
168 EffectiveTime Can specify the time at which the order Not Used
should be considered valid
432 ExpireDate Conditionally required if TimeInForce = Not Used

126 ExpireTime Conditionally required if TimeInForce = Not Used

427 GTBookingInst States whether executions are booked Not Used

GT order
12 Commission Not Used
13 CommType Not Used
47 Rule80A(aka OrderCapacity) Must match original order Not Used
56
121 ForexReq Indicates that broker is requested to Not Used

execute a Forex accommodation trade
in conjunction with the security trade.
120 SettlCurrency Required if ForexReq = Y. Not Used

58 Text Same as MsgType ‘D’
precede it.
355 EncodedText Encoded (non-ASCII characters) Not Used
193 FutSettDate2 Can be used with OrdType = “Forex - Not Used

192 OrderQty2 Can be used with OrdType = “Forex - Not Used

77 OpenClose For options Same as MsgType ‘D’

203 CoveredOrUncovered No Same as MsgType ‘D’ Same as MsgType ‘D’
204 CustomerOrFirm Yes For options when delivering the order Same as MsgType ‘D’
to execution system/exchange.
210 MaxShow Not Used

114 LocateReqd Not Used
439 ClearingFirm Not Used
57
440 ClearingAccount Yes Same as MsgType ‘D’

14 CumQty Yes Currently executed shares for chain of 0.0 if the order doesn’t have
orders. any fills.
Total Filled quantify in case
of part filled order.
Yes NSE custom field TransactTime (Tag=60) from
6000 LastModificationTime the last succesful
modification for the OrderID
58
Order Cancel Request [type 'F']

Component
Component StandardHeader Yes MsgType = F
41 OrigClOrdID Yes ClOrdID of the previous order (NOT the Not Used
initial order of the day) when canceling
or replacing an order.
37 OrderID Yes Must be NSE provided Order

Number
11 ClOrdID Yes Unique ID of cancel request as assigned Unique number for each
by the institution. Transaction Request.
66 ListID Required for List Orders Not Used
1 Account Same as MsgType ‘D’
substitute for

substitute for
55 Symbol Yes Same as MsgType ‘D’

48 SecurityID Yes Same as MsgType ‘D’. For
59
Spread Order Cancel this filed

must be of first Leg.
22 IDSource Same as MsgType ‘D’
200 MaturityMonthYear Yes Specifiesthe month and year of Same as MsgType ‘D’
specified.
205 MaturityDay Yes Can be used in conjunction with Same as MsgType ‘D’
amount.
106 Issuer Not Used

precede it.
60

precede it.

54 Side Yes Same as MsgType ‘D’

60 TransactTime Yes Time this order request was Not Used
trading system.
required. OrderQty = CumQty +
LeavesQty (see exceptions above)

required. Specifies the approximate
“monetary quantity” for the order.
Broker is responsible for converting and
calculating OrderQty in shares for
subsequent messages.

58 Text Not Used
precede it.
61

40 OrderType Same as MsgType ‘D’
62
Order Cancel Reject [type '9']
Tag or Component Field Name Req'd FIX Protocol Comments NSE Comments

37 OrderID Yes If CxlRejReason=”Unknown order”, specify NSE provided Order Number
“NONE”.
198 SecondaryOrderID Can be used to provide order id used by Not Used
exchange or executing system.
11 ClOrdID Yes Unique order id assigned by institution to

the cancel request or to the replacement
order.
41 OrigClOrdID Yes ClOrdID which could not be Not Used. Will be set to “0”
canceled/replaced. ClOrdID of the previous
order (NOT the initial order of the day)
when canceling or replacing an order.
39 OrdStatus Yes OrdStatus value after this cancel reject is Set value : U
applied. Status will not change from
what it was prior to this reject.
109 ClientID Used for firm identification in third-party Not Used

transactions (should not be a substitute for
76 ExecBroker Used for firm identification in third-party Not Used
transactions (should not be a substitute for
63
66 ListID Required for rejects against orders which Not Used

were submitted as part of a list.
1 Account Same as MsgType ‘D’
60 TransactTime
434 CxlRejResponseTo Yes 1 - Order Cancel Request
2 - Order Cancel/Replace
Request
102 CxlRejReason Not Used
58 Text Error code
specified and must immediately precede it.

326 SecurityTradingStatus No Identifies the security trading status Valid values:
applicable to the transaction. Absense of 2 = Trading Halt
this field means that the security is Ready
for Trading.
6002 BrokerStatus No When the broker is in Closeout
this field will contain ‘C’
6008 MultilegOrdType NSE Custom Field. Data type Int. Same as in MsgType ‘U1’
6020 NanoTimestamp NSE custom field This field is popoulated by
Trading system. Time in this
field will be populated in
64
nanoseceonds (from 01-Jan-

1980 00:00:00).
65
News [type 'B']

Component
Component Standard Header Yes MsgType = B
42 OrigTime
61 Urgency
148 Headline Yes Specifies the headline text Possible headlines :
Message from Control User
General Broadcast
Market Open
Market Close
Preopen Begins
Preopen Ends
358 EncodedHeadlineLen Must be set if EncodedHeadline field is Not Used
specified and must immediately precede
it.
359 EncodedHeadline Encoded (non-ASCII characters) Not Used
representation of the Headline field in
the encoded format specified via the
sequence 215 NoRoutingIDs Required if any RoutingType and Not Used. Do not Route the Control
RoutingIDs are specified. Indicates the User messages
number within repeating group.
216 RoutingType Indicates type of RoutingID. Required if Not Used
NoRoutingIDs is > 0.
217 RoutingID Identifies routing destination. Required if Not Used
NoRoutingIDs is > 0.
end sequence
66
sequence 146 NoRelatedSym Specifies the number of repeating Not Used

symbols specified
46 RelatdSym Can be repeated multiple times if Not Used
message is related to multiple symbols.
65 SymbolSfx Can be repeated multiple times if Not Used

48 SecurityID Can be repeated multiple times if Not Used

22 IDSource Can be repeated multiple times if Not Used

167 SecurityType Must be specified if a Future or Option. If Not Used

a Future: RelatdSym, SecurityType, and
MaturityMonthYear are required. If an
Option: RelatdSym, SecurityType,
200 MaturityMonthYear Specifiesthe month and year of maturity. Not Used

Required if MaturityDay is specified.
205 MaturityDay Can be used in conjunction with Not Used

201 PutOrCall For Options. Not Used
202 StrikePrice For Options. Not Used
206 OptAttribute For Options. Not Used
67

Derivatives, etc. Note: If used, quantities
should be expressed in the "nominal"
(e.g. contracts vs. shares) amount.

106 Issuer Can be repeated multiple times if Not Used


it.
107 SecurityDesc Can be repeated multiple times if Not Used
350 EncodedSecurityDescLen Must be set if EncodedSecurityDesc field Not Used

is specified and must immediately
precede it.

end sequence Not Used
68
sequence 33 LinesOfText Yes Specifies the number of repeating lines

of text specified
58 Text Yes Repeating field, number of instances Message
defined in LinesOfText
354 EncodedTextLen Must be set if EncodedText field is
it.
355 EncodedText Encoded (non-ASCII characters)
end sequence
149 URLLink A URL (Uniform Resource Locator) link to Not Used
additional information (i.e.
http://www.XYZ.com/research.html)
95 RawDataLength Not Used

96 RawData Not Used
69
Business Message Reject [type 'j']

Component
Component StandardHeader Yes MsgType = j (lowercase)

45 RefSeqNum MsgSeqNum of rejected message
372 RefMsgType Yes The MsgType of the FIX message being
referenced.
379 BusinessRejectRefID The value of the business-level “ID” field
on the message being referenced.
Required unless the corresponding ID
field (see list above) was not specified.
380 BusinessRejectReason Yes Code to identify reason for a Business Valid values:
Message Reject message. 0 = Other
1 = Unkown ID
2 = Unknown Security
3 = Unsupported Message Type
4 = Application not available
5 = Conditionally Required Field
Missing
58 Text Where possible, message to explain Error string
reason for rejection
354 EncodedTextLen Must be set if EncodedText field is
precede it.
70
355 EncodedText Encoded (non-ASCII characters)

71
Logout [type '5']

Component
58 Text Error Code(if any)
354 EncodedTextLen Must be set if EncodedText
field is specified and must
immediately precede it.
355 EncodedText Encoded (non-ASCII

characters) representation
of the Text field in the
encoded format specified
via the MessageEncoding
field.
72
New Spread and Multileg Order Request [type 'U1']
Tag or Component Field Name Req'd Comments
Component StandardHeader Yes MsgType = U1

11 ClOrdID Yes Unique number for each Transaction Request.
6008 MultilegOrdType Yes Indicates the type of MultiLeg order.
Valid values:
1 = Spread Order
2 = Two Leg Order
3 = Three Leg Order
sequence 555 NoLegs Yes Number of Order Leg repeating group instances
600 LegSymbol Yes Same as Symbol(Tag 55)
602 LegSecurityID Yes Same as SecurityID(Tag 48)

607 LegProduct Yes Same as Product(Tag 460)
609 LegSecurityType Yes Same as SecurityType(Tag 167)
611 LegMaturityDate Yes Mandatory for Derivatives [F & O]
612 LegStrikePrice Mandatory For Options.

613 LegOptAttribute Mandatory For Options.
Valid values:
73
6009 LegPutOrCall Mandatory For Options.

Valid values:
'0' Put
'1' Call
624 LegSide Yes Valid values:
1 = Buy
2 = Sell
685 LegOrderQty Yes Order Quantity for the leg

566 LegPrice Yes Price per unit of quantity (e.g. per share)

The difference between the prices at which leg2
and leg1 should trade must be available in Price
field of Leg1 and it should be less than 9999999.9
565 LegCoveredOrUncovered NO Valid Values :
end sequence Default Value : 0 = order is not COL
1 = order is COL
Same value must be present in all the legs.
18 ExecInst Valid values:
G = All or none - AON
40 OrdType Default & Valid values:
2 = Limit
74
59 TimeInForce Default Value : 0 = Day

Valid values:
0 = Day
Note : Day order not allowed in 2L/3L Order
204 CustomerOrFirm Yes Same as MsgType ‘D’

6016 PAN Yes Same as MsgType ‘D’
6017 AlgoID Same as MsgType ‘D’
6018 AlgoCategory Same as MsgType ‘D’
75
Spread Order Cancel/Replace Request [type 'U2']
Tag or Field Name Req'd Comments

Component
11 ClOrdID Yes Same as MsgType ‘D’

37 OrderID Yes NSE provided Order Number
sequence 555 NoLegs Yes Number of Order Leg repeating group instances
600 LegSymbol Yes Same as Symbol(Tag 55)

602 LegSecurityID Yes Same as SecurityID(Tag 48)
607 LegProduct Yes Same as Product(Tag 460)
609 LegSecurityType Yes Same as SecurityType(Tag 167)
611 LegMaturityDate Yes Mandatory for Derivatives [F & O]

612 LegStrikePrice Mandatory For Options.
613 LegOptAttribute Mandatory For Options.
Valid values:
76
6009 LegPutOrCall Mandatory For Options.

Valid values:
'0' Put
'1' Call
624 LegSide Yes Valid values:

1 = Buy
2 = Sell
685 LegOrderQty Yes Order Quantity
566 LegPrice Yes Price per unit of quantity (e.g. per share)

The difference between the prices at which leg2 and
leg1 should trade must be available in Price field of
Leg1 and it should be less than 9999999.9
6011 LegCumQty Yes Volume filled for the leg.
565 LegCoveredOrUncovered No Valid Values :
end sequence Default Value : 0 = order is not COL
1 = order is COL
Same value must be present in all the legs.
18 ExecInst Valid values:
G = All or none - AON
40 OrdType Default & Valid values:

2 = Limit
77
59 TimeInForce Default Value : 0 = Day

Valid values:
0 = Day

6000 LastModifiedTime Yes Transaction Time from the last successful

modification/transaction for the given OrderID
6013 CancelRemainingQty Mandatory in case of Cancelling All the Remaining
Quantity.
Default Value : N = No
Valid values :
Y = Yes
N = No
78
GiveUp Report [type 'U3']

Component
GiveUp Report
37 OrderID NSE provided Order Number
6007 FillID NSE provided Fill Number
6012 GiveUpStatus Valid Values:
1-Approved
2-Rejected
55 Symbol Yes Same as MsgType ‘D’.
48 SecurityID Same as MsgType ‘D’.
167 SecurityType Yes Same as MsgType ‘D’.
460 Product Yes Same as MsgType ‘D’.
200 MaturityMonthYear Yes Same as MsgType ‘D’.
205 MaturityDay Yes Same as MsgType ‘D’.
201 PutOrCall Same as MsgType ‘D’.
202 StrikePrice Same as MsgType ‘D’.
206 OptAttribute Same as MsgType ‘D’.
54 Side Yes Valid values:
1 = Buy
2 = Sell
31 LastPx Price of the fill.
32 LastShares Quantity of shares bought/sold on the fill.
77 OpenClose
203 CoveredOrUncovered
79
6000 LastModificationTime Transaction Time from the last successful

modification/transaction for the given OrderID
440 ClearingAccount Same as MsgType ‘D’.

80
Position Maintenance Request [type 'U4']

Component
712 PosMaintAction Yes 1 = New

2 = Replace
3 = Cancel
710 PosReqID Yes Same as MsgType ‘D’
709 PosTransType Yes Identifies the type of position transaction

Valid values:
1 = Exercise
2 = Do Not Exercise
714 PosMaintRptRefID Reference to a PosMaintRptID from a previous Position

Maintenance Report that is being replaced or canceled.
Mandatory in case of Replace or Cancel request.
55 Symbol Yes Same as MsgType ‘D’
48 SecurityID Yes Same as MsgType ‘D’
200 MaturityMonthYear Yes Same as MsgType ‘D’
205 MaturityDay Yes Same as MsgType ‘D’
201 PutOrCall Same as MsgType ‘D’
202 StrikePrice Same as MsgType ‘D’
81
206 OptAttribute Same as MsgType ‘D’

60 TransactTime Yes Time this order request was released by NSE trading
system.
53 Shares Yes This field should contain the number of contracts for
which the request is being made.
6000 LastModifiedTime Transaction Time from the last successful
modification/transaction for the given PosMaintRptID
from a previous Position Maintenance Report that is
being replaced or canceled.
Mandatory in case of Replace or Cancel request.
82
Position Maintenance Report [type 'U5']

Component
712 PosMaintAction Yes 1 = New

2 = Replace
3 = Cancel
710 PosReqID Unique identifier for the position maintenance request
associated with this report
709 PosTransType Identifies the type of position transaction
Valid values:
1 = Exercise
2 = Do Not Exercise
721 PosMaintRptID Yes Identifier for this chain of position maintainence request
& responses.
722 PosMaintStatus Yes Status of Position Maintenance Request
Valid values:
0 = Accepted
2 = Rejected
55 Symbol Same as MsgType ‘D’

48 SecurityID Yes Same as MsgType ‘D’
167 SecurityType Same as MsgType ‘D’
460 Product Same as MsgType ‘D’
83
200 MaturityMonthYear Same as MsgType ‘D’

205 MaturityDay Same as MsgType ‘D’
201 PutOrCall Same as MsgType ‘D’
202 StrikePrice Same as MsgType ‘D’
206 OptAttribute Same as MsgType ‘D’
60 TransactTime Yes Time this request was released by NSE trading system.
53 Shares Yes This field should contain the number of contracts for
which the request is being made.
204 CustomerOrFirm Same as MsgType ‘D’

440 ClearingAccount Same as MsgType ‘D’
58 Text Error Code
84
Order Mass Cancel Request [Type ‘U6’]

This message type is used for Kill Switch functionality. This functionality provides a facility to traders to cancel all of their orders at the same
time.

Component
11 ClOrdID Yes Unique ID of Order Mass Cancel Request as

assigned by the institution.
530 MassCancelRequestType Yes Specifies the type of cancellation requested
7 = Cancel all orders
60 TransactTime Yes Time this order request was

initiated/released by the trader or trading
system
The response for Order Mass Cancel Request [Type ‘U6’] will be execution with order cancel confirmation or the rejection of request with error
code.
85
Annexure
Supported Order Types

1. Market order
2. Limit Order
3. Stop Loss Market
4. Stop Loss Limit
5. Time in Force of Immediate or Cancel as per NNF rules.
6. Spread Orders
7. Multileg (2L & 3L) orders
8. Exercise Request
9. Giveup Reports
Unsupported Functionalities
Certain functionalities that wont be supported through the FIX path are as below
1. Negotiated booktype
2. Auction booktype
3. Odd Lot booktype
4. Spot booktype
5. Time in Force and Order types
a. ATO – At the Opening
b. MF – Minimum Fill
c. FOK – Fill or Kill
d. MIT – Market if Touched
e. GTC – Good Till Cancel
f. GTD – Good Till Date
6. Position Liquidation
7. Trade Modification
8. Trade Cancellation
9. Market Data will be available in non-FIX format.
86
Important References & Reading

1 Protocol for Non-NEAT Front End (NNF) - Futures and Options Trading System
a) List of Error Codes
b) Reason Codes
c) Pipe Delimited File Structures
i) Security File Structure
ii) Contract File Structure
iii) Participant Structure
2 FIX version 4.2 Protocol Specifications – www.fixprotocol.org
87

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FIX Protocol for Non-NEAT Front End (NNF)

Futures and Options Trading System

National Stock Exchange of India Ltd

© Copyright National Stock Exchange of India Ltd (NSEIL). All rights

The contents, ideas and concepts presented herein are proprietary

Changes in This Issue

Pages Description Version

Abbreviations and Acronyms Used

The abbreviations and acronyms used in this document are:

AON All Or None

CHAPTER 1 - INTRODUCTION .............................................................................................................. 7

TAP Cash Cash

F&O CTCL F&O

Chapter 2 - FIX Guidelines

FIX Messages supported

U5 Position Maintenance Report O 4002 / 4007 / 4010

Custom Fields as per NSE FIX

Tag FIX Data type Field Name Descirption

460 Int Product Indicates the type of product the

565 Char LegCoveredOrUncovered CoveredUncovered for leg of a

600 String LegSymbol Symbol for leg of a multileg

602 String LegSecurityID SecurityID for leg of a multileg

607 Int LegProduct Product for leg of a multileg

609 String LegSecurityType SecurityType for leg of a multileg

611 LocalMktDate LegMaturityDate MaturityDate for leg of a multileg

612 Price LegStrikePrice StrikePrice for leg of a multileg

613 Char LegOptAttribute OptAttribute for leg of a multileg

624 Char LegSide Side for leg of a multileg

685 Qty LegOrderQty Qty for leg of a multileg

709 Int PosTransType Identifies the type of position

712 Int PosMaintAction Maintenance Action to be

714 String PosMaintRptRefID Reference to a PosMaintRptID

6000 UTCTimestamp LastModificationTime Transaction Time from the last

6005 Char BrokerType Trading Member only or

6007 String FillID NSE provided Fill(Trade) Number

6008 Int MultilegOrdType Indicator of Type of Multileg order

6011 Qty LegCumQty Volume filled for the leg.

6012 Int GiveUpStatus Valid Values:

6013 Char CancelRemainingQty Valid Values :

6016 String PAN Max 10 Char AlphaNumeric value.

Custom Values as per NSE FIX

Tag Field Name New values Descirption

378 ExecRestatementReason 50, 51, 52 50 = Control User Activity

Chapter 3 - Logon Process

Order of Events to Be Followed During Logon

Message (Transcode) Direction FIX MsgType (35=) Remarks

Message Synchronization Process

Trading Host uses various LocationID to perform synchronization. Maximum number of

56 TargetCompID Yes (Always unencrypted) NSE_TAP_FO TraderID,MemberID,BranchID

90 SecureDataLen Required to identify length of

43 PossDupFlag Always required for retransmitted

52 SendingTime Yes FIX Client Sending Time TAP Sending Time

122 OrigSendingTime Required for message resent as a

347 MessageEncoding Type of message encoding (non-

Logon [type 'A']

Component Standard Header Yes MsgType = A

96 RawData Yes FIX Client to populate NSE Version

385 MsgDirection Indicates direction (send vs. Not Used

member. The values are as