MOEX XML report structure

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:

FFFFFFF – first 7 characters of the recipient’s FirmID (or MM00001 for electronic documents for all companies – for example, documents with market data);
TTTTT – type of the electronic document, including 2 symbols with market ID (SEM03 for the trades register report, etc);
SSS – session ID: for example "001" for first and second clearing sessions, "002" for the third clearing session, "00T" for reports that do not correspond to the specific clearing session;
DDMMYY – date;
NNNNNNNNN – unique number of an electronic document in the Moscow Exchange electronic documents exchange system (for ASTS Trading system).
RRR – composite file extension that shows the sequence of operations to prepare a XML file for dispatch: encrypt, zip, digitally sign. Following extensions are combined in different ways:
- .zip - extension of a zipped file;
- .p7e - extension of a encrypted file;
- .p7s - extension of a file that signed by the digital signature;
- .p7a - extension of an encrypted and signed file.
Examples of combined extensions:
- xml.zip.p7a - before dispatch a XML file was zipped, then digitaly signed and encrypted. Sequence of operations to get an original XML file: decrypt and get the digital signature, then upzip.
- xml.p7s.zip.p7e - sequence of operations to get an original XML file: decrypt, unzip, get the digital signature.

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:

SEM02D: Orders for Deposit Contracts Conclusion Register.
SEM03D: Offers register. Delivered after the orders matching on the day of report generation.
SEM04D: Deposit Contracts Trades. The report contains information on trades which 1st parts were successfully settled on the day of report generation.

Table of contents

SEM02 - Order register

SEM02CR - Orders for loan contract conclusion register

SEM02D - Orders for deposit contracts conclusion register

SEM02Q - Quote register

SEM03 - Trades register

SEM3A - Distribution/buyback trades register

SEM03CR - Loan contract 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

SEM17CR - Trading participant’s liabilities on refund under loan contracts

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 - Monthly report on Market Maker obligations fulfillment

SEM32 - Consolidated monthly report on Market-making contract

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

SEM83A - Report on securities market trading member's identifiers (new format)

SEM85 - Results of Market Maker obligations fulfillment

SEM86 - Monthly report on Market Maker reward amount

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
	SessionNo	Trading session number: 1 - Main session 2 - Additional session	+	string	1
	Weekday	Weekday	+	string	20
	MainFirmId	Main Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Firm
	FirmID	Firm identifier	+	string	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
	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
	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	7
	InitialPrice	Price indicated by the user		decimal	20	6
	Quantity	Order volume, in number of securities		decimal	20
	QuantityVisible	Visible order volume, in number of securities. Specified only for iceberg orders		decimal	20
	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
	ActTime	Order Activation Time		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	12
	CPFirmShortName	Counterparty short name		string	30
	CPfirmINN	Counterparty taxpayer number		string	12
	RateType	Rate type: "FIX" for REPO with fix rate and "Floating" for REPO with floating rate		string
	Benchmark	Benchmark ID for REPO with floating rate. Not used for REPO with fix rate		string	8
	RepoRate	Value shows either REPO rate for REPO with fixed rate or a spread to benchmark for REPO with floating 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	12
	ASP	Trading participant's EHS (Equivalent of Handwritten Signature)	+	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
	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: /		string	20
	ClearingFirmID	Clearing member identifier	+	string	12
	IsActualMM	The flag to indicate an order corresponds to market maker's contract (Y - yes)		string	1-1
	LiqSource	Liquidity source:		string	1-1
/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

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

SEM02CR

Orders for loan contract 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
SEM02CR		Element with data
	TradeDate	Trading date	+	date
	Weekday	Weekday	+	string	20
	MainFirmId	Main Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Firm
	FirmID	Firm identifier	+	string	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
	OrderNo	Order number in the Trading System	+	decimal	20
	Status	Order status: M – matched (trade concluded) C – canceled 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	+	string
	OrdType	Order type	+	string	3
	OrdTypeCode	Order type identifier *	+	string	4
	BuySell	Order direction: place (B) / raise (S)	+	string	1-1
	CurrencyId	Loan currency ID	+	string	4
	Decimals	Number of decimals for rates (for CrRate attribute)	+	integer	1
	ClearingCenterId	Clearing Center ID: "НКЦ" – National Clearing Center.	+	string	3
	TrdAccId	Trading/clearing account for this order	+	string	12
	EntryTime	Time when the order was registered 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	Counterparty firm ID		string	12
	CPFirmShortName	Counterparty short name		string	30
	CPfirmINN	Counterparty taxpayer number		string	12
	CrRate	Interest Rate	+	decimal	20	6
	CrValue	Loan value (in the settlement currency)	+	decimal	20	2
	ReturnDate	Loan repayment date	+	date
	RefundRate	Fixed refund rate		decimal	20	2
	UserId	User identifier in the Trading System / SMA ID	+	string	12
	MatchRef	Matcing Reference		string	10
	BrokerRef	Broker reference. Usually: /		string	20
/RECORDS
/BOARD
/FIRM
/SEM02CR
/MICEX_DOC

* possible values for OrdTypeCode field:

Order type

Code

Negdeal orders for Loan contracts

ACR

Order type	Code
Negdeal orders for Loan contracts	ACR

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
	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	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Firm
	FirmID	Firm identifier	+	string	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
	OrderNo	Order number in the Trading System	+	decimal	20
	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: "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
	ActTime	Time when the order was activated 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	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	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
	DepoRate	Deposit rate (%)	+	decimal	20	6
	DepoValue	Deposit value	+	decimal	20	2
	DepoValueVisible	Visible sum of deposit. The field is filled-in for iceberg orders only.		decimal	20	2
	ReturnDate	Deposit return date	+	date
	UserId	User identifier	+	string	12
	ClientCode	Client code		string	12
	Details	Client taxpayer number or passport number or other document		string	20
	SubDetails	Client's client taxpayer number or passport number or other document		string	20
	BrokerRef	Broker reference		string	20
/RECORDS
/BOARD
/FIRM
/SEM02D
/MICEX_DOC

If file name contains "001" session code вЂ“ the report contains trades concluded before 19:00. "002" вЂ“ the report contains trades concluded after 19:00.

* 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

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

SEM02Q

Quote 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
SEM02Q		Element with data
	TradeDate	Trading date	+	date
	SessionNo	Trading session number: 1 - Main session 2 - Additional session	+	string	1
	Weekday	Weekday	+	string	20
	MainFirmId	Main Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Trading member
	FirmID	Trading member identifier	+	string	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
	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
	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
	BuySell	Order direction: buy (B) / sell (S)	+	string	1-1
	SecurityId	Security ID	+	string	12
	SecShortName	Security 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	7
	Quantity	Order volume, in number of securities		decimal	20
	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
	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
	UserId	User identifier in the Trading System / SMA ID	+	string	12
	ASP	Trading participant's EHS (Equivalent of Handwritten Signature)	+	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
	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: /		string	20
	ClearingFirmID	Clearing member identifier	+	string	12
/RECORDS
/ACTIVATIONDATE
/BOARD
/FIRM
/SEM02Q
/MICEX_DOC

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
	SIGNAUTHOR	Name of the electronic signature owner		string
/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
	SessionNo	Trading session number: 1 - Main session 2 - Additional session	+	string	1
	Weekday	Weekday	+	string	20
	MainFirmId	Main Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Trading Participant
	FirmID	Trading Participant identifier	+	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 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
	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	7
	Quantity	Trade volume, in number of securities		decimal	20
	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
	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	12
	CPFirmShortName	Counterparty firm short name		string	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
	RateType	Rate type: "FIX" for REPO with fix rate and "Floating" for REPO with floating rate		string
	Benchmark	Benchmark ID for REPO with floating rate. Not used for REPO with fix rate		string	8
	RepoRate	Value shows either REPO rate for REPO with fixed rate or a spread to benchmark for REPO with floating rate (in %)		decimal	20	6
	OutStandingReturnValue	Current buy-back value		decimal	20	2
	Discount	Discount start value		decimal	20	6
	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
	CancelOrder	Number of trade cancellation order		decimal	20
	IsCancel	A flag to mark canceled trade. The field have Y value for canceled trades and NULL value in other cases.		string	1-1
	UserId	Trader ID / SMA ID	+	string	12
	Yield	Yield at the trade price		decimal	20	2
	Period	Trading period when the trade was concluded: S – Opening auction O – Open period N – Normal trading period L – Closing auction I – Discrete auction E - Close Auction Price Trading D - Dark pool C - Close period F - Final close period		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
	ClearingFirmID	Clearing member identifier	+	string	12
	IsHidden	Trade/offer was concluded as a result of iceberg order execution	+	string	1-1
	IsActualMM	The flag to indicate an order corresponds to market maker's contract (Y - yes)		string	1-1
	LiqSource	Liquidity source		string	1-1
/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	12
	FirmName	Main Firm name	+	string	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
	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
	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
	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	12
	CPFirmShortName	Counterparty firm short name		string	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	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

SEM03CR

Loan contract 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	Electronic digital signature holder name		string
/DOC_REQUISITES
SEM03CR		Element with data
	TradeDate	Trading date	+	date
	Weekday	Weekday	+	string	20
	MainFirmId	Main Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Trading Participant
	FirmID	Trading Participant identifier	+	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
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.	+	string	3
RECORDS		Element with data per trade
	RecNo	Sequence number	+	integer	11
	TradeNo	Trade number in the Trading System	+	decimal	20
	TradeTime	Time when the trade was registered in the Trading System	+	time
	BuySell	Trade direction: buy (B) / sell (S)	+	string	1-1
	OrderNo	Number of the order which led to the trade conclusion	+	decimal	20
	OrdType	Order type	+	string	3
	OrdTypeCode	Order type identifier *	+	string	4
	SettleCode	Settlement code	+	string	12
	Decimals	Number of decimals for rates (for CrRate attribute)	+	integer	1
	CPFirmId	Counterparty firm ID	+	string	12
	CPFirmShortName	Counterparty firm short name	+	string	30
	CPfirmINN	Counterparty taxpayer number	+	string	12
	CPTrdAccId	Counterparty trading/clearing account ID	+	string	12
	CrValue	Credit Value	+	decimal	20	2
		Loan repayment date
	CrTerm	Credit term	+	integer
	CrRate	Interest Rate	+	decimal	20	7
	OutStandingReturnValue	Loan repayment value	+	decimal	20	2
	TradeType	Trade type: CR – Credit contract	+	string	2
	ExchComm	Exchange commission for this trade in Rubles	+	decimal	20	2
	RefundRate	Fixed refund rate		decimal	20	2
	UserId	Trader ID	+	string	12
	MatchRef	Matcing Reference		string	10
	BrokerRef	Broker reference. Usually: /		string	20
/RECORDS
/TRDACC
/SETTLEDATE
/BOARD
/CURRENCY
/FIRM
/SEM03CR
/MICEX_DOC

* possible values for OrdTypeCode field:

Order type

Code

Negdeal orders for Loan contracts

ACR

Order type	Code
Negdeal orders for Loan contracts	ACR

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
	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	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Firm
	FirmID	Firm identifier	+	string	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
	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
	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	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	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	12
	ClientCode	Client code		string	12
	Details	Client taxpayer number or passport number or other document		string	20
	SubDetails	Client's client taxpayer number or passport number or other document		string	20
	BrokerRef	Broker reference		string	20
	IsHidden	Trade/offer was concluded as a result of iceberg order execution	+	string	1-1
/RECORDS
/TRDACC
/SETTLEDATE
/BOARD
/CURRENCY
/FIRM
/SEM03D
/MICEX_DOC

If file name contains "001" session code вЂ“ the report contains trades concluded before 19:00. "002" вЂ“ the report contains trades concluded after 19:00.

* Possible values of OrdTypeCode field are similar to report SEM02D

SEM04

Transactions register

Node	Attribute	Description	Required	Type	Length
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	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM
	FirmID	Firm Identifier	+	string	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
	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
	SessionNo	Trading session number: 1 - Main session 2 - Additional session		string	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

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	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Firm
	FirmID	Firm identifier	+	string	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
	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 deposit rates (the attribute of DepoRate)	+	integer	1
	CPFirmId	Counterparty (NCC always) Firm ID.	+	string	12
	CPFirmShortName	Counterparty (NCC always) Firm short name.	+	string	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	7
	OutStandingReturnValue	Deposit return value.	+	decimal	20	2
	TradeType	Type of the Offer ("D" – deposit trade)	+	string	1
	UserId	User identifier	+	string	12
	ClientCode	Client code		string	12
	Details	Client taxpayer number or passport number or other document		string	20
	SubDetails	Client's client taxpayer number or passport number or other document		string	20
	BrokerRef	Broker reference		string	20
	IsHidden	Trade/offer was concluded as a result of iceberg order execution	+	string	1-1
RECORDS_DETAIL		Element with wata per deposit offers
	RecNoOffer	Record number	+	integer	11
	DecimalsOffer	Number of decimals for offer rates (the attribute of OfferRate)	+	integer	1
	OrderNo	Number of the order which led to the offer conclusion	+	decimal	20
	OrdType	Order type	+	string	3
	OrdTypeCode	Order type identifier *	+	string	4
	OfferNo	Offer number in the Trading system	+	decimal	20
	OfferDate	Offer date	+	date
	OfferValue	Offer value	+	decimal	20	2
	OfferRate	Offer rate (%), which led to the deposit conclusion	+	decimal	20	6
/RECORDS_DETAIL
/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	12
	SENDER_NAME	Sender short name		string	30
	RECEIVER_ID	Recipient ID		string	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
BOARD		Element with data per Trading Board
	BOARDID	Trading Board identifier	+	string	30
GROUP		Element with data per security
	SECURITYID	Security identifier	+	string	12
	SETTLECODE	Settlement code	+	string	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	12
	FirmName	Firm name of Trading Participant to whom orders are addressed	+	string	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
	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	12
	CPFirmShortName	Short name of Trading Participant who submitted the order	+	string	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
	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	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Trading Participant
	FirmID	Trading Participant identifier	+	string	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
	CPFirmId	Counterparty firm ID	+	string	12
	CPFirmShortName	Counterparty short name	+	string	30
/RECORDS
/SETTLE
/DIRECTION
/FIRM
/SEM17
/MICEX_DOC

SEM17CR

Trading participant’s liabilities on refund under loan contracts

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
SEM17CR		Element with data
	ReportDate	Report date	+	date
	Weekday	Report weekday	+	string	20
	MainFirmId	Main Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Trading Participant
	FirmID	Trading Participant identifier	+	string	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	+	string	3-3
	RefundRate	Fixed refund rate		decimal
	Refund	Refund liability	+	decimal	20	2
	TradeNo	Trade number in the Trading System	+	decimal	20
	CPFirmId	Counterparty firm ID	+	string	12
	CPFirmShortName	Counterparty short name	+	string	30
/RECORDS
/SETTLE
/DIRECTION
/FIRM
/SEM17CR
/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
SESSION		Element with data per trading session
	SessionNo	Trading session number: 1 - Main session 2 - Additional session 3 - Full day results	+	string	1
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
	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/trading day. 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/trading day. 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
		Price of the closing period. For REPO with CCP: empty field.
	TrendClose	Change of the last trade price compared to the previous session/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 session/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/trading day. 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/trading day. For REPO with CCP: Best offer rate at the end of the trading session		decimal	20	6
	Prev	Previous session/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 during trading session/trading day	+	integer
	IssueSize	Issue volume of security	+	decimal	20
	TrendClsPr	Change of the last trade price of the session/day compared to the last trade price of the corresponding session of the previous day, in %. For REPO with CCP: empty field.		decimal	20	2
	TrendWapPr	Change of the weighted-average price of the trading session/day compared to the WA price of the corresponding session 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
	MarketPrice3Cur	Market price calculated according to the Bank of Russia methodology, expressed in currency of settlement on trading board. 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 of the trading session/day. For REPO with CCP: REPO Value of the first trade		decimal	20	2
	CloseVal	Value of the last trade of the trading session/day. 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
	MP3ValTrdCur	Value of trades used for Market Price 3 calculation, expressed in currency of settlement on trading board. For REPO with CCP: empty field.	+	decimal	20	2
/RECORDS
/BOARD
/SESSION
/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	+	+	+	+
Trading session number	SessionNo	+	+	+	+
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	12
	FirmName	Firm name	+	string	120
	FirmINN	Firm taxpayer number	+	string	12
FIRM		Element with data per Trading Participant
	FirmID	Trading Participant identifier	+	string	12
CURRENCY		Element with data per settlement currency
	CurrencyId	Settlement currency ID	+	string	4
	CurrencyName	Settlement currency name	+	string	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
	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
	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
	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	41
	CPFirmId	Counterparty firm ID	+	string	12
	CPFirmShortName	Counterparty short firm name	+	string	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	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM		Element with data per Trading Participant
	FirmID	Trading Participant identifier	+	string	12
CURRENCY		Elements with data per settlement currency
	CurrencyId	Settlement currency ID	+	string	4
	CurrencyName	Settlement currency name	+	string	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
	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	41
/RECORDS
/SECURITY
/CURRENCY
/FIRM
/SEM26

SEM30

Monthly 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	12
	FirmName	Trading Participant Main Firm name	+	string	120
	BeginDate	Start of the period (date)	+	date
	EndDate	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

SEM32

Consolidated monthly report on Market-making contract

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
SEM32		Element with report data
	ReportDate	Date of the report	+	date
	FirmId	Trading Participant identifier	+	string	12
	FirmName	Trading Participant Main Firm name	+	string	120
	BeginDate	Start of the period (date)	+	date
	EndDate	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
	SecBoard	Trading board ID	+	string	4
	SecShortName	Security short name	+	string	10
	FailDaysCount	Count of days with obligation breach	+	integer
	SuccDaysCount	Count of days with fulfilled obligations	+	integer
	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
	KeepResult	Fulfillment on quote support (Y/N)	+	integer
	VolResult	Fulfillment on volume (Y/N)	+	integer
	PValue	Total trades value expressed in lots	+	decimal	20	2
	TotResult	Obligation breach (Y/N)	+	string	1-1
/DATE
/SECURITY
/CONTRACT
/SEM32
/MICEX_DOC

SEM42

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	12
	FirmName	Main Firm name	+	string	120
	FirmINN	Main firm’s taxpayer number	+	string	12
FIRM
	FirmID	Firm Identifier	+	string	12
USER
	UserId	SMA user ID	+	string	12
RECORDS
	RecNo	Sequence number	+	decimal	11
	TransNo	Unique order/instruction code (transaction number). Corresponds to transaction number in Transactions register. In some cases TransNo may be similar to OrderNo from Order register.	+	decimal	20
	EntryTime	Instruction entry time	+	time
	Status	Order/Instruction status: "Y" – Registered in the Trading system "N" – Not registered in the trading system.	+	string	1
	BuySell	Instruction direction: B/S	+	string	1-1
	BoardId	Trading board ID	+	string	4
	SecurityId	Security ID	+	string	12
	Price	Maximum price indicated in client instruction		decimal	20	7
	Quantity	Order/instruction volume, in number of lots		decimal	20
	LotSize	Lot size	+	decimal	20
	CurrencyId	Settlement currency ID	+	string	4
	ClientCode	Client code		string	12
	TrdAccId	Trading/clearing account	+	string	12
	BrokerRef	Client instruction number (or value from ClOrdID field when entered via FIX protocol)		string	20
	MMOrder	Market maker order		string	1-1
	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	12
	FirmName	Main Firm name	+	string	120
FIRM		Element with firm data
	FirmId	Firm ID	+	string	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	12
	FirmName	Main Firm name	+	string	120
FIRM		Element with data per Trading Participant
	FirmId	Trading Participant identifier	+	string	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
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	12
	FirmName	Main Firm name	+	string	120
FIRM		Element with data per Trading Participant
	FirmID	Trading Participant identifier	+	string	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

SEM83A

Report on securities market trading member's identifiers (new format)

Node	Attribute	Description	Required	Type	Length
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
SEM83A		Element with data
	ReportDate	Report date	+	date
	MainFirmId	Main Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
FIRM		Element with data per Trading Participant
	FirmId	Trading Participant identifier	+	string	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 CRED - access to Credit market only 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
	GroupId	Group ID		string	12
	GroupName	Group name		string	30
	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) 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 – SMA Administrator. 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
	IsMasterLogin	(Y/N) User is Master login	+	string	1-1
	SMAList	List of SMA identifiers of the Master login		string	2048
	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
	Alias	Alias		string	12
	DepthOb	Depth of order book		integer
	TA_ND_View	(Y/N) Access to incoming negdeals		string	1-1
	MM_View	(Y/N) Access to market-maker obligations data		string	1-1
	CancelOnDisconnect	Cancel orders on disconnect of user's identifier		string	1-1
	CancelOnDropCopy	Cancel orders on disconnect of Master login		string	1-1
	Language	Interface language	+	string	1
	CryptoName	Cryptographic key		string	64
	OTCPermissions	Permission to trade on the OTC market: ALL - Yes NONE - No OTHER - other permisiion set	+	string	20
	BoardIdOTCList	List of OTC market boards for user		string	1024
	IsCREDMarket	(Y/N) Permission to trade on the credit market	+	string	1-1
	BoardIdCREDList	List of credit market boards for user		string	1024
/RECORDS
/FIRM
/SEM83A
/MICEX_DOC

* Report is delivered monthly, or in case of changes in trading member's identifiers structure, after 23:50 of current trading day.

** Changes take effect on the trading day following the report date.

SEM85

Results of 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
SEM85		Element with data
	TradeDate	Trade date	+	date
	FirmId	Trading Participant identifier	+	string	12
	FirmName	Trading Participant Main Firm name	+	string	120
CONTRACT
	TrdAcc	Trading & Clearing Account		string	12
	ClientCode	Client Code		string	12
	Contract	Contract number	+	string
	ContractDate	Date of the contract	+	date
SECGROUP		Element with data per security group
	Processed	Obligations was fulfilled	+	string	1-1
	SuccessSecs	Number of securities with fulfilled obligations	+	integer
SECURITY		Element with data per security
	SecCode	Security ID	+	string	12
	FactKeepMinutes	Obligations fulfillment on Maximum Spread maintain, minutes	+	integer
	FactPassiveTradesValue	Passive trades value, expressed in rub.	+	decimal	20	2
	PassiveCommission	Passive Commission	+	decimal	20	2
	Result	The sign of fulfilled obligations	+	string	1-1
	SuccessMM	Number of Trading participants who fulfilled obligations	+	integer
PERIOD		Element with data per support period
	Period	Trading period	+	string
	FactKeepMinutes	Obligations fulfillment on Maximum Spread maintain, minutes	+	integer
	FactPassiveTradesValue	Passive trades value, expressed in rub.	+	decimal	20	2
	PassiveCommission	Passive Commision	+	decimal	20	2
	Result	The sign of fulfilled obligations	+	string	1-1
/PERIOD
/SECURITY
/SECGROUP
/CONTRACT
/SEM85
/MICEX_DOC

SEM86

Monthly report on Market Maker reward amount

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
SEM86		Element with report data
	FirmId	Firm ID	+	string	12
	FirmName	Main Firm name	+	string	120
	DateFrom	Start of the period (date)	+	date
	DateTo	End of the period (date)	+	date
	ReportDate	Date of the report	+	date
CONTRACT		Element with firm data
	TrdAcc	Trading & clearing account		string	12
	ClientCode	Client code		string	12
	Contract	Contract number	+	string
	ContractDate	Contract signature date	+	date
	Processed	Obligations was fulfilled	+	string	1-1
	SuccessSecs	Number of securities with fulfilled obligations	+	integer
	FeeSum	Market maker reward amount, expressed in rub.	+	decimal	20	2
DAY		Report day
	Date	The date	+	date
	Processed	Obligations was fulfilled	+	string	1-1
	SuccessSecs	Number of securities with fulfilled obligations	+	integer
	Value	Value to be accounted for reward	+	decimal	20	2
/DAY
/CONTRACT
/SEM86
/MICEX_DOC