Protocol for Non-NEAT Front End (NNF)

Securities Lending and Borrowing Market Trading

System

Version 2.0

March 2020

National Stock Exchange of India Ltd

Exchange Plaza, Plot No. C/1, G Block,
Bandra-Kurla Complex, Bandra (E)
Mumbai - 400 051.

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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 Unpublished rights reserved under applicable copyright and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.

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Change History:

Version 2.0
March 2020
Pages Description
Changed
17 Updates done in Communication Network Connections for NNF Users

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Preface
Purpose

This document describes the protocol to be used for Non-NEAT Front end (NNF) to
communicate with the Securities Lending and Borrowing Market Trading System and
thus serves as a development guide for the NNF 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 SLBM Trading System.

Organization of This Document

This document is organized as follows:

Chapters Description

Chapter 1 Provides a brief introduction to Non-NEAT Front end (NNF). It also

details the NNF Terminal requirements, and TCP/IP Communication
Network.
Chapter 2 Describes the general guidelines for the designers and programmers
who develop NNF. It details the data types used and also covers the
Message Header that is prefaced with all the structures.
Chapter 3 Trading Access Point (TAP)
Chapter 4 Describes how a trader logs on to the trading system. It also
discusses the download of the updated information on the securities,
participants and the status of the markets, and describes the log on
request and the system responses.
Chapter 5 Describes entering fresh orders, modifying an existing order, and
canceling outstanding orders.
Chapter 6 Covers the messages that are received on the interactive
connection. These messages are received by users not in response
to any request.
Chapter 7 Describes the end of the trading day activities. It covers the
transmission of Security Bhav Copy.
Chapter 8 Describes the various Broadcast messages and the Compression
and Decompression algorithm of Broadcast data.
Appendix Lists the error, transaction and reason codes and also covers the
various market statuses, market types and book types. Also covers
security_slb.txt, participant_slb.txt and security.txt structures.

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Abbreviations and Acronyms Used

The abbreviations and acronyms used in this document are:

AGM Annual General Meeting

AON All Or None
ATO At The Opening
AU Auction
BCID Broadcast Circuit ID
BM Branch Manager
CM Corporate Manager
DL Dealer
DQ Disclosed Quantity
EGM Extraordinary General Meeting
GTC Good Till Cancellation
GTD Good Till Date
IOC Immediate Or Cancel
LTP Last Traded Price
MBO Market By Order
MBP Market By 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
OVS Order Validation System
RC ReCall order type
RL Regular Lot
RP RePay order type
SL Stop Loss
SLBM Securities Lending and Borrowing Market
ST Special Terms
TM Trading Member

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TP Trigger Price
TWS Trader Workstation
VCID Virtual Circuit ID
VSAT Very Small Aperture Terminal
VV.RR.SS Version. Release. Sub-release
WHS Warehouse

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CONTENTS

CHAPTER 1 INTRODUCTION ..............................................................................................................10

COMMUNICATION NETWORK .....................................................................................................................10
CHAPTER 2 GENERAL GUIDELINES ................................................................................................11
INTRODUCTION ...........................................................................................................................................11
MESSAGE STRUCTURE DETAILS .................................................................................................................11
GUIDELINES FOR DESIGNERS......................................................................................................................11
GUIDELINES FOR PROGRAMMERS ...............................................................................................................12
DATA TYPES USED .....................................................................................................................................13
MESSAGE HEADER .....................................................................................................................................13
BROADCAST PROCESS HEADER ..................................................................................................................15
ERROR MESSAGE .......................................................................................................................................16
COMMUNICATION NETWORK CONNECTIONS FOR NNF USERS ...................................................................17
CHAPTER 3 TRADING ACCESS POINT (TAP) .................................................................................18
INTRODUCTION ...........................................................................................................................................18
TAP PROTOCOL DETAILS ...........................................................................................................................18
TCP/IP Connectivity between NNF system and TAP Box ..................................................................... 18
Specification for TCP/IP Connectivity between NNF and TAP ............................................................. 19
PACKET STRUCTURE FOR COMMUNICATION BETWEEN CTCL AND TAP BOX ............................................19
Packet Format ....................................................................................................................................... 19
Packet Validation .................................................................................................................................. 20
Request Processing by TAP ................................................................................................................... 20
Response Processing by NNF software ................................................................................................. 20
MESSAGE FLOW BETWEEN NNF AND TAP .................................................................................................21
Flow Control Mechanism ...................................................................................................................... 21
Invitation Packet Structure .................................................................................................................... 21
Exception handling for invitation packet ............................................................................................... 21
Considerations for Regular Lot Order Messages (Book Type 1) .......................................................... 22
CHAPTER 4 LOGON PROCESS ..........................................................................................................23
INTRODUCTION ...........................................................................................................................................23
ORDER OF EVENTS TO BE FOLLOWED DURING LOGON AND LOGOFF .........................................................23
LOGON REQUEST ........................................................................................................................................24
LOGON RESPONSE ......................................................................................................................................27
LOGON CONFIRMATION RESPONSE ............................................................................................................27
LOGON ERROR ...........................................................................................................................................29
SYSTEM INFORMATION DOWNLOAD...........................................................................................................30
System Information Request .................................................................................................................. 30
System Information Response ................................................................................................................ 30
UPDATE LOCAL DATABASE DOWNLOAD....................................................................................................33
Update Local Database Request ........................................................................................................... 33
Update Local Database Response ......................................................................................................... 34
Partial System Information Response .................................................................................................... 34
Update Local Database Download ....................................................................................................... 35
Update Local Database Header ............................................................................................................ 35
Update Local Database Data ................................................................................................................ 35
Update Local Database Trailer ............................................................................................................. 36
MESSAGE DOWNLOAD ...............................................................................................................................37
Message Download Request .................................................................................................................. 37
Message Download Response ............................................................................................................... 38
Message Download Header................................................................................................................... 38

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Message Download Data....................................................................................................................... 38

Message Download Trailer ................................................................................................................... 39
LOGOFF REQUEST ......................................................................................................................................39
LOGOFF CONFIRMATION RESPONSE ...........................................................................................................40
CHAPTER 5 ORDER AND TRADE MANAGEMENT .......................................................................41
INTRODUCTION ...........................................................................................................................................41
ORDER ENTRY............................................................................................................................................41
Order Types ........................................................................................................................................... 41
Order Terms .......................................................................................................................................... 42
Rules of Order Entry ............................................................................................................................. 43
Order Entry Request .............................................................................................................................. 45
Order Entry Response ........................................................................................................................... 51
Order Confirmation Response ............................................................................................................... 52
Market Price Confirmation Response ................................................................................................... 52
Order Freeze Response ......................................................................................................................... 53
Order Error Response ........................................................................................................................... 53
ORDER MODIFICATION ...............................................................................................................................54
Rules of Order Modification .................................................................................................................. 54
Order Modification Request .................................................................................................................. 54
Order Modification Response ................................................................................................................ 55
Order Modification Confirmation Response ......................................................................................... 55
Order Modification Error Response ...................................................................................................... 56
Effect of Modifying the Terms of an Order on Price-Time Priority ...................................................... 56
ORDER CANCELLATION ..............................................................................................................................57
Rules of Order Cancellation .................................................................................................................. 57
Order Cancellation Request .................................................................................................................. 57
Order Cancellation Response ................................................................................................................ 58
Order Cancellation Confirmation Response ......................................................................................... 58
Order Cancellation Error Response ...................................................................................................... 59
TRADE MODIFICATION ...............................................................................................................................59
TRADE CANCELLATION ..............................................................................................................................59
Trade Cancellation Request .................................................................................................................. 59
Trade Cancellation Requested Response ............................................................................................... 60
Trade Cancellation Error ...................................................................................................................... 60
CHAPTER 6 UNSOLICITED MESSAGES ...........................................................................................62
INTRODUCTION ...........................................................................................................................................62
CANCELLATION OF ORDERS IN BATCH .......................................................................................................62
STOP LOSS ORDER TRIGGERING .................................................................................................................62
FREEZE APPROVE RESPONSE ......................................................................................................................62
FREEZE REJECT RESPONSE .........................................................................................................................63
TRADE CONFIRMATION: .............................................................................................................................63
TRADE CANCELLATION REQUESTED NOTIFICATION ..................................................................................66
TRADE CANCELLATION CONFIRMATION RESPONSE ...................................................................................66
TRADE CANCELLATION REJECTION ............................................................................................................67
NEGOTIATED ORDER ENTERED BY COUNTER PARTY ................................................................................67
NEGOTIATED TRADE APPROVAL RESPONSE ...............................................................................................67
NEGOTIATED TRADE REJECT RESPONSE ....................................................................................................67
INTERACTIVE/BROADCAST MESSAGES SENT FROM CONTROL ...................................................................68
CHAPTER 7 BHAV COPY ...................................................................................................................71
INTRODUCTION ...........................................................................................................................................71
SECURITY BHAV COPY ...............................................................................................................................71
Message Stating the Transmission of Security Bhav Copy Will Start Now ........................................... 71
Header of Report on Market Statistics .................................................................................................. 71

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Report on Market Statistics ................................................................................................................... 72

Packet Indicating Data for Depository Securities Begins ..................................................................... 74
Data for Depository Securities .............................................................................................................. 74
Trailer Record ....................................................................................................................................... 75
CHAPTER 8 BROADCAST ..................................................................................................................76
INTRODUCTION ...........................................................................................................................................76
COMPRESSION OF THE BROADCAST DATA..................................................................................................76
DECOMPRESSION ROUTINE.........................................................................................................................76
IMPLEMENTATION AT FRONT END ..............................................................................................................79
GENERAL MESSAGE BROADCAST...............................................................................................................80
CHANGE IN SYSTEM STATUS / PARAMETERS ..............................................................................................81
CHANGE IN SECURITY MASTER ..................................................................................................................82
CHANGE PARTICIPANT STATUS ..................................................................................................................88
CHANGE OF SECURITY STATUS ..................................................................................................................88
TURNOVER LIMIT EXCEEDED OR BROKER REACTIVATED ..........................................................................90
AUCTION ACTIVITY MESSAGE ...................................................................................................................91
CHANGE OF AUCTION STATUS ...................................................................................................................93
CHANGE OF MARKET STATUS ....................................................................................................................95
TICKER AND MARKET INDEX .....................................................................................................................96
MARKET BY ORDER / MARKET BY PRICE UPDATE .....................................................................................98
ONLY MARKET BY PRICE UPDATE .............................................................................................................99
MARKET WATCH UPDATE ........................................................................................................................103
SECURITY OPEN MESSAGE .......................................................................................................................105
BROADCAST CIRCUIT CHECK ...................................................................................................................105
MULTIPLE INDEX BROADCAST .................................................................................................................106
BROADCAST INDUSTRY INDEX..................................................................................................................108
BROADCAST BUY BACK INFORMATION .....................................................................................................108
APPENDIX ................................................................................................................................................111
LIST OF ERROR CODES .............................................................................................................................111
REASON CODES ........................................................................................................................................120
LIST OF TRANSACTION CODES .................................................................................................................121
QUICK REFERENCE FOR ORDER ENTRY PARAMETERS..............................................................................123
MARKET TYPE..........................................................................................................................................125
MARKET STATUS......................................................................................................................................125
BOOK TYPES ............................................................................................................................................125
AUCTION STATUS .....................................................................................................................................126
SECURITY STATUS ....................................................................................................................................126
ACTIVITY TYPES ......................................................................................................................................126
SECURITY FILE STRUCTURE .....................................................................................................................127
SECURITY_SLB FILE STRUCTURE .............................................................................................................133
PARTICIPANT_SLB STRUCTURE ................................................................................................................138

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Chapter 1 Introduction
The National Stock Exchange of India Ltd (NSEIL) provides a fully automated screen
based trading system, enabling trading members spread across the length and breadth
of India to trade directly from their offices through an extensive telecommunication
network. The system is known as ‘National Exchange for Automated Trading’ (NEAT)
system. It adopts the principles of an order driven market, based on price-time priority.
The trading members can use NEAT Front end or Non-NEAT Front end (NNF) to
establish a network connection with the host system of National Stock Exchange (NSE)
for trading. NNF is a front end which is developed and maintained by vendors other than
NSE. NSE provides the NNF users with the general guideline document of the front end
whereas they are supported by their respective vendors and NSE is not responsible for
the performance of the NNF.

Communication Network

Connectivity to the Exchange is through WAN protocol on TCP/IP. There are two types
of connectivity;

Interactive connectivity – On TCP/IP for user specific messages to and from the
Exchange.Trading Front can connect to the exchange through a middleware application
called Trading Access Point (TAP), The TAP protocol is defined in the annexure below.

Market data – The market data is sent as broadcast based on UDP connection
Broadcast circuit ID (BCID) follows a unidirectional path which is from the host end to the
TWS. All the broadcast data are transmitted through this broadcast circuit from the host
end for all the traders. Since this is a one way connection, the data flow is always from
the exchange (host end) to the trader terminal

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Chapter 2 General Guidelines

Introduction

This chapter provides general guidelines for the designers and programmers who
develop NNF. It also provides information on data types and their size which can help in
understanding various structures.

Message Structure Details

The message structure consists of two parts namely message header and message
data. The message header consists of the fields of the header which is prefaced with all
the structures.

The message data consists of the actual data that is sent across to the host or received
from the host.

Transaction code, an important field of the message header, is a unique numeric

identifier which is sent to or received from the trading system. This is used to identify the
transaction between the TWS and the host end.

Guidelines for Designers

1. The order of the log-on messages should strictly be maintained as given in the
following section (Chapter 3) of the document. Otherwise, the user cannot log on
to the trading system.

2. All time fields are number of seconds from midnight January 1 1980.

3. No host-end inquiries are permitted for NNF users.

4. All price fields must be multiplied by 100 before sending to the host end and
divided by 100 while receiving from the host end as the host system processes
prices in paise.

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Guidelines for Programmers

1. If your system uses little-endian order, the data types such as UINT, SHORT,
LONG and DOUBLE contained in a packet, which occupy more than one byte
should be twiddled (byte reversed). Twiddling involves reversing a given number
of bytes such that the byte in ‘n’ position comes to the first position; the byte in
(n-1) position comes to the second position and so on. For example, if the value
to be sent is 1A2B (hexadecimal), reverse the bytes to 2B1A. The same applies
while receiving messages. So if the value received is 02BC, the actual value is
BC02. So twiddle such data types before sending and after receiving to ensure
that correct data is sent and received.

Note:

Twiddling is required because of the variety in endian order—big and little. A big-
endian representation has a multibyte integer written with its most significant byte
on the left. A little-endian representation, on the other hand, places the most
significant byte on the right. The trading system host end uses big-endian order.

2. All alphabetical data, excluding password, must be converted to upper case

before sending to the host. No NULL terminated strings should be sent to the
host end. Instead, fill it with blanks before sending. The strings received from the
host end are padded with blanks and are not NULL terminated.

3. All the structures should be defined in the following manner:

 Items of type char or unsigned char, or arrays containing items of these

types, are byte aligned.

 Structures are word aligned.

 All other types of structure members are word aligned.

4. All numeric data must be set to zero (0) before sending to the host, unless a
value is assigned to it.

5. All reserved fields mentioned, should be mapped to CHAR buffer and initialized
to NULL.

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Note:
 The values of all the constants and transaction codes given in the document are
listed in Appendix.

 The suffix IN in the transaction codes implies that the request is sent from the
TWS to the host end whereas OUT implies that the message is sent from the
host end to TWS

Data Types Used

Data Type Size of Signed / Unsigned

Bytes
CHAR 1 Signed
UINT 2 Unsigned
SHORT 2 Signed
LONG 4 Signed
DOUBLE 8 Signed and Floating
Point
BIT 1 bit NA

Message Header

Each structure is prefaced with a MESSAGE_HEADER which is an interactive header.

Some data in the header are fixed whereas some data are variable and set differently for
each transaction code. The structure of the Message Header is as follows:

Table 1 MESSAGE HEADER

Structure Name MESSAGE HEADER
Packet Length 40 bytes
Field Name Data Type Size in Byte Offset
Reserved CHAR 4 0
LogTime LONG 4 4
AlphaChar [2] CHAR 2 8
TransactionCode SHORT 2 10
ErrorCode SHORT 2 12
TimeStamp [8] CHAR 8 14
TimeStamp1 [8] CHAR 8 22
TimeStamp2 [8] CHAR 8 30
MessageLength SHORT 2 38

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The fields of Message Header are described below.

Field Name Breif Description

LogTime This field should be set to zero while sending messages.

AlphaChar This field should be set to the first two characters of

Symbol if the structure contains Symbol and Series;
otherwise it should be set to blank.

TransactionCode Transaction message number. This describes the type of

message received or sent.

ErrorCode This field should be set to zero while sending messages

to the host. In the messages coming from the host, this
field describes the type of error.
Refer to List of Error Codes in Appendix.

TimeStamp This field should be set to numeric zero while sending to

the host. This is used in host end.

TimeStamp1 This field should be set to numeric zero while sending.

This is the time the message arrives at the trading system
host.
In TimeStamp1, time is sent in jiffies from host end. This 8
byte data needs to be typecasted as first four byte into
double variable and typecast the other four byte into
another double variable. These values need to be used
while requesting message area download in the same
order.
TimeStamp2 This field should be set to numeric zero while sending to
the host. For messages coming from the host, this field
contains the machine number from which the packet is
coming.
In TimeStamp2, machine number is sent from host end.
MessageLength This field should be set to the length of the entire
message, including the length of message header while
sending to host.

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Broadcast Process Header

The broadcast messages like market open, market close, market in pre-open are
prefaced with BCAST_HEADER. Some fields in the header are fixed. The remaining
fields are variable and set differently for each transaction code. The structure of the
BCAST_HEADER is as follows:

Table 2 BROADCAST_HEADER

Structure Name BCAST_HEADER

Packet Length 40 bytes
Field Name Data Type Size Offset
in
Byte
Reserved CHAR 4 0
LogTime LONG 4 4
AlphaChar [2] CHAR 2 8
TransCode SHORT 2 10
ErrorCode SHORT 2 12
BCSeqNo LONG 4 14
Reserved CHAR 4 18
TimeStamp2 [8] CHAR 8 22
Filler2 [8] CHAR 8 30
MessageLength SHORT 2 38

Field Name Brief Description

LogTime This field should be set to zero whie sending to host
end.For messages sent from host end this field contains
the time when the message was generated by the
trading system host.

AlphaChar This field is set to the first two characters of Symbol if

the structure contains Symbol and Series; otherwise it is
set to blank.

TransactionCode This field contains the transaction message number.

This describes the type of message received or sent.

ErrorCode This field contains the error number which describes the
type of error.
Refer to List of Error Codes in Appendix.

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Field Name Brief Description

BCSeqNo This field contains BCAST Sequence number for
Ericcson switch.
TimeStamp2 This field contains the time when message is sent from
the host.
Filler2 This field contains the machine number.
MessageLength This field is set to the length of the entire message,
including the length of the message header.

Note: BCAST_HEADER is prefaced with a system header which is of eight bytes

SEC_INFO
Structure Name SEC_INFO
Packet Length 12 bytes
Field Name Data Type Size in Byte Offset
Symbol CHAR 10 0
Series CHAR 2 10

Field Name Brief Description

Symbol This field should contain the symbol of a security.
Series This field should contain the series of a security.

Error Message

When the Error Code in the Message Header is not zero, ERROR RESPONSE is sent.
The Error Message will describe the error received. The structure is as follows:

Table 3 ERROR_RESPONSE
Structure Name ERROR RESPONSE
Packet Length 180 bytes
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table1 )
SEC_INFO (Refer STRUCT 12 40
sec_info)
Error Message CHAR 128 52

Field Name Brief Description

Symbol This field should contain the symbol of a security.

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Series This field should contain the series of a security.

ErrorMessage Stores the error message.

Refer to List of Error Codes in Appendix.

Communication Network Connections for NNF Users

There are two types of virtual circuit connections used to communicate with the
host end. One is the Interactive Virtual Circuit ID (VCID) and the other is the
Broadcast Circuit ID (BCID).
Interactive VCID follows a bidirectional path between the NNF and NEAT to host
end. All the interactive / request messages and its respective response follow
through this channel. Even the unsolicited message such as trade message
flows from exchange (host end) to the trader terminal through this channel.

infrastructure as a result of which default features like IP fragmentation, no QoS

etc. continue to be enabled and available for use by members. Default IP
fragmentation a valid feature in the TCP/IP protocol works at message level and
usage of same by one member connection will not block or impact the
messages of other member connections.
BCID follows a unidirectional path which is from the host end to the NFF / NEAT.
All the broadcast data are transmitted through this broadcast circuit from the host
end for all the traders. Since this is a one way connection, the data flow is always
from the exchange (host end) to the trader terminal.

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Chapter 3 Trading Access Point (TAP)

Introduction

The National Stock Exchange of India has enhanced SLBM Trading System by changing
existing 2-tier system to 3-tier system with introduction of a middle-ware between Front-
End and Host End. The introduced middle-ware is named as TAP - Trading Access
Point and all the interactive message communication between front-end and host-end
will be through this TAP. The protocol and message flow required to be implemented for
communication through TAP is explained in detail in following sections.

Diagrammatic representation:

TCP/IP TCP/ IP
NNF Front TAP SLBMTS
End (IP based) HostEnd

Interactive Channel for IP Implementation

TCP/IP communication protocol shall be used between NNF and TAP as well as
between TAP and host end as per the Network setup.

TAP Protocol Details

TCP/IP Connectivity between NNF system and TAP Box

Guidelines for TCP/IP connectivity (Windows based) between NNF and TAP are as
follows

1. Type of the socket to be used is SOCK_STREAM

2. Address family for the socket is PF_INET
3. Front-End establishes socket connection to TAP Box.
4. TAP Box accepts front-end socket connection

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5. Revc () function will be called to receive data packets from TAP Box.
6. Send () function will be called to send data packets to TAP Box.
7. Pragma pack (2) to be used for all structures flowing between Front-
End and TAP Box.
8. It is recommended to disable Nagle's algorithm.

Specification for TCP/IP Connectivity between NNF and TAP

SET socket type = SOCK_STREAM

SET socket address family = PF_INET
CREATE socket using above options
SET no. of bytes to be received and no. of bytes to be sent at SOL_SOCKET
level
SET socket option to TCP_NODELAY at IPPROTO_TCP
SET remote address of host in AF_INET address family
SET remote port id for connection with TAP Box
WAIT for events of the type FD_READ or FD_CLOSE
IF the event is FD_CLOSE then
CONNECTION is lost
ELSEIF the event is FD_READ then
RECEIVE the packet and process it
WAIT for invitation packet

For non Windows based systems, use equivalent parameters in the above steps.

Setting TCP Keep-alive parameters

In order to detect abrupt network disconnection between TAP and NNF, it is required to
enable TCP Keep-alive option in NNF application. This can be done using following

Steps:

1. After TCP socket is created, NNF application has to set SO_KEEPALIVE option
of the socket at SOL_SOCKET level.
2. Also, following Keep-alive parameters should be set in the Operating System on
which NNF is installed
a. Keep Alive Time : 20 seconds
b. Number of Keep Alive Retries: 5
c. Keep Alive Interval : 2 seconds

Packet structure for communication between CTCL and TAP Box

This structure is applicable to all messages that flow between NNF and Host through
TAP box.

Packet Format

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Length Sequence Checksum(MD5) for Message Data

(2 number Message data (Variable
bytes) (4 bytes) (16 bytes) length)

 Max length will be the predefined value of 1024 bytes.

Length = size of length field (2 bytes) +
size of sequence number field (4 bytes) +
size of the checksum field (16 bytes) +
size of Message data (variable number of bytes as per the transcode).
 Sequence number will start from 1 and will be incremented for every packet.
 Message data will be of variable length and comprises of 40 bytes of header +
variable sized data buffer as per transcode being sent.
 The checksum algorithm used will be MD5. Checksum is applied only on the
Message data field and not on the entire packet.
 For more details on MD5 refer: RFC 1321 (rfc1321) - The MD5 Message-Digest
Algorithm (http://www.faqs.org/rfcs/rfc1321.html)

Packet Validation

Validation will be done for all requests flowing between TAP and Front-End.
Validation will be done through the combination of Checksum, Sequence Number and
length field.

Request Processing by TAP

Before sending the request to TAP box, Front-End will have to generate a sequence
number and checksum value. All the requests being sent from Front-End will be sent in
the format described above.

If validation of sequence number, checksum value & length will fail at TAP Box end, TAP
Box will disconnect the socket connection.

Response Processing by NNF software

On receiving the response from TAP, NNF software is expected to validate sequence
number, checksum value & length field.

Sequence number must be in sequential order. For any fresh connection the number
should start from 1. On reaching the maximum limit of the data type of the sequence
number, the numbers should be reset to 1. Checksum field and the checksum
recalculated on the data field must match. Length field must be less than or equal to
1024.

If any one of these validations fails, the Front-End needs to drop the connection and
reestablish a fresh connection.

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Message flow between NNF and TAP

Flow Control Mechanism

Packet flow between TAP Box and Front-End will be controlled using Flow Control
Mechanism.TAP will send an 'Invitation Packet' to Front-End on establishing a fresh
connection.
Number of requests specified in Invitation Packet will be the maximum limit for requests
which will be allowed to be sent to TAP from Front-End.
After the front-end has utilized the invitation count fully, the TAP will send the next
invitation packet. Only on receiving the next invitation, the front-end is expected to send
subsequent requests.

Invitation Packet Structure

Table 4 INVITATION_MESSAGE

Structure Name INVITATION_MESSAGE

Packet Length 42 bytes
Transaction Code INVITATION_MESSAGE (15000)
Field Name Data Type Size in Byte Offset
Message_header STRUCT 40 0
InvitationCount SHORT 2 40

Field Name Description

TransactionCode The transaction code is INVITATION_MESSAGE
(15000).

Invitation Count Maximum number of requests which will be allowed

to be sent to TAP from Front-End. This is an output
field from the TAP.

Note:
In the invitation packet, the following fields are to be used

1. Transaction Code field

2. Message length field
3. Invitation Count Field
Rests of the fields of this packet are reserved and are to be ignored while processing.

Exception handling for invitation packet

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In case of any exception while processing the ‘invitation packet’ the connection should
be dropped. A new connection needs to be established by the front end with the TAP.

Considerations for Regular Lot Order Messages (Book Type 1)

1. Participant Type field in the messages is not applicable.

2. Remarks field will not be returned by Exchange.
3. For TransactionID field, the front end may use the TransactionID field mentioned
in the order entry structure.

The above given considerations are applicable only for following transaction codes:
1. BOARD_LOT_IN (2000)
2. ORDER_CANCEL_IN (2070)
3. ORDER_MOD_IN (2040)

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Chapter 4 Logon Process

Introduction

This section describes how a trader logs on to the trading system. It covers the log-on
request and the system responses. This section also describes the download of the
updated information on the securities, participants and the status of the markets. It
covers the structures and field descriptions of System Information Download, Local
Database Download and Message Download.

The process by which a trader logs on to the trading system is called Logon Process.
The trader, after issuing a sign-on 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 and Logoff

The following sequence explains the order in which transaction codes are sent and
received during log-on process.
Sequence Transaction Code Sent By Received By
No
1 SIGN_ON_REQUEST_IN (2300) TWS Host End

2 SIGN_ON_REQUEST_OUT (2301) Host End TWS

3 SYSTEM_INFORMATION_IN (1600) TWS Host End
4 SYSTEM_INFORMATION_OUT (1601) Host End TWS
5 UPDATE_LOCALDB_IN (7300) TWS Host End
6 UPDATE_LOCALDB_HEADER (7307) Host End TWS
7 UPDATE_LOCALDB_DATA (7304) Host End TWS
8 UPDATE_LOCALDB_TRAILER (7308) Host End TWS

9 DOWNLOAD_REQUEST (7000) TWS Host End

10 HEADER_RECORD (7011) Host End TWS
11 MESSAGE_RECORD (7021) Host End TWS
12 TRAILER_RECORD (7031) Host End TWS

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The following sequence explains the order in which the transaction codes are sent and
received during log-off process.
Sequence Transaction Code Sent By Received By
No
1 SIGN_OFF_REQUEST_IN (2320) TWS Host End
2 SIGN_OFF_REQUEST_OUT (2321) Host End TWS

Logon Request

When the user wants to establish an interactive circuit with the host, he sends this
request. The structure for this request is as follows:

Table 5 SIGNON_IN
Structure Name SIGNON IN
Packet Length 212 bytes
Transaction Code SIGN_ON_REQUEST_IN (2300)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
UserId LONG 4 40
Password CHAR 8 44
NewPassword CHAR 8 52
TraderName CHAR 26 60
LastPasswordChangeDateTime LONG 4 86
BrokerId CHAR 5 90
Reserved CHAR 1 95
BranchId SHORT 2 96
VersionNumber LONG 4 98
Reserved CHAR 56 102
UserType SHORT 2 158
SequenceNumber DOUBLE 8 160
WorkstationNumber CHAR 14 168
BrokerStatus CHAR 1 182
ShowIndex CHAR 1 183
BrokerEligibilityPerMarket STRUCT 2 184
(Refer Table 5.1(pg no. 25) for
Small Endian machines and
Table 5.2(pg no. 25) for Big
Endian machines)
BrokerName CHAR 26 186

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For Small Endian Machines:

Table 5.1 BrokerEligibilityPerMarket

Structure Name BrokerEligibilityPerMarket
Packet Length 2 bytes
Field Name Data Type Size Offset
Reserved BIT 4 0
Auction market BIT 1 0
Spot market BIT 1 0
Oddlot market BIT 1 0
Normal market BIT 1 0
Reserved BIT 8 1

For Big Endian Machines:

Table 5.2 BrokerEligibilityPerMarket

Structure Name BrokerEligibilityPerMarket
Packet Length 2 bytes
Field Name Data Type Size Offset
Normal market BIT 1 0
Oddlot market BIT 1 0
Spot market BIT 1 0
Auction market BIT 1 0
Reserved BIT 4 0
Reserved BIT 8 1

Field Name Description

TransactionCode The transaction code is SIGN_ON_REQUEST_IN
(2300).
UserId This field should contain User ID of user/broker. This field
accepts numbers only.
Password This field should contain the password entered by the
user.
A combination of alphabet, numbers and special
characters are allowed in the password. The user should
enter the password for a successful Logon. When the
user logs on for the first time the default password
provided by NSE must be entered and the password
should be changed by entering a new password.

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Field Name Description

NewPassword This field should contain the new password entered by
the user. This field should be entered only when the user
wishes to change the password or the password has
expired. Otherwise this field should be blank. The New
Password should be entered along with the old password
in the Password field. While logging on the system for the
first time, the default password provided by NSE must be
changed. the new password entered will undergo
following new validations :
 The length of password should be of exact 8
characters.
 The password should contain atleast 1 upper case
letter, 1 lower case letter, 1 numeral and 1 special
characters from the list (@ # $ % & * / \).
 New password must be different from previous 5
passwords.
 User Id shall be locked after 5 invalid login
attempts.
 User shall not be allowed to set the default
password as new password.
TraderName This field when received from the host contains the user’s
name.
This field should be sent to host as blanks.

LastPassword This field should be set to numerical zero while log on.
ChangeDateTime

BrokerId This field should contain the trading member ID.

BranchId This field should contain the Branch ID to which the
broker belongs.
VersionNumber This field should contain the version number of the trading
system.
It must be in the following format:
VERSION.RELEASE.SUB_RELEASE (For example,
01.00.01)

UserType This field indicates the type of user. It can take one of the
following values when it is sent from the host:
‘0’ denotes Dealer
‘4’ denotes Corporate Manager
‘5’ denotes Branch Manager
This field should be set to ‘0’ while sending to the host.
SequenceNumber This field should be set to numerical zero while sending
the request to host.

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Field Name Description

WorkstationNumber The network ID of the workstation should be provided.
This is a seven digit number. The first five digits are fixed
by the Exchange and represent the various ports / switch
locations. The last two digits denote the user’s PC - ID. It
must be any number other than ‘00’.
BrokerStatus This field should be set to blank.

BrokerEligibilityPer Market This field should be set to numerical zero.

BrokerName This field should be set to blank

Logon Response

The response will either be Confirmation or Logon Error.

Logon Confirmation Response

A successful logon results in the Logon Confirmation Response. The following structure
is sent back:

Table 6 SIGNON OUT

Structure Name SIGNON OUT

Packet Length 212 bytes
Transaction Code SIGN_ON_REQUEST_OUT (2301)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table 1)
UserId LONG 4 40
Password CHAR 8 44
NewPassword CHAR 8 52
TraderName CHAR 26 60
LastPasswordChangeDate LONG 4 86
BrokerId CHAR 5 90
Reserved CHAR 1 95
BranchId SHORT 2 96
VersionNumber LONG 4 98
EndTime LONG 4 102
Reserved CHAR 52 106
UserType SHORT 2 158

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SequenceNumber DOUBLE 8 160

Reserved CHAR 14 168
BrokerStatus CHAR 1 182
Reserved CHAR 1 183
BrokerEligibilityPerMarket STRUCT 2 184
(Refer Table 6.1 for Small
Endian Machines and 6.2
for Big Endian Machines)
BrokerName CHAR 25 186
char_filler3 CHAR 1 211

Table 6.1 BrokerEligibilityPerMarket (For Small Endian Machines)

Structure Name BrokerEligibilityPerMarket
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Reserved BIT 4 0
Auction market BIT 1 0
Spot market BIT 1 0
Oddlot market BIT 1 0
Normal market BIT 1 0
Reserved BIT 8 1

Table 6.2 BrokerEligibilityPerMarket (For Big Endian Machines)

Structure Name BrokerEligibilityPerMarket
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Normal market BIT 1 0
Oddlot market BIT 1 0
Spot market BIT 1 0
Auction market BIT 1 0
Reserved BIT 4 0
Reserved BIT 8 1

Field Name Brief Description

TransactionCode The transaction code is SIGN_ON_REQUEST_OUT (2301).
LogTime The current time at the trading system is sent back as
number of seconds since midnight of January 1, 1980.
The time at the Trader workstation must be synchronized
with this.

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UserId This field contains the ID of the user.

TraderName This field contains the user name.

LastPassword This filed contains the last date time when the password was
ChangeDate changed.
BrokerId This field contains the Trading Member ID.
BranchId This field contains the branch ID of the particular user.
Version No This field contains the version number of the trading system
EndTime This field contains the time the markets last closed and is
sent as the number of seconds since midnight of January 1,
1980. If this time is different from the time sent in an earlier
log on, all orders, trades and messages for this trader must
be deleted from the Local Database.
UserType This field contains the type of user who is logging on:
 ‘0’ – Dealer
 ‘4’ – Corporate Manager
 ‘5’ – Branch Manager
SequenceNumber This field contains the time when the markets closed the
previous trading day.
BrokerStatus This field contains the current status of the broker:
 ‘S’ for Suspended
 ‘A’ for Active
 ‘D’ for Deactivated
 ‘C’ for Closeout
BrokerEligibility This structure specifies the markets that are allowed for the
PerMarket trading member. The trading member is eligible to enter
orders in the markets that are set to 1.
BrokerName This field contains the broker’s name (trading member
name).

Logon Error

In case of any error, the structure returned is:

ERROR RESPONSE (Refer to Error Message in Chapter 2)

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Field Name Description

TransactionCode The transaction code is SIGN_ON_REQUEST_OUT (2301).
ErrorCode This contains the error number. If the version number is not
the same as at the host end, the version number at the host
can be extracted from Error_Message in
ERROR_RESPONSE (8 bytes from location 95 in the
string). The format of it will be VV.RR.SS.
The version number at the front end should be set to
VVRRSS. Refer to List of Error Codes in Appendix.

System Information Download

The current status of the markets and the values of global variables are downloaded to
the trader in response to system information request.

System Information Request

This request can be sent only if the user has logged on successfully. The format of the
request is as follows:

Table 7 SYSTEM_INFO_REQ
Structure Name SYSTEM_INFO_REQ
Packet Length 40 bytes
Transaction Code SYSTEM_INFORMATION_IN (1600)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table 1)

Field Name Description

TransactionCode The transaction code is SYSTEM_INFORMATION_IN (1600).

System Information Response

The following structure is returned as a response to the system information request:

Table 8 SYSTEM_INFORMATION_DATA
Structure Name SYSTEM_INFORMATION_DATA
Packet Length 90 bytes
Transaction Code SYSTEM_INFORMATION_OUT (1601)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer STRUCT 40 0

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Structure Name SYSTEM_INFORMATION_DATA

Packet Length 90 bytes
Transaction Code SYSTEM_INFORMATION_OUT (1601)
Field Name Data Type Size in Byte Offset
Table 1)
Normal SHORT 2 40
Oddlot SHORT 2 42
Spot SHORT 2 44
Auction SHORT 2 46
MarketIndex LONG 4 48
DefaultSettlementPeriod (Normal) SHORT 2 52
DefaultSettlementPeriod (Spot) SHORT 2 54
DefaultSettlementPeriod SHORT 2 56
(Auction)
CompetitorPeriod SHORT 2 58
SolicitorPeriod SHORT 2 60
WarningPercent SHORT 2 62
VolumeFreezePercent SHORT 2 64
Reserved CHAR 2 66
TerminalIdleTime SHORT 2 68
BoardLotQuantity LONG 4 72
TickSize LONG 4 76
MaximumGtcDays SHORT 2 78
SECURITY ELIGIBLE STRUCT 2 80
INDICATORS(Refer Table 8.1 for
Small Endian machines and
Table 8.2 for Big Endian
machines)
DisclosedQuantityPercentAllowed SHORT 2 82
Reserved CHAR 6 84

Table 8.1 SECURITY ELIGIBLE INDICATORS (For Small Endian Machines)

Structure Name SECURITY ELIGIBLE INDICATORS
Packet Length 2 bytes
Field Name Data Type Size Offset
Reserved BIT 5 0
Books Merged BIT 1 0
Minimum Fill BIT 1 0
AON BIT 1 0
Reserved CHAR 1 1

Table 8.2 SECURITY ELIGIBLE INDICATORS (For Big Endian Machines)

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Structure Name SECURITY ELIGIBLE INDICATORS

Packet Length 2 bytes
Field Name Data Type Size Offset
AON BIT 1 0
Minimum Fill BIT 1 0
Books Merged BIT 1 0
Reserved BIT 5 0
Reserved CHAR 1 1

Field Name Brief Description

TransactionCode The transaction code is SYSTEM_INFORMATION_OUT
(1601).
AlphaChar This field contains the number of streams present in the
host from which message will be downloaded.
Note:
This field is present in the Message Header. This is of
two bytes. Stream number will be populated in the first
byte of Alphachar
MarketStatus This field contains a value assigned for market status are:
 ‘0’ if it is Preopen
 ‘1’ if it is Open
 ‘2’ if it is Closed
 ‘3’ if it is Suspended
In the pre-open state of the market, order entry is not
allowed. The trading starts when the market is open. No
orders can be entered for a security when the market is
closed.
MarketIndex This field contains the current market index.
SettlementPeriod This field contains the default settlement period in various
markets. Default Settlement (Normal), Default Settlement
(Spot) and Default Settlement (Auction).
CompetitorPeriod This field contains the default competitor period for
auction.
SolicitorPeriod This field contains the default solicitor period for auction.

WarningPercent This field contains the warning percentage. If a broker

exceeds his turnover by this value in percent, a warning
message is broadcast to all traders.

VolumeFreezePercent This field contains the volume freeze percentage. If a

broker exceeds his turnover by this value in percent, the
broker is deactivated and a message is broadcasted to all

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Field Name Brief Description

traders.
TerminalIdleTime This field contains the idle time of the TWS terminal.
BoardLotQuantity This field contains the board lot quantity. The regular lot
order quantity must be a multiple of this quantity.
TickSize This field contains the Tick size. The order price and the
trigger price, if applicable, must be a multiple of this tick
size.

MaximumGTCDays This field contains the maximum GTC days, that is, the
maximum number of days after which a Good Till
Canceled order will be canceled.
SecurityEligibilityIndicator If the Minimum Fill flag is set, then orders will have the
Minimum Fill attribute set. If the All Or None (AON) flag is
set, then orders will have the AON attribute set.
DisclosedQuantity This field contains the disclosed quantity allowed
PercentAllowed percentage. The disclosed quantity, if set, will not be
greater than this percent of the total quantity.

Update Local Database Download

The list of updated securities and participants is downloaded in response to update local
database request. Any carried over GTC or GTD orders are also downloaded with this
request.

Update Local Database Request

This message is sent to request the host end to update the local database at the front
end. The structure sent is as follows:

Table 9 UPDATE_LOCALDB_IN
Structure Name UPDATE_LOCALDB_IN
Packet Length 58 bytes
Transaction Code UPDATE_LOCALDB_IN (7300)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer STRUCT 40 0
Table 1)
LastUpdateSecurityTime LONG 4 40
LastUpdateParticipantTime LONG 4 44
RequestForOpenOrders CHAR 1 48
Reserved CHAR 1 49
NormalMarketStatus SHORT 2 50

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Structure Name UPDATE_LOCALDB_IN

Packet Length 58 bytes
Transaction Code UPDATE_LOCALDB_IN (7300)
Field Name Data Type Size in Byte Offset
OddLotMarketStatus SHORT 2 52
SpotMarketStatus SHORT 2 54
AuctionMarketStatus SHORT 2 56

Field Name Brief Description

TransactionCode The transaction code is UPDATE_LOCALDB_IN (7300).
LastUpdateSecurityTime This field should contain the time when the security
information was last updated. This field is for each security
for which information is downloaded. Further download
requests can use the latest time to get updated
information on the securities. Setting this time to zero
results in complete download.
LastUpdateParticipantTim This field should contain the time when the participant
e information was updated. This field is set for each
participant for whom information is downloaded. Further
download requests can use the latest time to get updated
information on the participants. Setting this time to zero
results in complete download.
RequestForOpenOrders This field should be set to ‘G’ if GTC and GTD orders are
to be downloaded. In other cases, it should be set to ‘N’.
NormalMarketStatus This field should contain the latest Normal Market status
available at TWS.
OddLotMarketStatus This field should contain the latest Odd Lot Market status
available at TWS.
SpotMarketStatus This field should contain the latest Spot Market status
available at TWS.
AuctionMarketStatus This field should contain the latest Auction Market status
available at TWS.

Update Local Database Response

The response will be either the database download, or a partial system information
download. The latter will occur if the trader does not have the latest market status.

Partial System Information Response

This is returned if the market status sent in the previous message is not the same at the
host end or the markets are opening. In this case the market status at the host end is

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sent back in the MARKET STATUS as ‘wait till markets are open’. The following
structure is returned:

SYSTEM INFORMATION DATA (Refer to System Information Response in Chapter 4)

Field Name Brief Description

TransactionCode The transaction code is PARTIAL_SYSTEM_INFORMATION
(7321).

MarketStatus This contains the latest market status.

Update Local Database Download

The download comprises of a header, data and the trailer. Each updated security status,
participant (if selected) and GTC/GTD order will be sent as a separate message.

Update Local Database Header

This is sent only to indicate that a sign-on download is going to commence. There is no
additional data sent. The header is sent in the following format:

Table 10 UPDATE_LDB_HEADER
Structure Name UPDATE_LDB_HEADER
Packet Length 42 bytes
Transaction Code UPDATE_LOCALDB_HEADER (7307)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table 1)
Reserved CHAR 2 40

Field Name Description

TransactionCode The transaction code is UPDATE_LOCALDB_HEADER
(7307).

Update Local Database Data

The actual data is sent wrapped in another header. The outer header indicates that this
message is part of the Update Local Database Data. The inner header indicates the type
of data received.

The structure is as follows:

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Table 11 MESSAGE HEADER

Structure Name MESSAGE HEADER
Packet Length 80 to 512 bytes
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table 1)
Data CHAR 472 40

Field Name Brief Description

TransactionCode The transaction code is UPDATE_LOCALDB_DATA
(7304).
InnerTransactionCode The transaction codes sent are
 BCAST_SECURITY_MSTR_CHG. It is
determined by NSE-Control whether to send this
or not. (Refer to Change in Security Master in
Chapter 7)
 BCAST_SECURITY_STATUS_CHG. This
transaction code is sent when the status of the
stock is different from the expected status at the
host end (Refer to Change of Security Status in
Chapter 7)
 BCAST_PART_MSTR_CHG. If there is any
change in the participant master after the time
specified by the Last Update Participant Time, it is
downloaded.(Refer to Change Participant Status
in Chapter 7)

Update Local Database Trailer

This indicates that the download is complete. This is sent in the following format:

Table 12 UPDATE_LDB_HEADER
Structure Name UPDATE_LDB_HEADER
Packet Length 42 bytes
Transaction Code UPDATE_LOCALDB_TRAILER. (7308)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table 1)
Reserved CHAR 2 40

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Field Name Description

TransactionCode The transaction code is UPDATE_LOCALDB_TRAILER
(7308).

Message Download

This request is used to download the messages intended for the trader from the trading
system. When the trader makes a request for message download, all the transactions of
the trader and other important broadcasts are downloaded. The response consists of
Header and Trailer to indicate the beginning and end of download and is similar to
Update Local Database Download.

Message Download Request

This message is sent for requesting message download. The structure sent to the
trading system is:

Table 13 MESSAGE DOWNLOAD

Structure Name MESSAGE DOWNLOAD

Packet Length 48 bytes
Transaction Code DOWNLOAD_REQUEST (7000)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer Table STRUCT 40 0
1)
SequenceNumber DOUBLE 8 40

Field Name Brief Description

TransactionCode The transaction code is DOWNLOAD_REQUEST (7000).

Alpha_Char (Header) This contains the stream number of the host to which it
has to send the DOWNLOAD_REQUEST.

SequenceNumber This contains the time last message was received by the
workstation. This can be obtained from the Time Stamp1
of the MESSAGE_HEADER. To retrieve the messages
from the beginning of the trading day, this field should be
set to ‘0’ or the Sequence Number received in the logon
response message.

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Message Download Response

The download comprises of a header, data and the trailer. Each trader specific and
broadcast message will be sent as a separate message.

Message Download Header

This is only to indicate that a message download is going to commence. There is no
additional data sent. The header is sent in the following format:

MESSAGE HEADER (Refer to Message Header in Chapter 2)

Field Name Brief Description

TransactionCode The transaction code is HEADER_RECORD (7011).

Message Download Data

The messages are similar to Update Local Database Data. The actual data is sent
wrapped in another structure. The outer header indicates that this message is part of the
Message Download Data. The inner header indicates the type of data received. The
structure is shown below.

Table 14 MESSAGE HEADER

Structure Name MESSAGE_HEADER
Packet Length 80 to 512 bytes
Transaction Code MESSAGE_RECORD (7021)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER InnerHeader STRUCT 40 0
(Refer Table 1)
Data CHAR 472 40

Field Name Description

TransactionCode The transaction code is MESSAGE_RECORD (7021).

InnerData Set of transaction codes are received. They include

Trader Specific Messages
 Logon / Logoff response
Refer to
Logon Process, Chapter 4.

 Interactive message sent to the user from the NSE-

Control.
Refer to Unsolicited Messages,

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Chapter 6.

 Order entry, Modification, Cancellation responses

Refer to Order and Trade Management, Chapter 5

 Trade Modification, Cancellation responses

Order and Trade Management, Chapter 5.

 Trade Confirmation, Stop Loss Trigger

Refer to Unsolicited Messages,
Chapter 6.

Broadcast Messages
 Market Open, Market Close, Market Pre-Open ended,
Preopen Shutdown Message, Broadcast Message
String, Turnover exceeded, Broker Reactivated,
Broadcast message sent from NSE-Control.
Refer to Broadcast, Chapter 8

Message Download Trailer

This indicates that message download is complete. The format is as follows:

MESSAGE HEADER (Refer to Message Header in Chapter 2)

Field Name Description

TransactionCode The transaction code is TRAILER_RECORD (7031).

Logoff Request

The process by which a trader quits or signs off from the trading system is called Logoff
Process.

The structure sent is:

MESSAGE HEADER (Refer to Message Headerin Chapter 2).

Field Name Description

TransactionCode The transaction code is SIGN_OFF_REQUEST_IN (2320).

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Logoff Confirmation Response

When the user logs on again, the user receives a packet giving the details of when
he/she logged off. The structure sent is:

MESSAGE HEADER (Refer to Message Header in Chapter 2)

Note: MS_SIGNOFF message is sent in the Message Header itself. The length of the
packet is 40 bytes.

Field Name Description

TransactionCode The transaction code is SIGN_OFF_REQUEST_OUT
(2321).
LogTime This field contains the current time at the trading system is
sent back as number of seconds since midnight of January
1, 1980.
The time at the workstation must be synchronized with this.

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Chapter 5 Order and Trade Management

Introduction

This section describes about entering new orders, modifying existing orders, and
canceling outstanding orders. The trader can begin entering the orders once he has
logged on to the trading system and the market is in open state. Please note that for
SLBM Buy indicates Borrow and Sell indicates Lend.

Order Entry

Order entry allows the trader to place orders in the market. The system accepts the
orders from the users and tries to match the orders with the orders in the books
immediately. If the order does not match, the order is placed in the appropriate book with
the price and time stamp.

The trader can also place recall and repay orders. The recall and repay orders will be
validated by the OVS system and if the order is valid, the order will get confirmed. This
order gets traded in the system like a normal order.

The system also allows the trader to enter the trades negotiated outside. Both the
parties involved in the trade have to enter the trade as negotiated trade entries.
Negotiated trade will only be allowed for Regular Lot orders. The negotiated trade orders
can only be “Day” orders.

Order Types
Regular Lot
Regular Lot Orders are orders in the normal market that have none of the following
terms attached: All Or None, Minimum Fill and Trigger Price.

Special Terms
Special Terms Orders are orders in the normal market which have special attribute
attached to it. They must have Minimum Fill (MF) or All Or None (AON).However
Special Term orders are not allowed in SLBM.

Negotiated Trade Orders

Negotiated trade orders are regular lot orders with the Counter Party ID.

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Stop Loss Orders

Stop Loss Orders are orders in normal market with Trigger Price specified.

Recall and Repay Orders

Recall orders are regular lot buy orders. Repay orders are regular lot sell orders.

Odd Lot Orders

Odd lot orders are orders in the Odd Lot Market with the order quantity being less than
the Regular lot quantity.However, oddlot orders are not allowed in SLBM.

Spot Orders
Spot Orders are orders in spot market where the settlement period is different from the
normal market and is fixed by the exchange. However, spot orders are not allowed in
SLBM.

Auction Orders
Auction Orders are simple day orders and can only have the ‘Day’ term set to 1. Auction
orders are not allowed in SLBM.

Order Terms
Following terms and conditions can be used during order entry and order modification.

Disclosed Quantity (DQ)

This term allows the dealer to disclose only a portion of the order quantity to the market.
After the initial disclosed quantity is matched, subsequent disclosed quantity is shown to
the market. All the disclosures will be shown to the market with the same order number.

Trigger Price (TP)

The Stop Loss book type allows the broker to release an order into the system after the
market price crosses a threshold price referred to as the trigger price. This facility is
available for orders in Normal market only. For a stop loss buy order, the trigger price
should not be greater than the limit price. For a stop loss sell order, the trigger price
should not be less than the limit price. All the stop loss orders will be kept in a separate
book till they are triggered.

Immediate or Cancel (IOC)

This term forces the order to match immediately, else be cancelled. If the order trades
partially, the remaining part is cancelled.

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Day
This is the default term for an order. At the end of the trading day, all outstanding Day
orders are cancelled by the system.

Good till Date (GTD)

This term allows the dealer to keep an order in the system for a certain number of days.
The number of days must be greater than 1 and less than or equal to the maximum
number of days allowed for GTC orders. Each day is a calendar day. However, GTD
orders are not allowed in SLBM.

Hence the Good till date field will be used for the purpose of reverse leg settlement date
of every order related transaction viz, order entry, order modification, order
cancellation.The order placed by the trader, should contain the reverse leg settlement
date of that corresponding contract in this GTD field. And the same will be validated in
the HE correspondingly.

Good till Cancelled (GTC)

This term allows the broker to keep an order in the system until it is canceled. However,
the order is canceled by the system automatically if it remains outstanding for more than
the maximum number of days allowed for GTC orders.

Minimum Fill (MF)

This term allows the broker to ensure that the quantity traded is at least the Minimum Fill
amount specified. The minimum fill must be in multiples of the market lot and less than
the order quantity. MF quantity must be less than or equal to Disclosed Quantity when
the order has both MF and Disclosed Quantity attributes.

All or None (AON)

This term allows the broker to ensure that the entire order is traded and if not, nothing is
traded at all. This can result in multiple trades or a single trade.

Rules of Order Entry

Order entry is not allowed in the following conditions:

 Markets are closed.

 Security is suspended.
 Security has matured.
 Security is expelled.

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 Security admission date is greater than current date.

 Security is not eligible in the particular market.
 Security does not exist in the system.
 Broker is suspended.
 Broker does not exist in trading system.
 Broker is deactivated.
 User’s branch order limit has exceeded.
 User is disabled.
 User is an inquiry user.
 User does not exist in trading system.
 Participant is suspended.
 Participant does not exist in trading system.
 Order price is beyond day’s minimum maximum range.
 Trigger price is worse than limit price.
 Quantity is more than issued capital.
 Quantity is not equal to multiples of regular lot.
 Disclosed Quantity is more than the given percentage (determined by exchange)
of order Quantity.
 Disclosed Quantity is more than order Quantity.
 Disclosed Quantity is not equal to multiples of regular lot.
 MF Quantity is more than order Quantity.
 MF Quantity is not a multiple of regular lot.
 Limit Price is not a multiple of Tick Size.
 Trigger Price is not a multiple of Tick Size.
 GTC/GTD days more than specified days.
 NT orders with GTC/GTD/IOC attribute.
 Spot orders with GTC/GTD.
 Auction orders with GTC/GTD/IOC.
 IOC and Disclosed Quantity combination.
 NT order with non existing Counter Party ID.
 NT order with suspended Counter Party ID.

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 NT order with deactivated Counter Party ID.

 NT order with market price.
 Recall order type with sell
 Repay order type with buy
 Revserleg settlement date mismatch
 Recall and repay orders when security wise or SLBM market wise is disabled

Order Entry Request

The format of the order entry request is as follows:

Table 15 ORDER_ENTRY_ REQUEST

Structure Name ORDER_ENTRY_REQUEST
Packet Length 214 bytes
Transaction Code BOARD_LOT_IN (2000)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
ParticipantType CHAR 1 40
Reserved CHAR 1 41
CompetitorPeriod SHORT 2 42
SolicitorPeriod SHORT 2 44
ModCxlBy CHAR 1 46
Filler9 CHAR 1 47
ReasonCode SHORT 2 48
Reserved CHAR 4 50
SEC_INFO (Refer sec_info) STRUCT 12 54
AuctionNumber SHORT 2 66
OpBrokerId CHAR 5 68
Suspended CHAR 1 73
OrderNumber DOUBLE 8 74
AccountNumber CHAR 10 82
BookType SHORT 2 92
BuySell SHORT 2 94
DisclosedVol LONG 4 96
DisclosedVolRemaining LONG 4 100
TotalVolRemaining LONG 4 104
Volume LONG 4 108
VolumeFilledToday LONG 4 112
Price LONG 4 116
TriggerPrice LONG 4 120

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Structure Name ORDER_ENTRY_REQUEST

Packet Length 214 bytes
Transaction Code BOARD_LOT_IN (2000)
Field Name Data Type Size in Byte Offset
ReverseLegSettlDate LONG 4 124
EntryDateTime LONG 4 128
MinFillAon LONG 4 132
LastModified LONG 4 136
ST_ORDER_FLAGS ( Refer STRUCT 2 140
Table 15.1 for small endian
machines and Table 15.2 for
big endian machines)
BranchId SHORT 2 142
TraderId LONG 4 144
BrokerId CHAR 5 148
OERemarks CHAR 21 153
TransactionId LONG 4 174
Settlor CHAR 12 178
ProClient SHORT 2 190
SettlementPeriod SHORT 2 192
NNFField DOUBLE 8 194
ExecTimeStamp DOUBLE 8 202
Reserved CHAR 2 210
OrderType CHAR 2 212

For Small Endian Machines:

Table 15.1 ST_ORDER_FLAGS

Structure Name ST_ORDER_FLAGS
Packet Length 2 bytes
Field Name Data Type Size in Bit Offset
MF BIT 1 0
AON BIT 1 0
FOK BIT 1 0
GTC BIT 1 0
Day BIT 1 0
OnStop BIT 1 0
Mkt BIT 1 0
ATO BIT 1 0
Reserved BIT 3 1
Filler1 BIT 1 1
Frozen BIT 1 1
Modified BIT 1 1

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Structure Name ST_ORDER_FLAGS

Packet Length 2 bytes
Field Name Data Type Size in Bit Offset
Traded BIT 1 1
MatchedInd BIT 1 1

For Big Endian Machines:

Table 15.2 ST_ORDER_FLAGS

Structure Name ST_ORDER_FLAGS
Packet Length 2 bytes
Field Name Data Type Size in Bit Offset
ATO BIT 1 0
Mkt BIT 1 0
OnStop BIT 1 0
Day BIT 1 0
GTC BIT 1 0
FOK BIT 1 0
AON BIT 1 0
MF BIT 1 0
MatchedInd BIT 1 1
Traded BIT 1 1
Modified BIT 1 1
Frozen BIT 1 1
Filler1 BIT 1 1
Reserved BIT 3 1

The description and values of the fields are given below.

Field Name Brief Description

TransactionCode The transaction code is BOARD_LOT_IN (2000).

ParticipantType Since only exchange can initiate the auction, this field
should not be set to ‘I’ for initiator.
This should be set to ‘C’ for competitor order and ‘S’
for solicitor order.

CompetitorPeriod This field should be set to zero.

SolicitorPeriod This field should be set to zero.
ModCxlBy This field denotes which person has modified or
cancelled a particular order. It should contain one of

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Field Name Brief Description

the following values:
 ‘T’ for Trader
 ‘B’ for Branch Manager
 ‘M’ for Corporate Manager
 ’C’ for Control
ReasonCode This field contains the reason code for a particular
order request rejection or order being frozen. This has
the details regarding the error along with the error
code. This field should be set to zero while sending
the request to the host.
Refer to Reason Codes in Appendix.
SEC_INFO (Refer sec_info) This structure should contain the Symbol and Series
of the security.
AuctionNumber Auction number is available when initiation of auction
is broadcast (Auction Status Change Broadcast). For
an auction order, valid auction number should be
given. For other books, this field should be set to zero.
OpBrokerId This field should contain the counter party broker code
for the negotiated trade order. This field is valid only
for negotiated trade orders. For other books this field
should contain blank.
Suspended This field specifies whether the security is suspended
or not. It should be set to blank while sending order
entry request.
AccountNumber 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.
BookType This field should contain the type of order.
Refer to Book Types in Appendix.
BuySell This field should specify whether the order is a buy or
sell. It should take one of the following values.
 ‘1’ for Buy order
 ‘2’ for Sell order
DisclosedVol 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.
DisclosedVolRemaining This field contains the disclosed volume remaining
from the original disclosed volume after trade(s). This

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Field Name Brief Description

should be set to zero while sending to the host.
TotalVolRemaining This field specifies the total quantity remaining from
the original quantity after trade(s). For order entry,
this field should be set to Volume. Thereafter, for
every response the trading system will return this
value.
Volume This field should specify the quantity of the order
placed. The quantity should always be in multiples of
Regular Lot except for Odd Lot orders, and be less
than the issued capital. The order will go for a freeze if
the quantity is greater than the freeze quantity
determined by NSE-Control.
VolumeFilledToday This field contains the total quantity traded in a day.
Price This field should contain the price at which the order is
placed. To enter a Market order, the price should be
zero. The price must be a multiple of the tick size. For
Stop Loss orders, the limit price must be greater than
the trigger price in case of a Buy order and less if it is
a Sell order. Market attribute is not allowed for
Negotiated orders. This is to be multiplied by 100
before sending to the trading system host.
TriggerPrice This field is applicable only for a Stop Loss order and
should be a multiple of the tick size. This field should
contain the price at which the order is to be triggered
and brought to the market. For a Stop Loss buy order,
the trigger price will be less than or equal to the limit
price but greater than the last traded price. For a Stop
Loss sell order, the trigger price will be greater than or
equal to the limit price but less than the last traded
price. This is to be multiplied by 100 before sending to
trading system.
ReverseLegSettlDate This field should contain the Reverse Leg Settlment
date of that particular contract.
EntryDateTime This field should be set to zero while sending the
order entry request.
MinimumFillAon This field should contain the minimum fill quantity
when the minimum fill attribute is set for an order. It
should not be greater than either the volume of the
order or the disclosed quantity and must be a multiple
of the regular lot.
LastModified If the order has been modified, this field contains the
time when the order was last modified. It is the time in
seconds from midnight of January 1 1980,
This field should be set to zero for the order entry
request (it is same as Entry Date Time.)
Order_Flags This structure specifies the attributes of an order.
They are:

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Field Name Brief Description

MF if set to 1, represents Minimum Fill
attribute.
AON if set to 1, represents All Or None
attribute.
IOC if set to 1, represents Immediate Or
Cancel attribute.
GTC if set to 1, represents Good Till Cancel.
Day if set to 1, represents Day attribute.
This is the default attribute.
SL if set to 1, represents Stop Loss
attribute.
Market if set to 1, represents a Market
order.
ATO if set to 1, represents a market order in
PREOPEN.

Frozen if set to 1, represents the order has

gone for a freeze.

Modified if set to 1, represents the order is

modified.

Traded if set to 1, represents the order is

traded partially or fully.

MatchedInd if set to 1, represents the NT order

found a matching order.

For a market order, the price should be 0.

If an attribute is not to be set, it should be set to 0.
BranchId This field should contain the ID of the branch of the
particular broker.
TraderId This field should contain the ID of the user. This field
accepts only numbers.
BrokerId This field should contain the trading member ID.
OERemarks This field may contain any remarks that the dealer can
enter about the order in this field.
TransactionId This field is used for transaction Id (Echo Back) Field.
The value received from the FE will be sent back.
There is no validation in the HE for this field.
Settlor 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

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Field Name Brief Description

Broker Code.
ProClient This field should contain one of the following values
based on the order entering is on behalf of the broker
or a trader.
‘1’ – represents the client’s order.
‘2’ – represents a broker’s order.
‘4’ – represents warehousing order.
SettlementPeriod This field should contain the number of days in a
settlement cycle.
NNFField 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 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”.

ExecTimeStamp This field is used to store the time of writing to the

order book. This should be set to zero while sending
to the host.
Order Type This field should conatin the order attribute as follows:
Normal Order : Blank
Recall Order (Buy Order) : RC
Repay Order (sell Order) : RP

Order Entry Response

. The response can be Order Confirmation, Order Freeze, Order Error or one of the
general error responses. Order freeze response is generated when the order placed by
the trader has resulted in freeze and is waiting for the approval of the exchange. The
order error response is given when the entered order is rejected by the trading system.
The reason for the rejection is given by Error Code.

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Order Confirmation Response

Successful order entry results in Order Confirmation Response. The confirmed order is
returned to the user. When the entered order goes for a freeze and that freeze is
approved, this same transaction code is sent. This can be an unsolicited message as
well. The message sent is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_CONFIRMATION (2073).

Suspended This field contains ‘C’ if the broker is in Closeout.

OrderNumber This field contains the order number assigned to the order.
The first two digits will contain the stream number (This will be
different from the stream number for Journal Download
Request-Response). The next fourteen digits will contain
fourteen digit sequence number.

Price This field contains the price of the order. If a Market order was
entered when market was in Open state, the ‘Market’ flag in
Order Terms is set and is priced at the prevailing price at the
trading system. If the market order is entered when the market
was in preopen, the trading system sets the ‘ATO’ bit in Order
Terms and prices at ‘-1’. If it was a priced order the order gets
confirmed at that price.

Order_Flags (Refer to Order Entry Request in Chapter 5)

EntryDateTime This field contains the time at which order confirmed.

Market Price Confirmation Response

Market Price response is generated only when the order placed by the trader is a market
order and the market order entered is not fully traded at exchange.This response is not
expected for the limit orders. The response packet is sent only when there is any
untraded quantity left in the order.
The message sent is:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

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TransactionCode The transaction code is PRICE_CONFIRMATION (2012).

Price This field contains the price of the order. . If a Market order
was entered when market was in Open state, the ‘Market’ flag
in Order Terms is set and price is set at the prevailing price at
the trading system. If the market order is entered when the
market was in preopen, this transcode is not received.
Order_Flags (Refer to Order Entry Request in Chapter 5)

Order Freeze Response

Order freeze response is generated when the order placed by the trader or the order
after modification is awaiting approval from the exchange. This response is not expected
for Auction Orders. Exchange approval of the order results in a Freeze Approval
Response and rejection results in Freeze Reject Response. These responses are sent
as unsolicited messages. The format sent is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is FREEZE_TO_CONTROL (2170).

Order_Flags (Refer to Order Entry Request in Chapter 5)

Order Error Response

The order error response is sent when the entered order is rejected by the trading
system. The reason for the rejection is given by the reason code and the reason string.
The message sent is:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_ERROR (2231).

ErrorCode This field contains the error number.

Refer to List of Error Codes in Appendix.

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Suspended This field contains ‘C’ if the broker is in Closeout.

Order Modification

Order Modification enables the trader to modify unmatched orders. All order types
except Auction can be modified.

Rules of Order Modification

The following modifications are not allowed:

 Buy to Sell or vice versa.

 Modifying Symbol and Series.
 Modifying Participant field.
 Modifying Pro/Cli field.
 Modifying Frozen orders.
 BM modifying CM’s orders.
 DL modifying BM’s orders.
 DL modifying CM’s orders.
 Modifying non existing order.
 Inquiry user trying to modify.
 Modifying an order in such a way that it results in a branch order value to be
exceeded.
 Modifying Auction orders.
 Modifying NT order once it results in an alert.
 Modifying deactivated broker’s orders.
 Changing of original data.
 Modifying NT, AU, SP, OL book type fields.
 Modifying RC and RP attribute order type
Note: RL/ST/SL book types can be toggled between themselves only. They
cannot be modified to NT or AU or SP or OL.
Order Modification Request
The trader can modify the quantity, price and attributes of an order by specifying the
order number of the order to be modified. The message sent is:

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ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_MOD_IN (2040).

OrderNumber This should contain order number which is the identity of the
order to be modified.
Last ModifiedTime This should contain time of last activity done on that order.
Last activity could be order entry, order modification or last
trade time of that order. It is in number of seconds from
midnight of January 1, 1980,

Note: The other fields of order modification request are same as the fields of order entry
request.
Order Modification Response
This response is sent back when an order modification is requested. This does not imply
that the order modification is confirmed. The response can be Order Modification
Confirmation, Order Freeze, Order Modification Error or one of the general error
responses. The order modification error response is given when the modified order is
rejected by the trading system. The reason for the rejection is given by the reason code
and the reason string. The message sent is of the following format:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_MOD_OUT (2041).

Order Modification Confirmation Response

Successful modification of the order results in Order Modification Confirmation. When
the order modification is confirmed, the order-modified time is filled and sent back. On
modification, the order can result in a freeze. If the freeze is approved, order modification
will be received as an “Unsolicited Message”. The structure sent is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_MOD_CONFIRMATION
(2074).

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Last ModifiedTime This field contains the time when the order was last
modified. It is in number of seconds from midnight of
January 1, 1980,
EntryDateTime This field contains the time at which last modified by user.
It is in number of seconds from midnight of January 1,
1980,

Order Modification Error Response

The reason for rejection is given by the Error Code in the header. The message sent is
as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_MOD_REJECT (2042).

Effect of Modifying the Terms of an Order on Price-Time Priority

Field Can Comment

Change
Buy/Sell No
Order Type Refer to Rules of Order Modification
Symbol No
Series No
ReverseLegSettlDate NO

Price Yes Changing the order price will always result in the
order losing its time priority.
Quantity Yes The quantity of an order can be reduced any
number of times without the order losing its time
priority. However, increasing the quantity of an
order will always result in the order losing its time
priority.
PRO/CLI No
Account No. No
Day Yes Changing to or from a Day order retains time
priority
GTC Yes Changing to or from a GTC order retains time
priority

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Field Can Comment

Change
GTD Yes Changing to or from a GTD order retains time
priority
Days in GTD Yes
DQ Yes Same as in quantity. In addition, the changed DQ
should not be more than the remaining order
quantity.
Changing to or from DQ results in loss of time
priority.
MF & AON Yes Changing MF to AON order or vice-versa will
result in the order losing its time priority.
MF Yes Same as in Quantity.
SL Yes A SL order can be changed to a normal limit
order or a Special Terms order by removing the
SL attribute. The SL limit and trigger price can
also be changed. In each of these cases the
order loses its time priority.
Participant No
Remarks Yes Changing this does not change time priority.
Note: When the order quantity of an ATO or ‘Market’ order is modified, the order loses
priority irrespective of increase or decrease in the quantity.

Order Cancellation

The trader can cancel any unmatched/partially matched order by specifying the order
number.

Rules of Order Cancellation

 CM can cancel BM’s and DL’s order, but BM and DL cannot cancel CM’s
order.
 BM can cancel DL’s order, but DL cannot cancel BM’s order.
 Deactivated broker cannot cancel his/her order.
 NT orders cannot be cancelled once it results in an alert.
Order Cancellation Request
The format of the message is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

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Field Name Brief Description

TransactionCode The transaction code is ORDER_CANCEL_IN (2070).

OrderNumber This field should contain the order number which is the
identity of the order to be cancelled.

Last ModifiedTime This should contain time of last activity done on that order.
Last activity could be order entry, order modification or last
trade time of that order. It is in number of seconds from
midnight of January 1, 1980,

Order Cancellation Response

The response can be Order Cancellation Confirmation, Order Cancellation Error or one
of the general error responses.

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_CANCEL_OUT (2071).

Order Cancellation Confirmation Response

Successful cancellation of order results in Order Cancellation Confirmation Response.
This will be an “Unsolicited Message” if NSE-Control cancels the order. The message
sent is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is
ORDER_CANCEL_CONFIRMATION (2075).

Suspended This field contains ‘C’ if the broker is in Closeout.

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Order Cancellation Error Response

The order cancellation error is sent when the cancellation request is rejected by the
trading system. The reason for rejection is given by the Error Code in the header. The
message sent is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_CANCEL_REJECT
(2072).

Trade Modification

Currently, trade modification is not allowed.

Trade Cancellation

To cancel a trade, both the parties of the trade must request for trade cancellation. As
soon as the request reaches the trading system, a requested message is sent. If any
error is encountered in the entered data, Trade Error message is sent. Otherwise it goes
to the NSE-Control as an alert. The counter party to the trade is notified of the trade
cancellation request (Refer to Unsolicited Messages in Chapter 6). When both the
parties of the trade ask for trade cancellation, it may be approved or rejected by the
Exchange (Refer to Unsolicited Messages in Chapter 6).

Trade Cancellation Request

The format of the message is as follows:

Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_IN (5440).

FillNumber This field should contain the trade number of the trade to be
cancelled.

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Table 16 TRADE_INQUIRY_DATA

Structure Name TRADE INQUIRY DATA

Packet Length 114 bytes
Transaction Code TRADE INQUIRY DATA (5440)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
SEC_INFO (Refer sec_info) STRUCT 12 40
ReverseLegSettlDate LONG 4 52
lFillNumber LONG 4 56
lFillQty LONG 4 60
lFillPrice LONG 4 64
iMktType SHORT 2 68
lNewVolume LONG 4 70
BuyParticipantId CHAR 12 74
SellParticipantId CHAR 12 86
BuyBrokerId CHAR 5 98
SellBrokerId CHAR 5 103
TraderId LONG 4 108
RequestedBy SHORT 2 112

Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_IN (5440).

FillNumber This field should contain the trade number of the trade to be
cancelled.

Trade Cancellation Requested Response

This is an acknowledgement signifying that the request has reached the trading system.

Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_OUT (5441).

Trade Cancellation Error

After the requested response, if any error is detected in the data, the following structure
is sent:

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TRADE INQUIRY DATA (Refer to Trade Modification Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is TRADE_ERROR (2223)

ErrorCode Refer to List of Error Codes in Appendix.

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Chapter 6 Unsolicited Messages

Introduction

This section details the unsolicited messages that are received on the interactive
connection. These messages are not received by the users in response to any request.

Cancellation of Orders in Batch

The Day orders which are not traded are deleted in the batch at the end of the day.
GTC\GTD orders which are valid till date, if not traded, are also removed from the book.
A response for the same is sent to the user. The structure sent is:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is BATCH_ORDER_CANCEL (9002).

Stop Loss Order Triggering

When any stop loss order entered is triggered, the user who entered the order is sent
the following message:

TRADE CONFIRM (Refer to Trade Confirmation discussed later in this chapter)

Field Name Brief Description

TransactionCode The transaction code is ON_STOP_NOTIFICATION (2212).

Freeze Approve Response

This message is sent when a previous order, which resulted in freeze, is approved by
the Exchange. The format of the message is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 4)

Field Name Brief Description

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Field Name Brief Description

TransactionCode The transaction codes are:
 If the entered order went for a freeze, and
then got freeze approval,
ORDER_CONFIRMATION (2073).
 If the modified order went for a freeze, and
then got freeze approval,
ORDER_MOD_CONFIRMATION (2074).
LastModifiedDateTime This field contains the time when the order was last
modified.

Freeze Reject Response

This message is sent when a previous order, which resulted in freeze, is rejected by the
Exchange. The format of the message is as follows:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 4)

Field Name Brief Description

TransactionCode The transaction codes are:
 If the entered order went for a freeze then for freeze
reject ORDER_ERROR_OUT (2231).
 If the modified order went for a freeze then for freeze
reject ORDER_MOD_REJECT_OUT (2042).

Trade Confirmation:

Trade confirmation is an unsolicited message which is generated when any order of the
trader is traded. The order may trade completely or partially. The following structure is
sent:

Table 17 MS_TRADE_CONFIRM

Structure Name MS_TRADE_CONFIRM

Packet Length 154 bytes
Transaction Code TRADE_CONFIRMATION (2222)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)

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Structure Name MS_TRADE_CONFIRM

Packet Length 154 bytes
Transaction Code TRADE_CONFIRMATION (2222)
Field Name Data Type Size in Byte Offset
ResponseOrderNumber DOUBLE 8 40
OrderType CHAR 2 48
BrokerId CHAR 5 50
Reserved CHAR 1 55
TraderNum LONG 4 56
AccountNum CHAR 10 60
BuySell SHORT 2 70
OriginalVol LONG 4 72
DisclosedVol LONG 4 76
RemainingVol LONG 4 80
DisclosedVolRemaining LONG 4 84
Price LONG 4 88
ST_ORDER_FLAGS ( Refer STRUCT 2 92
Table 15.1 for small endian
machines and Table 15.2 for
big endian machines)
Gtd LONG 4 94
FillNumber LONG 4 98
FillQty LONG 4 102
FillPrice LONG 4 106
VolFilledToday LONG 4 110
ActivityType CHAR 2 114
ActivityTime LONG 4 116
OpOrderNumber DOUBLE 8 120
OpBrokerId CHAR 5 128
SEC_INFO (Refer sec_info) STRUCT 12 133
Reserved CHAR 1 145
BookType SHORT 2 146
NewVolume LONG 4 148
ProClient SHORT 2 152

Field Name Brief Description

TransactionCode The transaction code is
TRADE_CONFIRMATION (2222).

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Field Name Brief Description

ResponseOrderNumber This field contains the order number of the
trader’s order taking part in the trade.

Order type This field contains the order type of the order
under trade. Will be blank for normal and ‘RC’
and ‘RP’ for repay orders.

BrokerId This field contains the Trading Member ID.

TraderNum This field contains the trader’s or user ID.
AccountNum This field contains the Account Number or Client
code.
BuySell This field contains one of the following values
based on Buy or Sell.
 ‘1’ for Buy
 ‘2’ for Sell.
OriginalVol This field contains the Original traded volume.
DisclosedVol This filed contains the quantity 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.
RemainingVol This field contains the volume remaining after
trade(s).
DisclosedVolRemaining This field contains the disclosed volume
remaining after trade(s).
Price This field contains the order price.
OrderFlags Refer to Order Entry Request in Chapter 4.
Gtd This field contains the reverse leg settlement
date of the contract.

FillNumber This field contains the trade number.

FillQty This field contains the traded volume.
FillPrice This field contains the price at which order is
traded.
VolFilledToday This field contains the quantity traded today.

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Field Name Brief Description

ActivityType This field contains the activity type.
 ‘B’ for Buy
 ‘S’ for Sell
ActivityTime This field contains the time when the activity took
place.
OpOrderNumber This field contains the order number of the
counter order taking part in the trade.
OpBrokerId This field contains the Trading Member ID of the
counter party taking part in the trade.
SEC_INFO (Refer sec_info) This field contains the Symbol and Series of the
security.
BookType This field contains the book type - RL/ ST/ SL/
NT/ OL/ SP/ AU.
Refer to Book Types in Appendix.
NewVolume This field is always set to zero for trade
confirmation.
ProCli This field is same as Pro/Client /WHS indicator
having one of the following values:
 ‘1’ - client’s order
 ‘2’ - broker’s order
 ‘4’ - warehousing order

Trade Cancellation Requested Notification

This message is sent when the counter party of the trade requests a trade cancellation.
The structure sent is:

MS_TRADER_INT_MSG (Refer to Interactive/Broadcast MessagesSent from

Control discussed later in this chapter)

Field Name Brief Description

TransactionCode The transaction code is CTRL_MSG_TO_TRADER (5295).

Trade Cancellation Confirmation Response

When NSE-Control approves the trade cancellation request the structure sent is:

TRADE CONFIRM (Refer to Trade Confirmation discussed earlier in this chapter)

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Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_CONFIRM (2282).

Trade Cancellation Rejection

When NSE-Control rejects the trade cancellation alert the structure sent is:

TRADE CONFIRM (Refer to Trade Confirmation discussed earlier in this chapter)

Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_REJECT (2286).

Negotiated Order Entered By Counter Party

Whenever a negotiated order is entered and the counter party ID is same as the user’s
broker ID then all the users under this broker are notified. The structure is:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is NEG_ORDER_BY_CPID (2009).

Negotiated Trade Approval Response

When a negotiated trade is approved by NSE-Control the following structure is sent:

TRADE_CONFIRM (Refer to Trade Confirmation discussed earlier in this chapter)

Field Name Brief Description

TransactionCode The transaction code is TRADE_CONFIRMATION (2222).

Negotiated Trade Reject Response

After the alert is generated for a negotiated trade, the NSE-Control can reject the trade,
send both the orders to the regular lot book or send one to the regular lot and cancel the
other. The structure sent is:

ORDER ENTRY REQUEST (Refer to Order Entry Request in Chapter 5)

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Field Name Brief Description

Transaction Code  The party whose order is sent to regular lot
receives the following transaction code:
NEG_ORDER_TO_BL (2008).
 The party whose order is cancelled gets the
following transaction code:
CANCEL_NEG_ORDER (2076).
EntryDateTime This field contains the order time at wich CWS user
approves for 2008 transcode

Interactive/Broadcast Messages Sent from Control

A message can be sent to the trader(s) from the NSE-Control Work Station. If it is sent
to all the traders, it comes as a broadcast in the structure BROADCAST_MESSAGE.
(Refer to General Message Broadcast in Chapter 8)

When the message is sent to a particular user, it comes as an interactive message in the
following structure:

Table 18 MS_TRADER_INT_MSG

Structure Name MS_TRADER_INT_MSG

Packet Length 289 bytes
Transaction Code CTRL_MSG_TO_TRADER (5295)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
TraderId LONG 4 40
ActionCode CHAR 3 44
Reserved CHAR 1 47
MsgLength SHORT 2 48
Msg CHAR 239 50

Field Name Brief Description

TransactionCode The transaction codes are:
 CTRL_MSG_TO_TRADER (5295) for interactive
messages

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Field Name Brief Description

ActionCode This field contains the action code to indicate the action
taken.
For example,
‘SYS’ - System
‘AUI’ - Auction Initiation
‘AUC’ - Auction Complete
‘LIS’ – Listing

Table 19 MS_TRADER_INT_MSG

Structure Name MS_TRADER_INT_MSG

Packet Length 297 bytes
Transaction Code BCAST_JRNL_VCT_MSG (6501)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
BranchNumber SHORT 2 40
BrokerNumber CHAR 5 42
ActionCode CHAR 3 47
Reserved CHAR 4 50
BROADCAST DESTINATION STRUCT 2 54
(Refer Table 19.1and Table
19.2)
MsgLength SHORT 2 56
Msg CHAR 239 58

For Small Endian Machines:

Table 19.1 BROADCAST DESTINATION
Structure Name BROADCAST DESTINATION
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Reserved BIT 7 0
TraderWs BIT 1 0
Reserved CHAR 1 1

For Big Endian Machines:

Table 19.2 BROADCAST DESTINATION
Structure Name BROADCAST DESTINATION
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset

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Structure Name BROADCAST DESTINATION

Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
TraderWs BIT 1 0
Reserved BIT 7 0
Reserved CHAR 1 1

Field Name Brief Description

TransactionCode  BCAST_JRNL_VCT_MSG (6501) for broadcasting
messages.

ActionCode This field contains the action code to indicate the action
taken.
For example,
‘SYS’ - System
‘AUI’ - Auction Initiation
‘AUC’ - Auction Complete
‘LIS’ – Listing

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Chapter 7 Bhav Copy

Introduction

This section describes the end of the trading day activities. It covers the transmission
of Security Bhav Copy. This takes place after the markets close for the day.

Security Bhav Copy

Message Stating the Transmission of Security Bhav Copy Will Start Now
This is the first message which is broadcasted saying that the bhav copy will be started
now. The structure sent is:

BROADCAST MESSAGE (Refer to General Message Broadcast in Chapter 8)

Field Name Brief Description

TransactionCode The transaction code is BCAST_JRNL_VCT_MSG (6501).
Message: Security Bhav Copy is being broadcast now.

Header of Report on Market Statistics

A header precedes the actual bhav copy that is sent to the trader. The message
structure sent is:

Table 20 MS_RP_HDR

Structure Name MS_RP_HDR

Packet Length 108 bytes
Transaction Code MARKET_STATS_REPORT_DATA (1833)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
MsgType CHAR 1 40
Reserved CHAR 1 41
ReportDate LONG 4 42
UserType SHORT 2 46
BrokerId CHAR 5 48
BrokerName CHAR 25 53
TraderNumber LONG 4 78
TraderName CHAR 26 82

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Field Name Brief Description

TransactionCode The transaction code is
MARKET_STATS_REPORT_DATA (1833).

MsgType This field is set to ‘H’ denoting Header

ReportDate This field is set to the report date.
UserType This field contains the type of user. This is set to ‘-1’.

BrokerId This field contains Trading Member ID. This is set to

blanks.
BrokerName This field contains the name of the broker. This is set to
blanks.
TraderNumber This field contains the trader/user ID. This is set to zero.

TraderName This field contains the name of the trader. This is set to
blanks.

Report on Market Statistics

This is the actual data that is sent for the report. The structure is as follows:

Table 21 REPORT MARKET STATISTICS

Structure Name REPORT MARKET STATISTICS

Packet Length 478 bytes
Transaction Code MARKET_STATS_REPORT_DATA (1833)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
MessageType CHAR 1 40
Reserved CHAR 1 41
NumberOfRecords SHORT 2 42
MARKET STATISTICS DATA STRUCT 434 44
(Refer Table 21.1)

Table 21.1 MARKET STATISTICS DATA

Structure Name MARKET STATISTICS DATA

Packet Length 62 bytes
Field Name Data Type Size in Byte Offset
SEC_INFO (Refer sec_info) STRUCT 12 0
ReverseLegSettlDate LONG 4 12

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Structure Name MARKET STATISTICS DATA

Packet Length 62 bytes
Field Name Data Type Size in Byte Offset
MarketType SHORT 2 16
OpenPrice LONG 4 18
HighPrice LONG 4 22
LowPrice LONG 4 26
ClosingPrice LONG 4 30
TotalQuantityTraded LONG 4 34
TotalValueTraded DOUBLE 8 38
PreviousClosePrice LONG 4 46
LifeTimeHigh LONG 4 50
LIfeTimeLow LONG 4 54
CorporateActionIndicator CHAR 4 58

Field Name Brief Description

TransactionCode The transaction code is
MARKET_STATS_REPORT_DATA (1833).

MessageType This field is set to ‘R’ denoting Report Data.

NumberOfRecords This field contains the number of markets for

which Market Statistics is being sent. In a packet
at most 7 records can be packed.

Symbol This field contains the Symbol of the security.

Series This field contains the series of a security.

ReverseLegSettlDate This field contains the reverse leg settlement date

of the contract.
MarketType This field contains one of the following values
indicating the market type as:
 ‘1’ – Normal
 ‘2’ – Odd lot
 ‘3’ – Spot
 ‘4’ – Auction

OpenPrice This field contains the open price of a security.

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Field Name Brief Description

HighPrice This field contains the highest trade price.
LowPrice This field contains the lowest trade price.
ClosingPrice This field contains the closing price of a security.
TotalQuantityTraded This field contains the total quantity of the security
that is traded today.
TotalValueTraded This field contains the total value of the securities
traded.
PreviousClosePrice This field contains the previous day’s closing price
of the security.
LifeTimeHighPrice This field contains the highest trade price in a
security.
LifeTimeLowPrice This field contains the lowest trade price in a
security.
CorporateActionIndicator This field contains the Corporate Action.
The EGM, AGM, Interest, Bonus, Rights and
Dividend flags are set depending on the corporate
action.

Packet Indicating Data for Depository Securities Begins

This message indicates that hereafter the bhav copy for depository securities will be
broadcast. The structure sent is:

REPORT MARKET STATISTICS (Refer to Report on Report on Market Statistics

discussed earlier in this chapter)

Field Name Brief Description

TransactionCode The transaction code is MARKET_STATS_REPORT_DATA
(1833).

MessageType This field is set to ‘D’ denoting Data.

Data for Depository Securities

This is same as the data packet for non-Depository securities. The structure sent is:

REPORT MARKET STATISTICS (Refer to Report on Market Statistics discussed

earlier in this chapter)

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Field Name Brief Description

TransactionCode The transaction code is MARKET_STATS_REPORT_DATA
(1833).

Trailer Record
This indicates that the transmission of bhav copy ends here. The structure is:

Table 22 REPORT TRAILER

Structure Name REPORT TRAILER

Packet Length 46 bytes
Transaction Code MARKET_STATS_REPORT_DATA (1833)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer STRUCT 40 0
Table 1)
MessageType CHAR 1 40
NumberOfRecords LONG 4 41
Reserved CHAR 1 45

Field Name Brief Description

TransactionCode The transaction code is MARKET_STATS_REPORT_DATA
(1833).

MessageType This filed is set as ‘T’ for trailer record.

NumberOfRecords This field contains the number of data packets sent in the
bhav copy.

Note: The Bhavcopy which is broadcasted from CM will be dropped and will not be
received by SLBM users in NEAT.

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Chapter 8 Broadcast

Introduction

This section describes the Compression and Decompression algorithm of Broadcast

data and the various Broadcast messages with their structures.

The following information of Capital Market will also be broadcasted to the SLBM users
in NEAT system:

1. MBP information of Capital Market for Normal and Retdebt market.

2. MBO information of CM for Oddlot and Auction Market.
3. Ticker and Index Broadcast of Capital Market.
4. Market Watch updation of Capital Market securities.
5. All Broadcast messages from Capital Market.

Structures are same for both CM/SLBM.

Compression of the Broadcast Data

The broadcast traffic from the exchange which gives the on-line quotes to the trading
terminals has been continually increasing, especially during market open and market
close. To accommodate the increased broadcast traffic, the exchange has come up with
a compression algorithm to compress some of the specific broadcast transaction codes,
which are as follows:

Transaction Code Represents

7200 MBO/MBP.
7201 Mkt Watch
7202 Ticker
7208 Only MBP

LZO compression algorithm is used to compress the above specified broadcast

transaction codes. The details of the LZO compression algorithm are described below.
The LZO stands for Lempel Ziv Oberhaumer. This algorithm is freely available on the
internet (URL: http://www.oberhumer.com/opensource/lzo). It is made available by free
software foundation. The algorithm is tested on various operating systems like UNIX and
red hat Linux.

Decompression Routine

NSE will provide the object file containing the decompression routine.

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Sequential Packing

To improve the effective data transfer, the idea of sequential packing along with the lzo
compression algorithm has been incorporated. At the host end, sequential packing
algorithm packs the incoming data packets, which is then transmitted over the network.
The data packets are packed in FIFO order.

For example,
If ‘n’ packets are packed in a buffer, they are arranged in the following order:
1st packet will be stored at the first place in the buffer, 2nd Packet will be stored at the
second place, and so on.

At the front end while de packing the buffer, the packets are to be segregated in the
same order, that is, isolate each packet and process each packet as per the sequence
viz- first packet first and last packet at the end. The packets within a buffer may be an
admixture of compressed and uncompressed data packets.

Calling Convention
The decompression routine is a C-callable routine with the following prototype:

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Void Sigdec2 (char *ip,

unsigned short *ipL,
char *op,
unsigned short *opL,
unsigned short *errorcode);

Parameters
Ip: it is the pointer to the input buffer.
IpL: It is the pointer to a short containing the length of input.
Op: it is the pointer of the output buffer.
OpL: It is the pointer to a short containing the length of output.
ErrorCode: it is the pointer to a short containing the error code.

Packet Format
Incoming packet at the front end can be interpreted by mapping onto the following
structure.

Struct {
CHAR cNetId [2]
SHORT iNoPackets
CHAR cPackData [512]
} BcastPackData

where,

cNetId[2] Identifies the machine ( CM broadcast or SLBM Broadcast )

iNoPackets The number of packets that are sequentially packed
cPackData Buffer containing all the packets.
The buffer when mapped to, by the above structure, the number of packets in the buffer
can be known. The next task is to segregate the packets and process the individual
packets.
The packets received through the broadcast traffic have to be interpreted as follows

COMPRESSION_BROADCAST_DATA
{
SHORT CompressionLen
CHAR BroadcastData [ ]
}

Note:
 The first two bytes of the broadcast packet indicate the length of the data after
compression.
 If the compression length is zero, the data received is not compressed.

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 If the length is non-zero, the data following the length should be decompressed
by using the decompression routine.
 Inside the broadcast data, the first 8 bytes before the message header should be
ignored. The message header starts from the 9th byte.

Implementation at Front End

The lzo directory (lzo1.07) contains all the lzo source, header and library files.
These files are to be included while building an application.

lzo1z_decompress is used for decompression. This is a function of the lzo library.

An API has to be developed to encompass the above LZO decompression function.

The syntax of the call should be:

lzo_decomp (char* inp_buff, unsigned int* inp_len, char* buffer_decomp,
unsigned int *output_len, unsigned short *errorCode)
Where, lzo_decomp is a function of the API (to be developed by referring to the
examples specified in the lzo 1.07 directory) that calls the lzo function for decompression
“lzo1z_decompress”
Inp_buff Specifies the input buffer (Compressed Buffer)
Inp_len Specifies the length of input buffer (Compressed Length)
Buffer_decomp Specifies the Buffer after decompression
output_len Specifies the length after decompression ( Out put length )
errorCode Specifies the error code

The syntax of the lzo decompress function is as follows:

lzo1z_decompress (out, decomp_inlen, in, & decomp_outlen, NULL)

Where
out Specifies input compressed buffer
decomp_inlen Specifies the input length of the buffer ( Length of Compressed buffer )
in Specifies the out put (decompressed) buffer
decomp_outlen Specifies the output length of the decompressed buffer

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Note:
Inside the broadcast data, the first byte indicates the market type. Ignore the rest of the
7 bytes before message header. If the first byte has the value of ‘4’, it is Capital market
and if it is ‘7’ then it is of SLBM.

The message header starts from 9th byte.

General Message Broadcast

Any general message is broadcasted in the following structure. The structure sent is:
Table 23 BROADCAST_MESSAGE

Structure Name BROADCAST MESSAGE

Packet Length 297 bytes
Transaction Code BCAST_JRNL_VCT_MSG (6501)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER Table 1 40 0
BranchNumber SHORT 2 40
BrokerNumber CHAR 5 42
ActionCode CHAR 3 47
Reserved CHAR 4 50
BROADCAST DESTINATION STRUCT 2 54
(Refer Table No. 23.1 for small
endian & Table No. 23.2 for big
endian)
BroadcastMessageLength SHORT 2 56
BroadcastMessage CHAR 239 58

Table 23.1 BROADCAST_DESTINATION (For Small Endian Machines)

Structure Name BROADCAST_DESTINATION
Packet Length 2 bytes
Field Name Data Type Size Offset
Reserved BIT 7 0
TraderWs BIT 1 0
Reserved CHAR 1 1

Table 23.2 BROADCAST_DESTINATION (For Big Endian Machines)

Structure Name BROADCAST_DESTINATION
Packet Length 2 bytes
Field Name Data Type Size Offset

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Structure Name BROADCAST_DESTINATION

Packet Length 2 bytes
Field Name Data Type Size Offset
TraderWs BIT 1 0
Reserved BIT 7 0
Reserved CHAR 1 1

Field Name Brief Description

TransactionCode The transaction code is
BCAST_JRNL_VCT_MSG (6501).
BranchNumber This field contains the branch number of the
trader or broker.
BrokerNumber This field contains the Trading Member ID of
the broker.
ActionCode This field Indicates the action taken.
For example,
‘SYS’ - System
‘AUI’ - Auction Initiation
‘AUC’ - Auction Complete
‘LIS’ - Listing

BroadcastDestination This field contains the destination of the

message, that is, Trader Workstation or Control
Workstation.

BroadcastMessageLength This field contains the length of the broadcast

message.
BroadcastMessage This field contains the broadcast message.

Change in System Status / Parameters

This message is sent when any global operating parameters are changed or status of
markets is changed. The structure of the message is:

SYSTEM INFORMATION DATA (Refer to System Information Response in Chapter 4)

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Field Name Brief Description

TransactionCode The transaction code is
BCAST_SYSTEM_INFORMATION_OUT (7206)

Change in Security Master

This is sent whenever the parameter of any security is changed. The structure is given
below.

Table 24 SECURITY UPDATE INFORMATION

Structure Name SECURITY UPDATE INFORMATION

Packet Length 240 bytes
Transaction Code BCAST_STOCK_MSTR_CHG (7305)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table 1)
Token LONG 4 40
SEC_INFO (Refer STRUCT 12 44
sec_info)
InstrumentType SHORT 2 56
PermittedToTrade SHORT 2 58
IssuedCapital DOUBLE 8 60
WarningPercent SHORT 2 68
FreezePercent SHORT 2 70
CreditRating CHAR 17 72

SECURITY STRUCT 12 89
ELIGIBILITY PER
MARKET [4] (refer
table 24.1 for small
endian & 24.2 for big
endian)
IssueRate SHORT 2 101
IssueStartDate LONG 4 103
InterestPaymentDate LONG 4 107
IssueMaturityDate LONG 4 111
BoardLotQuantity LONG 4 115
TickSize LONG 4 119
Name CHAR 25 123
Reserved CHAR 1 148

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Structure Name SECURITY UPDATE INFORMATION

Packet Length 240 bytes
Transaction Code BCAST_STOCK_MSTR_CHG (7305)
Field Name Data Type Size in Byte Offset
ListingDate LONG 4 149
ExpulsionDate LONG 4 153
ReAdmissionDate LONG 4 157
RecordDate LONG 4 161
ExpiryDate LONG 4 165
NoDeliveryStartDate LONG 4 169
NoDeliveryEndDate LONG 4 173
ELIGIBLITY STRUCT 2 177
INDICATORS (refer
table 24.3 for small
endian & 24.4 for big
endian)
BookClosureStartDate LONG 4 179
BookClosureEndDate LONG 4 183
PURPOSE STRUCT 2 187
structures(refer table
24.5 for small endian &
24.6 for big endian)
LocalUpdateDateTime LONG 4 189
DeleteFlag CHAR 1 193
Remark CHAR 25 194
FaceValue LONG 4 219
ISINNumber CHAR 12 223

Table 24.1 SECUIRITY ELIGIBILITY PER MARKET (For Small Endian Machines)
Structure Name SECUIRITY ELIGIBILITY PER MARKET
Packet Length 3 bytes
Field Name Data Type Size Offset
Reserved BIT 7 0
Eligibility BIT 1 0
Status SHORT 2 1
Table 24.2 SECUIRITY ELIGIBILITY PER MARKET (For Big Endian Machines)
Structure Name SECUIRITY ELIGIBILITY PER MARKET
Packet Length 3 bytes
Field Name Data Type Size in Byte Offset
Eligibility BIT 1 0
Reserved BIT 7 0

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Structure Name SECUIRITY ELIGIBILITY PER MARKET

Packet Length 3 bytes
Field Name Data Type Size in Byte Offset
Status SHORT 2 1

Table 24.3 ELIGIBLITY INDICATORS (For Small Endian Machines)

Structure Name ELIGIBLITY INDICATORS
Packet Length 2 bytes
Field Name Data Type Size Offset
AllowRepay BIT 1 0
AllowRecall BIT 1 0
Reserved BIT 1 0
Reserved BIT 1 0
Reserved BIT 1 0
MinimumFill BIT 1 0
AON BIT 1 0
ParticipateInMarketIndex BIT 1 0
Reserved CHAR 1 1

Table 24.4 ELIGIBLITY INDICATORS (For Big Endian Machines)

Structure Name ELIGIBLITY INDICATORS
Packet Length 2 bytes
Field Name Data Type Size Offset
ParticipateInMarketIndex BIT 1 0
AON BIT 1 0
MinimumFill BIT 1 0
Reserved BIT 1 0
Reserved BIT 1 0
Reserved BIT 1 0
AllowRepay BIT 1 0
AllowRecall BIT 1 0
Reserved CHAR 1 1

Table 24.5 PURPOSE (For Small Endian Machines)

Structure Name PURPOSE
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Reserved BIT 2 0
EGM BIT 1 0
AGM BIT 1 0

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Structure Name PURPOSE

Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Interest BIT 1 0
Bonus BIT 1 0
Rights BIT 1 0
Dividend BIT 1 0
Reserved CHAR 1 1

Table 24.6 PURPOSE (For Big Endian Machines)

Structure Name PURPOSE
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Dividend BIT 1 0
Rights BIT 1 0
Bonus BIT 1 0
Interest BIT 1 0
AGM BIT 1 0
EGM BIT 1 0
Reserved BIT 2 0
Reserved CHAR 1 1

Field Name Brief Description

TransactionCode The transaction code is
BCAST_SECURITY_MSTR_CHG (7305).
Token This field contains the token number of the
security being updated. This is unique for a
particular symbol-series combination.
SecurityInformation This field contains the Symbol and Series (FL )
of the security.
InstrumentType This field contains the instrument type of the
security. It can be one of the following:
 ‘0’ – Equities
 ‘1’ – Preference Shares

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Field Name Brief Description

 ‘2’ – Debentures
 ‘3’ – Warrants
 ‘4’ – Miscellaneous
PermittedToTrade This field contains one of the following values:
 ‘0’ – Listed but not permitted to trade
 ‘1’ – Permitted to trade
IssuedCapital This field contains issue size of the security.
WarningPercent This field contains the warning percent of
outstanding volume.
FreezePercent This field contains the volume freeze percent.
CreditRating This field contains the credit rating of the
security.
Eligibility The flag is set to ‘1’ if the security is allowed to
trade in a particular market.

Status This field contains one of the following values:

 ‘1’ - Preopen ( Only for Normal Market )
 ‘2’ - Open
 ‘3’ - Suspended
 ‘4’ - Preopen extended
IssueRate This field contains the price of the issue.
IssueStartDate This field contains the date of issue of the
security.
InterestPaymentDate This field contains the interest payment date of
the issue.
ReverseLegSettlDate This field contains the reverse leg settlement
date of the contract.
BoardLotQuantity This field contains the Regular lot size.
TickSize This field contains the Tick size/ Min spread
size.
Name This field contains the security name.
ListingDate This field contains the date of listing.
ExpulsionDate This field contains the date of expulsion.
ReAdmissionDate This field contains the date of readmission.
RecordDate This field contains the date of record changed.

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Field Name Brief Description

ExpiryDate This field contains the last date of trading before
any corporate action.
NoDeliveryStartDate This field contains the date from when physical
delivery of share certificates is stopped for book
closure.
NoDeliveryEndDate This field contains the date from when physical
delivery of share certificates starts after book
closure.
MinimumFill This flag is set if Minimum Fill attribute is
allowed in orders of this security.

AON This flag is set if AON attribute is allowed in

orders of this security.
ParticipateInMarketIndex This flag is set if this security participates in the
market index.
AllowRecall This flag indicates whether the recall order is
eligible for the contract
AllowRepay This flag indicates whether the repay order is
eligible for the contract
BookClosureStartDate This field contains the date when the record
books in the company for shareholder names
starts.
BookClosureEndDate This field contains the date when the record
books in the company for shareholder names
ends.
Purpose This field contains the EGM / AGM / Interest /
Bonus / Rights / Dividend flags set depending
on the corporate action.
LocalUpdateDateTime This field contains the local database update
date and time.
DeleteFlag This field contains the status of the security, that
is, whether the security is deleted or not.
Remark This field contains remarks.
FaceValue This field contains face value of the security.
ISIN Number This field contains ISIN number of the security.

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Change Participant Status

This message is sent whenever there is any participant change. The structure sent is:

Table 25 Change Participant Status

Structure Name PARTICIPANT UPDATE INFO

Packet Length 83 bytes
Transaction Code BCAST_PART_MSTR_CHG (7306)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(refer STRUCT 40 0
Table 1)
ParticipantId CHAR 12 40
ParticipantName CHAR 25 52
ParticipantStatus CHAR 1 77
ParticipantUpdateDateTime LONG 4 78
DeleteFlag CHAR 1 82

Field Name Brief Description

TransactionCode The transaction code is BCAST_PART_MSTR_CHG
(7306).
ParticipantId This field contains the Participant ID.
ParticipantName This field contains the name of the participant that is
changed.
ParticipantStatus This field contains the status of the participant which is
changed:
 ‘S’ for Suspended
 ‘A’ for Active
ParticipantUpdateDateTim This field contains the time when the participant
e information was changed. It is in number of seconds from
January 1, 1980.
DeleteFlag This field indicates whether the participant is deleted:
 ‘Y’ means deleted
 ‘N’ means not deleted

Change of Security Status

This message is sent whenever the status of any security changes. The structure sent
is:

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Table 26 Change of Security Status

Structure Name SECURITY STATUS UPDATE INFORMATION
Packet Length 462 bytes
Transaction Code BCAST_SECURITY_STATUS_CHG (7320)
OR
BCAST_SECURITY_STATUS_CHG_PREOPEN (7210)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
(Refer Table 1)
NumberOfRecords SHORT 2 40
TOKEN AND ELIGIBILITY STRUCT 420 42
[35] (Refer table 25.1)

Table 26.1 TOKEN AND ELIGIBILITY

Structure Name TOKEN AND ELIGIBILITY
Packet Length 12 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
SECURITY STATUS PER STRUCT 8 2
MARKET[4] (Refer table
25.2)

Table 26.2 SECURITY STATUS PER MARKET

Structure Name SECURITY STATUS PER MARKET
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Status Short 2 0

Field Name Brief Description

TransactionCode The transaction code is:
 When the status of the security changes
BCAST_SECURITY_STATUS_CHG (7320).
 BCAST_SECURITY_STATUS_CHG_PREOPEN
(7210).
NumberOfRecords This field contains the number of records of the
structure TOKEN AND ELIGIBILITY.
Token This field contains the token number of the security
which has been changed.
Status This field contains the new status of the security. This
can take one of the following values:
 ‘1’ - Preopen

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 ‘2’ - Open
 ‘3’ - Suspended
 ‘4’ - Preopen extended

Turnover Limit Exceeded or Broker Reactivated

When a broker’s turnover limit exceeds, the broker is deactivated and a message is
broadcast to all workstations. The same structure is also sent when any broker is
reactivated. The structure is:

Table 27 Turnover Limit Exceeded or Broker Reactivated

Structure Name BROADCAST LIMIT EXCEEDED

Packet Length 77 bytes
Transaction Code BCAST_TURNOVER_EXCEEDED (9010)
OR
BROADCAST_BROKER_ACTIVATED (9011)
Field Name Data Type Size in Byte Offset
BCAST_HEADER (Refer STRUCT 40 0
Table 2)
BrokerCode CHAR 5 40
CounterBroker Code CHAR 5 45
WarningType SHORT 2 50
SEC_INFO (Refer STRUCT 12 52
sec_info)
TradeNumber LONG 4 64
TradePrice LONG 4 68
TradeVolume LONG 4 72
Final CHAR 1 76

Field Name brief Description

TransactionCode The transaction code is:
 BCAST_TURNOVER_EXCEEDED (9010), if the
broker turnover is about to exceed or has already
exceeded.
 BROADCAST_BROKER_ACTIVATED (9011), if
the broker is reactivated after being deactivated.
BrokerCode This field contains the Broker code who is about to
exceed or has already exceeded his turnover limit. If
the transaction code is
BROADCAST_BROKER_ACTIVATED, then this

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Field Name brief Description

broker is reactivated.
CounterBrokerCode This field is not in use.
WarningType This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. The value is ‘1’ if
the turnover limit is about to exceed, ‘2’ if turnover limit
is exceeded. In the latter case the broker is
deactivated.
Symbol This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the
symbol of the security in which the broker has last
traded.
Series This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the
series of the security.
TradeNumber This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This is the trade
number in which the broker has last traded
TradePrice This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the
price of the trade.
TradeVolume This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the
trade quantity of the trade.
Final This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This indicates
whether it is the final auction trade.

Auction Activity Message

This structure is sent whenever there is any auction related activity in CM.This includes
any change in Auction MBO. The structure is:

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Table 28 Auction Activity Message

Structure Name MS_AUCTION_INQ_DATA

Packet Length 78 bytes
Transaction Code BCAST_AUCTION_INQUIRY_OUT (6582).
Field Name Data Type Size in Byte Offset
MESSAGE HEADER Table 1 40 0
ST_AUCTION_INQ_INFO STRUCT 38 40
(Refer Table 28.1)

Table 28.1 Auction Activity Message

Structure Name ST_AUCTION_INQ_INFO

Packet Length 38 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
AuctionNumber SHORT 2 4
AuctionStatus SHORT 2 6
InitiatorType SHORT 2 8
TotalBuyQty LONG 4 10
BestBuyPrice LONG 4 14
TotalSellQty LONG 4 18
BestSellPrice LONG 4 22
AuctionPrice LONG 4 26
AuctionQty LONG 4 30
SettlementPeriod SHORT 2 34

Field Name Brief Description

TransactionCode The transaction code is BCAST_AUCTION_INQUIRY_OUT
(6582).
Token This field contains the token number of the security in which
the auction is started.
AuctionNumber This field contains the number of the auction.
AuctionStatus Refer to Appendix.
InitiatorType This field specifies whether auction is initiated by trader or
control. This field is set to control since only Exchange
initiated auctions are permitted now.
TotalBuyQty This field contains the total Buy Quantity for the auction.
BestBuyPrice This field contains the best Buy price. This is the highest

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Field Name Brief Description

price for a Buy auction.
TotalSellQty This field contains the total Sell quantity for the auction.
BestSellPrice This field contains the best Sell price. This is the lowest price
for a Sell auction.
AuctionPrice This field contains the price at which auction trade has taken
place.
AuctionQty This field contains the quantity of securities that have been
auctioned.
SettlementPeriod This field contains the period by which settlement between
the parties should take place. This value is defaulted by the
Exchange and cannot be modified by the user.

Change of Auction Status

When the status of an auction changes in CM (from pending to active or, competitor
period or solicitor period is ended or started) a message is broadcast to all workstations
with the following structure and transaction codes:

Table 29 Change of Auction Status

Structure Name AUCTION STATUS CHANGE

Packet Length 301 bytes
Transaction Code BC_AUCTION_STATUS_CHANGE (6581)
Field Name Data Type Size in Byte Offset
MESSAGE HEADER (Refer STRUCT 40 0
Table 1)
SEC_INFO (Refer sec_info) STRUCT 12 40
AuctionNumber SHORT 2 52
AuctionStatus CHAR 1 54
ActionCode CHAR 3 55
BROADCAST_DESTINATION STRUCT 2 58
(Refer Table 29.1 for small
endian & 29.2 for big endian)
BroadcastMessageLength SHORT 2 60
BroadcastMessage CHAR 239 62

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Table 29.1 BROADCAST_DESTINATION (For Small Endian Machines)

Structure Name BROADCAST_DESTINATION
Packet Length 2 bytes
Field Name Data Type Size Offset
Reserved BIT 7 0
TraderWs BIT 1 0
Reserved CHAR 1 1

Table 29.2 BROADCAST_DESTINATION (For Big Endian Machines)

Structure Name BROADCAST DESTINATION
Packet Length 2 bytes
Field Name Data Type Size Offset
TraderWs BIT 1 0
Reserved BIT 7 0
Reserved CHAR 1 1

Field Name Brief Description

TransactionCode The transaction code is
BC_AUCTION_STATUS_CHANGE (6581).

Symbol This field contains the symbol of the security.

Series This field contains the series of the security.

AuctionNumber This field contains the auction number.

AuctionStatus This field contains the status of the auction.

Refer to Auction Status in Appendix.

ActionCode This field contains the action code to indicate

the action taken.
For example,
‘AUI’ - Auction Initiation ‘AUC’ - Auction
Complete

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Field Name Brief Description

BroadcastDestination This field contains the destination of the
message.
For example, it is for the Trader Workstation.

BroadcastMessageLength This field contains the length of the broadcast

message.
BroadcastMessage This field contains the contents of the
broadcast message.

Change of Market Status

Whenever the status of the market changes, the following structure is sent:
Table 30 Change of Market Status

Structure Name BCAST_VCT_MESSAGES

Packet Length 297 bytes
Transaction Code BC_OPEN_MESSAGE (6511)
OR
BC_CLOSE_MESSAGE (6521)
OR
BC_PREOPEN_SHUTDOWN_MSG (6531)
OR
BC_NORMAL_MKT_PREOPEN_ENDED (6571)
Field Name Data Type Size in Byte Offset
BCAST_HEADER (Refer STRUCT 40 0
Table 2)
SEC_INFO (Refer sec_info) STRUCT 12 40
MarketType SHORT 2 52
BROADCAST_DESTINATION STRUCT 2 54
(refer table 30.1 for small
endian & 30.2 for big endian)
BroadcastMessageLength SHORT 2 56
BroadcastMessage CHAR 239 58

Table 30.1 BROADCAST_DESTINATION (For Small Endian Machines)

Structure Name BROADCAST_DESTINATION
Packet Length 2 bytes
Field Name Data Type Size Offset
Reserved BIT 7 0
TraderWs BIT 1 0
Reserved CHAR 1 1

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Table 30.2 BROADCAST_DESTINATION (For Big Endian Machines)

Structure Name BROADCAST DESTINATION
Packet Length 2 bytes
Field Name Data Type Size Offset
TraderWs BIT 1 0
Reserved BIT 7 0
Reserved CHAR 1 1

Field Name Brief Description

TransactionCode The transaction codes are as follows:
 BC_OPEN_MESSAGE (6511). This is sent when
the market is opened.
 BC_CLOSE_MESSAGE (6521). This is sent
when the market is closed.
 BC_PREOPEN_SHUTDOWN_MSG (6531). This
is sent when the market is preopened.
 BC_NORMAL_MKT_PREOPEN_ENDED (6571).
This is sent when the preopen period ends.
SecurityInformation This field contains the symbol and series of a security.
MarketType This field indicates the type of market. It contains one of
the following values:
 ‘1’ - Normal
 ‘2’ - Odd Lot
 ‘3’ - Spot
 ‘4’ - Auction
BroadcastDestination This field is set to ‘1’ if it signifies that the message is for
the Trader Workstation.
BroadcastMessageLength This field contains the length of the broadcast message.
BroadcastMessage This field contains the contents of the broadcast
message.

Ticker and Market Index

Ticker and market index information is sent in the following structure:

Ticker structure for CM/SLBM:

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Table 31 Ticker and Market Index

Structure Name TICKER TRADE DATA

Packet Length 492 bytes
Transaction Code BCAST_TICKER_AND_MKT_INDEX (7202)
Field Name Data Type Size in Byte Offset
BCAST_HEADER (Refer STRUCT 40 0
Table 2)
NumberOfRecords SHORT 2 40
TICKER INDEX STRUCT 450 42
INFORMATION [25] (Refer to
TABLE No. 31.1)

Table 31.1 TICKER INDEX INFORMATION

Structure Name TICKER INDEX INFORMATION

Packet Length 18 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
MarketType SHORT 2 2
FillPrice LONG 4 4
FillVolume LONG 4 8
MarketIndexValue LONG 4 12

Field Name Brief Description

TransactionCode The transaction code sent is
BCAST_TICKER_AND_MKT_INDEX (7202).

NumberOfRecords This field indicates the number of times (Maximum 28) the
structure TICKER INDEX INFORMATION is repeated.

Token This field contains the token number—a unique number

given to a particular symbol-series combination.

MarketType This field contains the market type.

FillPrice This field contains the price at which the order has been
traded.
FillVolume This field contains the quantity of security traded.

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Field Name Brief Description

MarketIndexValue This field contains the value of the market index.

Market by Order / Market by Price Update

The information regarding the best buy orders and the best sell orders is given in the
following format:

Table 32 Market by Order / Market by PriceUpdate

Structure Name BROADCAST MBO MBP

Packet Length 434 bytes
Transaction Code BCAST_MBO_MBP_UPDATE (7200)
Field Name Data Type Size in Byte Offset
BCAST_HEADER (Refer STRUCT 40 0
Table 2)
INTERACTIVE MBO DATA STRUCT 236 40
(Refer Table 32.1)
MBPBuffer [size of (MBP CHAR 120 276
INFORMATION) * 10] (Refer
MBP_INFORMATION in
Table 32.7)
BbTotalBuyFlag SHORT 2 396

BbTotalSellFlag SHORT 2 398

TotalBuyQuantity DOUBLE 8 400

TotalSellQuantity DOUBLE 8 408

MBO MBP INDICATOR STRUCT 2 416
(Refer Table 32.2 for Small
Endian & Table 32.3 for Big
Endian)
ClosingPrice LONG 4 418

OpenPrice LONG 4 422

HighPrice LONG 4 426

LowPrice LONG 4 430

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Only Market by Price Update

The information regarding the best buy orders and the best sell orders is given in the
following format:

Table 33 BROADCAST ONLY MBP

Structure Name BROADCAST ONLY MBP

Packet Length 468 bytes
Transaction Code BCAST_ONLY_MBP (7208)
Field Name Data Type Size in Byte Offset
BCAST_HEADER (Refer STRUCT 40 0
Table 2)
NoOfRecords SHORT 2 40
INTERACTIVE ONLY MBP STRUCT 426 42
DATA [2] (Refer Table 33.1)

Table 33.1 INTERACTIVE ONLY MBP DATA

Structure Name INTERACTIVE ONLY MBP DATA
Packet Length 213 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
BookType SHORT 2 4
TradingStatus SHORT 2 6
VolumeTradedToday LONG 4 8
LastTradedPrice LONG 4 12
NetChangeIndicator CHAR 1 16
NetPriceChangeFromClosingPrice LONG 4 17
LastTradeQuantity LONG 4 21
LastTradeTime LONG 4 25
AverageTradePrice LONG 4 29
AuctionNumber SHORT 2 33
AuctionStatus SHORT 2 35
InitiatorType SHORT 2 37
InitiatorPrice LONG 4 39
InitiatorQuantity LONG 4 43
AuctionPrice LONG 4 47
AuctionQuantity LONG 4 51
RecordBuffer [size of (MBP CHAR 120 55
INFORMATION) * 10]
BbTotalBuyFlag SHORT 2 175

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Structure Name INTERACTIVE ONLY MBP DATA

Packet Length 213 bytes
Field Name Data Type Size in Byte Offset
BbTotalSellFlag SHORT 2 177
TotalBuyQuantity DOUBLE 8 179
TotalSellQuantity DOUBLE 8 187
MBP INDICATOR(Refer Table STRUCT 2 195
33.2 for Small Endian & Refer
Table 33.3 Big Endian)
ClosingPrice LONG 4 197
OpenPrice LONG 4 201
HighPrice LONG 4 205
LowPrice LONG 4 209

Table 33.2 MBP INDICATOR (For Small Endian Machines)

Structure Name MBP INDICATOR
Packet Length 2 bytes
Field Name Data Type Size Offset
Reserved [4] BIT 4 0
Sell BIT 1 0
Buy BIT 1 0
LastTradeLess BIT 1 0
LastTradeMore BIT 1 0
Reserved CHAR 1 1

Table 33.3 MBP INDICATOR (For Big Endian Machines)

Structure Name MBP INDICATOR

Packet Length 2 bytes

Field Name Data Type Size Offset
LastTradeMore BIT 1 0
LastTradeLess BIT 1 0
Buy BIT 1 0
Sell BIT 1 0
Reserved BIT 4 0
Reserved CHAR 1 1

Table 33.4 MBP INFORMATION

Structure Name MBP INFORMATION

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Packet Length 12 bytes

Field Name Data Type Size in Byte Offset
Quantity LONG 4 0
Price LONG 4 4
NumberOfOrders SHORT 2 8
BbBuySellFlag SHORT 2 10

Field Name Brief Description

TransactionCode The transaction code set for the purpose is
BCAST_MBO_MBP_UPDATE (7200).
NoOfRecords This field contains the number of securities sent.
Token This field contains the token number—a unique
number given to a particular symbol-series
combination.
BookType This field contains the book type—RL / ST / SL / NT
/ OL/ SP / AU
TradingStatus This field specifies trading status of the security. It
contains one of the following values.
 ‘1’ - Preopen
 ‘2’ - Open
 ‘3’ - Suspended
 ‘4’ - Preopen Extended
VolumeTradedToday This field contains the total quantity of a security
traded on the current day.
LastTradedPrice This field contains the price at which the latest trade
in a security has taken place.
NetChangeIndicator This field is a flag which indicates any change of the
order price from the LTP.
 ‘+’ for increase
 ‘-’ for decrease.
NetPriceChange This field contains the net change between the order
price and the LTP.
LastTradeQuantity This field contains the quantity at which the last
trade took place in a security.
LastTradeTime This field contains the time when the last trade took
place in a security.

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Field Name Brief Description

AverageTradePrice This field contains the average price of all the trades
in a security.
AuctionNumber This field contains the auction number. The
maximum value this can take is 9999. Otherwise it is
set to zero.
AuctionStatus Refer to Auction Status in Appendix.
InitiatorType This field contains the initiator type—control or
trader. Presently initiator type is control, since only
the Exchange can initiate an auction. Otherwise it is
set to blank.
InitiatorPrice This field contains the price of the security of the
initiator’s auction order. Otherwise it is set to zero.
InitiatorQuantity This field contains the quantity of the security of the
initiator’s auction order. Otherwise it is set to zero.
AuctionPrice This field contains the price at which auction in a
security takes place. Otherwise it is set to zero.
AuctionQuantity This field contains the quantity at which auction in a
security takes place. Otherwise it is zero.
Record Buffer (MBP This field contains five best Buy prices and five best
INFORMATION ) Sell prices from the order book. First five are for buy
and next five for sell.
BbTotalbuyFlag This field contains the value of ‘1’ which indicates
that there is a buy back order in the buy side else its
value is set to zero. This is useful if the buy back
order is not amongst the top five.
BbTotalsellFlag Currently, this field is set to zero.
TotalBuyQuantity This field contains the total quantity of buy orders in
a security.
TotalSellQuantity This field contains the total quantity of sell orders in
a security.
Indicator This field contains flags which can be set to indicate
Buy, Sell and Latest trade less than or greater than
the immediately previous LTP.
ClosingPrice This field contains the closing price of a security.
OpenPrice This field contains the open price of a security.
HighPrice This field contains the highest trade price.
LowPrice This field contains the lowest trade price.
MBPInformation This field contains the quantity, price and number of
orders for a maximum of five best prices.

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Market Watch Update

The market watch information gives the best buy order and its quantity, best sell order
and its quantity and the last trade price. The structure sent for the purpose is:

Table 34 BROADCAST INQUIRY RESPONSE

Structure Name BROADCAST INQUIRY RESPONSE
Packet Length 452 bytes
Transaction Code BCAST_MW_ROUND_ROBIN (7201)
Field Name Data Type Size in Byte Offset
BCAST_HEADER (Refer table STRUCT 40 0
2)
NoOfRecords SHORT 2 40
MARKETWATCHBROADCAST STRUCT 410 42
[5] (Refer table 34.1)

Table 34.1 MARKETWATCHBROADCAST

Structure Name MARKETWATCHBROADCAST
Packet Length 82 bytes
Field Name Data Type Size in Byte Offset
Token SHORT 4 0
MARKET WISE STRUCT 78 4
INFORMATION [3] (Refer
Table 34.2 )

Table 34.2 MARKET WISE INFORMATION

Structure Name MARKET WISE INFORMATION
Packet Length 26 bytes
Field Name Data Type Size in Byte Offset
MBO MBP INDICATOR STRUCT 2 0
(Refer table no. 34.3 for small
endian & table no. 34.4 for
big endian)
BuyVolume LONG 4 2

BuyPrice LONG 4 6

SellVolume LONG 4 10

SellPrice LONG 4 14

LastTradePrice LONG 4 18

LastTradeTime LONG 4 22

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Table 34.3 MBO MBP INDICATOR (For Small Endian Machines)

Structure Name MBO MBP INDICATOR
Packet Length 2 bytes
Field Name Data Type Size Offset
Reserved BIT 4 0
Sell BIT 1 0
Buy BIT 1 0
LastTradeLess BIT 1 0
LastTradeMore BIT 1 0
Reserved CHAR 1 1

Table 34.4 MBO MBP INDICATOR (For Big Endian Machines)

Structure Name MBO MBP INDICATOR

Packet Length 2 bytes

Field Name Data Type Size Offset
LastTradeMore BIT 1 0
LastTradeLess BIT 1 0
Buy BIT 1 0
Sell BIT 1 0
Reserved BIT 4 0
Reserved CHAR 1 1

Field Name Brief Description

TransactionCode The transaction code sent is
BCAST_MW_ROUND_ROBIN (7201).
NumberOfRecords This field contains the number of times the structure
MARKET WATCH BROADCAST is repeated.

Token This field contains the token number—a unique

number given to a particular symbol-series
combination.
Indicator This structure contains the flags which can be set to
indicate Buy, Sell and Last trade less than or greater
than previous LTP.

BuyVolume This field contains the quantity of the best Buy order.

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BuyPrice This field contains the price of the best Buy order.

SellVolume This field contains the quantity of the best Sell order.
SellPrice This field contains the price of the best Sell order.
LastTradePrice This field contains the latest trade price of a security.
LastTradeTime This field contains the latest trade time of a security.

Security Open Message

When the market opens the open price of the security is sent in the following structure:

Table 35 MS SEC OPEN MSGS

Structure Name MS_SEC_OPEN_MSGS
Packet Length 60 bytes
Transaction Code SECURITY_OPEN_PRICE (6013)
Field Name Data Type Size in Byte Offset
MESSAGE HEADER STRUCT 40 0
SEC_INFO (Refer sec_info) SHORT 12 40

Token LONG 4 52

OpeningPrice LONG 4 56

Field Name Brief Description

TransactionCode The transaction code sent is SECURITY_OPEN_PRICE
(6013).
SEC_INFO (Refer This structure contains the symbol and series for a
sec_info) particular security.
Token This field contains a unique number that is given to a
particular symbol-series combination.

OpeningPrice This field contains open price of the security.

Broadcast Circuit Check

If there has been no data on the broadcast circuit for a stipulated time period, then a
pulse is sent. This time is nine seconds now but it can be changed by NSE–Control. This
is only to intimate that the circuit is still there but there is no data to send. The structure
sent is:

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MESSAGE HEADER (Refer to Message Header in Chapter 2)

Field Name Brief Description

TransactionCode The transaction code sent is BC_CIRCUIT_CHECK (6541).

Multiple Index Broadcast

The multiple index broadcast structure for CM is as follows.There is no index related

broadcast from SLBM TS.
Table 36 BROADCAST INDICES

Structure Name BROADCAST INDICES

Transaction Code BCAST_INDICES (7207)
Packet Length 468 Bytes
Field Name Data Type Size in Offset
Byte
BCAST_HEADER (Refer Table 2) STRUCT 40 0
NumberOfRecords SHORT 2 40
Indices[6] (Refer Table 36.1) STRUCT 426 42

Table 36.1 Indices

Structure Name INDICES
Packet Length 71 Bytes
Field Name Data Type Size in Offset
Byte
IndexName CHAR 21 0
IndexValue LONG 4 21
HighIndexValue LONG 4 25
LowIndexValue LONG 4 29
OpeningIndex LONG 4 33
ClosingIndex LONG 4 37
PercentChange LONG 4 41
YearlyHigh LONG 4 45
YearlyLow LONG 4 49
NoOfUpmoves LONG 4 53
NoOfDownmoves LONG 4 57
MarketCapitalisation DOUBLE 8 61
NetChangeIndicator CHAR 1 69
FILLER CHAR 1 70

Field Name Brief Description

TransactionCode The transaction code is BCAST_INDICES (7207).

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Field Name Brief Description

NoOfRecords This field contains the number of indices currently
supported by the system. Depending upon this
number, there will be records filled up in subsequent
Indices structure.
Indices This field is an array of structure.
The attributes of this structure are given below in
this table itself.
IndexName This field contains Name of the index.
For example, Defty, Nifty
IndexValue This field contains the online market index value at
that instance of broadcast.
HighIndexValue This field contains the day’s highest index value at
the time of broadcast.
LowIndexValue This field contains day’s lowest index value at the
time of broadcast.
OpeningIndex This field contains the opening index value at the
time of market open.
ClosingIndex If market is open, this field it is set to previous day’s
closing index. After completion of day’s batch
processing, this field value shows today’s close.
PercentChange This field contains the percent change in current
index with respect to yesterday’s closing index.
YearlyHigh This field contains the highest index in the year.
YearlyLow This field contains the lowest index in the year.
NoOfupmoves This field contains the number of time index has
moved up with respect to previous index.
NoOfdownmoves This field contains the number of time index has
moved down with respect to previous index.
MarketCapitalization This field contains the Market Capitalization of
securities participating in the index.
NetChange Indicator This field contains one of the following values.
 ‘+’ - if the current index is greater than
previous index.
 ‘-’ - if the current index is less than previous
index.
 ‘ ’ - if the current index is equal to previous
index.

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Broadcast industry index

This Packet contains the index values of Nine Indices with name. The structure is as
follows:
Table 37 BROADCAST INDUSTRY INDICES
Structure Name BROADCAST INDUSTRY INDICES
Transaction Code BCAST_IND_INDICES (7203)
Packet Length 467 Bytes
Field Name Data Type Size in Offset
Byte
BCAST_HEADER (Refer Table 2) STRUCT 40 0
NumberOfRecords SHORT 2 40
Indices[17] (Refer Table 37.1) STRUCT 425 42

Table 37.1 INDICES

Structure Name INDICES
Packet Length 25 Bytes
Field Name Data Type Size in Offset
Byte
IndexName[21] CHAR 21 0
IndexValue LONG 4 21

Field Name Brief Description

TransactionCode The transaction code is BCAST_IND_INDICES
(7203).
NoOfRecords This field contains the number of indices currently
supported by the system. Depending upon this
number, there will be records filled up in subsequent
Indices structure.

Indices This field is an array of structure.

The attributes of this structure are given below in this
table itself.
IndexName This field contains Name of the index.
For example, Defty, CNX IT
IndexValue This field contains the online market index value at
that instance of broadcast.

Broadcast buy back Information

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This packet will contain the buy back Information which are running on that day.This will
be broadcasted for every one hour from Market open till market closes on that day.
BUYBACK is not there in SLBM system.
The structure is as follows:
Table 38 BROADCAST BUY_BACK
Structure Name BROADCAST BUY_BACK
Transaction Code BCAST_BUY_BACK (7211)
Packet Length 426 Bytes
Field Name Data Type Size in Offset
Byte
BCAST_HEADER (Refer Table 2) STRUCT 40 0
NumberOfRecords SHORT 2 40
BuyBackData [6] (Refer Table STRUCT 384 42
38.1)

Table 38.1 BUYBACKDATA

Structure Name BUYBACKDATA
Packet Length 64 Bytes
Field Name Data Type Size in Offset
Byte
Token LONG 4 0
Symbol CHAR 10 4
Series CHAR 2 14
PdayCumVol DOUBLE 8 16
PdayHighPrice LONG 4 24
PdayLowPrice LONG 4 28
PdayWtAvg LONG 4 32
CdayCumVol DOUBLE 8 36
CdayHighPrice LONG 4 44
CdayLowPrice LONG 4 48
CdayWtAvg LONG 4 52
StartDate LONG 4 56
EndDate LONG 4 60

Field Name Brief Description

TransactionCode The transaction code is BCAST_BUY_BACK
(7211)..
NoOfRecords This field contains the number of indices
currently supported by the system.
Depending upon this number, there will be
records filled up in subsequent Indices
structure.
BuyBackData This field is an array of structure.
The attributes of this structure are given

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Field Name Brief Description

below in this table itself.
Token This field contains a unique number that is
given to a particular symbol-series
combination.
Symbol This field contains the symbol of the security.
Series This field contains the series of the security.
PDayCumVolume This field contains previous day cummulative
Volume
PDayHighPrice This field contains Previous day’s High Price
PDayLowPrice This field contains Previous day’s Low Price
PDayWeightAvg This field contains Previous day’s Weighted
Average Price
CDayCummulativeVolume This field contains current day‘s cummulative
Volume
CDayHighPrice This field contains current day’s High Price
CDayLowPrice This field contains current day’s Low Price
CDayWeightAvg This field contains current day’s Weighted
Average Price
StartDate This field contains Start Date of Buy back
period
EndDate This field contains End Date of Buy back
period

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Appendix
List of Error Codes

Error Code ID Error Description of

Code Error Numbers
Value
ERR_MARKET_NOT_OPEN 16000 The trading system
is not available for
trading.
ERR_INVALID_BRANCH 16001 Erroneous
transaction code
ERR_BAD_TRANSACTION_CODE 16003
received.
ERR_USER_ALREADY_SIGNED_ON 16004 User already
signed on.
ERR_INVALID_SIGNON 16006 Invalid sign-on,
Please try again.
ERR_SIGNON_NOT_POSSIBLE 16007 Signing on to the
trading system is
restricted. Please
try later on.
ERR_INVALID_SYMBOL 16012 Invalid
symbol/series.
ERR_SECURITY_NOT_AVAILABLE 16035 Security is
unavailable for
trading at this time.
Please try later.
ERR_INVALID_BROKER_OR_BRANCH 16041 Trading Member
does not exist in
the system.
ERR_USER_NOT_FOUND 16042 Dealer does not
exist in the system.
ERR_PASSWORD_HAS_EXPIRED 16053 Your password
has expired, must
be changed.
ERR_INVALID_BRANCH 16054 Branch does not
exist in the system.
ERR_PROGRAM_ERROR 16056 Program error.
ERR_INVALID_BUYER_USER_ID 16098 Invalid trader ID for
buyer.
ERR_INVALID_SELLER_USER_ID 16099 Invalid trader ID for

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Error Code ID Error Description of

Code Error Numbers
Value
seller.
ERR_INVALID_SYSTEM_VERSION 16100 Your system
version has not
been updated.
ERR_SYSTEM_ERROR 16104 System could not
complete your
transaction -
ADMIN notified.
ERR_CANT_COMPLETE_YOUR_REQUEST 16123 System not able to
complete your
request. Please try
again.
ERR_USER_IS_DISABLED 16134 This Dealer is
disabled. Please
call the Exchange.
ERR_INVALID_USER_ID 16148 Invalid Dealer ID
entered.
ERR_INVALID_TRADER_ID 16154 Invalid Trader ID
entered.
ERR_ATO_IN_OPEN 16169 Order priced ATO
cannot be entered
when a security is
open.
ERR_TRADE_MOD_DIFF_VOL 16251 Trade modification
with different
quantities is
received.
ERR_NOT_FOUND 16273 Does not exist.
ERR_MARKETS_CLOSED 16278 The markets have
not been opened
for trading.
ERR_SECURITY_NOT_ADMITTED 16279 The security has
not yet been
admitted for
trading.
ERR_SECURITY_MATURED 16280 The security has
matured.
ERR_SECURITY_EXPELLED 16281 The security has
been expelled.

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Error Code ID Error Description of

Code Error Numbers
Value
ERR_QUANTITY_EXCEEDS_ISSUED_CAPITAL 16282 The order quantity
is greater than the
issued capital.
ERR_PRICE_NOT_MULT_TICK_SIZE 16283 The order price is
not multiple of the
tick size.
ERR_PRICE_EXCEEDS_DAY_MIN_MAX 16284 The order price is
out of the day’s
price range.
ERR_BROKER_NOT_ACTIVE 16285 The broker is not
active.
OE_AUCTION_PENDING 16303 Request denied.
Pending auctions.
ERR_ QUANTITY_FREEZE_CANCELLED 16307 The order is
canceled due to
quantity freeze.
ERR_PRICE_FREEZE_CANCELLED 16308 The order is
canceled due to
price freeze.
ERR_SOLICITOR_PERIOD_OVER 16311 The Solicitor
period for the
Auction is over.
ERR_COMPETITIOR_PERIOD_OVER 16312 The Competitor
period for the
Auction is over.
OE_AUC_PERIOD_GREATER 16313 The Auction period
will cross Market
Close time.
OE_AUC_NOT_CAN 16314 The Auction
cannot be
cancelled.
ERR_LIMIT_WORSE_TRIGGER 16315 The limit price is
worse than the
trigger price.
ERR_TRG_PRICE_NOT_MULT_TICK_SIZE 16316 The trigger price is
not a multiple of
tick size.
ERR_NO_AON_IN_LIMITS 16317 AON attribute not
allowed.

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Error Code ID Error Description of

Code Error Numbers
Value
ERR_NO_MF_IN_LIMITS 16318 MF attribute not
allowed.
ERR_NO_AON_IN_SECURITY 16319 AON attribute not
allowed at security
level.
ERR_NO_MF_IN_SECURITY 16320 MF attribute not
allowed at security
level.
ERR_MF_EXCEEDS_DQ 16321 MF quantity is
greater than
Disclosed quantity.
ERR_MF_NOT_MULT_BOARD_LOT 16322 MF quantity is not
a multiple of
regular lot.
ERR_MF_EXCEEDS_ORIGINAL_ QUANTITY 16323 MF quantity is
greater than
Original quantity.
ERR_DQ_EXCEEDS_ORIGINAL_ QUANTITY 16324 Disclosed quantity
is greater than
Original quantity.
ERR_DQ_NOT_MULT_BOARD_LOT 16325 Disclosed quantity
is not a multiple of
regular lot.
ERR_GTD_EXCEEDS_LIMIT 16326 GTD is greater
than that specified
at System.
OE_QUANTITY_GERATER_RL 16327 Quantity is greater
than Regular lot
size.
ERR_QUANTITY_NOT_MULT_BOARD_LOT 16328 Quantity is not a
multiple of regular
lot.
ERR_BROKER_NOT_PERMITTED_IN_MKT 16329 Trading Member
not permitted in
the market.
ERR_SECURITY_IS_SUSPENDED 16330 Security is
suspended.
CXL_REMAIN_ACTIVE_ORDER 16332 Remaining passive
order has to be
cancelled.

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Error Code ID Error Description of

Code Error Numbers
Value
ERR_BRANCH_LIMIT_EXCEEDED 16333 Branch Order
Value Limit is
exceeded.
OE_ORD_CAN_CHANGED 16343 The order to be
cancelled has
changed.
OE_ORD_CANNOT_CANCEL 16344 The order cannot
be cancelled.
OE_INIT_ORD_CANCEL 16345 Initiator order
cannot be
cancelled.
OE_ORD_CANNOT_MODIFY 16346 Order cannot be
modified.
ERR_TRADING_NOT_ALLOWED 16348 Trading is not
allowed in this
market.
OE_NT_REJECTED 16357 Order entered for
negotiated trade is
cancelled.
CHG_ST_EXISTS 16363 New status
requested should
not be same as
existing one.
OE_SECURITY_IN_PREOPEN 16369 The security status
is preopen.
ERR_USER_TYPE_INQUIRY 16372 Order entry not
allowed for user as
it is of inquiry type.
ERR_SOLICITION_NOT_ALLOWED 16379 The broker is not
allowed to enter
soliciting orders.
ERR_AUCTION_FINISHED 16383 Trading in this
auction is finished.
ERR_NO_TRADING_IN_SECURITY 16387 Security is not
allowed to trade in
this market.
ERR_TURNOVER_LIMIT_NOT_SET 16392 Turnover limit not
provided. Please
contact Exchange.

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Error Code ID Error Description of

Code Error Numbers
Value
ERR_DQ_EXCEEDS_LIMIT 16400 DQ has exceeded
limit set in control.
ERR_WRONG_LOGIN_ADDRESS 16403 You are trying to
sign on from a
different location.
Sign on is not
allowed.
ERR_ADMIN_SUSP_CANCELLED 16404 Order is cancelled
due to freeze
admin suspension.
ERR_INVALID_PRO_CLIENT 16411 Pro-client can be
either Pro or Client
only.
ERR_INVALID_NEW_VOLUME 16412 New volume
should be less
than the traded
volume.
ERR_INVALID_BUY_SELL 16413 Requested by can
be BUY or SELL or
BOTH.
ERR_INVALID_INST 16414 Invalid
combination of
book type and
instructions
(order_type).
ERR_INVALID_ORDER_PARAM 16415 Invalid
combination of MF
/ AON / Disclosed
Volume.
ERR_INVALID_CP_ID 16416 Invalid counter
broker Id.
ERR_NNF_REQ_EXCEEDED 16417 Number of NNF
requests
exceeded.
ERR_INVALID_ORDER 16418 Order entered has
invalid data.
ERR _CXLED_TRADE_CXL_REQ 16419 Cancelled trade
cancel request.
ERR_INVALID_ALPHA_CHAR 16420 Alpha char must
be the same as
first two chars of

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Error Code ID Error Description of

Code Error Numbers
Value
symbol.
ERR_TRADER_CANT_INIT_AUCTION 16421 Only control can
initiate auctions,
not trader.
ERR_INVALID_BOOK_TYPE 16422 Book type should
be between 1(RL)
and 7(AU).
ERR_INVALID_TRIGGER_PRICE 16423 Invalid trigger price
entered.
ERR_INVALID_MSG_LENGTH 16424 Message length is
invalid.
ERR_INVALID_PARTICIPANT 16425 Participant does
not exist.
ERR_PARTICIPANT_AND_VOLUME_ 16426 Participant and
CHANGED volume cannot be
changed
simultaneously.
ORD_NOT_ALLOWED_IN_PREOPEN 16197 Order Entry or
Modification not
allowed in
preopen.
ST_NOT_ALLOWED_IN_PREOPEN 16441 ST Orders are not
allowed in
preopen.
DQ_NOT_ALLOWED_IN_PREOPEN 16439 DQ Orders are not
allowed in
preopen.
SERIES_NOT_ALLOWED_IN_PREOPEN 16440 Order Entry is not
allowed in preopen
for the series.
CXLD_TRADE_MOD_REQUEST 16252 Cancelled the
trade modify
request.
INVALID_PRICE 16247 Invalid price in the
price field.
NNF_REQUESTS_EXCEEDED 16417 Number of NNF
requests within a
given time has
exceeded.

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Error Code ID Error Description of

Code Error Numbers
Value
INVALID_AUCTION_INQUIRY 16430 Invalid auction
inquiry request.
NO_BUY_BACK_RUNNING 16534 No buyback
running for that
sercurity.
NOT_YOUR_FILL 16015 Invalid trade
cancel request.
ORDER_NOT_FOUND 16060 Modified/Cancelled
order not found
ACCOUNT_MANDATORY 16450 Account number is
mandatory in
Account field
AON_VOLUME_NOT_ENOUGH 16310 AON volume not
enough
BUY_ORDER_VALUE_LIMIT_EXCEEDED 16530 Users buy order
value limit has
exceeded.
SELL_ORDER_VALUE_LIMIT_ EXCEEDED 16531 The order value
limit for the sell
quantity has
exceeded its limit
INVALID_ACCOUNT 16431 Invalid Account in
the Account field
ORDER_VALUE_EXCEEDS_ORDER_VALUE_LIMIT 16442 The current placed
order’s value is
more than users
order value limit
OE_BL_MKT_ORDERS_IN_CLOSING 16473 Only board lot
market orders are
allowed
ORDER_CANCELED_DUE_TO_PARTICIPANT_ 16483 The order has
been cancelled as
SUSPENSION
participant has
been suspended
ORDER_CANCELED_DUE_TO_SECURITY_ 16482 The order has
been cancelled as
SUSPENSION
security has been
suspended
ORDER_VALUE_LIMIT_EXCEEDED 16436 The order value
limit has exceeded

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Error Code ID Error Description of

Code Error Numbers
Value
CANNOT_CANCEL_NEGOTIATED_TRADES 16395 The Negotiated
trades cannot be
cancelled
PARTIAL_ORDER_REJECTED 16535 Order partially
rejected.
Remaining order
quantity specified
rejected due to
system error.
QUICK_CXL_REJECTED 16536 Quick Cancel
request rejected
due to system
error. Retry Quick
Cancel Request
ERR_FRZ_REJECT_FOR_CLOSEOUT 16567 This error code will
be returned when
a Recall/Repay
order goes into
freeze (i.e. order
price is out of
operating range).
ERR_CLOSEOUT_NOT_ALLOWED 16568 This error code is
returned when a
Close out order
entry is not
allowed.
ERR_CLOSEOUT_ORDER_REJECT 16569 This error code is
returned when a
Close out order is
rejected by the
system.
ERR_CLOSEOUT_TRDMOD_REJECT 16571 This error code will
be returned when
a user under a
broker in ‘Close
out’ state tries to
modifyl Trade.
RECALL_ORDER_REJECTED 17015 This error code will
be returned when
recall orders are
not allowed for the
security
REPAY ORDER REJECTED 17016 This error code will

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Error Code ID Error Description of

Code Error Numbers
Value
be returned when
repay orders are
not allowed for the
security
RECALL AND REPAY ORDERS NOT ALLOWED 17017 Recall and repay
orders are not
allowed in SLBM.
RECALL ORDER REJECTED BY THE SYSTEM 17019 Recall order
rejected by
system.
REPAY ORDER REJECTED BY THE SYSTEM 17020 Repay order
rejected by
system.
RECALL REJECT DUE TO INSUFFICIENT POSITION 16407 Recall order
rejected due to
insufficient
positions.

REPAY REJECT DUE TO INSUFFICIENT POSITION 16408 Repay order

rejected due to
insufficient
positions.
ROLLOVER ORDER REJECTED DUE TO 17022 Rollover order
INSUFFICIENT POSITION. rejected due to
insufficient
Position.
ROLLOVER ORDER REJECTED BY SYSTEM. 17023 Rollover order
rejected by
system.
The Account is Debarred by Exchange. 17024 The Account is
Debarred by
Exchange.
INVALID_MSG_LENGTH 16573 Message length is
invalid.
Reason Codes

The reason codes and the corresponding values are given below.

Reason Code Value

Security 5
Broker 6

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Branch 7
User 8
Participant 9
Counter Party 10
Order Number 11
Auction Number 15
Price Freeze 17
Quantity Freeze 18

List of Transaction Codes

Transaction Code Cod Structure Size I/

e B
*
SYSTEM_INFORMATION_IN 1600 MESSAGE_HEADER 40 I
SYSTEM_INFORMATION_OUT 1601 SYSTEM_INFORMATION_DA 90 I
TA
MARKET_STATS_REPORT_DATA 1833 REPORT_MARKET_STATISTI 478 B
CS
47
REPORT_TRAILER
106
REPORT_HEADER
BOARD_LOT_IN 2000 ORDER_ENTRY_REQUEST 214 I
BOARD_LOT_OUT 2001 ORDER_ENTRY_REQUEST 214 I
NEG_ORDER_TO_BL 2008 ORDER_ENTRY_REQUEST 214 I
NEG_ORDER_BY_CPID 2009 ORDER_ENTRY_REQUEST 214 B
ORDER_MOD_IN 2040 ORDER_ENTRY_REQUEST 214 I
ORDER_MOD_OUT 2041 ORDER_ENTRY_REQUEST 214 I
ORDER_MOD_REJECT 2042 ORDER_ENTRY_REQUEST 214 I
ORDER_CANCEL_IN 2070 ORDER_ENTRY_REQUEST 214 I
ORDER_CANCEL_OUT 2071 ORDER_ENTRY_REQUEST 214 I
ORDER_CANCEL_REJECT 2072 ORDER_ENTRY_REQUEST 214 I
ORDER_CONFIRMATION 2073 ORDER_ENTRY_REQUEST 214 I
PRICE_CONFIRMATION 2012 ORDER_ENTRY_REQUEST 214 I
ORDER_MOD_CONFIRMATION 2074 ORDER_ENTRY_REQUEST 214 I
ORDER_CANCEL_CONFIRMATION 2075 ORDER_ENTRY_REQUEST 214 I

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Transaction Code Cod Structure Size I/

e B
*
CANCEL_NEG_ORDER 2076 ORDER_ENTRY_REQUEST 214 I
FREEZE_TO_CONTROL 2170 ORDER_ENTRY_REQUEST 214 I
ON_STOP_NOTIFICATION 2212 TRADE_CONFIRM 152 I
TRADE_CONFIRMATION 2222 TRADE_CONFIRM 152 I
TRADE_ERROR 2223 TRADE_INQUIRY_DATA 110 I
ORDER_ERROR 2231 ORDER_ENTRY_REQUEST 214 I
TRADE_CANCEL_CONFIRM 2282 TRADE_CONFIRM 152 I
TRADE_CANCEL_REJECT 2286 TRADE_CONFIRM 152 I
TRADE_MODIFY_CONFIRM 2287 TRADE_CONFIRM 152 I
TRADE_MODIFY_REJECT 2288 TRADE_CONFIRM 152 I
SIGN_ON_REQUEST_IN 2300 SIGNON_IN 212 I
SIGN_ON_REQUEST_OUT 2301 SIGNON OUT 212 I
ERROR_RESPONSE 180
SIGN_OFF_REQUEST_OUT 2321 SIGNOFF OUT 40 I
CTRL_MSG_TO_TRADER 5295 MS_TRADER_INT_MSG 289 B
TRADE_CANCEL_IN 5440 TRADE_INQUIRY_DATA 110 I
TRADE_CANCEL_OUT 5441 TRADE_INQUIRY_DATA 110 I
TRADE_MOD_IN 5445 TRADE_INQUIRY_DATA 110 I
TRADE_MOD_OUT 5446 TRADE_INQUIRY_DATA 110 I
SECURITY_OPEN_PRICE 6013 SECURITY_OPEN_MESSAGE 60 B
S
BCAST_JRNL_VCT_MSG 6501 BROADCAST_MESSAGES 297 B
BC_OPEN_MESSAGE 6511 BCAST_VCT_MESSAGES 297 B
BC_CLOSE_MESSAGE 6521 BCAST_VCT_MESSAGES 297 B
BC_PREOPEN_SHUTDOWN_MSG 6531 BCAST_VCT_MESSAGES 297 B
BC_CIRCUIT_CHECK 6541 MESSAGE_HEADER 40 B
BC_NORMAL_MKT_PREOPEN_END 6571 BCAST_VCT_MESSAGES 297 B
ED
BC_AUCTION_STATUS_CHANGE 6581 AUCTION_STATUS_CHANGE 301 B
BCAST_AUCTION_INQUIRY_OUT 6582 AUCTION_BROADCAST_DAT 78 B
A
DOWNLOAD_REQUEST 7000 MESSAGE_DOWNLOAD 48 I

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Transaction Code Cod Structure Size I/

e B
*
HEADER_RECORD 7011 MESSAGE_HEADER 40 I
MESSAGE_RECORD 7021 MESSAGE_HEADER 40 I
TRAILER_RECORD 7031 MESSAGE_HEADER 40 I
BCAST_MW_ROUND_ROBIN 7201 BCAST_INQUIRY_REPSONS 452 B
E
BCAST_TICKER_AND_MKT_INDEX 7202 TICKER_TRADE_DATA 492 B
BCAST_SYSTEM_INFORMATION_O 7206 SYSTEM_INFORMATION_DA 90 B
UT TA
BCAST_SECURITY_STATUS_CHG_ 7210 SECURITY_STATUS_UPDAT 462 B
PREOPEN E_INFORMATION
UPDATE_LOCALDB_IN 7300 UPDATE_LOCAL_DATABASE 58 I
UPDATE_LOCALDB_DATA 7304 Packet of size >80 and <=512 512 I
BCAST_SECURITY_MSTR_CHG 7305 SECURITY_UPDATE_INFOR 240 B
MATION
BCAST_PART_MSTR_CHG 7306 PARTICIPANT_UPDATE_INF 83 B
O
UPDATE_LOCALDB_HEADER 7307 MESSAGE_HEADER 42 I
UPDATE_LOCALDB_TRAILER 7308 MESSAGE_HEADER 42 I
BCAST_SECURITY_STATUS_CHG 7320 SECURITY_STATUS_UPDAT 462 B
E_INFORMATION
PARTIAL_SYSTEM_INFORMATION 7321 SYSTEM_INFORMATION_DA 90 I
TA
BATCH_ORDER_CANCEL 9002 ORDER_ENTRY_REQUEST 214 I
BCAST_TURNOVER_EXCEEDED 9010 BROADCAST_LIMIT_EXCEED 77 B
ED
BROADCAST_BROKER_REACTIVA 9011 BROADCAST_LIMIT_EXCEED 77 B
TED ED
* Interactive/Broadcast

Quick Reference for Order Entry Parameters

The order flags are given below.

Order Terms:
MF : input - to be set when the min fill quantity is given
AON : input

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IOC : input
GTC : input
Day : input
SL : input
Market : output
ATO : output
Frozen : output
Modified : input
Traded : output
MatchedInd : output

Status Market Book Order Terms and Other Characteristic Fields

Type
Preopen Normal RL** Non-zero value of Good Till Date/DAY/GTC mandatory,
Market mutually exclusive, input
ATO output, set if Market order, value of order price
returned is ‘-1’.
Open Normal RL** Non-zero value of Good Till Date/DAY/ GTC/ IOC
Market mandatory, mutually exclusive, input
MKT output, set if it is Market order.
Open Normal SL** SL mandatory, input
Market
Non-zero value of Good Till Date/DAY/ GTC/ IOC
mandatory, mutually exclusive, input
MF/ AON mutually exclusive, input
MKT output, set if Market order
Trigger Price is mandatory.
Open Normal ST** Non-zero value of Good Till Date /DAY/ GTC/ IOC
Market mandatory, mutually exclusive, input
MF/ AON mandatory, mutually exclusive, input
MKT output, set if it is Market order.
Open Normal NT** DAY mandatory, input
Market
Counter Party ID is mandatory.
Open Spot SP** DAY/ IOC mandatory, mutually exclusive, input.
Market
Open Odd Lot OL** Non-zero value of Good Till Date/DAY/ GTC/ IOC
Market mandatory, mutually exclusive, input.

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Status Market Book Order Terms and Other Characteristic Fields

Type
Volume is less than Board Lot quantity.
Open Auction AU** DAY mandatory, input.
Market
Auction Number and Participant Type are mandatory.
Close Order entry is not allowed.
** Other input flags in the order terms are not allowed, hence should not be set.
Market Type

The market types are:

Status Market Status ID

Normal Market 1
Odd Lot Market 2
Spot Market 3
Auction Market 4

Market Status

The market can be in one of the following statuses:

Status Market Status ID

PreOpen (only for Normal 0
Market)
Open 1
Closed 2
Preopen ended 3

Book Types

There are seven books. These books fall in four markets.

Book Type Book ID Market Type

Regular Lot Order 1 Normal Market
Special Terms Order 2 Normal Market
Stop Loss Order 3 Normal Market
Negotiated Order 4 Normal Market

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Odd Lot Order 5 Odd Lot Market

Spot Order 6 Spot Market
Auction Order 7 Auction Market

Auction Status

Status ID Description
AUCTION_PENDING_APPROV 1 If the auction is initiated by the trader an alert
AL is generated at the CWS. The auction status is
in pending for approval.
AUCTION_PENDING 2 If any auction in the particular security is
already going on, the status of the auction
entered next is pending.
OPEN_COMPETITIOR_PERIO 3 When the auction gets initiated, this is the
D status.
OPEN_SOLICITOR_PERIOD 4 Auction enters solicitor period.
AUCTION_MATCHING 5 After solicitor period ends, the auction enters
matching state. The matching of auction
orders takes place.
AUCTION_FINISHED 6 Status after matching of orders is done and
auction trades are generated.
AUCTION_CXLED 7 Auction is cancelled by NSE-Control.

Security Status

Status Status ID
Preopen 1
Open 2
Suspended 3
Preopen Extended 4

Activity Types

The activity types that are sent in reports are given below.

Activity Type Description Code

ORIGINAL_ORDER This is the order that was entered. 1
GTC/GTD orders still in the book
also come with this activity type.
ACTIVITY_TRADE The trade was done. 2
ACTIVITY_ORDER_CANCEL The order was cancelled. 3

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ACTIVITY_ORDER_MODIFY The order was modified. 4

ACTIVITY_TRADE_MOD The trade was modified. 5
ACTIVITY_TRADE_CXL_1 Trade cancellation was requested. 6
ACTIVITY_TRADE_CXL_2 Action has been taken on this 7
request.
ACTIVITY_BATCH_ORDER_CANC At the end of the day, all untraded 8
EL Day orders are cancelled.
GTC/GTD orders due for
cancellation are also cancelled.

Pipe Delimited File Structures

The upload files have a header record at the beginning of the file followed by the detail
records. All the fields in both the header and detail records are separated by pipe
(‘|’).The fields are not of fixed width. Any two fields are separated by a ‘|’ symbol.

Security File Structure

Header
Table 39 SECURITY_FILE_HEADER

Structure Name SECURITY_FILE_HEADER

Packet Length 19 bytes
Field Name Data Type Size in Offset
Byte
NEATCM CHAR 6 0
Reserved CHAR 1 6
VersionNumber CHAR 7 7
Reserved CHAR 1 14
DATE LONG 4 15

Stock Structure
Table 40 STOCK_STRUCTURE

Structure Name STOCK_STRUCTURE

Packet Length 266 bytes
Field Name Data Type Size in Offset
Byte

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Structure Name STOCK_STRUCTURE

Packet Length 266 bytes
Field Name Data Type Size in Offset
Byte
Token SHORT 2 0
Reserved CHAR 1 2
Symbol CHAR 10 3
Reserved CHAR 1 13
Series CHAR 2 14
Reserved CHAR 1 16
InstrumentType SHORT 2 17
Reserved CHAR 1 19
IssuedCapital DOUBLE 8 20
Reserved CHAR 1 28
PermittedToTrade SHORT 2 29
Reserved CHAR 1 31
CreditRating CHAR 17 32
Reserved CHAR 1 49
ST_SEC_ELIGIBILITY_ PER_ MARKET STRUCT 30 50
[6] (Refer Table 40.1)
BoardLotQuantity LONG 4 80
Reserved CHAR 1 84
TickSize LONG 4 85
Reserved CHAR 1 89
Name CHAR 25 90
Reserved CHAR 1 115
IssueRate SHORT 2 116
Reserved CHAR 1 118
IssueStartDate LONG 4 119
Reserved CHAR 1 123
IssueIPDate LONG 4 124
Reserved CHAR 1 128
MaturityDate LONG 4 129
Reserved CHAR 1 133
FreezePercent SHORT 2 134
Reserved CHAR 1 136
ListingDate LONG 4 137
Reserved CHAR 1 141
ExpulsionDate LONG 4 142
Reserved CHAR 1 146
ReAdmissionDate LONG 4 147
Reserved CHAR 1 151

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Structure Name STOCK_STRUCTURE

Packet Length 266 bytes
Field Name Data Type Size in Offset
Byte
ExDate LONG 4 152
Reserved CHAR 1 156
RecordDate LONG 4 157
Reserved CHAR 1 161
NoDeliveryDateStart LONG 4 162
Reserved CHAR 1 166
NoDeliveryDateEnd LONG 4 167
Reserved CHAR 1 171
ParticipantInMktIndex CHAR 1 172
Reserved CHAR 1 173
AON CHAR 1 174
Reserved CHAR 1 175
MF CHAR 1 176
Reserved CHAR 1 177
WarningPercent SHORT 2 178
Reserved CHAR 1 180
BookClosureStartDate LONG 4 181
Reserved CHAR 1 185
BookClosureEndDate LONG 4 186
Reserved CHAR 1 190
Dividend CHAR 1 191
Reserved CHAR 1 192
Rights CHAR 1 193
Reserved CHAR 1 194
Bonus CHAR 1 195
Reserved CHAR 1 196
Interest CHAR 1 197
Reserved CHAR 1 198
AGM CHAR 1 199
Reserved CHAR 1 200
EGM CHAR 1 201
Reserved CHAR 1 202
Spread LONG 4 203
Reserved CHAR 1 207
MinQty LONG 4 208
Reserved CHAR 1 212
SSEC SHORT 2 213
Reserved CHAR 1 215

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Structure Name STOCK_STRUCTURE

Packet Length 266 bytes
Field Name Data Type Size in Offset
Byte
Remarks CHAR 25 216
Reserved CHAR 1 241
LocalDBUpdateDateTime LONG 4 242
Reserved CHAR 1 246
DeleteFlag CHAR 1 247
Reserved CHAR 1 248
FaceValue LONG 4 249
Reserved CHAR 1 253
ISIN Number CHAR 12 254

Table 40.1 ST_SEC_ELIGIBILITY_PER_MARKET

Structure Name ST_SEC_ELIGIBILITY_PER_MAKRET

Packet Length 5 bytes
Field Name Data Type Size in Offset
Byte
Security Status SHORT 2 0
Reserved CHAR 1 2
Eligibility CHAR 1 3
Reserved CHAR 1 4

Field Name Brief Descriptions

Token Token number of the security being
updated. This is unique for a particular
symbol-series combination.
Symbol This field should contain the symbol of a
security.
Series This field should contain the series of a
security
InstrumentType This field contains the instrument type of
the security. It can be one of the following:
 ‘0’ – Equities

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Field Name Brief Descriptions

 ‘1’ – Preference Shares
 ‘2’ – Debentures
 ‘3’ – Warrants
 ‘4’ – Miscellaneous

IssuedCapital Issue size of the security.

PermittedToTrade  ‘0’ - Listed but not permitted to trade
 ‘1’ - Permitted to trade
CreditRating Credit rating of the security.
SecurityStatus ( 1 to 6)  ‘1’ - Preopen (Only for Normal
market)
 ‘2’ - Open
 ‘3’ - Suspended
 ‘4’ - Preopen extended
 ‘5’ - Stock Open With Market
 ‘6’ – Price Discovery

This will contain the Call Auction Markets

security status at 5th position
The values can be :
‘1’ : Preopen
‘3’ : Suspended
‘6’ : Price Discovery.

6th position reserved for future

Eligibility  '0’ – for Stocks not eligible in current
market
 ‘1’ – for stocks eligible in current
Market
5th Position represents eligibility for Call
Auction Market.
6th Position reserved for future
BoardLotQuantity Regular lot size.
TickSize Tick size/ Min spread size.
Name Security name.
IssueRate Price of the issue.
IssueStartDate Date of issue of the security.
IssueIPDate Interest Payment Date
IssueMaturityDate Maturity Date.
FreezePercent Freeze percent.
ListingDate Date of listing.

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Field Name Brief Descriptions

ExpulsionDate Date of expulsion.
ReAdmissionDate Date of readmission.
ExDate Last date of trading before any corporate
action.
RecordDate Date of record changed.
NoDeliveryStartDate Date from when physical delivery of share
certificates is stopped for book closure.
NoDeliveryEndDate No delivery end date.
NoDeliveryEndDate Minimum price at which order can be
placed without causing a price freeze.
ParticipateInMktIndex ‘1’ – Security is present in NIFTY Index.
‘0’ – Security is not present in NIFTY Index.
AON ‘1’- AON is allowed.
‘0’- AON is not allowed

MF ‘1’- MF is allowed.
‘0’- MF is not allowed

WarningPercent Warning percent

BookClosureStartDate Date at which the record books in the
company for shareholder names starts.
BookClosureEndDate Date at which the record books in the
company for shareholder names ends.
Dividend ‘1’ – Dividend
‘0’ – No Dividend
Rights ‘1’ – Rights
‘0’ - No Rights
Bonus ‘1’ – Rights
‘0’ - No Rights
Interest ‘1’ – Interest
‘0’ - No Interest
AGM ‘1’ – AGM
‘0’ - No AGM
EGM ‘1’ – EGM
‘0’ – No EGM
Spread Added for exchange usage
MinQty Added for exchange usage
SSEC ‘1’ – Non Call Aution1 Market security.
‘5’ – Call Aution1 market
security.
This is used as identifier for Call Auction 1
market securities.

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Field Name Brief Descriptions

Remark Remarks
LocalLDBUpdateDateTime This is the local database update date-time.
DeleteFlag This indicates the status of the security,
whether the security is deleted or not.
 ‘N‘ : Active
 ‘Y‘ : Deleted
FaceValue This field contains face value of the security
ISIN Number This field contains the ISIN
Number of the security.

Security_slb File Structure

Header

Table 41 CONTRACT_FILE_HEADER

Structure Name CONTRACT_FILE_HEADER

Packet Length 19 bytes
Field Name Data Type Size in Offset
Byte
NEATSLB CHAR 6 0
Reserved CHAR 1 6
VersionNumber CHAR 7 7
Reserved CHAR 1 14
DATE LONG 4 15

Stock Structure
Table 42 STOCK_STRUCTURE
Structure Name STOCK_STRUCTURE
Packet Length 249bytes
Field Name Data Type Size in Offset
Byte
Token LONG 4 0
Reserved CHAR 1 4
Symbol CHAR 10 5

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Structure Name STOCK_STRUCTURE

Packet Length 249bytes
Field Name Data Type Size in Offset
Byte
Reserved CHAR 1 15
Series CHAR 2 16
Reserved CHAR 1 18
InstrumentType SHORT 2 19
Reserved CHAR 1 21
IssuedCapital DOUBLE 8 22
Reserved CHAR 1 30
PermittedToTrade SHORT 2 31
Reserved CHAR 1 33
CreditRating CHAR 17 34
Reserved CHAR 1 51
ST_SEC_ELIGIBILITY_ PER_ MARKET [4] STRUCT 20 52
(Refer Table 42.1)
BoardLotQuantity LONG 4 72
Reserved CHAR 1 76
TickSize LONG 4 77
Reserved CHAR 1 81
Name CHAR 25 82
Reserved CHAR 1 107
IssueRate SHORT 2 108
Reserved CHAR 1 110
IssueStartDate LONG 4 111
Reserved CHAR 1 115
IssueIPDate LONG 4 116
Reserved CHAR 1 120
ReverseLegSettlDate LONG 4 121
Reserved CHAR 1 125
FreezePercent SHORT 2 126
Reserved CHAR 1 128
ListingDate LONG 4 129
Reserved CHAR 1 133
ExpulsionDate LONG 4 134
Reserved CHAR 1 138
ReAdmissionDate LONG 4 139
Reserved CHAR 1 143
ExDate LONG 4 144
Reserved CHAR 1 148
RecordDate LONG 4 149

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Structure Name STOCK_STRUCTURE

Packet Length 249bytes
Field Name Data Type Size in Offset
Byte
Reserved CHAR 1 153
NoDeliveryDateStart LONG 4 154
Reserved CHAR 1 158
NoDeliveryDateEnd LONG 4 159
Reserved CHAR 1 163
ParticipantInMktIndex CHAR 1 164
Reserved CHAR 1 165
AON CHAR 1 166
Reserved CHAR 1 167
MF CHAR 1 168
Reserved CHAR 1 169
WarningPercent SHORT 2 170
Reserved CHAR 1 172
BookClosureStartDate LONG 4 173
Reserved CHAR 1 177
BookClosureEndDate LONG 4 178
Reserved CHAR 1 182
Dividend CHAR 1 183
Reserved CHAR 1 184
Rights CHAR 1 185
Reserved CHAR 1 186
Bonus CHAR 1 187
Reserved CHAR 1 188
Interest CHAR 1 189
Reserved CHAR 1 190
AGM CHAR 1 191
Reserved CHAR 1 192
EGM CHAR 1 193
Reserved CHAR 1 194
Remarks CHAR 25 195
Reserved CHAR 1 220
LocalDBUpdateDateTime LONG 4 221
Reserved CHAR 1 225
DeleteFlag CHAR 1 226
Reserved CHAR 1 227
FaceValue LONG 4 228
Reserved CHAR 1 232
ISIN Number CHAR 12 233

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Structure Name STOCK_STRUCTURE

Packet Length 249bytes
Field Name Data Type Size in Offset
Byte
Reserved CHAR 1 245
AllowRecall CHAR 1 246
Reserved CHAR 1 247
AllowRepay CHAR 1 248

Table 42.1 ST_SEC_ELIGIBILITY_PER_MARKET

Structure Name ST_SEC_ELIGIBILITY_PER_MAKRET
Packet Length 5 bytes
Field Name Data Type Size in Offset
Byte
Security Status SHORT 2 0
Reserved CHAR 1 2
Eligibility CHAR 1 3
Reserved CHAR 1 4

Field Name Brief Descriptions

Token Token number of the security being
updated. This is unique for a particular
symbol-series combination.

Symbol This field should contain the symbol of a

security.

Series This field should contain the series of a

security
InstrumentType This field contains the instrument type of
the security. It can be one of the following:
 ‘0’ – Equities
 ‘1’ – Preference Shares
 ‘2’ – Debentures
 ‘3’ – Warrants
 ‘4’ – Miscellaneous

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Field Name Brief Descriptions

IssuedCapital Issue size of the security.
PermittedToTrade  ‘0’ - Listed but not permitted to
trade
 ‘1’ - Permitted to trade

CreditRating Credit rating of the security.

SecurityStatus  ‘1’ - Preopen (Only for Normal
market)
 ‘2’ - Open
 ‘3’ - Suspended
 ‘4’ - Preopen extended
 ‘5’ - Stock Open With Market

Eligibility Contracts Eligibility in the market

BoardLotQuantity Regular lot size.

TickSize Tick size/ Min spread size.
Name Security name.
IssueRate Price of the issue.
IssueStartDate Date of issue of the security.

IssueIPDate Interest Payment Date

ReverseLegSettlDate This will contain the reverset leg
settlement date of the security
FreezePercent Freeze percent.
ListingDate Date of listing.
ExpulsionDate Date of expulsion.
ReAdmissionDate Date of readmission.
ExDate Last date of trading before any corporate
action.
RecordDate Date of record changed.
NoDeliveryStartDate Date from when physical delivery of share
certificates is stopped for book closure.
NoDeliveryEndDate No delivery end date.
ParticipateInMktIndex ‘1’ – Security is present in NIFTY Index.
‘0’ – Security is not present in NIFTY
Index.
AON ‘1’- AON is allowed.
‘0’- AON is not allowed

MF ‘1’- MF is allowed.
‘0’- MF is not allowed

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Field Name Brief Descriptions

WarningPercent Warning percent

BookClosureStartDate Date at which the record books in the
company for shareholder names starts.
BookClosureEndDate Date at which the record books in the
company for shareholder names ends.
Dividend ‘1’ – Dividend
‘0’ – No Dividend
Rights ‘1’ – Rights
‘0’ - No Rights
Bonus ‘1’ – Rights
‘0’ - No Rights
Interest ‘1’ – Interest
‘0’ - No Interest
AGM ‘1’ – AGM
‘0’ - No AGM
EGM ‘1’ – EGM
‘0’ – No EGM
Remark Remarks
LocalLDBUpdateDateTime This is the local database update date-
time.
DeleteFlag This indicates the status of the security,
whether the security is deleted or not.
 ‘N‘ : Active
 ‘Y‘ : Deleted
FaceValue This field contains face value of the
security
ISIN Number This field contains the ISIN
Number of the security.
AllowRecall This indicates whether the security is
allowed to recall.
0 –Not allowed
1 – Allowed
AllowRepay This indicates whether the security is
allowed to repay
0 – Not allowed
1 – Allowed

Participant_slb Structure

Header

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Table 43 PARTICIPANT_FILE_HEADER

Structure Name PARTICIPANT_FILE_HEADER

Packet Length 19 bytes
Field Name Data Type Size in Offset
Byte
NEATSLB CHAR 6 0
Reserved CHAR 1 6
VersionNumber CHAR 7 7
Reserved CHAR 1 14
DATE LONG 4 15

Structure
Table 44 PARTICIPANT_STRUCTURE

Structure Name PARTICIPANT_STRUCTURE

Packet Length 47 bytes
Field Name Data Type Size in Offset
Byte
ParticipantId CHAR 12 0
Reserved CHAR 1 12
ParticipantName CHAR 25 13
Reserved CHAR 1 38
ParticipantStatus CHAR 1 39
Reserved CHAR 1 40
DeleteFlag CHAR 1 41
Reserved CHAR 1 42
LastUpdateTime LONG 4 43

Field Name Brief Descriptions

ParticipantId ID of the Participant
ParticipantName Name of the participant
ParticipantStatus If this field is ‘S’ then the Participant is
Suspended.
If this is ‘A’ then the Participant is Active.
DeleteFlag If this field is ‘Y’ then the participant is
deleted from the system, else he is
present in the system.
LastUpdateTime The last time this record was modified.

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