Structure of the end of day trading reports in XML format for the Equities & Bonds Market
At the end of day Moscow Exchange delivers trading and clearing reports to trade participants. The reports are delivered in formats suitable for processing by customer backoffice systems and standard software, like MS Excel.
XML files are delivered as “electronic documents” through the e-mail-based electronic document exchange system in accordance with the current rules.
Each report is stored in a separate file in XML format (*.xml). Before the dispatch, the data is digitally signed and/or encrypted with the recipient’s key. Naming convention for all the XML files generated by the Moscow Exchange (for ASTS Trading system) documentation system is as follows: FFFFFFF_TTTTT_SSS_DDMMYY_NNNNNNNNN.RRR, where:
Trading reports for Deposit Contracts market participants
The following trading reports are delivered to Deposit Contracts market participants in the end of the trading day:
Table of contents
SEM02 - Order register
SEM02D - Orders for deposit contracts conclusion register
SEM03 - Trades register
SEM3A - Distribution/buyback trades register
SEM03D - Offers register
SEM04 - Transactions register
SEM04D - Deposit contracts trades
SEM09 - Consolidated order register (Type 2)
SEM11 - Consolidated order register
SEM17 - Trading participant’s liabilities on refund
SEM21 - General market data
SEM21A - Consolidated securities market data
SEM25 - Margin call notification
SEM26 - Notification on amendment of REPO trade parameters because of coupon payment and/or principal payment (amortization) for bonds
SEM30 - Daily report on Market Maker obligations fulfillment
SEM42 - Register of transactions of sponsored market access (SMA) users
SEM80 - Daily report on Market Maker obligations fulfillment (Market Maker Championship)
SEM81 - Monthly report on Market Maker obligations fulfillment (Market Maker Championship)
SEM82 - Report on securities market trading member's clients
SEM83 - Report on securities market trading member's identifiers
SEM02
Order register
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM02 |
Element with data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
Weekday |
Weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Firm |
|||||
FirmID |
Firm identifier |
+ |
string |
0-12 |
||
BOARD |
Element with data per trading board |
|||||
BoardId |
Trading board ID |
+ |
string |
4 |
||
BoardName |
Trading board name |
+ |
string |
30 |
||
ACTIVATIONDATE |
Element with data per order activation date |
|||||
ActivationDate |
Date and/or time of order activation |
dateTime |
||||
RECORDS |
Element with data per order |
|||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
OrderNo |
Order number in the Trading System |
+ |
decimal |
20 |
0 |
|
TransNo |
Unique order code (transaction number). Corresponds to transaction number in Transactions register. In some cases TransNo may be similar to OrderNo from Order register. |
+ |
decimal |
20 |
0 |
|
Status |
Order status: |
+ |
string |
|||
OrdType |
Order type |
+ |
string |
3 |
||
OrdTypeCode |
Order type identifier * |
+ |
string |
4 |
||
BuySell |
Order direction: buy (B) / sell (S) |
+ |
string |
1-1 |
||
SecurityId |
Security ID |
+ |
string |
12 |
||
SecShortName |
Security short name |
+ |
string |
10 |
||
SecSetId |
Collateral priority ID |
string |
12 |
|||
SecSetShortName |
Collateral priority short name |
string |
10 |
|||
PriceType |
Price type ("PERC" - percentage of face value, "CASH" – currency of settlement) |
+ |
string |
|||
CurrencyId |
Settlement Currency Identifier |
+ |
string |
4 |
||
Decimals |
Number of decimals for prices, REPO rates and discounts (for attributes: Price, RepoRate, Discount, LowerDiscount. UpperDiscount) |
+ |
integer |
1 |
||
Price |
Price for one security |
decimal |
20 |
6 |
||
Quantity |
Order volume, in number of securities |
decimal |
20 |
0 |
||
QuantityVisible |
Visible order volume, in number of securities. Specified only for iceberg orders |
decimal |
20 |
0 |
||
Value |
Order value (in the settlement currency) not considering Accrued Interest. (For orders submitted with value specified – including Accrued Interest and commission fees.) |
+ |
decimal |
20 |
2 |
|
ClearingCenterId |
Clearing Center ID: |
+ |
string |
3 |
||
TrdAccId |
Trading/clearing account for this trade |
+ |
string |
12 |
||
EntryTime |
Time when the order was registered in the Trading system |
+ |
time |
|||
TradeTime |
Time when the trade was concluded in the Trading system |
time |
||||
AmendTime |
Time when the order was amended/cancelled/withdrawn/ rejected by counterparty |
time |
||||
SettleCode |
Order settlement code |
+ |
string |
12 |
||
AccInt |
Accrued interest calculated according to the number of securities in an order, in the settlement currency |
decimal |
20 |
2 |
||
CPFirmId |
Counterparty firm ID |
string |
0-12 |
|||
CPFirmShortName |
Counterparty short name |
string |
0-30 |
|||
CPfirmINN |
Counterparty taxpayer number |
string |
12 |
|||
NumTrades |
Number of trades based on this order |
+ |
integer |
|||
RepoRate |
REPO rate in % |
decimal |
20 |
6 |
||
RepoValue |
REPO value |
decimal |
20 |
2 |
||
RepoPeriod |
REPO term |
integer |
11 |
|||
Discount |
Discount start value |
decimal |
20 |
6 |
||
LowerDiscount |
Lower discount value |
decimal |
20 |
6 |
||
UpperDiscount |
Upper discount value |
decimal |
20 |
6 |
||
UserId |
User identifier in the Trading System / SMA ID |
+ |
string |
0-12 |
||
ASP |
Trading participant's EHS (Equivalent of Handwritten Signature) |
+ |
string |
0-12 |
||
ClientCode |
Client Code |
string |
12 |
|||
Details |
Client taxpayer number or passport number |
string |
20 |
|||
SubDetails |
Sub-broker taxpayer number or passport number |
string |
20 |
|||
RefundRate |
Fixed refund rate |
decimal |
20 |
2 |
||
MatchRef |
Matching reference. |
string |
10 |
|||
BrokerRef |
Broker reference. Usually: <client code>/<client instruction number> |
string |
20 |
|||
/RECORDS |
||||||
/ACTIVATIONDATE |
||||||
/BOARD |
||||||
/FIRM |
||||||
/SEM02 |
||||||
/MICEX_DOC |
* possible values for OrdTypeCode field:
Order type | Code |
---|---|
Limit orders |
NLP |
Limit orders (immediate or cancel / fill or kill) |
NLW |
Market orders submitted by number of securities |
NSQ |
Market orders submitted by amount of money |
NSC |
Limit order marked as "market-maker order" |
NM |
Post-trading period orders |
NP |
Orders for concluding negotiated deals in Primary distribution mode |
NO |
Orders for concluding negotiated deals in Buy-back mode |
NB |
Orders for Dark Pool Auction |
ND |
Negdeal orders for concluding negotiated deals in Primary Distribution mode |
AO |
Negdeal orders for concluding negotiated deals in Buy-back mode |
AB |
Negotiated deals mode orders (RPS) |
AN |
REPO negdeal orders (stocks) |
ARS |
REPO negdeal orders (bonds) |
ARB |
REPO limit orders (CCP) |
NCL |
REPO market orders (CCP) |
NCS |
REPO negdeal orders (CCP) |
AC |
Limit orders (Closing auction) |
NLE |
Market orders (Closing auction) |
NSE |
Orders at Closing auction price |
NE |
Order for derivatives contracts settlement |
NDE |
Limit REPO orders (CCP) marked as "market-maker order" |
NCM |
REPO negdeal orders (basket) |
ARC |
Limit order marked as "Price maintenance" |
NPM |
Limit order for Deposit (with CCP) |
ACF |
Market order for Deposit (with CCP) |
NCLF |
Negotiated deals order for Deposit (with CCP) |
NCSF |
Negdeal orders with no counterparty specified |
NNP |
Negdeal orders with no counterparty specified (IOC and FOK orders) |
NNW |
REPO (CCP) orders with no counterparty specified |
NCP |
REPO (CCP) orders with no counterparty specified (IOC and FOK orders) |
NCW |
SEM02D
Orders for deposit contracts conclusion register
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM02D |
Element with data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
Weekday |
Weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Firm |
|||||
FirmID |
Firm identifier |
+ |
string |
0-12 |
||
BOARD |
Element with data per trading board |
|||||
BoardId |
Trading board ID |
+ |
string |
4 |
||
BoardName |
Trading board name |
+ |
string |
30 |
||
RECORDS |
Element with data per order |
|||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
TransNo |
Unique order code (transaction number). Corresponds to transaction number in Transactions register. In some cases TransNo may be similar to OrderNo from Order register. |
+ |
decimal |
20 |
0 |
|
OrderNo |
Order number in the Trading System |
+ |
decimal |
20 |
0 |
|
Status |
Order status: |
+ |
string |
|||
OrdType |
Order type |
+ |
string |
3 |
||
OrdTypeCode |
Order type identifier * |
+ |
string |
4 |
||
BuySell |
Order direction: "B" - placement |
+ |
string |
1-1 |
||
CurrencyId |
Deposit currency identifier |
+ |
string |
4 |
||
Decimals |
Number of decimals for price value (DepoRate) |
+ |
integer |
1 |
||
ClearingCenterId |
Clearing Center ID: "НКЦ" – National Clearing Centre |
+ |
string |
3 |
||
TrdAccId |
Trading/clearing account specified at order submission |
+ |
string |
12 |
||
EntryTime |
Time when the order was registered in the Trading system |
+ |
time |
|||
TradeTime |
Time when the trade was concluded in the Trading system |
time |
||||
AmendTime |
Time when the order was amended/cancelled/withdrawn/ rejected by counterparty |
time |
||||
SettleCode |
Order settlement code |
+ |
string |
12 |
||
CPFirmId |
For Negotiated deals: Id of the Trading Participant, whose order may be treated as eligible counter-order. |
string |
0-12 |
|||
CPFirmShortName |
For Negotiated deals: Firm short name of the Trading Participant, whose order may be treated as eligible counter-order. |
string |
0-30 |
|||
CPfirmINN |
For Negotiated deals: Taxpayer identification number of the Trading Participant, whose order may be treated as eligible counter-order. |
string |
12 |
|||
NumTrades |
Number of offers registered for the order. |
+ |
integer |
|||
DepoRate |
Deposit rate (%) |
+ |
decimal |
20 |
6 |
|
DepoValue |
Deposit value |
+ |
decimal |
20 |
2 |
|
ReturnDate |
Deposit return date |
+ |
date |
|||
UserId |
User identifier |
+ |
string |
0-12 |
||
/RECORDS |
||||||
/BOARD |
||||||
/FIRM |
||||||
/SEM02D |
||||||
/MICEX_DOC |
* possible values for OrdTypeCode field:
Order type | Code |
---|---|
Limit order for Deposit (with CCP) |
NCLF |
Market order for Deposit (with CCP) |
NCSF |
Negotiated deals order for Deposit (with CCP) |
ACF |
SEM03
Trades register
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM03 |
Element with data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
DocDayNo |
Document sequential number during the day |
+ |
integer |
|||
Weekday |
Weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Trading Participant |
|||||
FirmID |
Trading Participant identifier |
+ |
string |
0-12 |
||
CURRENCY |
Element with data per settlement currency |
|||||
CurrencyId |
Settlement currency ID |
+ |
string |
4 |
||
BOARD |
Element with data per board |
|||||
BoardId |
Trading board ID |
+ |
string |
4 |
||
BoardName |
Trading board name |
+ |
string |
30 |
||
SETTLEDATE |
Element with data per settlement date |
|||||
SettleDate |
Actual settlement date |
+ |
date |
|||
SECURITY |
Element with data per security |
|||||
SecurityId |
Security Identifier |
+ |
string |
12 |
||
SecShortName |
Security short name |
+ |
string |
10 |
||
SecName |
Full security name |
+ |
string |
30 |
||
SecurityType |
Type of security |
+ |
string |
4 |
||
InitialFaceValue |
Initial face value (without amortization) |
+ |
decimal |
20 |
6 |
|
FaceValue |
Current face value for one security in the currency of the instrument. |
+ |
decimal |
20 |
6 |
|
SecCurrencyId |
Securuty currency IS |
+ |
string |
4 |
||
PriceType |
Price type ("PERC" - percentage of face value, "CASH" – currency of settlement) |
+ |
string |
|||
TRDACC |
Elements with data per trading/clearing account |
|||||
TrdAccId |
Trading/clearing account for this trade |
+ |
string |
12 |
||
ClearingCenterId |
Clearing Center ID: |
+ |
string |
3 |
||
RECORDS |
Element with data per trade |
|||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
SecSetId |
Collateral priority ID |
string |
12 |
|||
SecSetShortName |
Collateral priority short name |
string |
10 |
|||
TradeNo |
Trade number in the Trading System |
+ |
decimal |
20 |
0 |
|
TradeTime |
Time when the trade was registered in the Trading System |
+ |
time |
|||
BuySell |
Trade direction: buy (B) / sell (S) |
+ |
string |
1-1 |
||
SettleCode |
Settlement code |
+ |
string |
12 |
||
Decimals |
Number of decimals for prices, REPO rates and discounts (for attributes: Price, RepoRate, Discount, LowerDiscount. UpperDiscount) |
+ |
integer |
1 |
||
Price |
Price for one security |
decimal |
20 |
6 |
||
Quantity |
Trade volume, in number of securities |
decimal |
20 |
0 |
||
Value |
Trade value, in the currency of settlement, excluding Accrued Interest |
decimal |
20 |
2 |
||
Amount |
Total value of trade, in the currency of settlement, considering Accrued Interest |
+ |
decimal |
20 |
2 |
|
ExchComm |
Exchange commission for this trade in Rubles |
+ |
decimal |
20 |
2 |
|
FaceAmount |
Value of trade at face value, expressed in the face currency |
decimal |
20 |
2 |
||
OrderNo |
Number of the order which led to the trade conclusion |
decimal |
20 |
0 |
||
OrdType |
Order type |
string |
3 |
|||
OrdTypeCode |
Order type identifier * |
string |
4 |
|||
AccInt |
Accrued Interest, calculated according to the number of securities in a trade, in the settlement currency |
decimal |
20 |
2 |
||
CPFirmId |
Counterparty firm ID |
string |
0-12 |
|||
CPFirmShortName |
Counterparty firm short name |
string |
0-30 |
|||
CPfirmINN |
Counterparty taxpayer number |
string |
12 |
|||
CPTrdAccId |
Counterparty trading/clearing account ID |
string |
12 |
|||
RepoValue |
REPO value |
decimal |
20 |
2 |
||
RepoPeriod |
REPO term |
integer |
11 |
|||
RepoRate |
REPO rate, % |
decimal |
20 |
6 |
||
Discount |
Discount start value |
decimal |
20 |
6 |
||
OutStandingReturnValue |
Current buy-back value |
decimal |
20 |
2 |
||
LowerDiscount |
Lower discount value |
decimal |
20 |
6 |
||
UpperDiscount |
Upper discount value |
decimal |
20 |
6 |
||
TradeType |
Trade type: |
+ |
string |
1 |
||
UserId |
Trader ID / SMA ID |
+ |
string |
0-12 |
||
Yield |
Yield at the trade price |
decimal |
20 |
2 |
||
Period |
Trading period when the trade was concluded: |
string |
1-1 |
|||
ExtRef |
External Reference field for brokerage systems |
string |
12 |
|||
Price2 |
Second REPO leg price |
decimal |
20 |
6 |
||
AccInt2 |
Accrued interest on the settlement date of the second REPO part, in the settlement currency |
decimal |
20 |
2 |
||
ClientCode |
Client code |
string |
12 |
|||
Details |
Client taxpayer number or passport number |
string |
20 |
|||
SubDetails |
Sub-broker taxpayer number or passport number |
string |
20 |
|||
RefundRate |
Fixed refund rate |
decimal |
20 |
2 |
||
MatchRef |
Matching reference. |
string |
10 |
|||
BrokerRef |
Broker reference. |
string |
20 |
|||
SystemRef |
Clearing register code for Derivatives Market positions (only for BoardId = SPEQ). |
string |
12 |
|||
/RECORDS |
||||||
/TRDACC |
||||||
/SECURITY |
||||||
/SETTLEDATE |
||||||
/BOARD |
||||||
/CURRENCY |
||||||
/FIRM |
||||||
/SEM03 |
||||||
/MICEX_DOC |
If file name contains "001" session code – the report contains trades concluded before 19:00.
"002" – the report contains trades concluded after 19:00.
* Possible values of OrdTypeCode field are similar to report SEM02
SEM3A
Distribution/buyback trades register
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Name of the electronic signature owner |
string |
||||
/DOC_REQUISITES |
||||||
SEM3A |
Element with data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
Weekday |
Weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
CURRENCY |
Element with data per settlement currency |
|||||
CurrencyId |
Settlement currency ID |
+ |
string |
4 |
||
BOARD |
Element with data per board |
|||||
BoardId |
Trading board ID |
+ |
string |
4 |
||
BoardName |
Trading board name |
+ |
string |
30 |
||
SETTLEDATE |
Element with data per settlement date |
|||||
SettleDate |
Actual settlement date |
+ |
date |
|||
SECURITY |
Element with data per security |
|||||
SecurityId |
Security Identifier |
+ |
string |
12 |
||
SecShortName |
Security short name |
+ |
string |
10 |
||
SecName |
Full security name |
+ |
string |
30 |
||
SecurityType |
Type of security |
+ |
string |
4 |
||
InitialFaceValue |
Initial face value (without amortization) |
+ |
decimal |
20 |
6 |
|
SecCurrencyId |
Securuty currency IS |
+ |
string |
4 |
||
PriceType |
Price type ("PERC" - percentage of face value, "CASH" – currency of settlement) |
+ |
string |
|||
TRDACC |
Elements with data per trading/clearing account |
|||||
TrdAccId |
Trading/clearing account for this trade |
+ |
string |
12 |
||
ClearingCenterId |
Clearing Center ID: |
+ |
string |
3 |
||
RECORDS |
Element with data per trade |
|||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
TradeNo |
Trade number in the Trading System |
+ |
decimal |
20 |
0 |
|
TradeTime |
Time when the trade was registered in the Trading System |
+ |
time |
|||
BuySell |
Trade direction: buy (B) / sell (S) |
+ |
string |
1-1 |
||
SettleCode |
Settlement code |
+ |
string |
12 |
||
Decimals |
Number of decimals for prices, REPO rates and discounts (for attributes: Price, RepoRate, Discount, LowerDiscount. UpperDiscount) |
+ |
integer |
1 |
||
Price |
Price for one security |
decimal |
20 |
6 |
||
Quantity |
Trade volume, in number of securities |
decimal |
20 |
0 |
||
Value |
Trade value, in the currency of settlement, excluding Accrued Interest |
decimal |
20 |
2 |
||
ExchComm |
Exchange commission for this trade in Rubles |
+ |
decimal |
20 |
2 |
|
OrderNo |
Number of the order which led to the trade conclusion |
decimal |
20 |
0 |
||
OrdType |
Order type |
string |
3 |
|||
OrdTypeCode |
Order type identifier * |
string |
3 |
|||
AccInt |
Accrued Interest, calculated according to the number of securities in this trade, in the settlement currency |
decimal |
20 |
2 |
||
CPFirmId |
Counterparty firm ID |
string |
0-12 |
|||
CPFirmShortName |
Counterparty firm short name |
string |
0-30 |
|||
CPfirmINN |
Counterparty taxpayer number |
string |
12 |
|||
CPTrdAccId |
Counterparty trading/clearing account ID |
string |
12 |
|||
TradeType |
Trade type (N – negotiated deal, P – primary distribution trade) |
+ |
string |
1 |
||
UserId |
Trader ID / SMA ID |
+ |
string |
0-12 |
||
Yield |
Yield |
decimal |
20 |
2 |
||
ExtRef |
External Reference field for brokerage systems |
string |
12 |
|||
ClientCode |
Client code |
string |
12 |
|||
Details |
Client taxpayer number or passport number |
string |
20 |
|||
SubDetails |
Sub-broker taxpayer number or passport number |
string |
20 |
|||
MatchRef |
Matching reference |
string |
10 |
|||
BrokerRef |
Broker reference |
string |
20 |
|||
/RECORDS |
||||||
/TRDACC |
||||||
/SECURITY |
||||||
/SETTLEDATE |
||||||
/BOARD |
||||||
/CURRENCY |
||||||
/SEM3A |
||||||
/MICEX_DOC |
* Possible values of OrdTypeCode field are similar to report SEM02
SEM03D
Offers register
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM03D |
Element with data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
Weekday |
Weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Firm |
|||||
FirmID |
Firm identifier |
+ |
string |
0-12 |
||
CURRENCY |
Element with data per settlement currency |
|||||
CurrencyId |
Settlement currency identifier |
+ |
string |
4 |
||
BOARD |
Element with data per trading board |
|||||
BoardId |
Trading board ID |
+ |
string |
4 |
||
BoardName |
Trading board name |
+ |
string |
30 |
||
SETTLEDATE |
Element with data per settlement date |
|||||
SettleDate |
Settlement date |
+ |
date |
|||
TRDACC |
Element with data per trading/clearing account |
|||||
TrdAccId |
Trading/clearing account specified in the order that led to trade conclusion |
+ |
string |
12 |
||
ClearingCenterId |
Clearing Center ID: |
+ |
string |
3 |
||
RECORDS |
Element with data per trade |
|||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
OfferNo |
Offer number in the Trading system |
+ |
decimal |
20 |
0 |
|
TradeTime |
Time when the trade was registered in the Trading System |
+ |
time |
|||
BuySell |
Offer direction: "B" - placement |
+ |
string |
1-1 |
||
SettleCode |
Settlement code |
+ |
string |
12 |
||
Decimals |
Number of decimals for price (DepoRate) |
+ |
integer |
1 |
||
ExchComm |
Exchange commission for this trade in Rubles |
+ |
decimal |
20 |
2 |
|
OrderNo |
Number of the order which led to the trade conclusion |
decimal |
20 |
0 |
||
OrdType |
Order type |
string |
3 |
|||
OrdTypeCode |
Order type identifier * |
string |
4 |
|||
CPFirmId |
For Negotiated deals: Id of the Trading Participant, whose order may be treated as eligible counter-order. |
string |
0-12 |
|||
CPFirmShortName |
For Negotiated deals: Firm short name of the Trading Participant, whose order may be treated as eligible counter-order. |
string |
0-30 |
|||
CPfirmINN |
For Negotiated deals: Taxpayer identification number of the Trading Participant, whose order may be treated as eligible counter-order. |
string |
12 |
|||
CPTrdAccId |
Counterparty trading/clearing account ID |
string |
12 |
|||
DepoValue |
Deposit value |
+ |
decimal |
20 |
2 |
|
ReturnDate |
Deposit return date |
+ |
date |
|||
DepoRate |
Deposit rate (%) |
+ |
decimal |
20 |
6 |
|
TradeType |
Type of the Offer ("D" – deposit trade) |
+ |
string |
1 |
||
UserId |
User identifier |
+ |
string |
0-12 |
||
/RECORDS |
||||||
/TRDACC |
||||||
/SETTLEDATE |
||||||
/BOARD |
||||||
/CURRENCY |
||||||
/FIRM |
||||||
/SEM03D |
||||||
/MICEX_DOC |
* Possible values of OrdTypeCode field are similar to report SEM02D
SEM04
Transactions register
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
||||||
DOC_REQUISITES |
||||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM04 |
||||||
TradeDate |
Trading date |
+ |
date |
|||
Weekday |
Weekday of the trading date |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
||||||
FirmID |
Firm Identifier |
+ |
string |
0-12 |
||
RECORDS |
||||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
TransNo |
Unique order code (transaction number). Corresponds to transaction number in Transactions register. In some cases TransNo may be similar to OrderNo from Order register. |
+ |
decimal |
20 |
0 |
|
EntryTime |
Time when the order was received by the Trading system |
+ |
time |
|||
Status |
Order status: |
+ |
string |
1-1 |
||
MisType |
Reason of order rejection. See possible values below |
string |
256 |
|||
/RECORDS |
||||||
/FIRM |
||||||
/SEM04 |
||||||
/MICEX_DOC |
Reasons of order rejection
Format: (NNN) Russian description, where "NNN" is a unique code of order rejection reason that is presented in the first column of the following table. English translation of order rejection reason is provided in the 3rd column of the following table.
Code | Rejection reason (RUS) | Rejection reason (ENG) |
---|---|---|
1 |
Заявка приводит к заключению кросс-сделки |
The order results in a cross-trade |
2 |
Недопустимые реквизиты заявки маркет-мейкера |
Inappropriate market-maker order details |
3 |
Неверный формат заявки |
Incorrect order format |
4 |
Недопустимая комбинация реквизитов заявки в конкретных режимах/периодах |
Inappropriate combination of order details for a specific board/period |
5 |
Недопустимые реквизиты заявки |
Inappropriate order details |
6 |
Недопустимый код клиента |
Inappropriate client code |
7 |
Недопустимые условия для допустимой встречной заявки |
Inappropriate parameters in the opposite order |
8 |
Получен отчет о невозможности регистрации заявки от Клиринговой организации |
Clearing organization reported about impossibility of the order registration |
9 |
Недостаточно полномочий Участника торгов/Торгового идентификатора |
Trading Member/Trading ID permission denied |
10 |
Превышено максимальное количество заявок/объем в заявках |
Maximum number of orders/order volume has been reached |
11 |
Торги не проводятся |
The market is closed |
12 |
Превышены взаимные лимиты контрагентов |
Counterparties’ mutual limits are breached |
SEM04D
Deposit contracts trades
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM04D |
Element with data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
Weekday |
Weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Firm |
|||||
FirmID |
Firm identifier |
+ |
string |
0-12 |
||
CURRENCY |
Element with data per settlement currency |
|||||
CurrencyId |
Settlement currency identifier |
+ |
string |
4 |
||
BOARD |
Element with data per trading board |
|||||
BoardId |
Trading board ID |
+ |
string |
4 |
||
BoardName |
Trading board name |
+ |
string |
30 |
||
SETTLEDATE |
Element with data per settlement date |
|||||
SettleDate |
Settlement date |
+ |
date |
|||
TRDACC |
Element with data per trading/clearing account |
|||||
TrdAccId |
Trading/clearing account specified in the order that led to trade conclusion |
+ |
string |
12 |
||
ClearingCenterId |
Clearing Center ID: |
+ |
string |
3 |
||
RECORDS |
Element with data per trade |
|||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
TradeNo |
Trade number in the Trading system |
+ |
decimal |
20 |
0 |
|
TradeTime |
Time when the trade was registered in the Trading System |
+ |
time |
|||
BuySell |
Trade direction: "B" - placement |
+ |
string |
1-1 |
||
SettleCode |
Settlement code |
+ |
string |
12 |
||
Decimals |
Number of decimals for price (DepoRate) |
+ |
integer |
1 |
||
OrderNo |
Number of the order which led to the trade conclusion |
+ |
decimal |
20 |
0 |
|
OfferNo |
Offer number in the Trading system |
+ |
decimal |
20 |
0 |
|
OrdType |
Order type |
+ |
string |
3 |
||
OrdTypeCode |
Order type identifier * |
+ |
string |
4 |
||
CPFirmId |
Counterparty (NCC always) Firm ID. |
+ |
string |
0-12 |
||
CPFirmShortName |
Counterparty (NCC always) Firm short name. |
+ |
string |
0-30 |
||
CPfirmINN |
Counterparty (NCC always) taxpayer identification number. |
+ |
string |
12 |
||
CPTrdAccId |
Counterparty (NCC always) trading/clearing account number. |
+ |
string |
12 |
||
DepoValue |
Deposit value |
+ |
decimal |
20 |
2 |
|
ReturnDate |
Deposit return date |
+ |
date |
|||
DepoRate |
Deposit rate (%) |
+ |
decimal |
20 |
6 |
|
OutStandingReturnValue |
Deposit return value. |
+ |
decimal |
20 |
2 |
|
TradeType |
Type of the Offer |
+ |
string |
1 |
||
UserId |
User identifier |
+ |
string |
0-12 |
||
/RECORDS |
||||||
/TRDACC |
||||||
/SETTLEDATE |
||||||
/BOARD |
||||||
/CURRENCY |
||||||
/FIRM |
||||||
/SEM04D |
||||||
/MICEX_DOC |
* Possible values of OrdTypeCode field are similar to report SEM02D
SEM09
Consolidated order register (Type 2)
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
0-12 |
|||
SENDER_NAME |
Sender short name |
string |
0-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
0-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM09 |
Element with data per Consolidated Register of orders received on Auction for bonds |
|||||
VER |
Document version |
+ |
string |
|||
SEM09_TAB |
Document root element |
|||||
TRADE_DATE |
Trading date |
+ |
date |
|||
SESSION |
Auction sequence number within the day |
+ |
decimal |
1 |
0 |
|
BOARD |
Element with data per Trading Board |
|||||
BOARDID |
Trading Board identifier |
+ |
string |
0-30 |
||
GROUP |
Element with data per security |
|||||
SECURITYID |
Security identifier |
+ |
string |
12 |
||
SETTLECODE |
Settlement code |
+ |
string |
0-30 |
||
SETTLEDATE |
Settlement date |
+ |
date |
|||
MEMBERSCOUNT |
Number of participants |
+ |
integer |
|||
ORDERSCOUNT |
Number of orders |
+ |
integer |
|||
MAXVALUE |
Maximum value of placement on the Auction |
+ |
decimal |
20 |
2 |
|
NONCOMP_ORDERS |
Maximum allowed ratio of non-competitive orders to the total number of orders (percentage value) |
+ |
integer |
|||
RPT_TYPE |
Element with data per cut off price |
|||||
TYPE |
0 – register of orders considering partial fulfillment, |
+ |
integer |
|||
SEM09_REC |
Order received on Finance Ministry Auction for bonds |
|||||
PRICE |
Price |
+ |
decimal |
20 |
4 |
|
YIELD |
Yield |
+ |
decimal |
20 |
2 |
|
QUANTITY |
Quantity of securities in competitive orders |
+ |
decimal |
11 |
||
LIMVAL1 |
Redemption amount for competitive orders (on accrual basis) |
+ |
decimal |
20 |
2 |
|
LIMVAL2 |
Amount of revenue for competitive orders (on accrual basis) |
+ |
decimal |
20 |
2 |
|
MKTVAL1 |
Redemption amount for fulfilled non-competitive orders |
+ |
decimal |
20 |
2 |
|
MKTVAL2 |
Amount of revenue for fulfilled non-competitive orders |
+ |
decimal |
20 |
2 |
|
TOTVAL1 |
Redemption/buy-back amount for all orders (on accrual basis) |
+ |
decimal |
20 |
2 |
|
TOTVAL2 |
Amount of revenue for all orders (on accrual basis) |
+ |
decimal |
20 |
2 |
|
TOTVALF |
Face value (on accrual basis) |
+ |
decimal |
20 |
2 |
|
WAPRICE |
Fulfillment price for non-competitive orders |
+ |
decimal |
20 |
4 |
|
WAYIELD |
Yield for fulfillment price for non-competitive orders |
+ |
decimal |
20 |
2 |
|
/ SEM09_REC |
||||||
/RPT_TYPE |
||||||
/GROUP |
||||||
/BOARD |
||||||
/ SEM09_TAB |
||||||
/ SEM09 |
||||||
/MICEX_DOC |
SEM11
Consolidated order register
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM11 |
Element with data |
|||||
RepDate |
Date for which the report is generated |
+ |
date |
|||
Weekday |
Weekday |
+ |
string |
20 |
||
ActivationDate |
Order activation date |
date |
||||
ActivationTime |
Order activation time |
time |
||||
FirmId |
Identifier of Trading Participant to whom orders are addressed |
+ |
string |
0-12 |
||
FirmName |
Firm name of Trading Participant to whom orders are addressed |
+ |
string |
0-120 |
||
BoardId |
Trading Board identifier |
+ |
string |
4 |
||
BoardName |
Trading Board name |
+ |
string |
30 |
||
SecurityId |
Security identifier |
+ |
string |
12 |
||
SecShortName |
Security short name |
+ |
string |
10 |
||
SecType |
Type of security: |
+ |
string |
4 |
||
CurrencyId |
Settlement Currency ID |
+ |
string |
4 |
||
SettleCode |
Settlement code |
+ |
string |
12 |
||
OrdTypeCode |
Order type identifier * |
+ |
string |
3 |
||
BuySell |
Order direction: buy (B) / sell (S) |
+ |
string |
1-1 |
||
RECORDS |
Element with data per order |
|||||
RecNo |
Sequence number |
+ |
integer |
11 |
||
OrderNo |
Order number in the Trading System |
+ |
decimal |
20 |
0 |
|
EntryDate |
Date when the order was registered in the Trading system |
+ |
date |
|||
EntryTime |
Time when the order was registered in the Trading system |
+ |
time |
|||
CPFirmId |
Identifier of Trading Participant who submitted the order |
+ |
string |
0-12 |
||
CPFirmShortName |
Short name of Trading Participant who submitted the order |
+ |
string |
0-30 |
||
Decimals |
Number of decimals for the "Price" attribute |
+ |
integer |
1 |
||
Price |
Price for one security |
decimal |
20 |
6 |
||
Quantity |
Order volume, in number of securities |
+ |
decimal |
20 |
0 |
|
Value |
Order value |
decimal |
20 |
2 |
||
TrdAccId |
Trading/clearing account for this trade |
+ |
string |
12 |
||
AccInt |
Accrued interest on the trade date (activation date) |
decimal |
20 |
2 |
||
Details |
Client taxpayer number or passport number |
string |
20 |
|||
SubDetails |
Sub-broker taxpayer number or passport number |
string |
20 |
|||
MatchRef |
Matching reference. |
string |
10 |
|||
BrokerRef |
Broker reference |
string |
20 |
|||
Comments |
Additional information |
string |
255 |
|||
Yield |
Yield |
decimal |
20 |
2 |
||
ComSumQty |
Quantity of securities (on accrual basis) |
integer |
||||
ComSumVal |
Trades Value (on accrual basis) |
decimal |
20 |
2 |
||
/RECORDS |
||||||
/SEM11 |
||||||
/MICEX_DOC |
* Possible values of OrdTypeCode field are similar to report SEM02
SEM17
Trading participant’s liabilities on refund
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM17 |
Element with data |
|||||
ReportDate |
Report date |
+ |
date |
|||
Weekday |
Report weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Trading Participant |
|||||
FirmID |
Trading Participant identifier |
+ |
string |
0-12 |
||
DIRECTION |
Element with data per liabilities direction |
|||||
Direction |
“D” – liabilities |
string |
1-1 |
|||
SETTLE |
Element with data per settlement date |
|||||
SettleDate |
Settlement date |
+ |
date |
|||
RECORDS |
Element with data |
|||||
TrdAccId |
Trading/clearing account ID |
+ |
string |
12 |
||
AccDescription |
Description of the trading/clearing account |
+ |
string |
120 |
||
RefundType |
Refund type (“FIX” - fixed, “VAR” – variable) |
+ |
string |
3-3 |
||
RefundRate |
Fixed refund rate |
decimal |
||||
SettlePrice |
Variable refund rate |
decimal |
||||
Refund |
Refund liability |
+ |
decimal |
20 |
2 |
|
TradeNo |
Trade number in the Trading System |
+ |
decimal |
20 |
0 |
|
CPFirmId |
Counterparty firm ID |
+ |
string |
0-12 |
||
CPFirmShortName |
Counterparty short name |
+ |
string |
0-30 |
||
/RECORDS |
||||||
/SETTLE |
||||||
/DIRECTION |
||||||
/FIRM |
||||||
/SEM17 |
||||||
/MICEX_DOC |
SEM21
General market data
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM21 |
Element with data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
BOARD |
Element with data per board |
|||||
BoardId |
Trading board ID |
+ |
string |
4 |
||
BoardName |
Trading board name |
+ |
string |
30 |
||
EngBoardName |
Trading board name in English |
+ |
string |
35 |
||
BoardType |
Trading Board type: |
string |
8 |
|||
RECORDS |
Element with data per security |
|||||
SecurityId |
Security ID in the Trading system |
+ |
string |
12 |
||
SecShortName |
Short security name |
+ |
string |
10 |
||
SecurityType |
Type of security : |
+ |
string |
4 |
||
PriceType |
Price type ("PERC" - percentage of face value, "CASH" – currency of settlement) |
+ |
string |
|||
EngName |
Security name in English |
+ |
string |
30 |
||
EngType |
Type of security in English: |
+ |
string |
4 |
||
RegNumber |
Security state registration number |
+ |
string |
30 |
||
Decimals |
Number of decimals for the attributes: OpenPeriod, Open, LegalOpenPrice, Low, High, Close, LastPrice, LegalClosePrice, PrevLegalClosePrice, WAPrice, ClosePeriod, TrendClose, TrendWAP, Bid, Offer, LowOffer, HighBid, Prev, MarketPrice, MarketPrice2, AdmittedQuote |
+ |
integer |
1 |
||
FaceValue |
Face value of one security in the currency of security. |
decimal |
20 |
6 |
||
FaceUnit |
Identifier of face value currency. |
+ |
string |
4 |
||
Volume |
Volume in number of securities. |
+ |
decimal |
20 |
0 |
|
Value |
Value in the currency (rubles or dollars – as indicated in CurrencyId). |
+ |
decimal |
20 |
2 |
|
CurrencyId |
Settlement currency ID |
+ |
string |
4 |
||
OpenPeriod |
Open period price / Opening Auction price |
decimal |
20 |
6 |
||
Open |
Price of the first trade. |
decimal |
20 |
6 |
||
Low |
Lowest trade price. |
decimal |
20 |
6 |
||
High |
Maximum trade price. |
decimal |
20 |
6 |
||
Close |
Last trade price (including the closing period). |
decimal |
20 |
6 |
||
LastPrice |
Last trade price (except closing period or closing auction). |
decimal |
20 |
6 |
||
LowOffer |
Lowest offer during the trading session. |
decimal |
20 |
6 |
||
HighBid |
Highest bid during the trading session. |
decimal |
20 |
6 |
||
WAPrice |
Weighted-average price. |
decimal |
20 |
6 |
||
CloseAuction |
Closing Auction price. |
decimal |
20 |
6 |
||
ClosePeriod |
Price of the closing period. |
decimal |
20 |
6 |
||
TrendClose |
Change of the last trade price compared to the previous day last trade price. |
decimal |
20 |
6 |
||
TrendWAP |
Change of the weighted-average price compared to the previous day. |
decimal |
20 |
6 |
||
Bid |
Best bid at the end of the trading session. |
decimal |
20 |
6 |
||
Offer |
Best offer at the end of the trading session. |
decimal |
20 |
6 |
||
Prev |
Previous day last trade price. |
decimal |
20 |
6 |
||
YieldAtWAP |
Yield at the weighted-average price. |
decimal |
20 |
4 |
||
YieldClose |
Yield at the closing price. |
decimal |
20 |
4 |
||
AccInt |
Accrued interest for one security on the trading date in the currency of settlement (specified in "CurrencyId" field). |
decimal |
20 |
4 |
||
AccIntFace |
Accrued interest for one security on the trading date in the currency of face value (specified in "FaceUnit" field). This field contains a value only in case "FaceUnit" value differs from "CurrencyId". |
decimal |
20 |
4 |
||
MarketPrice |
Market price calculated according to the Bank of Russia methodology. |
decimal |
20 |
6 |
||
NumTrades |
Number of trades |
+ |
integer |
|||
IssueSize |
Issue volume of security |
+ |
decimal |
20 |
0 |
|
TrendClsPr |
Change of the last trade price compared to the last trade price of the previous day, in %. |
decimal |
20 |
2 |
||
TrendWapPr |
Change of the weighted-average price compared to the WA price of the previous day, in %. |
decimal |
20 |
2 |
||
MatDate |
Maturity date |
date |
||||
MarketPrice2 |
Market price for pension funds. |
decimal |
20 |
6 |
||
MarketPrice3 |
Market price calculated according to the Bank of Russia methodology. |
decimal |
20 |
6 |
||
AdmittedQuote |
Admitted quote calculated according to the Bank of Russia methodology. |
decimal |
20 |
6 |
||
ListName |
Listing level. Possible values are "1", "2", "3". |
string |
2 |
|||
PrevLegalClosePrice |
Last date closing price calculated according to the Bank of Russia methodology. |
decimal |
20 |
6 |
||
LegalOpenPrice |
Open price calculated according to the Bank of Russia methodology. |
decimal |
20 |
6 |
||
LegalClosePrice |
Close price calculated according to Bank of Russia methodology. |
decimal |
20 |
6 |
||
OpenVal |
Value of the first trade. |
decimal |
20 |
2 |
||
CloseVal |
Value of the last trade. |
decimal |
20 |
2 |
||
Duration |
Duration |
integer |
||||
MPValTrd |
Value of trades used for Market Price 1 calculation. |
+ |
decimal |
20 |
2 |
|
MP2ValTrd |
Value of trades used for Market Price 2 calculation. |
+ |
decimal |
20 |
2 |
|
MP3ValTrd |
Value of trades used for Market Price 3 calculation. |
+ |
decimal |
20 |
2 |
|
/RECORDS |
||||||
/BOARD |
||||||
/SEM21 |
||||||
/MICEX_DOC |
The following trading modes are used for calculating MarketPrice2, MarketPrice3, AdmittedQuote, MP2ValTrd, MP3ValTrd, AdmittedValue attributes:
1. Main trading mode.
2. Odd Lots trading
SEM21A
Consolidated securities market data
Node | Attribute | Description | Required | Type | Length | Decimals |
---|
SEM21A report uses XSD-scheme and XSLT-style of SEM21 report.
Content | BoardID |
---|---|
Total: market trades |
MRKT |
Total: negdeals |
ADRS |
Total: market trades and negdeals |
MRAD |
Total: market trades, negdeals, REPO trades including REPO with CCP |
TOTL |
The following fields in SEM21A report should be filled with values, depending on the BoardID:
Field | Name in SecHist | trades | negdeals | trades + negdeals | trades + negdeals + REPO + REPO with CCP |
---|---|---|---|---|---|
Trading Date |
TradeDate |
+ |
+ |
+ |
+ |
Security ID |
SecurityID |
+ |
+ |
+ |
+ |
Trading Board ID |
BoardID |
MRKT |
ADRS |
MRAD |
TOTL |
Volume of trades per day in number of securities |
Volume |
+ |
+ |
+ |
+ |
Volume of trades per day in money. For REPO with CCP: REPO value. |
Val |
+ |
+ |
+ |
+ |
Number of trades per day |
NumTrades |
+ |
+ |
+ |
+ |
Lowest trade price. For REPO with CCP: Minimum REPO rate. |
LOWPRICE |
+ |
+ |
+ |
|
Maximum trade price. For REPO with CCP: Maximum REPO rate. |
HIGHPRICE |
+ |
+ |
+ |
|
Price of the first trade. For REPO with CCP: Repo rate of the first trade. |
OPENPRICE |
+ |
+ |
||
Volume of the first trade. For REPO with CCP: REPO value for the first trade. |
OPENVAL |
+ |
+ |
||
Last trade price (including the closing period). For REPO with CCP: REPO rate of the last trade. |
CLOSEPRICE |
+ |
+ |
||
Last trade value (including the closing period). For REPO with CCP: REPO value for the last trade |
CLOSEVAL |
+ |
+ |
||
Market Price (2). For REPO with CCP: REPO market rate |
MarketPrice2 |
+ |
|||
Volume of trades for Market Price (2) calculation |
+ |
||||
Market Price (3) |
MarketPrice3 |
+ |
|||
Volume of trades for Market Price (3) calculation |
+ |
||||
Admitted Quote. For REPO with CCP: settlement REPO rate |
AdmittedQuote |
+ |
|||
Weighted average price for market trades |
WAPRICE |
+ |
|||
Daily capitalization (for shares) |
DailyCapitalization |
+ |
SEM25
Margin call notification
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM25 |
Element with data |
|||||
ReportDate |
Report date |
+ |
date |
|||
Weekday |
Report weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Firm name |
+ |
string |
0-120 |
||
FirmINN |
Firm taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Trading Participant |
|||||
FirmID |
Trading Participant identifier |
+ |
string |
0-12 |
||
CURRENCY |
Element with data per settlement currency |
|||||
CurrencyId |
Settlement currency ID |
+ |
string |
4 |
||
CurrencyName |
Settlement currency name |
+ |
string |
0-30 |
||
SECURITY |
Element with data per security |
|||||
SecurityId |
Security ID |
+ |
string |
12 |
||
SecName |
Security name |
+ |
string |
30 |
||
RECORDS |
Element with data per trade |
|||||
RecNo |
Sequence number |
+ |
integer |
|||
RepoTradeNo |
REPO trade number |
+ |
decimal |
20 |
0 |
|
RepoTradeDate |
Date when REPO trade was concluded |
+ |
date |
|||
SettleDate |
Margin call date |
+ |
date |
|||
Direction |
Margin call direction: debt (D) / call (K) |
+ |
string |
1-1 |
||
Decimals |
Number of decimals in prices in discounts (attributes Discount, LowerDiscount, UpperDiscount, OutStandingDiscount, OutStandingPrice2) |
+ |
integer |
1 |
||
Discount |
Current discount value |
decimal |
20 |
6 |
||
LowerDiscount |
Lower discount |
decimal |
20 |
6 |
||
UpperDiscount |
Upper discount |
decimal |
20 |
6 |
||
OutStandingDeficit |
Current margin deficit (in currency of concluded REPO trade) |
decimal |
20 |
2 |
||
RepoThresHold |
Permissible level of overvaluation (in currency of concluded REPO trade) |
decimal |
20 |
2 |
||
Value |
Amount of money to transfer (in rubles) |
decimal |
20 |
2 |
||
Quantity |
Number of securities to transfer |
+ |
decimal |
20 |
0 |
|
OutStandingDiscount |
Estimated discount value after the margin call payment |
+ |
decimal |
20 |
6 |
|
OutStandingRepoValue |
Estimated REPO Value after the margin call payment |
+ |
decimal |
20 |
2 |
|
OutStandingQuantity |
Estimated number of securities after the margin call payment |
+ |
decimal |
20 |
0 |
|
OutStandingPrice2 |
Estimated price of the second REPO leg (buyback) after the margin call payment |
+ |
decimal |
20 |
6 |
|
OutStandingReturnValue |
Current buy-back price after margin call payment |
+ |
decimal |
20 |
2 |
|
TrdAccId |
Trading/clearing account |
+ |
string |
12 |
||
ClientDetails |
Client details (taxpayer number or passport number) |
string |
0-41 |
|||
CPFirmId |
Counterparty firm ID |
+ |
string |
0-12 |
||
CPFirmShortName |
Counterparty short firm name |
+ |
string |
0-30 |
||
/RECORDS |
||||||
/SECURITY |
||||||
/CURRENCY |
||||||
/FIRM |
||||||
/SEM25 |
||||||
/MICEX_DOC |
SEM26
Notification on amendment of REPO trade parameters because of coupon payment and/or principal payment (amortization) for bonds
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM26 |
Element with data |
|||||
ReportDate |
Report date |
+ |
date |
|||
Weekday |
Report weekday |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
Element with data per Trading Participant |
|||||
FirmID |
Trading Participant identifier |
+ |
string |
0-12 |
||
CURRENCY |
Elements with data per settlement currency |
|||||
CurrencyId |
Settlement currency ID |
+ |
string |
4 |
||
CurrencyName |
Settlement currency name |
+ |
string |
0-30 |
||
SECURITY |
Element with data per security |
|||||
SecurityId |
Security ID |
+ |
string |
12 |
||
RECORDS |
Element with data per trade |
|||||
RecNo |
Sequence number |
+ |
integer |
|||
RepoTradeNo |
REPO trade number |
+ |
decimal |
20 |
0 |
|
RepoTradeDate |
Date when REPO trade was concluded |
+ |
date |
|||
RepoValueDate |
Date when REPO value changed |
+ |
date |
|||
PrincipalValue |
Value of the principal debt payment (amortization payment) |
+ |
decimal |
20 |
2 |
|
CouponValue |
Coupon value (in the currency of settlement) |
+ |
decimal |
20 |
2 |
|
RepoValue |
Current REPO value |
+ |
decimal |
20 |
2 |
|
ReturnValue |
Current REPO buyback value |
+ |
decimal |
20 |
2 |
|
OutStandingRepoValue |
Estimated REPO value, including the coupon payment |
+ |
decimal |
20 |
2 |
|
OutStandingReturnValue |
Estimate REPO buyback value, including the coupon payment |
+ |
decimal |
20 |
2 |
|
MCValue |
Margin call value in currency of concluded REPO trade (this field contains value in case there is a margin call that should be settled on the date of coupon/amortization payment). |
decimal |
20 |
2 |
||
OutStandingRepoValue2 |
REPO value after receiving yield for bonds or in case of margin call settlement, in currency of concluded REPO trade |
decimal |
20 |
2 |
||
OutStandingReturnValue2 |
Buyback price after receiving yield for bonds or in case of margin call settlement, in currency of concluded REPO trade |
decimal |
20 |
2 |
||
PaymentValue |
Value of payment, that should be transferred "outside" the exchange (in currency of Issuer's payment) |
decimal |
20 |
2 |
||
PaymentCurrency |
Currency of payment, that should be transferred "outside" the exchange |
string |
4 |
|||
ClientDetails |
Client details (taxpayer number or passport number) |
string |
0-41 |
|||
/RECORDS |
||||||
/SECURITY |
||||||
/CURRENCY |
||||||
/FIRM |
||||||
/SEM26 |
SEM30
Daily report on Market Maker obligations fulfillment
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM30 |
Element with report data |
|||||
ReportDate |
Date of the report |
+ |
date |
|||
FirmId |
Trading Participant identifier |
+ |
string |
0-12 |
||
FirmName |
Trading Participant Main Firm name |
+ |
string |
0-120 |
||
BeginDate |
Start of the period (date) |
+ |
date |
|||
EndDate |
End of the period (date) End of the period (date) |
+ |
date |
|||
CONTRACT |
Element with data per market maker contract |
|||||
ContractNumber |
Contract number |
+ |
string |
30 |
||
ContractDate |
Contract signature date |
date |
||||
ContractType |
Type of contract |
string |
12 |
|||
SECURITY |
Element with data per security |
|||||
SecurityId |
Security ID |
+ |
string |
12 |
||
SecShortName |
Security short name |
+ |
string |
10 |
||
SecRegNumber |
Security state registration number |
string |
30 |
|||
SumFee |
Market maker reward, rub. |
decimal |
20 |
2 |
||
DATE |
Element with data per date |
|||||
TradeDate |
Trade date |
+ |
date |
|||
KeepTime |
Actual quote support period, minutes |
+ |
integer |
|||
KeepPeriod |
Total trading time, minutes |
+ |
integer |
|||
TValue |
Total trade value |
+ |
decimal |
20 |
2 |
|
PValue |
Total passive trade value |
+ |
decimal |
20 |
2 |
|
Violation |
Obligation breach (Y/N) |
+ |
string |
1-1 |
||
/DATE |
||||||
/SECURITY |
||||||
/CONTRACT |
||||||
/SEM30 |
||||||
/MICEX_DOC |
SEM42
Register of transactions of sponsored market access (SMA) users
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
||||||
DOC_REQUISITES |
||||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM42 |
||||||
TradeDate |
Trading date |
+ |
date |
|||
Weekday |
Weekday of the trading date |
+ |
string |
20 |
||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FirmINN |
Main firm’s taxpayer number |
+ |
string |
12 |
||
FIRM |
||||||
FirmID |
Firm Identifier |
+ |
string |
0-12 |
||
USER |
||||||
UserId |
SMA user ID |
+ |
string |
12 |
||
RECORDS |
||||||
RecNo |
Sequence number |
+ |
decimal |
11 |
||
TransNo |
Unique order code (transaction number). Corresponds to transaction number in Transactions register. In some cases TransNo may be similar to OrderNo from Order register. |
+ |
decimal |
20 |
0 |
|
EntryTime |
Time when the order was received by the Trading system |
+ |
time |
|||
Status |
Order status: |
+ |
string |
1 |
||
MisType |
Reason of order rejection. See possible values in the description of SEM04 report |
string |
256 |
|||
Message |
Message text as recored in MOEX transaction log |
+ |
string |
1024 |
||
/RECORDS |
||||||
/USER |
||||||
/FIRM |
||||||
/SEM42 |
||||||
/MICEX_DOC |
SEM80
Daily report on Market Maker obligations fulfillment (Market Maker Championship)
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM80 |
Element with report data |
|||||
TradeDate |
Trading date |
+ |
date |
|||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FIRM |
Element with firm data |
|||||
FirmId |
Firm ID |
+ |
string |
0-12 |
||
CONTRACT |
Element with contract data |
|||||
ContractNumber |
Contract number |
+ |
string |
30 |
||
ContractDate |
Contract signature date |
date |
||||
SECURITY |
Element with data per security |
|||||
SecurityId |
Security ID |
+ |
string |
12 |
||
RECORDS |
Element with data |
|||||
TRDACCID |
Trading & clearing account |
+ |
string |
12 |
||
ClientCode |
Client code |
+ |
string |
12 |
||
FactKeepMinutes |
Obligations fulfillment on Maximum Spread maintain, minutes |
+ |
integer |
|||
FactPassiveTradesValue |
Passive trades value |
+ |
decimal |
20 |
2 |
|
AvgCash |
Variable part of compensation for current trading day, rubles. |
+ |
decimal |
20 |
2 |
|
Rank |
Place in the Ranking |
+ |
string |
|||
AvgCashMonth |
Variable part of compensation, cumulatively since the beginning of current month, rubles. |
+ |
decimal |
20 |
2 |
|
/RECORDS |
||||||
/SECURITY |
||||||
/CONTRACT |
||||||
/FIRM |
||||||
/SEM80 |
||||||
/MICEX_DOC |
SEM81
Monthly report on Market Maker obligations fulfillment (Market Maker Championship)
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
SIGNAUTHOR |
Electronic digital signature holder name |
string |
||||
/DOC_REQUISITES |
||||||
SEM81 |
Element with report data |
|||||
ReportDate |
Date of the report |
+ |
date |
|||
DateFrom |
Start of the period (date) |
+ |
date |
|||
DateTo |
End of the period (date) |
+ |
date |
|||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FIRM |
Element with data per Trading Participant |
|||||
FirmId |
Trading Participant identifier |
+ |
string |
0-12 |
||
CONTRACT |
Element with contract data |
|||||
ContractNumber |
Contract number |
+ |
string |
30 |
||
ContractDate |
Contract signature date |
date |
||||
SECURITY |
Element with data per security |
|||||
SecurityId |
Security ID |
+ |
string |
12 |
||
SumFixCash |
Fixed part of compensation on month results, rubles. |
+ |
decimal |
20 |
2 |
|
RECORDS |
Element with data |
|||||
TRDACCID |
Trading & clearing account |
string |
||||
ClientCode |
Client code |
+ |
string |
12 |
||
SumVarCash |
Variable part of compensation on month results, rubles. |
+ |
decimal |
20 |
2 |
|
/RECORDS |
||||||
/SECURITY |
||||||
/CONTRACT |
||||||
/FIRM |
||||||
/SEM81 |
||||||
/MICEX_DOC |
SEM82
Report on securities market trading member's clients
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM82 |
Element with data |
|||||
ReportDate |
Report date |
+ |
date |
|||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FIRM |
Element with data per Trading Participant |
|||||
FirmID |
Trading Participant identifier |
+ |
string |
0-12 |
||
RECORDS |
Element with data per Trading Participant's clients |
|||||
ClientCode |
Client code |
+ |
string |
12 |
||
Type |
Client 1st grade type |
+ |
string |
2 |
||
Details |
Client 1st grade identifier |
+ |
string |
41 |
||
SubDetails |
Client 2nd grade identifier |
string |
41 |
|||
SubType |
Client 2nd grade type |
string |
2 |
|||
MasterCode |
Investment manager short code |
string |
12 |
|||
CountryCode |
Country code |
string |
12 |
|||
Q_Investor |
Qualified Investor flag: "Y" - yes, "N" - no. |
+ |
string |
1-1 |
||
CrLicense |
Banking license number |
string |
6 |
|||
IsCurrency |
Currency banking license flag: "Y" - yes, "N" - no. |
+ |
string |
1-1 |
||
IsInsurer |
Insurance business license flag: "Y" - yes, "N" - no. |
+ |
string |
1-1 |
||
IsIIA |
Individual Investment Account flag: "Y" - yes, "N" - no. |
+ |
string |
1-1 |
||
CrossTrd |
Cross-trades allowed: "Y" - yes, "N" – no. |
+ |
string |
1-1 |
||
Representative |
Client's representative flag: "Y" - yes, "N" - no. |
string |
20 |
|||
Status |
Client status |
+ |
string |
1-1 |
||
DateOpen |
Client registration date |
+ |
date |
|||
DateClose |
Date of suspension of client service |
date |
||||
DataChanged |
Data Changed flag: "Y" - has changed, "N" – no changes were made. |
+ |
string |
1-1 |
||
/RECORDS |
||||||
/FIRM |
||||||
/SEM82 |
||||||
/MICEX_DOC |
SEM83
Report on securities market trading member's identifiers
Node | Attribute | Description | Required | Type | Length | Decimals |
---|---|---|---|---|---|---|
MICEX_DOC |
Document root element |
|||||
DOC_REQUISITES |
Document metadata |
|||||
DOC_DATE |
Date of the document |
date |
||||
DOC_TIME |
File generation time |
time |
||||
DOC_NO |
Document unique number in the electronic document exchange system |
string |
1-12 |
|||
DOC_TYPE_ID |
Document type ID in the electronic document exchange system |
string |
1-12 |
|||
SENDER_ID |
Sender ID |
string |
1-12 |
|||
SENDER_NAME |
Sender short name |
string |
1-30 |
|||
RECEIVER_ID |
Recipient ID |
string |
1-12 |
|||
REMARKS |
Additional remarks |
string |
1-120 |
|||
/DOC_REQUISITES |
||||||
SEM83 |
Element with data |
|||||
ReportDate |
Report date |
+ |
date |
|||
MainFirmId |
Main Firm ID |
+ |
string |
0-12 |
||
FirmName |
Main Firm name |
+ |
string |
0-120 |
||
FIRM |
Element with data per Trading Participant |
|||||
FirmId |
Trading Participant identifier |
+ |
string |
0-12 |
||
RECORDS |
Element with data per Trading Participant's user |
|||||
UserId |
User ID |
+ |
string |
12 |
||
UserName |
User Name |
+ |
string |
30 |
||
Permissions |
Access permissions: |
+ |
string |
20 |
||
LimitedView |
Access limits to particular data: |
string |
1 |
|||
GroupManager |
(Y/N) Group manager |
+ |
string |
1-1 |
||
GroupId |
Group ID |
string |
12 |
|||
TrdAccIdList |
Coma-separated list of trading/clearing accounts. Indicated only if “UserID-Trading account” links are assigned |
string |
1024 |
|||
MarketIdList |
Coma-separated list of allowed trading modes (markets). Indicated when Permissions=OTHER |
string |
1024 |
|||
ViewFirmTrades |
Y – View orders/trades of all firm’s users |
+ |
string |
1-1 |
||
ViewPrice |
(Y/N) Access to market data on securities |
+ |
string |
1-1 |
||
ViewOrderbook |
(Y/N) Access to orderbook |
+ |
string |
1-1 |
||
Trade |
(Y/N) Permission to enter orders |
+ |
string |
1-1 |
||
ViewPosition |
(Y/N) Access to cash and securities positions on accounts |
+ |
string |
1-1 |
||
MarketMaker |
(Y/N) Access to market-maker obligations data. Orders with market-maker flag can be entered when Trade=Y. |
+ |
string |
1-1 |
||
Reports |
(Y/N) Permission to send settlement reports |
+ |
string |
1-1 |
||
ClearingManager |
(Y/N) – Clearing manager permssions |
+ |
string |
1-1 |
||
Transfer |
(Y/N) – Permission to execute the Transfer transaction |
+ |
string |
1-1 |
||
GTA |
(Y/N) – If set to Y then orders entered by this user will only be visible to users having this flag set as well. Usually set for HFTs to protect other traders from receiving to many orders. |
+ |
string |
1-1 |
||
UserTypeId |
User type: |
+ |
string |
1 |
||
SMA |
This is an SMA login (Y/N) |
+ |
string |
1-1 |
||
MasterLogin1 |
Master ID 1 for an SMA login |
string |
12 |
|||
MasterLogin2 |
Master ID 2 for an SMA login |
string |
12 |
|||
Status |
User status («A» - active, «S» - suspended, «D» - deleted) |
+ |
string |
1-1 |
||
DataChanged |
(Y/N) Flag shows if any user properties have been changed “today”. |
+ |
string |
1-1 |
||
/RECORDS |
||||||
/FIRM |
||||||
/SEM83 |
||||||
/MICEX_DOC |