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:
M – matched (trade concluded)
C – cancelled by the Trading System
W – withdrawn by Trading Participant
O – «active» - not completely filled-in, not rejected and not withdrawn
R – rejected by the trading system
F – rejected by counterparty
T – waiting for activation
D – cancelled on user disconnect
Q, X – not activated, not enough collateral

+

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:
«НКЦ» – National Clearing Center
«НРД» – National Settlement Depository.

+

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.
For trades on "TADM" and "NADM" boards – one of the following values:
'1' –Securities loan from the Clearing Center
'2' – Money loan (rubles) from the Clearing Center against securities
'3' – Clearing Center's securuties loan from replenishment provider
'4' – Reverse REPO trade with the participant, who borrowed securities from the Clearing Center to reduce Clearing Center's liabilities on securities.

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:
M – matched (trade concluded)
C – withdrawn by the Exchange
W – withdrawn by Trading Participant
O – «active» - not completely filled-in, not rejected and not withdrawn
R – rejected by the trading system
F – rejected by counterparty

+

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.
For regular orders: empty

string

0-12

CPFirmShortName

For Negotiated deals: Firm short name of the Trading Participant, whose order may be treated as eligible counter-order.
For regular orders: empty

string

0-30

CPfirmINN

For Negotiated deals: Taxpayer identification number of the Trading Participant, whose order may be treated as eligible counter-order.
For regular orders: empty

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
"1" – Register contains trades concluded before 19:00
"2"- Register contains trades concluded after 19:00.

+

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

ао – ordinary shares
ап – preference shares,
об – bonds
ип – mutual fund shares
др – depositary receipts
иф – foreign investment funds
ис – mortgage certificate
кб – basket of securities
ди – list identifier
ксу – general collateral certificates
etc – exchange-traded commodity

+

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:
«НКЦ» – National Clearing Center
«НРД» – National Settlement Depository.

+

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:
T – regular trade
N – negotiated deal
P – primary distribution trade
F – securities/money transfer
R – REPO
H – REPO with CCP (order-based)
J – REPO with CCP (negdeal-based)
L – REPO with CCP Coupon return
M – REPO with Basket trade

+

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:
O – pre-trading period
S – opening auction
N – normal trading period
L – closing auction
C - post-trading period
I – discrete auction

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.
For trades on "TADM" and "NADM" boards – one of the following values:
'1' –Securities loan from the Clearing Center
'2' – Money loan (rubles) from the Clearing Center against securities
'3' – Clearing Center's securities loan from replenishment provider
'4' – Reverse REPO trade with the participant, who borrowed securities from the Clearing Center to reduce Clearing Center's liabilities on securities.

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
(ао – ordinary shares,
ап – preference shares,
об – bonds)

+

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:
«НКЦ» – National Clearing Center
«НРД» – National Settlement Depository.

+

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:
«НКЦ» – National Clearing Centre

+

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.
For regular orders: empty

string

0-12

CPFirmShortName

For Negotiated deals: Firm short name of the Trading Participant, whose order may be treated as eligible counter-order.
For regular orders: empty

string

0-30

CPfirmINN

For Negotiated deals: Taxpayer identification number of the Trading Participant, whose order may be treated as eligible counter-order.
For regular orders: empty

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:
"Y" – Registered in the Trading system
"N" – Not registered in the trading system.

+

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:
«НКЦ» – National Clearing Centre

+

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
("D" – deposit trade)

+

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,
1 – One line not considering value of placement (complete 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:
ао – ordinary shares
ап – preference shares,
об – bonds
ип – mutual fund shares
др – depositary receipts
иф – foreign investment funds
ис – mortgage certificate
кб – basket of securities
ди – list identifier
ксу – general collateral certificates
etc – exchange-traded commodity

+

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
“C” – claims

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:
"MAIN"
"NDM" – negotiated deals
"REPO"
"SMAL" – odd lot trading
"IPO";
"Buy-Back"
"EQRP" – REPO with CCP 1 day
"PSRP" – REPO with CCP Negdeal

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 :
ао – ordinary shares
ап – preference shares,
об – bonds
ип – mutual fund shares
др – depositary receipts
иф – foreign investment funds
ис – mortgage certificate
кб – basket of securities
ди – list identifier
ксу – general collateral certificates
etc – exchange-traded commodity

+

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:
cs – ordinary shares
ps – preference shares
bn – bonds
if – mutual fund shares
dr – depositary receipts
et – foreign investment funds
mc – mortgage certificate
cb – basket of securities
ei – list identifier
gcp – general collateral certificates
etc – exchange-traded commodity

+

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.
- For bonds with partial early redemption of face value (amortization) – face value (part of the principal) that has not been paid to the current date (in the currency of security).
- Not applicable to mutual fund shares.

decimal

20

6

FaceUnit

Identifier of face value currency.

+

string

4

Volume

Volume in number of securities.
For REPO with CCP: Volume is calculated based only on 1st REPO trade part

+

decimal

20

0

Value

Value in the currency (rubles or dollars – as indicated in CurrencyId).
For REPO with CCP: REPO value, including Accrued Interest

+

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.
For REPO with CCP: REPO rate of the 1st trade

decimal

20

6

Low

Lowest trade price.
For REPO with CCP: Minimum REPO rate for the trade.

decimal

20

6

High

Maximum trade price.
For REPO with CCP: Maximum REPO rate for the trade.

decimal

20

6

Close

Last trade price (including the closing period).
For REPO with CCP: REPO rate for the last trade (trades transferred to the next day are not included in calculation).

decimal

20

6

LastPrice

Last trade price (except closing period or closing auction).

decimal

20

6

LowOffer

Lowest offer during the trading session.
For REPO with CCP: Lowest offer rate (trades transferred to the next day are not included in calculation).

decimal

20

6

HighBid

Highest bid during the trading session.
For REPO with CCP: Highest bid rate (trades transferred to the next day are not included in calculation).

decimal

20

6

WAPrice

Weighted-average price.
For REPO with CCP: Weighted-average REPO with CCP rate.

decimal

20

6

CloseAuction

Closing Auction price.
For REPO with CCP: empty field

decimal

20

6

ClosePeriod

Price of the closing period.
For REPO with CCP: empty field.

decimal

20

6

TrendClose

Change of the last trade price compared to the previous day last trade price.
For REPO with CCP:
Change of the last REPO trade rate of current trading day to the previous day.

decimal

20

6

TrendWAP

Change of the weighted-average price compared to the previous day.
For REPO with CCP: Change of the the weighted-average REPO rate of current trading day to the previous day.

decimal

20

6

Bid

Best bid at the end of the trading session.
For REPO with CCP: Best bid rate at the end of the trading session

decimal

20

6

Offer

Best offer at the end of the trading session.
For REPO with CCP: Best offer rate at the end of the trading session

decimal

20

6

Prev

Previous day last trade price.
For REPO with CCP: REPO rate of the last trade of the previous day

decimal

20

6

YieldAtWAP

Yield at the weighted-average price.
For REPO with CCP: empty field.

decimal

20

4

YieldClose

Yield at the closing price.
For REPO with CCP: empty field.

decimal

20

4

AccInt

Accrued interest for one security on the trading date in the currency of settlement (specified in "CurrencyId" field).
This attribute is not included into report for shares and bonds, for which the accrued interest is not calculated by the exchange.

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".
This attribute is not included into report for shares and bonds, for which the accrued interest is not calculated by the exchange.

decimal

20

4

MarketPrice

Market price calculated according to the Bank of Russia methodology.
For REPO with CCP: Market REPO rate for the security (determined by Clearing Center).

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 %.
For REPO with CCP: empty field.

decimal

20

2

TrendWapPr

Change of the weighted-average price compared to the WA price of the previous day, in %.
For REPO with CCP: empty field.

decimal

20

2

MatDate

Maturity date

date

MarketPrice2

Market price for pension funds.
For REPO with CCP: empty field.

decimal

20

6

MarketPrice3

Market price calculated according to the Bank of Russia methodology.
For REPO with CCP: empty field.

decimal

20

6

AdmittedQuote

Admitted quote calculated according to the Bank of Russia methodology.
For REPO with CCP: empty field.

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.
For REPO with CCP: empty field.

decimal

20

6

LegalOpenPrice

Open price calculated according to the Bank of Russia methodology.
For REPO with CCP: empty field.

decimal

20

6

LegalClosePrice

Close price calculated according to Bank of Russia methodology.
For REPO with CCP: empty field.

decimal

20

6

OpenVal

Value of the first trade.
For REPO with CCP: REPO Value of the first trade

decimal

20

2

CloseVal

Value of the last trade.
For REPO with CCP: REPO Value of the last trade

decimal

20

2

Duration

Duration

integer

MPValTrd

Value of trades used for Market Price 1 calculation.
For REPO with CCP: empty field.

+

decimal

20

2

MP2ValTrd

Value of trades used for Market Price 2 calculation.
For REPO with CCP: empty field.

+

decimal

20

2

MP3ValTrd

Value of trades used for Market Price 3 calculation.
For REPO with CCP: empty field.

+

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:
"Y" – Registered in the Trading system
"N" – Not registered in the trading system.

+

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:
ALL – access to all trading modes
FOND – access to T0 main trading mode only
FNDT – access to T+ trading mode only
FOND+FNDT – access to T0 and T+ main trading modes
FOND+FNDT+REPT – access to T0 and T+ trading modes and to REPO with CCP
OTHER – other limits set
NONE – no access granted

+

string

20

LimitedView

Access limits to particular data:
1 – No access to client codes
2 – No access to client codes and commission fees
3 – No access to client codes, commissions fees and aggregated positions.

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
N – View only own orders/trades

+

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:
1 – Firm manager. The following flags are set: ViewFirmTrades + ViewPrice + ViewOrderbook + Trade + ViewPosition
2 – Trader. The following flags are set: ViewPrice + ViewOrderbook + Trade + ViewPosition
3 – Analyst. The following flags are set: ViewPrice + ViewOrderbook
4 – Observer. The following flags are set: ViewPrice
5 – Not defined

+

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”.
Will always be set to Y in daily reports. In monthly reports will be set to Y only for those users whose settings has been changed on the report date, for other users will be set to N.

+

string

1-1

/RECORDS

/FIRM

/SEM83

/MICEX_DOC