Trimmed Protocol for Non-NEAT Front End (NNF)

Futures and Options Trading System

National Stock Exchange of India Ltd

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

NSE Confidential
 Futures and Options Trading System - Protocol for Non-Neat Front End

Notice

© Copyright National Stock Exchange of India Ltd (NSEIL). All rights reserved. Unpublished rights
reserved under applicable copyright and trades secret laws.

The contents, ideas and concepts presented herein are proprietary and confidential. Duplication
and disclosure to others in whole, or in part is prohibited

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Futures and Options Trading System

Revision History
Version Pages Changed Description

9.29 79, 216 a) Description corrected for a field in Trade

Mod/Cxl request packet.
b) User level kill switch for Corporate Manager and
Branch Manager.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Preface

Purpose

This document describes the protocol to be used for Non-NEAT Front end (NNF) to communicate
with the Futures and Options Trading System (FOTS). Thus, it serves as a guide to the NNF
programmers, for developing software that can communicate with FOTS.
Target Audience

This document is written for system designers and programmers of user organisations and third
party software developers, who are responsible for the development of software that interacts
with FOTS.
Organisation of this Document
This document is organised as follows:

Chapters Description

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

details the communication network connections for NNF users.
Chapter 2 Lists the guidelines for the designers and programmers who develop
NNF. It details the data types used and also covers the
MESSAGE_HEADER that is prefaced with all the structures.
Chapter 3 Describes transactions and structures for a trader to log on to the
trading system. It also provides the same information for the
download of the updated information on the securities, participants
and the status of the markets, and describes the log on request and
the system responses.

Chapter 4 Describes transactions and structures for entering new orders,

modifying an existing order, and canceling outstanding orders.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Chapters Description

Chapter 5 Details the order types, rules and structure of Spread order entry
and the structures of the system responses. It also covers the order
modification, trade modification and cancellation structures for
Spread orders.

Chapter 6 Describes rules and structure of 2L and 3L order entry and the
structures of the system responses. It also covers the trade
modification and cancellation structures for 2L and 3L orders.

Chapter 7 Describes the messages that are received on the interactive

connection. These messages are not received by users in response
to any request.

Chapter 8 Discusses the end of the trading day activities. It details the
messages, structures and reports related to transmission of header,
data and trailer of Bhavcopy.

Chapter 9 Describes the structures of various Broadcast messages and the

Compression and Decompression algorithm of Broadcast data.

Chapter 10 Describes how member systems can directly connect to NSE for
trading, while using existing formats of business messages from NNF
API documents.

Chapter 11 Describes how exception at trading end should be handled.

Chapter 12 Describes the functionalities made available to CM / BM users.

Chapter 13 Describes the structures for Give up Approve and Reject

Confirmation responses.
Appendix Lists the error, transaction and reason codes and also covers the
various market statuses, market types and book types.

Abbreviations and Acronyms

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 Futures and Options Trading System - Protocol for Non-Neat Front End

The abbreviations and acronyms used in this document are as follows:

AGM Annual General Meeting

AON All Or None

ATO At The Opening
AU Auction

BCID Broadcast Circuit ID

BM Branch Manager

CLI Client
CM Corporate Manager

DL Dealer
DQ Disclosed Quantity

EGM Extraordinary General Meeting

GTC Good Till Cancellation

GTD Good Till Date

IOC Immediate Or Cancel
LTP Last Traded Price
MBO Market By Order
MBP Market By Price
MF Minimum Fill
NEAT National Exchange for Automated Trading

MWL Market Wide Limit

NNF Non Neat Front End

NSE National Stock Exchange

NT Negotiated Trade

OI Open Interest
OL Odd Lot
OSL Open Strata Link

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 Futures and Options Trading System - Protocol for Non-Neat Front End

PRO Proprietary
RL Regular Lot

SL Stop Loss
ST Special Terms
TM Trading Member
TP Trigger Price
TWS Trader Workstation
VCID Virtual Circuit ID
VSAT Very Small Aperture Terminal

VV.RR.SS Version. Release. Sub-release

WHS Warehouse

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 Futures and Options Trading System - Protocol for Non-Neat Front End

CONTENTS
CHAPTER 1 INTRODUCTION ...................................................................................................... 14
CHAPTER 2 GENERAL GUIDELINES .......................................................................................... 15
GUIDELINES FOR DESIGNERS ............................................................................................................... 15
GUIDELINES FOR PROGRAMMERS ........................................................................................................ 16
MESSAGE STRUCTURE DETAILS .......................................................................................................... 17
DATA TYPES USED IN MESSAGE STRUCTURE ....................................................................................... 17
MESSAGE HEADER ............................................................................................................................. 18
INNER MESSAGE HEADER ................................................................................................................... 20
BROADCAST PROCESS HEADER ........................................................................................................... 20
ERROR MESSAGE ................................................................................................................................ 21
INVALID MESSAGE LENGTH RESPONSE TRANSCODE ............................................................................ 22
COMMUNICATION NETWORK CONNECTIONS FOR NNF USERS .............................................................. 22
MEMBER GUIDE TO THE GATEWAY ROUTER FUNCTIONALITY .............................................................. 23
CHAPTER 3 LOGON AND DOWNLOAD ..................................................................................... 25
ORDER OF TRANSACTION CODE E XCHANGES DURING LOGON AND LOGOFF .......................................... 25
LOGON REQUEST ................................................................................................................................ 27
LOGON RESPONSE .............................................................................................................................. 30
Logon Confirmation Response ....................................................................................................... 30
Logon Error .................................................................................................................................. 32
SYSTEM INFORMATION DOWNLOAD .................................................................................................... 33
System Information Request ........................................................................................................... 33
System Information Response ........................................................................................................ 34
UPDATE LOCAL DATABASE DOWNLOAD ............................................................................................. 38
Update Local Database Request .................................................................................................... 38
Update Local Database Response .................................................................................................. 40
Partial System Information Response ............................................................................................. 40
Update Local Database Download ................................................................................................ 41
Getting Exchange-defined Portfolio ............................................................................................... 45
Portfolio Request........................................................................................................................... 45
Portfolio Response ........................................................................................................................ 46
MESSAGE DOWNLOAD ........................................................................................................................ 47
Message Download Request .......................................................................................................... 48
Message Download Response ........................................................................................................ 48
LOGOFF REQUEST ............................................................................................................................... 50
LOGOFF CONFIRMATION RESPONSE ..................................................................................................... 51
CHAPTER 4 ORDER AND TRADE MANAGEMENT ................................................................... 52
ORDER ENTRY .................................................................................................................................... 52
Order Types .................................................................................................................................. 52
Order Terms.................................................................................................................................. 53
Rules of Order Entry ..................................................................................................................... 54
Order Entry Request ...................................................................................................................... 55
Order Terms Attributes.................................................................................................................. 64
Rules of Order Entry (when broker is in Closeout Status) ............................................................... 65
Order Entry Response ................................................................................................................... 65
ORDER MODIFICATION ....................................................................................................................... 69
Rules of Order Modification .......................................................................................................... 69
Order Modification Request........................................................................................................... 69

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Price Modification Request............................................................................................................ 70

Order Modification Confirmation Response ................................................................................... 72
Order Modification Error Response............................................................................................... 73
Effect of Modifying the Terms of an Order (on Price/Time Priority) ............................................... 73
ORDER CANCELLATION ...................................................................................................................... 74
Rules for order cancellation .......................................................................................................... 74
Order Cancellation Request........................................................................................................... 74
Order Cancellation Confirmation Response ................................................................................... 75
Batch Order Cancellation.............................................................................................................. 75
Order Cancellation Error Response............................................................................................... 76
KILL SWITCH...................................................................................................................................... 76
Kill Switch Request........................................................................................................................ 76
Kill Switch Error Response ............................................................................................................ 77
TRADE MODIFICATION ........................................................................................................................ 77
Trade Modification Request ........................................................................................................... 77
Trade Modification Error .............................................................................................................. 80
TRADE CANCELLATION ....................................................................................................................... 80
Trade Cancellation Request ........................................................................................................... 81
Trade Cancellation Requested Response ........................................................................................ 81
Trade Cancellation Error .............................................................................................................. 81
CHAPTER 5 SPREAD ORDER AND TRADE MANAGEMENT .................................................... 82
SPREAD ORDER ENTRY ....................................................................................................................... 82
Order Types Allowed for Spread Order Entry ................................................................................ 82
TECHNICAL CHANGES IN SPREAD ........................................................................................................ 83
Spread Orders and Trades ............................................................................................................. 83
Order Cancellation by System........................................................................................................ 83
New Master File for Spread Combination ...................................................................................... 84
Broadcast for Spread Combination Master Update ........................................................................ 84
Existing Security Master Update Broadcast ................................................................................... 84
Broadcast for Spread..................................................................................................................... 84
Rules of Spread Order Entry .......................................................................................................... 84
Order Entry Request ...................................................................................................................... 85
Order Entry Response ................................................................................................................... 94
Order Confirmation Response ....................................................................................................... 94
Order Error Response ................................................................................................................... 95
Order Cancel Confirmation Response ............................................................................................ 95
SPREAD ORDER MODIFICATION ........................................................................................................... 96
Rules of Order Modification .......................................................................................................... 96
Order Modification Request........................................................................................................... 96
Order Modification Confirmation Response ................................................................................... 97
Order Modification Error Response............................................................................................... 98
SPREAD ORDER CANCELLATION .......................................................................................................... 98
SPREAD TRADE MODIFICATION ........................................................................................................... 98
SPREAD TRADE CANCELLATION .......................................................................................................... 99
SPREAD COMBINATION MASTER UPDATE BROADCAST ........................................................................ 99
PERIODIC BROADCAST FOR CHANGE IN SPREAD COMBINATION MASTER .............................................101
SPREAD COMBINATION FILE ..............................................................................................................101
CHAPTER 6 2L AND 3L ORDER AND TRADE MANAGEMENT .....................................................105
RULES OF 2L AND 3L ORDER ENTRY ..................................................................................................105
ORDER ENTRY REQUEST ....................................................................................................................106

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ORDER ENTRY RESPONSE ..................................................................................................................108

Market Order Response ................................................................................................................109
Order Confirmation Response ......................................................................................................109
Order Error Response ..................................................................................................................109
Order Cancel Confirmation Response ...........................................................................................110
Partial Order Cancellation Confirmation Response ......................................................................110
TRADE MODIFICATION .......................................................................................................................111
TRADE CANCELLATION ......................................................................................................................111
CHAPTER 7 UNSOLICITED MESSAGES ....................................................................................112
STOP LOSS ORDER TRIGGERING .........................................................................................................112
MARKET IF TOUCHED TRIGGERING ....................................................................................................113
FREEZE APPROVE RESPONSE ..............................................................................................................113
FREEZE REJECT RESPONSE .................................................................................................................113
TRADE CONFIRMATION ......................................................................................................................114
TRADE MODIFICATION .......................................................................................................................118
Trade Modification Confirmation Response ..................................................................................118
Trade Modification Rejection Response ........................................................................................118
TRADE CANCELLATION ......................................................................................................................119
Trade Cancellation Requested Notification ...................................................................................119
Trade Cancellation Confirmation Response ..................................................................................119
Trade Cancellation Rejection .......................................................................................................119
LIMITS UPDATIONS ............................................................................................................................119
ORDER LIMIT UPDATE .......................................................................................................................121
SPREAD ORDER LIMIT UPDATE ..........................................................................................................122
INTERACTIVE/BROADCAST MESSAGES SENT FROM CONTROL ..............................................................123
MESSAGE FOR THE CHANGE IN TRADING STATUS ...............................................................................123
IDENTIFICATION FOR MARKET WIDE OPEN INTEREST (OI) LIMIT MESSAGES .......................................124
IDENTIFICATION FOR MEMBER VIOLATION MESSAGES ........................................................................126
CHAPTER 8 BHAVCOPY .............................................................................................................128
BHAVCOPY BROADCAST ....................................................................................................................128
Message Stating the Transmission of Bhavcopy Will Start Now .....................................................128
Header of Report on Market Statistics...........................................................................................129
Report on Market Statistics ...........................................................................................................130
MARKET INDEX REPORT ..........................................................................................................132
INDUSTRY_INDEX_REPORT......................................................................................................133
SECTOR_INDEX_REPORT .........................................................................................................134
Trailer Record..............................................................................................................................135
SPREAD BHAVCOPY ...........................................................................................................................136
Header of Report on Market Statistics...........................................................................................136
Report on Spread Market Statistics ...............................................................................................138
Trailer Record..............................................................................................................................140
CHAPTER 9 BROADCAST ...........................................................................................................142
COMPRESSION OF THE BROADCAST DATA ..........................................................................................142
Sequential Packing .......................................................................................................................142
Structure ......................................................................................................................................143
Pseudocode ..................................................................................................................................144
Implementation at Front End ........................................................................................................145
GENERAL MESSAGE BROADCAST .......................................................................................................146
CHANGE IN SYSTEM STATUS/ PARAMETERS ........................................................................................147

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CHANGE IN SECURITY MASTER ..........................................................................................................147

PERIODIC BROADCAST FOR CHANGE IN SECURITY MASTER .................................................................153
CHANGE IN INSTRUMENT MASTER .....................................................................................................153
CHANGE PARTICIPANT STATUS ..........................................................................................................154
CHANGE OF SECURITY STATUS ..........................................................................................................155
TURNOVER LIMIT EXCEEDED OR BROKER REACTIVATED ....................................................................157
CHANGE OF MARKET STATUS ............................................................................................................159
TICKER AND MARKET INDEX .............................................................................................................161
MARKET BY ORDER/MARKET BY PRICE UPDATE ................................................................................162
ONLY MARKET BY PRICE UPDATE ......................................................................................................167
MARKET WATCH UPDATE..................................................................................................................171
SECURITY OPEN MESSAGE .................................................................................................................172
BROADCAST CIRCUIT CHECK .............................................................................................................173
MULTIPLE INDEX BROADCAST ...........................................................................................................174
INDUSTRY INDEX BROADCAST ...........................................................................................................176
GLOBAL INDICES AND CONTRACTS BROADCAST .................................................................................177
SPREAD MARKET BY PRICE ................................................................................................................180
UNDERLYING OPEN INTEREST ............................................................................................................183
TRADE EXECUTION RANGES ..............................................................................................................184
CHAPTER 10 DIRECT INTERFACE TO EXCHANGE TRADING SYSTEM .................................186
MESSAGE FORMATS...........................................................................................................................186
CONNECTING TO NSE FOR TRADING ..................................................................................................187
SQUENCE TO BE FOLLOWED BY THE MEMBER FOR LOGIN .....................................................................187
Gateway Router Request...............................................................................................................188
Gateway Router Response ............................................................................................................188
Box Sign on Request .....................................................................................................................189
Box Sign on Response ...................................................................................................................189
User Log on Request ....................................................................................................................190
HOW TO LOGOFF?..............................................................................................................................190
HEARTBEAT EXCHANGE .....................................................................................................................191
RECOVERING FROM DISCONNECTIONS ................................................................................................191
PERFORMING TRADING ACTIVITIES .....................................................................................................191
CONNECTION TERMINATION ..............................................................................................................191
Box Sign Off .................................................................................................................................192
CHAPTER 11 EXCEPTION HANDLING ........................................................................................193
INTRODUCTION ..................................................................................................................................193
MESSAGE STRUCTURE ........................................................................................................................193
CHAPTER 12 CM-BM FUNCTIONALITIES...................................................................................195
INTRODUCTION ..................................................................................................................................195
BRANCH ORDER LIMIT .......................................................................................................................195
Branch Order Value Limit Update Request ...................................................................................195
Branch Order Value Limit Update Response .................................................................................196
USER ORDER LIMIT ...........................................................................................................................197
User Order Value Limit Update Request .......................................................................................197
User Order Value Limit Update Response.....................................................................................198
ORDER LIMIT ....................................................................................................................................199
Normal Order Limit Update Request.............................................................................................200
Normal Order Limit Update Response ..........................................................................................201
Spread Order Limit Update Request .............................................................................................201

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Spread Order Limit Update Response ...........................................................................................202

RESET USERID...................................................................................................................................203
User Reset Request .......................................................................................................................203
User Reset Response.....................................................................................................................203
RESET PASSWORD .............................................................................................................................204
User Password Reset Request .......................................................................................................204
User Password Reset Response.....................................................................................................205
CANCEL ON LOGOUT (COL) STATUS .................................................................................................205
User COL Status Update Request .................................................................................................205
User COL Status Update Response ...............................................................................................206
TRADE MODIFICATION STATUS ..........................................................................................................208
User TRD-MOD Status Update Request ........................................................................................208
User TRD-MOD Status Update Response .....................................................................................209
TRADE CANCELLATION STATUS .........................................................................................................210
User TRD-CXL Status Update Request .........................................................................................210
User TRD-CXL Status Update Response .......................................................................................211
UNLOCK USER ...................................................................................................................................212
User Unlock Request ....................................................................................................................212
User Unlock Request Confirmation...............................................................................................213
User Unlock Approve Response ....................................................................................................214
User Unlock Reject Response .......................................................................................................214
TRADING MEMBER LEVEL KILL SWITCH ............................................................................................215
Member Level Kill Switch Request ................................................................................................215
Member Level Kill Switch Error Response ....................................................................................215
USER LEVEL KILL SWITCH .................................................................................................................216
User Level Kill Switch Request .....................................................................................................216
User Level Kill Switch Error Response .........................................................................................216
ORDER AND TRADE ...........................................................................................................................217
Order Entry..................................................................................................................................217
Order Modification.......................................................................................................................217
Order Cancellation.......................................................................................................................217
Trade Modification .......................................................................................................................218
Trade Cancellation.......................................................................................................................218
Close Out Order Entry .................................................................................................................218
Spread Order Entry ......................................................................................................................219
Spread Order Modification ...........................................................................................................219
Spread Order Cancellation ...........................................................................................................220
2L and 3L Order Entry .................................................................................................................220
CHAPTER 13 GIVE UP TRADE CONFIRMATION MESSAGES ...................................................221
GIVE UP APPROVE CONFIRMATION RESPONSE TO TRADING MEMBER ..................................................221
GIVE UP REJECT CONFIRMATION RESPONSE TO TRADING MEMBER .....................................................223
APPENDIX...........................................................................................................................................225
LIST OF ERROR CODES .......................................................................................................................225
REASON CODES .................................................................................................................................237
LIST OF TRANSACTION CODES............................................................................................................237
LIST OF TRANSACTION CODES CONTAINING TIMESTAMP IN NANOSECONDS .........................................243
QUICK REFERENCE FOR ORDER ENTRY PARAMETERS .........................................................................244
MARKET TYPES .................................................................................................................................246
MARKET STATUS ...............................................................................................................................247
BOOK TYPES .....................................................................................................................................247

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SECURITY STATUS .............................................................................................................................247

ACTIVITY TYPES ...............................................................................................................................248
PIPE DELIMITED FILE STRUCTURES ....................................................................................................249
Contract File Structure .................................................................................................................249
Participant Structure ....................................................................................................................256
Security File Structure ..................................................................................................................258
TRIMMED STRUCTURES......................................................................................................................263
Trimmed Order Entry Request Structure .......................................................................................263
Trimmed Order Mod/Cxl Request Structure ..................................................................................267
Trimmed Order Entry/Mod/Cxl Response Structure ......................................................................270
Trimmed Trade Confirmation Response ........................................................................................273

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Chapter 1 Introduction
The National Stock Exchange of India Ltd (NSEIL) provides a fully automated screen based
trading system. This enables trading members spread across the length and breadth of India to
trade directly from their offices through an extensive telecommunication network. The system
e principles
of an order driven market, based on price-time priority. For trading the trading members can use
NEAT Front end or Non-NEAT Front end (NNF) to establish a network connection with the
Futures and Options host system of National Stock Exchange (NSE). NNF is a front end, which is
developed and maintained by vendors other than NSE. NSE provides the NNF users with the
design documents of the front end. However, their respective vendors support them and NSE is
not responsible for the performance of NNF.

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Chapter 2 General Guidelines

This chapter provides general guidelines for the designers and programmers who develop NNF.
It also provides information on data types and their size to be used in the message structure,
which helps the programmer in their development activity. The sections covered in this chapter
are:
 Guidelines for Designers
 Guidelines for Programmers
 Message Structure Details
 Data Types Used in Message Structure
 Message Header
 Broadcast Process Header
 Error Message
 Communication Network Connection

Guidelines for Designers

The guidelines to be followed by designers are as follows:
1. The order of the log-on messages should strictly be maintained as given in Chapter 3
Logon and Download of this document. Otherwise, the user will not be able to log on to
the trading system.
2. All messages sent by the trading system should be time-stamped, that is the time of the
message should be specified.
3. All time fields should be number of seconds from midnight January 1, 1980.
4. No host-end inquiries will be permitted for NNF users.
5. All price fields must be multiplied by 100 before sending to the host end and divided by
100 while receiving from the host end. This is because the trading system processes
prices in paise (100 paise equals 1 Rupee).

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Guidelines for Programmers

The guidelines to be followed by programmers are as follows:
1. If your system uses little-endian order, the data types which occupy more than one byte
in a packet (such as UINT, SHORT, LONG and DOUBLE) should be twiddled (byte

position comes to the first position; the byte in (n-1) position comes to the second
position and so on.

For example, if the value to be sent is 1A2B (hexadecimal), reverse the bytes to 2B1A.
The same applies while receiving messages. So if the value received is 02BC, the actual
value is BC02. Hence, you need to twiddle such data types before sending and after
receiving to ensure that correct data is sent and received.

Note:
Twiddling is required because endian order can be of two different types big and little.
A big-endian representation has a multibyte integer written with its most significant byte
on the left. A little-endian representation, on the other hand, places the most significant
byte on the right. Intel's 80x86 processors and their clones are little endian. Sun's
SPARC, Motorola's 68K, and the PowerPC families are all big endian.

All of the protocol layers in the TCP/IP suite are defined to be big endian. The trading
system uses big-endian order. Hence, if your system uses little-endian order twiddle the
numeric value before sending and after receiving over a TCP/IP connection.
2. All alphabetical data must be converted to upper case before sending to the host. No
NULL terminated strings should be sent to the host end. Instead, terminate strings with
blanks before sending. The strings received from the host end are padded with blanks
and are not NULL terminated.
3. All the structures should be defined in the following manner:

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 Futures and Options Trading System - Protocol for Non-Neat Front End

 Field of type CHAR or Unsigned CHAR, or CHAR Arrays should be byte aligned.
 Structures of odd size should be padded to an even number of bytes.
 All other types of structure members should be word aligned.
4. All numeric data must be set to zero (0) before sending to the host, unless a value is
assigned to it.
5. Whenever the field name is mentioned as Reserved for example: Reserved field in
Broadcast Process Header, it should be mapped to CHAR buffer and initialized to NULL.
Note:
 The values of all the constants and transaction codes given in the document are listed in
the Appendix.
 The suffix IN in the transaction codes implies that the request is sent from the NNF /
NEAT application to the trading system whereas the suffix OUT implies that the message
is sent from the trading system to NNF / NEAT application.

Message Structure Details

All packets (messages), flow between NNF application and trading system, consist of two parts
namely, message header and message data, which are described as follows:
 The message header consists of the fields of the header which is prefaced with all the
structures.
Note: Transaction code, an important field of the message header, is a unique numeric
identifier which is sent to or received from the trading system. This is used to identify the
transaction between the NNF and the host end.
 The message data consists of the actual data that is sent across to the host or received
from the host.

Data Types Used in Message Structure

The following table lists the data types to be used in message structure for NNF development.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Data Type Size of Signed / Unsigned

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

Message Header
Each structure is prefaced with a MESSAGE_HEADER. The structure of the MESSAGE_HEADER
is as follows:

Table 1 MESSAGE HEADER

Structure Name MESSAGE_HEADER
Packet Length 40 bytes
Field Name Data Type Size in Byte Offset
TransactionCode SHORT 2 0
LogTime LONG 4 2
AlphaChar CHAR 2 6
TraderId LONG 4 8
ErrorCode SHORT 2 12
Timestamp LONG LONG 8 14
TimeStamp1 CHAR 8 22
TimeStamp2 CHAR 8 30
MessageLength SHORT 2 38

The following table provides the brief description of the various fields present in the
MESSAGE_HEADER structure.

Field Name Brief Description

TransactionCode This field should contain the transaction message number. It
describes the type of message sent or received.
LogTime This field should be set to zero while sending messages to the host.
For messages coming from the host, this contains the time when the
message was generated by the trading system.

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Field Name Brief Description

AlphaChar This field should be set to the first two characters of Symbol if the
message structure contains Symbol and Series.

During logon process, in the SYSTEM_INFORMATfION_OUT

message response, this field should contain the number of modules.
Based upon this number of modules, Frontend will populate the
module_id in alpha_char field of DOWNLOAD_REQUEST packet and
send to host.

In other cases, it should be set to blank.

TraderId This field should contain the user ID.
ErrorCode This should be set to zero while sending messages to the host. For
messages coming from the host, this describes the type of error.

Refer to List of Error Codes in Appendix.

Timestamp This field should be set to numeric zero while sending to the host.
This is used at the host end.
For transcodes listed in appendix, time in this field will be populated
in nanoseceonds (from 01-Jan-1980 00:00:00). This time is
stamped at the matching engine in the trading system.
TimeStamp1 This field contains the time when the message arrives at the trading
system host. This should be set to numeric zero while sending to
host.
Note
In TimeStamp1, current time is sent in jiffies from host end. This is
8 bytes in host end. In front end, typecast the first four and the next
four bytes into double and store each of these in separate variables.
These values are used while requesting message area download.
Jiffy is a Unit of Time (1 second = 65536 jiffies)
TimeStamp2 This field should be set to numeric zero while sending to the host.
For messages coming from the host, this field contains the number
of the machine from which the packet is coming.
Note
In TimeStamp2, machine number is sent from the host end. This is
8 bytes in host end and CHAR [8] in front end. In front end, if it is an
interactive connection, machine number is stored in 7th position. If
it is a broadcast connection, machine number is stored in 0th
position.
MessageLength This field is set to the length of the entire message, including the
length of Message Header.

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Inner Message Header

Each structure in the Data of Update Local Database Data/Message Download Data responses is
prefaced with a INNER_MESSAGE_HEADER. The structure of the Inner Message Header is as
follows:

Table 2 INNER_MESSAGE HEADER

Structure Name INNER_MESSAGE_HEADER
Packet Length 40 bytes
Field Name Data Type Size in Byte Offset
TraderId LONG 4 0
LogTime LONG 4 4
AlphaChar CHAR 2 8
TransactionCode SHORT 2 10
ErrorCode SHORT 2 12
Timestamp LONG LONG 8 14
TimeStamp1 CHAR 8 22
TimeStamp2 CHAR 8 30
MessageLength SHORT 2 38

Broadcast Process Header

All broadcast messages like market open, market close, market in pre-open, market by price are
prefaced with BCAST_HEADER. The structure of the BCAST_HEADER is as follows:

Table 3 BCAST HEADER

Structure Name BCAST_HEADER
Packet Length 40 bytes
Field Name Data Type Size in Byte Offset
Reserved CHAR 2 0
Reserved CHAR 2 2
LogTime LONG 4 4
AlphaChar CHAR 2 8
TransactionCode SHORT 2 10
ErrorCode SHORT 2 12
BCSeqNo LONG 4 14
Reserved CHAR 1 18
Reserved CHAR 3 19

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Structure Name BCAST_HEADER

Packet Length 40 bytes
Field Name Data Type Size in Byte Offset
TimeStamp2 CHAR 8 22
Filler2 BYTE 8 30
MessageLength SHORT 2 38

The following table provides the details of the various fields present in the BCAST_HEADER
structure.

Field Name Brief Description

LogTime This field contains the time when the message was generated by the
trading system host.
AlphaChar This field is set to the first two characters of Symbol if the structure
contains Symbol and Series; otherwise it is set to blank.
TransactionCode This field contains the transaction message number. This describes
the type of message sent.
ErrorCode This field contains the error number which describes the type of
error.
Refer to List of Error Codes in Appendix.
BCSeqNo This field contains BCAST Sequence number for Ericcson switch.
This is used for Future and Option (FO) Market By Price packet
mapped to that of Capital Market structure. It is used to identify if
the broadcast response is for Future & Option or for Capital market.
TimeStamp2 This field contains the time when the message is sent from the host.
Filler2 This field contains the machine number.

Note
The machine number is stored in 0th position.
MessageLength This field is set to the length of the entire message, including the
length of the message header.

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

Table 4 MS ERROR RESPONSE

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_ERROR_RESPONSE

Packet Length 182 bytes
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE HEADER in Chapter 2)
Key CHAR 14 40
ErrorMessage CHAR 128 54

The following table provides the details of the various fields present in the
MS_ERROR_RESPONSE structure.

Field Name Brief Description

Key This field contains the token number of the Contract.
ErrorMessage This field contains the error message.

Refer to List of Error Codes in Appendix.

Invalid Message Length Response Transcode

If a user sends a request with improper message length then the host will send
INVALID_MSG_LENGTH_RESPONSE transcode (2322) in response. This check is not specific
to the type of user and may occur for both NEAT and NNF Users.
Message length may vary from one request to the other. For example, for an Order request the
Host end expects a request with the message length of 214 bytes. If the order request has any
message length other than 214 bytes, it will send the above mentioned transcode with the
error code ERR_INVALID_MSG_LENGTH (defined in the error codes table previously).
Host sends the same incoming packet structure in response but with transcode populated as
INVALID_MSG_LENGTH_RESPONSE (2322) and error code populated as
ERR_INVALID_MSG_LENGTH.
Kindly refer to individual transocde for their corresponding message length

Communication Network Connections for NNF Users

There are two types of virtual circuit connections used to communicate with the host end. One
is the Interactive Virtual Circuit ID (VCID) and the other is the Broadcast Circuit ID (BCID).

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Interactive VCID follows a bidirectional path between the NNF and NEAT to host end. All the
interactive / request messages and its respective response follow through this channel. Even the
unsolicited message such as trade message flows from exchange (host end) to the trader
terminal through this channel.

of which default features like IP fragmentation, no QoS etc. continue to be enabled and available
for use by members. Default IP fragmentation a valid feature in the TCP/IP protocol works at
message level and usage of same by one member connection will not block or impact the
messages of other member connections.
BCID follows a unidirectional path which is from the host end to the NNF / NEAT. All the
broadcast data are transmitted through this broadcast circuit from the host end for all the
traders. Since this is a one way connection, the data flow is always from the exchange (host end)
to the trader terminal.

Member Guide to the Gateway Router Functionality

Currently Exchange publishes a list of gateway servers (NET) in the respective segments to which
members can connect. Members have the choice of connecting to any of the gateway servers.

However the members have represented that they are required to try to login on multiple
gateway server sequentially before they are able to successfully login on the Exchange for
trading activity. Thus valuable time is lost by the member for trying to access the Exchange. The
same is more severe during re-login / disconnections faced by the members.

In order to address these queries the Gateway Router Functionality has been proposed to be
implemented.
1. It is now proposed that members will first connect to a gateway router server in the
respective segment details of which will be published by the Exchange.
2. The gateway router server will decide which gateway server is available for the member
and will accordingly provide the details of the allocated gateway server to the member
through the response message.
3. After getting the response message the member will need to connect to the allocated
gateway server.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Thus, the process of allocating gateway servers becomes Exchange determined and highly
simplified for the member.

The gateway router will decide the gateway server for the member for each trading day in the
following manner:
1. The gateway router will maintain the used capacity of each gateway server. The gateway
router will allocate least used gateway server (according to capacity). The capacity is
based on the no. of messages allotted for each Box Id.
2. If all gateway servers have similar used capacity then a gateway server will be randomly
allocated by the gateway router server.
3. Once a member has been provided session key with gateway server details by gateway
router server, the member is expected to connect and login to the allocated gateway
server at any time during rest of the trading day.
4. If the member gets logged off from the allocated gateway server, then the member has
to request the gateway router server for getting new session key and gateway server
details.
5. A member will be directed to the same gateway server by the gateway router server, once
it has been allocated for the trading day.
6. Though the user will get directed to the same gateway, the user must ask the gateway
router for getting the gateway details and session key as the old session key will be
unique for that particular session and is cleaned up from the gateway once the user gets
logged off.
7. Also, if the gateway has a failure during the day, the user will be allocated a new gateway
server. This will be done transparently for the user by the gateway router server.

At the end of each trading day the gateway router server will clean up the used capacity, and will
have the same capacity (full capacity) available for all gateway servers for the next day.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Chapter 3 Logon and Download

This chapter describes the message structures and its fields for a trader to log on to the trading
system. It discusses the logon request and the system responses. This chapter also describes
the download of the updated information on the securities, participants and the status of the
markets. It covers the structures and field descriptions of System Information Download, Local
Database Download and Message Download.

The sections covered in this chapter are:

 Order of Transaction Code Exchanges during Logon and Logoff
 Logon Request
 Logon Response
 System Information Download
 Update Local Database Download
 Message Download
 Logoff Request
 Logoff Confirmation Response

Order of Transaction Code Exchanges during Logon and Logoff

The following sequence explains the order in which transaction codes are sent and received for
NNF users during log-on process.

Sequence Transaction Code Sent By Received By

No
1 SIGN_ON_REQUEST_IN NNF Host End
2 SIGN_ON_REQUEST_OUT Host End NNF
3 SYSTEM_INFORMATION_IN NNF Host End
4 SYSTEM_INFORMATION_OUT Host End NNF
5 UPDATE_LOCALDB_IN NNF Host End
6 UPDATE_LOCALDB_HEADER Host End NNF
7 UPDATE_LOCALDB_DATA Host End NNF
8 UPDATE_LOCALDB_TRAILER Host End NNF

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Sequence Transaction Code Sent By Received By

No
9 DOWNLOAD_REQUEST (Module 1) NNF Host End
10 HEADER_RECORD Host End NNF
11 MESSAGE_RECORD Host End NNF
12 TRAILER_RECORD Host End NNF
13 DOWNLOAD_REQUEST (Module 2) NNF Host End
14 HEADER_RECORD Host End NNF
15 MESSAGE_RECORD Host End NNF
16 TRAILER_RECORD Host End NNF
17 DOWNLOAD_REQUEST (Module 3) NNF Host End
18 HEADER_RECORD Host End NNF
19 MESSAGE_RECORD Host End NNF
20 TRAILER_RECORD Host End NNF
21 DOWNLOAD_REQUEST (Module 4) NNF Host End
22 HEADER_RECORD Host End NNF
23 MESSAGE_RECORD Host End NNF
24 TRAILER_RECORD Host End NNF

The following sequence explains the order in which the transcodes are sent and received during
log-off process.
Sequence Transaction Code Sent By Received By
No
1 SIGN_OFF_REQUEST_IN NNF Host End
2 SIGN_OFF_REQUEST_OUT Host End NNF

The structure given below is part of Logon request and response structure. It specifies the
markets that are allowed for the trading member to place an order. Note to NNF Developer: Use
any one of following two structures:

Table 5 ST_BROKER_ELIGIBILITY_PER_MKT
Structure Name ST_BROKER_ELIGIBILITY_PER_MKT
Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Reserved BIT 4 0

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Auction Market BIT 1 0

Spot Market BIT 1 0
Oddlot Market BIT 1 0
Normal Market BIT 1 0
Reserved Byte 1 1
For Big Endian Machines
Normal Market BIT 1 0
Oddlot Market BIT 1 0
Spot Market BIT 1 0
Auction Market BIT 1 0
Reserved BIT 4 0
Reserved Byte 1 1

Logon Request
The process by which a trader logs on to the trading system is called Logon Process. User needs
to send the request as per the structure given below for establishing an interactive circuit with
the host end:

Table 6 MS_SIGNON
Structure Name MS_SIGNON
Packet Length 278 bytes
Transaction Code SIGN_ON_REQUEST_IN (2300)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to Message STRUCT 40 0
Header in Chapter 2)
UserID LONG 4 40
Reserved CHAR 8 44
Password CHAR 8 52
Reserved CHAR 8 60
NewPassword CHAR 8 68
TraderName CHAR 26 76
LastPasswordChangeDate LONG 4 102
BrokerID CHAR 5 106
Reserved CHAR 1 111
BranchID SHORT 2 112
VersionNumber LONG 4 114

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_SIGNON

Packet Length 278 bytes
Transaction Code SIGN_ON_REQUEST_IN (2300)
Field Name Data Type Size in Byte Offset
Batch2StartTime LONG 4 118
HostSwitchContext CHAR 1 122
Colour CHAR 50 123
Reserved CHAR 1 173
UserType SHORT 2 174
SequenceNumber DOUBLE 8 176
WsClassName CHAR 14 184
BrokerStatus CHAR 1 198
ShowIndex CHAR 1 199
ST_BROKER_ELIGIBILITY_PER_MKT STRUCT 2 200
MemberType SHORT 2 202
ClearingStatus CHAR 1 204
BrokerName CHAR 25 205
Reserved CHAR 16 230
Reserved CHAR 16 246
Reserved CHAR 16 262

The following table provides the details of the various fields present in the MS_SIGNON
structure.

Field Name Brief Description

TransactionCode This field is part of MESSAGE_HEADER Structure (Refer to
MESSAGE_HEADER in Chapter 2). The value should be
SIGN_ON_REQUEST_IN (2300).
UserId This field should contain the user ID of the member/broker. It
accepts numbers only.
Password The password should be of exact eight characters in length.The
password should be alphanumeric i.e password should contain 1
upper case letter,1 lower case letter,1 numeral and 1 special
character from the list @#$%&*/\.

The trader should enter the password for a successful Logon.

When the trader logs on for the first time the default password
provided by NSE i.e Neat@FO1must be entered and the password
should be changed by entering a new password.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

NewPassword This field should be entered only when the trader wishes to
change the password or the password has expired.
The new password should be of eight characters. The new
password should be alphanumeric i.e password should contain 1
upper case letter,1 lower case letter,1 numeral and 1 special
character from the list @#$%&*/\.The new password entered
should not be from the last 5 passwords.Otherwise this field
should be blank.
The New Password should be entered along with the old
password in the Password field. While logging on to the system
for the first time, the default password provided by NSE i.e
Neat@FO1 must be changed.
TraderName This field should be set to blank while sending to the host. In the
response from host, it will contain
LastPassword This field should be set to numerical zero while log on.
ChangeDateTime
BrokerId This field should contain the trading member ID.
BranchId This field should contain the Branch ID to which the broker
belongs.

Note
Branch ID can be of 3 digits.
VersionNumber This field should contain the version number of the trading
system. The format is VERSION.RELEASE.SUB_RELEASE. (For
example, 7.02.00)
Batch2StartTime This field should be set to numerical zero.
HostSwitchContext This field should be set to blank.
Colour This field should be set to blank.
UserType This field can take one of the following values.



This field should be set to zero while sending to the host.
SequenceNumber This field should be set to numerical zero while sending the
request to host.
WorkstationNumber This field should contain the network ID of the workstation. This
is a seven digit number. The first five digits are fixed by the
Exchange and represent the various port / switch locations. The

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

- ID. It must be any number

BrokerStatus This field should be set to blank.

ShowIndex This field should be set to blank.
BrokerEligibilityPer This field should be set to numerical zero.
Market
MemberType This field should be set to numerical zero.
ClearingStatus This field should be set to blank.
BrokerName

Logon Response
The trader, after issuing a sign-on request, waits for the system response. The response will
either be Confirmation or Logon Error.

Logon Confirmation Response

A successful logon results in the Logon Confirmation Response, for which the following structure
is sent back:

Table 7 MS_SIGNON
Structure Name MS_SIGNON
Packet Length 278 bytes
Transaction Code SIGN_ON_REQUEST_OUT (2301)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message_Header in Chapter 2)
UserID LONG 4 40
Reserved CHAR 8 44
Password CHAR 8 52
Reserved CHAR 8 60
NewPassword CHAR 8 68
TraderName CHAR 26 76
LastPasswordChangeDate LONG 4 102
BrokerID CHAR 5 106
Reserved CHAR 1 111
BranchID SHORT 2 112
VersionNumber LONG 4 114
EndTime LONG 4 118

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_SIGNON

Packet Length 278 bytes
Transaction Code SIGN_ON_REQUEST_OUT (2301)
Field Name Data Type Size in Byte Offset
Reserved CHAR 1 122
Colour CHAR 50 123
Reserved CHAR 1 173
UserType SHORT 2 174
SequenceNumber DOUBLE 8 176
Reserved CHAR 14 184
BrokerStatus CHAR 1 198
ShowIndex CHAR 1 199
ST_BROKER_ELIGIBILITY_PER_MKT STRUCT 2 200
MemberType SHORT 2 202
ClearingStatus CHAR 1 204
BrokerName CHAR 25 205
Reserved CHAR 16 230
Reserved CHAR 16 246
Reserved CHAR 16 262

The following table provides the details of the various fields present in the MS_SIGNON
structure.
Field Name Brief Description
TransactionCode This field is part of Message Header structure. The value should be
SIGN_ON_REQUEST_OUT (2301).
LogTime The current time at the trading system is sent back as number of
seconds since midnight of January 1, 1980. The time at the NNF
workstation must be synchronised with this time.
UserId This field contains the ID of the user or broker.
TraderName This field contains the user name.
LastPassword This field contains the last date and time when the password was
ChangeDateTime changed.
BrokerId This field should contain the trading member ID.
BranchId This field should contain the Branch ID to which the broker belongs.

Note
Branch ID can be of 3 digits.
EndTime This field contains the time when the markets last closed and it is
sent as the number of seconds since midnight of January 1, 1980.
Note: If this time is different from the time sent in an earlier logon,
all orders, trades and messages for this trader must be deleted from
the Local Database.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

UserType This field contains the type of user who is logging in:
 ‘0’ denotes Dealer
 ‘4’ denotes Corporate Manager
 ‘5’ denotes Branch Manager
SequenceNumber This field contains the time when the markets closed the previous
trading day.
BrokerStatus This field contains the current status of the Broker. It can be any of
the following:
 ‘S’ for Suspended
 ‘A’ for Active
 ‘D’ for Deactivated
 ‘C’ for Closeout
‘V’ for Voluntary CloseOut
BrokerEligibilityPerMarket This field specifies the markets that are allowed for the trading
member. The trading member is eligible to enter orders in the
markets that are set to ‘1’.
MemberType This field contains the type of member. The possible values are as
follows:
 ‘1’ denotes Trading Member only
 ‘2’ denotes Trading and Clearing Member
 ‘3’ denotes Clearing Member only
 ‘4’ denotes Professional Clearing Member and Trading
Member
ClearingStatus This field contains the Clearing status of the member. The possible
values are:
 ‘A’ denotes Active
 ‘S’ denotes Suspended
 ‘D’ denotes Deactivated
 ‘V’ denotes Voluntary CloseOut
BrokerName This field contains the name of the broker.

Logon Error

In case the logon is unsuccessful an error response is generated, for which the structure
returned is:
ERROR RESPONSE (Refer to Error Message in Chapter 2)

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 Futures and Options Trading System - Protocol for Non-Neat Front End

The following table provides the details of the various fields present in the ERROR_RESPONSE
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header. The transaction code
is SIGN_ON_REQUEST_OUT (2301).
ErrorCode This stores the error number. If the version number is not the
same as that at the host, the version number at the host can
be extracted from the Error Message. It will be located in 8
bytes from the 95th byte in the string (ERROR_RESPONSE).
The format of it will be VV.RR.SS. The version number at the
front end should be set to VVRRSS.
Note
VV Version Number
RR - Release Number
SS Sub Release Number
Refer to List of Error Codes in Appendix.

System Information Download

System information like the current status of the markets and the values of global variables can
be downloaded by the trader. For this, a system information request is sent. A response is
returned for the request.

System Information Request

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

Table 8 MS_SYSTEM_INFO_REQ
Structure Name MS_SYSTEM_INFO_REQ
Packet Length 44 bytes
Transaction Code SYSTEM_INFORMATION_IN (1600)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
LastUpdatePortfolioTIme LONG 4 40

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 Futures and Options Trading System - Protocol for Non-Neat Front End

The following table provides the details of the various fields present in the
MS_SYSTEM_INFO_REQ structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header. The transaction code
is SYSTEM_INFORMATION_IN (1600).
LastUpdate If there is no Exchange defined Portfolio in the Local
PortfolioTime Database, this field should be set to zero.

Note:
Last Update Portfolio Time is the last updated time of the
Exchange defined Portfolios in the LDB portfolio file.
Note: TWS User has to set time_stamp2 field present in the tws message header to zero in
SYSTEM_INFORMATION_IN message.

System Information Response

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

Table 9 MS_SYSTEM_INFO_DATA
Structure Name MS_SYSTEM_INFO_DATA
Packet Length 106 bytes
Transaction Code SYSTEM_INFORMATION_OUT(1601)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
ST_MARKET_STATUS STRUCT 8 40
ST_EX_MARKET_STATUS STRUCT 8 48
ST_PL_MARKET_STATUS STRUCT 8 56
UpdatePortfolio CHAR 1 64
MarketIndex LONG 4 65
DefaultSettlementPeriod (Normal) SHORT 2 69
DefaultSettlementPeriod (Spot) SHORT 2 71
DefaultSettlementPeriod (Auction) SHORT 2 73
CompetitorPeriod SHORT 2 75
SolicitorPeriod SHORT 2 77
WarningPercent SHORT 2 79
VolumeFreezePercent SHORT 2 81
SnapQuoteTime SHORT 2 83

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_SYSTEM_INFO_DATA

Packet Length 106 bytes
Transaction Code SYSTEM_INFORMATION_OUT(1601)
Field Name Data Type Size in Byte Offset
Reserved CHAR 2 85
BoardLotQuantity LONG 4 87
TickSize LONG 4 91
MaximumGtcDays SHORT 2 95
ST_STOCK_ELIGIBLE_INDICATORS STRUCT 2 97
DisclosedQuantityPercentAllowed SHORT 2 99
RiskFreeInterestRate LONG 4 101

Table 10 ST_MARKET_STATUS
Structure Name ST_MARKET_STATUS
Packet Length 8 bytes
Field Name Data Type Size in Byte Offset
Normal SHORT 2 0
Oddlot SHORT 2 2
Spot SHORT 2 4
Auction SHORT 2 6

Table 11 ST_EX_MARKET_STATUS
Structure Name ST_EX_MARKET_STATUS
Packet Length 8bytes
Field Name Data Type Size in Byte Offset
Normal SHORT 2 0
Oddlot SHORT 2 2
Spot SHORT 2 4
Auction SHORT 2 6

Table 12 ST_PL_MARKET_STATUS
Structure Name ST_PL_MARKET_STATUS
Packet Length 8 bytes
Field Name Data Type Size in Byte Offset
Normal SHORT 2 0
Oddlot SHORT 2 2

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name ST_PL_MARKET_STATUS

Packet Length 8 bytes
Field Name Data Type Size in Byte Offset
Spot SHORT 2 4
Auction SHORT 2 6

Table 13 ST_STOCK_ELIGIBLE_INDICATORS
Structure Name ST_STOCK_ELIGIBLE_INDICATORS
Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Reserved BIT 5 0
BooksMerged BIT 1 0
MinimumFill BIT 1 0
AON BIT 1 0
Reserved Byte 1 1
For Big Endian Machines
AON BIT 1 0
MinimumFill BIT 1 0
BooksMerged BIT 1 0
Reserved BIT 5 0
Reserved Byte 1 1

The following table provides the details of the various fields present in the
MS_SYSTEM_INFO_DATA structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header. The transaction
code is SYSTEM_INFORMATION_OUT (1601).
AlphaChar This field contains the number of streams present in the host
from which message will be downloaded.
Note:
This field is present in the Message Header. This is of two
bytes. Stream number will be populated in the first byte of
Alphachar
MarketStatus This field contains any of the following values:


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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description




 t is Postclose
UpdatePortfolio This field contains any of the following:


Update Portfolio Time in the request.
Note:
User has to update their LDB portfolio file by sending
EXCH_PORTF_IN (1775) Request (Refer to
EXCH_PORTF_IN in Chapter 3).
MarketIndex This field contains the current market index.
DefaultSettlementPeri The default settlement period in various markets is sent in
od the fields DefaultSettlementPeriod (Normal),
DefaultSettlementPeriod (Spot) and
DefaultSettlementPeriod (Auction).
CompetitorPeriod This field contains the default competitor period for auction.
SolicitorPeriod This field contains the default solicitor period for auction.
WarningPercent This field contains the warning percentage.
(Refer to Turnover Limit Exceeded or Broker Reactivated in
Chapter 9)
VolumeFreeze Percent This field contains the volume freeze percent.
(Refer to Turnover Limit Exceeded or Broker Reactivated in
Chapter 9)
SnapQuoteTime This field is 60 seconds currently.
SnapQuote is the functionality for quick view of LTP of any
contract (without adding the contract on Market Watch of
NEAT Front End).
BoardLotQuantity This field contains the board lot quantity. The regular lot
order quantity must be a multiple of this quantity.
TickSize This field contains the tick size. The order price, and the
trigger price (if applicable), must be a multiple of this tick
size.
MaximumGtcDays This field contains the maximum number of days after
which a Good Till Canceled order will be canceled.
Currently this field contains zero.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

SecurityEligibility This field contains the Minimum Fill or All Or NON flag. If
Indicator the MF flag is set, orders have the Minimum Fill attribute
set. If the AON flag is set orders have the AON attribute set.
DisclosedQuantity This field contains the disclosed quantity percentage
PercentAllowed allowed. The disclosed quantity, if set, should be 100
percent of the total quantity.
RiskFreeInterestRate This field contains the risk free interest rate.

Update Local Database Download

The list of updated securities and participants can be downloaded in response to this request.
Any carried over Good Till Cancel (GTC) or Good Till Date (GTD) orders are also downloaded with
this request. The following sections describe structures and fields related to Update Local
Database request and response.

Update Local Database Request

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

Table 14 MS_UPDATE_LOCAL_DATABASE
Structure Name MS_UPDATE_LOCAL_DATABASE
Packet Length 82 bytes
Transaction Code UPDATE_LOCALDB_IN(7300)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
Message Header in Chapter 2)
LastUpdateSecurityTime LONG 4 40
LastUpdateParticipantTime LONG 4 44
LastUpdateInstrumentTime LONG 4 48
LastUpdateIndexTime LONG 4 52
RequestForOpenOrders CHAR 1 56
Reserved CHAR 1 57
ST_MARKET_STATUS (Refer to STRUCT 8 58
System Information Response in
Chapter 3)

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_UPDATE_LOCAL_DATABASE

Packet Length 82 bytes
Transaction Code UPDATE_LOCALDB_IN(7300)
Field Name Data Type Size in Byte Offset
ST_EX_MARKET_STATUS (Refer to STRUCT 8 66
System Information Response in
Chapter 3)
ST_PL_MARKET_STATUS (Refer to STRUCT 8 74
System Information Response in
Chapter 3)

The following table provides the details of the various fields present in the
MS_UPDATE_LOCAL_DATABASE structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is UPDATE_LOCALDB_IN (7300).
LastUpdate This field should contain the time when the security
SecurityTime information was last updated for all security information that
is downloaded. Further download requests can use the
latest time to get updated information on the securities.
Setting this time to zero results in download of information
of all the securities present at HOST END.
LastUpdate This field should contain the time when the participant
ParticipantTime information was updated for all participant information that
is downloaded. Further download requests can use the
latest time to get updated information on the participants.
Setting this time to zero results in download of information
of all the participants present at HOST END.
LastUpdate This field should contain the time when the Instruments
InstrumentTime were updated.
LastUpdateIndex Time This field should contain the time when the index
information was updated.
RequestForOpenOrders Good Till Cancellation and
Good Till Date orders are to be downloaded; otherwise

MarketStatus This should contain the market status received in the

previous response. The market status fields are accepted

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

as input to verify if the trader has the latest system
information. Any of the following are possible:
 If the trader has the latest market status
information, the update of the information on the
securities and the participants from the specified
time are downloaded.
 If the status information specified is not the latest,
the trader is updated on the market status alone.
Upon receiving the updated market information, the trader
can request for the updated security status, security, or
participant information.

Update Local Database Response

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

Partial System Information Response

This is returned if the market status sent in the System Information Response (Refer System
Information Response Chapter 3) is not the same at the host end or the markets are opening. In
th
structure is returned:

SYSTEM INFORMATION DATA (Refer to System Information Response in Chapter 3)

The following table provides the details of the various fields present in the SYSTEM
INFORMATION DATA structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code sent is PARTIAL_SYSTEM_INFOMRATION (7321.
MarketStatus This field contains the latest market status.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Update Local Database Download

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

Update Local Database Header

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

Table 15 UPDATE_LDB_HEADER
Structure Name UPDATE_LDB_HEADER
Packet Length 42 bytes
Transaction Code UPDATE_LOCALDB_HEADER(7307)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
Message Header in Chapter 2)
Reserved CHAR 2 40

The following table provides the details of the various fields present in the
UPDATE_LDB_HEADER structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code sent is UPDATE_LOCALDB_HEADER (7307).

Update Local Database Data

The actual data is sent wrapped in another header. The outer header indicates that this message
is part of the Update Local Database Data. The inner header indicates the type of data received.
The packet size can be of 80 to 512 bytes and the structure is as follows:

MESSAGE_HEADER (Refer to MESSAGE_HEADER in Chapter 2)

INNER_MESSAGE_HEADER InnerHeader (Refer to Inner Message Header in Chapter 2)
CHAR Data [436]

The following table provides the details of the various fields present in the MESSAGE_HEADER
structure.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to Inner
Message Header in Chapter 2)
The transaction code is UPDATE_LOCALDB_DATA (7304).
InnerTransaction Code The transaction codes sent are:
 BCAST_SECURITY_MSTR_CHG (7305). It is
determined by NSE-Control whether to send this or
not. (Refer to Change in Security Master in Chapter
9).
 BCAST_SECURITY_STATUS_CHG (7320). This
transaction code is sent when the status of the
stock is different from the expected status at the
host end (Refer to Change of Security Status in
Chapter 9).
 BCAST_PART_MSTR_CHG (7306). If there is any
change in the participant master after the time
specified by the Last Update Participant Time, it is
downloaded. (Refer to Change in Participant Status
in Chapter 9).
 BCAST_INSTR_MSTR_CHG (7324). If there is any
change in the instrument master after the time
specified by the Last Update Instrument Time, it is
downloaded. (Refer to Change in Instrument Master
in Chapter 9).
 BCAST_INDEX_MSTR_CHG (7325). If there is any
change in the details of the index after the time
specified by the Last Index Update Time, it is
downloaded (Refer to Change in Index Master in
Chapter 3).
 BCAST_INDEX_MAP_TABLE (7326). It downloads
the names of different indexes. (Refer to Index Map
Table in Chapter 3)
Note
All these transaction codes will be sent separately.

Change in Index Master

This structure downloads all the details of all the index which are modified after the last time the
data was sent to the user. The structure is as follows:

Table 16 MS_DOWNLOAD_INDEX

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_DOWNLOAD_INDEX

Packet Length 450 bytes
Transaction Code BCAST_INDEX_MSTR_CHG (7325)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
NoOfRecords SHORT 2 40
INDEX_DETAILS [17] STRUCT 408 42
ARRAY

Table 17 INDEX_DETAILS
Structure Name INDEX_DETAILS
Packet Length 24 bytes
Field Name Data Type Size in Byte Offset
IndexName CHAR 15 0
Token Long 4 15
LastUpdateDateTime LONG 4 19

The following table provides the details of the various fields present in the
MS_DOWNLOAD_INDEX structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is BCAST_INDEX_MSTR_CHG (7325).
NoOfRecords This field contains the number of records sent for updation.
IndexName This field contains the name of the index.
Token This field contains the token number of the index.
LastUpdateDateTime This field contains the time when the data has been
modified.

Index Map Table

This structure downloads the names of the indices.

Table 18 MS_DOWNLOAD_INDEX_MAP

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_DOWNLOAD_INDEX_MAP

Packet Length 452 bytes
Transaction Code BCAST_INDEX_MAP_TABLE (7326)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
NoOfRecords SHORT 2 40
BCAST_INDEX_MAP_DETAILS [10] STRUCT 410 42
ARRAY

Table 19 BCAST_INDEX_MAP_DETAILS
Structure Name BCAST_INDEX_MAP_DETAILS
Packet Length 41 bytes
Field Name Data Type Size in Byte Offset
BcastName CHAR 26 0
ChangedName CHAR 10 26
DeleteFlag CHAR 1 36
LastUpdateDateTime LONG 4 37

The following table provides the details of the various fields present in the
MS_DOWNLOAD_INDEX_MAP structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is BCAST_INDEX_MAP_TABLE (7326).
NoOfRecords This field contains the number of index names (For
example, CNX Nifty, CNX Nifty Junior, etc.) downloaded.
BcastName This field contains the name of the index.
Note
CNX Nifty, CNX Nifty Junior, etc.
ChangedName The actual name of the index for which the information is
going to be broadcast during market hours.
DeleteFlag This field indicates whether the index name is deleted or
not. The values are any of the following:


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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

 or No (Not deleted)
LastUpdateDateTime This field contains the time when this data was modified.

Update Local Database Trailer

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

Table 20 UPDATE_LOCAL_DB_TRAILER
Structure Name UPDATE_LOCALDB_TRAILER
Packet Length 42 bytes
Transaction Code UPDATE_LOCALDB_TRAILER (7308)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
Reserved CHAR 2 40

The following table provides the details of the various fields present in the
UPDATE_LDB_HEADER structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is UPDATE_LOCALDB_TRAILER (7308).

Getting Exchange-defined Portfolio

The user can download the exchange-defined portfolio by sending the portfolio request
structure.

Portfolio Request

The structure for portfolio request is as follows:

Table 21 EXCH_PORTFOLIO_REQ

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name EXCH_PORTFOLIO_REQ

Packet Length 44 bytes
Transaction Code EXCH_PORTF_IN (1775)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
LastUpdateDtTime LONG 4 40

The following table provides the details of the various fields present in the
EXCH_PORFOLIO_REQ structure.
Field Name Brief Description
TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is EXCH_PORTF_IN (1775).
LastUpdateDtTime This field should contain the time when the portfolio
information was last updated for all portfolio information
that is downloaded. Further download requests can use the
latest time to get updated information on the portfolio.
Setting this time to zero results in complete download.

Portfolio Response

This structure is sent in response to the portfolio request. The structure is as follows:

Table 22 EXCH_PORTFOLIO_RESP
Structure Name EXCH_PORTFOLIO_RESP
Packet Length 329 bytes
Transaction Code EXCH_PORTF_OUT (1776)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
NoOf Records SHORT 2 40
MoreRecords CHAR 1 42
Filler CHAR 1 43
PORTFOLIO_DATA [15] STRUCT 19 44
ARRAY

Table 23 PORTFOLIO_DATA

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name PORTFOLIO_DATA

Packet Length 19 bytes
Field Name Data Type Size in Byte Offset
Portfolio CHAR 10 0
Token LONG 4 10
LastUpdateDtTime LONG 4 14
DeleteFlag CHAR 1 18

The following table provides the details of the various fields present in the
EXCH_PORFOLIO_RESP structure.
Field Name Brief Description
TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is EXCH_PORTF_OUT (1776).
Portfolio This field contains the name of the portfolio.
Token This field contains the token number of the security in the
portfolio.
NoOfRecords This field contains the number of records. Depending upon
this number of records will be filled up in subsequent
PORTFOLIO_DATA structure.
MoreRecords

DeleteFlag
is deleted or not, where:



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

Message downloads will be served through each individual stream. Hence, message download
request needs to be sent individually for a stream by the user.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Message Download Request

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

Table 24 MS_MESSAGE_DOWNLOAD
Structure Name MS_MESSAGE_DOWNLOAD
Packet Length 48 bytes
Transaction Code DOWNLOAD_REQUEST (7000)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
SequenceNumber Double 8 40

The following table provides the details of the various fields present in the
MS_MESSAGE_DOWNLOAD structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is DOWNLOAD_REQUEST (7000).
Alpha_Char (Header) This contains the stream number of the host to which it has
to send the DOWNLOAD_REQUEST.
SequenceNumber This field should contain the time when last message was
received by the workstation. This can be obtained from the
Time Stamp1 of the MESSAGE_HEADER. To retrieve the
messages from the beginning of the trading day, this field

last response message.

Message Download Response

The download response comprises of a header, data and a trailer. Each trader specific broadcast
message will be sent separately.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Message Download Header

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

MESSAGE_HEADER (Refer to Message Header in Chapter 2)

The following table provides the details of the various fields present in the MESSAGE_HEADER
structure.
Field Name Brief Description
TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is HEADER_RECORD (7011).
Message Download Data
The messages are similar to Update Local Database Data. The actual data is sent wrapped in
another structure. The outer header indicates that this message is part of the Message Download
Data. The inner header indicates the type of data received. The packet size can be of 80 to 600
bytes and the structure is as follows:
MESSAGE_HEADER (Refer to Message Header in Chapter 2)
INNER_MESSAGE_HEADER InnerHeader (Refer to Inner Message Header in Chapter 2)
The following table provides the details of the various fields present in the
MESSAGE_HEADER structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).
The transaction code is MESSAGE_RECORD (7021).
InnerData Various transaction codes are received. They are as follows:
Trader specific messages
 Logon / Logoff response - Refer to Logon Process,
Chapter 3
 Interactive message sent to the user from the NSE-
Control. Refer to Unsolicited Messages, Chapter 7.
 Order Entry, Modification and Cancellation
responses - Refer to Order Management, Chapter 4.
 Trade Modification and Cancellation responses -
Refer to Trade Management, Chapter 4.
 Trade Confirmation and Stop Loss Trigger - Refer to
Unsolicited Messages, Chapter 7.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Broadcast Messages
Market Open, Market Close, Market Pre-Open ended,
Preopen Shutdown Message, Broadcast Message String,
Turnover exceeded, Broker Reactivated, Broadcast message
sent from NSE-Control. Refer to Broadcast Messages in
Chapter 9.
Contingency broadcast message. Refer to Exception
Handling in Chapter 11.

Message Download Trailer

This indicates that message download is completed for the particular stream. Once download is
completed for one stream, DOWNLOAD_REQUEST will be sent for the next stream with its
corresponding sequence number. Request will be sent until message download gets completed
for all the streams. The format is as follows:
MESSAGE_HEADER (Refer to Message Header in Chapter 2)
The following table provides the details of the various fields present in the MESSAGE_HEADER
structure.
Field Name Brief Description
TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is TRAILER_RECORD (7031).

Logoff Request
The process by which a trader quits or signs off from the trading system is called Logoff Process.
It is a request to break the virtual circuit between the trading system host and the front end.

The structure sent is:

MS_SIGNOFF struct MESSAGE_HEADER

The following table provides the details of the various fields present in the MS_SIGNOFF
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is SIGN_OFF_REQUEST_IN (2320).

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Logoff Confirmation Response

When the user logs on again, the user receives a packet with the details of the last user log off.
The structure sent is:

Table 25 SIGNOFF_OUT
Structure Name SIGNOFF_OUT
Packet Length 40 bytes
Transaction Code SIGN_OFF_REQUEST_OUT (2321)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
UserId LONG 4 40
Reserved CHAR 145 44

The following table provides the details of the various fields present in the SIGNOFF_OUT
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is SIGN_OFF_REQUEST_OUT (2321).

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Chapter 4 Order and Trade Management

This chapter describes structures and fields for entering new orders, modifying existing orders,
and canceling outstanding orders. The trader can begin entering the orders once logged on to
the trading system and when the market is in pre-open or open state. The sections covered in
this chapter are:

 Order Entry

 Order Modification

 Order Cancellation

 Trade Modification

 Trade Cancellation

Order Entry
Order entry allows the trader to place orders in the market. The system accepts the orders from
the users and matches the orders with the orders in the order books maintained at HOST END to
order matching. If the order does not match, the order is placed in the appropriate book with the
price and time stamp.

Order Types

The types of order are as follows:

 Regular Lot: Regular Lot Orders are orders in the normal market that have none of the
following terms attached: All or None (AON), Minimum Fill (MF) and Trigger Price.
 Special Terms: Special Terms Orders are orders in the normal market which have
special attributes attached to it. They must have MF or AON.
 Negotiated Trade Orders: Negotiated Trade Orders are regular lot orders with the
Counter Party ID.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

 Stop Loss Orders: Stop Loss Orders are orders in normal market with Trigger Price
specified. They may have the Minimum Fill or AON attribute specified.
Market If Touched: Market If Touched Orders are orders in normal market with Trigger
Price specified. They may have the Minimum Fill or the AON attribute specified. Market
if touched orders are almost identical to stop orders, except that they are used when
the market is currently trading on the opposite side of the order price.
Order Terms

The following terms and conditions are used during order entry and modification:

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

 Trigger Price (TP): The Stop Loss book type allows the broker to release an order into
the system after the market price crosses a threshold price referred to as the trigger
price. This facility is available for orders in normal market only. For a stop loss buy
order, the trigger price should not be greater than the limit price. For a stop loss sell
order, the trigger price should not be less than the limit price. All the stop loss orders
will be kept in a separate book till they are triggered. The price is to be multiplied by
100.

 Immediate or Cancel (IOC): This term forces the order to match immediately, else be
cancelled. If the order trades partially, the remaining part is cancelled.

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

 Good till Date (GTD): This term allows the dealer to keep an order in the system for a
certain number of days. The number of days must be greater than 1 and less than or
equal to the maximum number of days allowed for GTC orders. Each day is a calendar
day.

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

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

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 Futures and Options Trading System - Protocol for Non-Neat Front End

 All or None (AON): This term allows the broker to ensure that the entire order is traded
and if not, nothing is traded at all. This can result in multiple trades or a single trade.

Rules of Order Entry

Order entry is not allowed if any of the following conditions is true:

 Markets are closed.
 Security is suspended.
 Security has matured.
 Security is expelled.
 Security admission date is greater than current date.
 Security is not eligible in that market.
 Security does not exist in the system.
 Broker is suspended.
 Broker does not exist in trading system.
 Broker is deactivated.
 der limit has exceeded.
 User is unable to log into the trading system.
 User is an inquiry user.
 User does not exist in trading system.
 Participant is suspended.
 Participant does not exist in trading system.
 .
 Trigger price is worse than limit price.
 Quantity is more than issued capital.
 Quantity is not equal to multiples of regular lot.
 Disclosed Quantity is more than the given percentage (determined by exchange) of
order quantity.
 Disclosed Quantity is more than order quantity.
 Disclosed Quantity is not equal to multiples of regular lot.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

 MF Quantity is more than order quantity.

 MF Quantity is not a multiple of regular lot.
 Limit Price is not a multiple of Tick size.
 Trigger Price is not a multiple of Tick size.
 GTC/GTD days are more than specified days.
 GTC, GTD orders are not allowed.
 Negotiated Trade orders have GTC/GTD/IOC attribute.
 Spot orders have GTC/GTD.
 IOC and Disclosed Quantity combination is present.
 For PRO order Account Number is Broker ID or any other ID.
 For CLI order Account Number is Broker ID.
 Order attributes are not entered properly for various book types.

Order Entry Request

The format of the order entry request is as follows:

Table 26 MS_OE_REQUEST
Structure Name MS_OE_REQUEST
Packet Length 316 bytes
Transaction Code BOARD_LOT_IN (2000)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
ParticipantType CHAR 1 40
Reserved CHAR 1 41
CompetitorPeriod SHORT 2 42
SolicitorPeriod SHORT 2 44
Modified/CancelledBy CHAR 1 46
Reserved CHAR 1 47
ReasonCode SHORT 2 48
Reserved CHAR 4 50
TokenNo LONG 4 54
CONTRACT_DESC STRUCT 28 58

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_OE_REQUEST

Packet Length 316 bytes
Transaction Code BOARD_LOT_IN (2000)
Field Name Data Type Size in Byte Offset
CounterPartyBrokerId CHAR 5 86
Reserved CHAR 1 91
Reserved CHAR 2 92
CloseoutFlag CHAR 1 94
Reserved CHAR 1 95
OrderType SHORT 2 96
OrderNumber DOUBLE 8 98
AccountNumber CHAR 10 106
BookType SHORT 2 116
Buy/SellIndicator SHORT 2 118
DisclosedVolume LONG 4 120
DisclosedVolumeRemaining LONG 4 124
TotalVolumeRemaining LONG 4 128
Volume LONG 4 132
VolumeFilledToday LONG 4 136
Price LONG 4 140
TriggerPrice LONG 4 144
GoodTillDate LONG 4 148
EntryDateTime LONG 4 152
MinimumFill / AONVolume LONG 4 156
LastModified LONG 4 160
ST_ORDER_FLAGS STRUCT 2 164
BranchId SHORT 2 166
TraderId LONG 4 168
BrokerId CHAR 5 172
cOrdFiller CHAR 24 177
Open/Close CHAR 1 201
Settlor CHAR 12 202
Pro / ClientIndicator SHORT 2 214
SettlementPeriod SHORT 2 216
ADDITIONAL_ORDER_FLAGS STRUCT 1 218
Reserved CHAR 1 219
Filler1 USHORT 1 (bit) 220
Filler2 USHORT 1 (bit) 220

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Structure Name MS_OE_REQUEST

Packet Length 316 bytes
Transaction Code BOARD_LOT_IN (2000)
Field Name Data Type Size in Byte Offset
Filler3 USHORT 1 (bit) 220
Filler4 USHORT 1 (bit) 220
Filler5 USHORT 1 (bit) 220
Filler6 USHORT 1 (bit) 220
Filler7 USHORT 1 (bit) 220
Filler8 USHORT 1 (bit) 220
Filler9 USHORT 1 (bit) 221
Filler10 USHORT 1 (bit) 221
Filler11 USHORT 1 (bit) 221
Filler12 USHORT 1 (bit) 221
Filler13 USHORT 1 (bit) 221
Filler14 USHORT 1 (bit) 221
Filler15 USHORT 1 (bit) 221
Filler16 USHORT 1 (bit) 221
Filler17 CHAR 1 222
Filler18 CHAR 1 223
NnfField DOUBLE 8 224
MktReplay LONG LONG 8 232
PAN CHAR 10 240
Algo ID LONG 4 250
Reserved SHORT 2 254
LastActivityReference LONG LONG 8 256
Reserved CHAR 52 264

Table 27 CONTRACT_DESC
Structure Name CONTRACT_DESC
Packet Length 28 bytes
Field Name Data Type Size in Byte Offset
InstrumentName CHAR 6 0
Symbol CHAR 10 6
ExpiryDate LONG 4 16
StrikePrice LONG 4 20
OptionType CHAR 2 24
CALevel SHORT 2 26

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Table 28 ST_ORDER_FLAGS
Structure Name ST_ORDER_FLAGS
Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
AON BIT 1 0
IOC BIT 1 0
GTC BIT 1 0
Day BIT 1 0
MIT BIT 1 0
SL BIT 1 0
Market BIT 1 0
ATO BIT 1 0
Reserved BIT 3 1
Frozen BIT 1 1
Modified BIT 1 1
Traded BIT 1 1
MatchedInd BIT 1 1
MF BIT 1 1
For Big Endian Machines
ATO BIT 1 0
Market BIT 1 0
SL BIT 1 0
MIT BIT 1 0
Day BIT 1 0
GTC BIT 1 0
IOC BIT 1 0
AON BIT 1 0
MF BIT 1 1
MatchedInd BIT 1 1
Traded BIT 1 1
Modified BIT 1 1
Frozen BIT 1 1
Reserved BIT 3 1

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Table 29 ADDITIONAL_ORDER_FLAGS
Structure Name ADDITIONAL_ORDER_FLAGS
Packet Length 1 bytes
Field Name Data Type Size Offset
For Small Endian Machines
BOC BIT 1 0
COL BIT 1 0
Reserved BIT 1 0
Reserved BIT 1 0
STPC BIT 1 0
Reserved BIT 3 0
For Big Endian Machines
Reserved BIT 3 0
STPC BIT 1 0
Reserved BIT 1 0
Reserved BIT 1 0
COL BIT 1 0
BOC BIT 1 0

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.
Field Name Brief Description
TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is BOARD_LOT_IN (2000).
ParticipantType Since only exchange can initiate the auction, this field

This fiel
for solicitor order.
CompetitorPeriod This field should be set to zero.
SolicitorPeriod This field should be set to zero.
Modified / CancelledBy This field should denote who has modified or cancelled a
particular order. It should take one of the following
values:


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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description




During order entry, this field should be blank.
ReasonCode This field contains the reason code for a particular order
request rejection or order freeze. This, along with the
error code, has the details regarding the error.
Refer to Reason Codes in Appendix.
During order entry, this field should be set to zero.
TokenNumber This is the Token Number of the contract on which order
is to be placed. This field should contain a valid token
- -
validations will be done only on contract descriptor.
If the valid token number is sent, the validation will be
done on token number as well as contract descriptor.
SecurityInformation This structure contains the following fields:
(CONTRACT Instrument Name, Symbol, Expiry Date, Strike Price,
DESCRIPTOR) Option Type and CA Level of the contract.
This is mandatory and should be filled while sending the
order entry request.
CA Level should be set to zero.
CounterParty BrokerId This field specifies the Counter Party Broker code for the
Negotiated Trade Order. This field is valid only for
Negotiated Trade Orders. For other books, this field
should be set to blank.
CloseoutFlag This field should be set to blank.
OrderType This field should be set to blank.
OrderNumber This field must be sent as blank for the order entry
request.
AccountNumber If the order is entered on behalf of a trader, the Trader
Account Number should be specified in this field. For

BookType This field should contain the type of order.

Refer to Book Types in Appendix.
Buy / SellIndicator This field should specify whether the order is a buy or sell.
The field should take one of the following values:

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description



DisclosedVolume This field should contain the quantity that has to be

disclosed to the market. It is not applicable if the order
has either the All Or None or the Immediate Or Cancel
attribute set. It should not be greater than the volume of
the order and not less than the Minimum Fill quantity, if
the Minimum Fill attribute is set. In either case, it cannot
be less than the minimum Disclosed Quantity allowed. It
should be a multiple of the regular lot.
DisclosedVolume This is the disclosed volume remaining from the original
Remaining disclosed volume after trade(s). This is an output field.
While sending order entry request to the host it should be
same as disclosed volume.
TotalVolume Remaining This field specifies the total quantity remaining from the
original quantity after trade(s). For order entry, this field
should be set to Volume. For every response, the trading
system will return this value.
Volume This field should contain the order quantity. The quantity
should always be in multiples of Regular Lot except for
Odd Lot orders and it should be less than the issued
capital. The order will go for a freeze if the quantity is
greater than the freeze quantity determined by NSE-
Control.
VolumeFilled Today This field specifies the total quantity traded in a day. It
order entry
request to the host.
Price This field should contain the price at which the order is
placed. The price must be a multiple of the tick size. To
enter a Market order, the price should be set to zero. For
Stop Loss orders, the limit price must be greater than the
trigger price in case of a Buy order; and less if it is a Sell
order. Market attribute is not allowed for Negotiated
Orders. This should be multiplied by 100 before sending
to the trading system.
TriggerPrice This field is applicable only for a Stop Loss order and
should be a multiple of the tick size. This field should
contain the price at which the order is to be triggered and
brought to the market. For a Stop Loss buy order, the

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

trigger price will be less than or equal to the limit price but
greater than the last traded price. For a Stop Loss sell
order, the trigger price will be greater than or equal to the
limit price but less than the last traded price. This should
be multiplied by 100 before sending to the trading
system.
GoodTillDate This field should contain the number of days for a GTD
order. This field can be set in two ways. To specify an
absolute date, this field should be set to that date in
number of seconds since midnight of January 1, 1980. To
specify days, this field should be set to the number of
days. This can take values from two to the maximum days
specified for GTC orders only. If this field is non-zero, the
GTC flag must be off.
EntryDateTime This field contains the time when the order first entered
the trading system. This field should be sent as zero for
the order entry request.
MinimumFill Volume This field specifies the minimum fill quantity when the
minimum fill attribute is set for an order. It should not be
greater than either the volume of the order or the
disclosed quantity and must be a multiple of the regular
lot.
LastModified Time In the case of order entry, this field will be same as Entry
Date Time. After the order is modified it contains the time
when the Order was last modified. It is the time in
seconds from midnight of January 1, 1980.
This field should be set to zero for the order entry request.
OrderTerms This field should specify the attributes of an order.
Refer to Order Terms table in Chapter 4.
BranchId This field should contain the branch number to which the
broker belongs.
Note
Branch ID can be of 3 digits.
TraderId This field should contain the ID of the user. This field
accepts only numbers.
BrokerId This field should contain the trading member ID.
Open / Close Open / Close order indicator. This field should contain one
of the following values.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description



Settlor This field should specify the ID of the participants who are
responsible for settling the trades through the custodians.

and this field defaults to the Broker Code.

So, this field should be set to blank for a pro order

Pro-ClientOrder This field should contain one of the following values to

specify whether the order is entered on behalf of a broker
or a trader.


SettlementPeriod This field should contain the number of days in a
settlement cycle. Currently it is 10 days.
ADDITIONAL_ORDER_F Refer to Additional_Order_Flags and Order Terms
LAGS Attributes tables in Chapter 4 for the relevant description.
For reserved bit kindly set the values with 0
NNFField This field should contain a 15 digit a unique identifier
for various products deployed as per Exchange
circular download ref no. 16519 dated December 14,
2010 and as updated from time to time
MktReplay This field contains the time when the order enters the
trading system. It is stamped at the host end. This field
should be set to zero while sending message to the host.
PAN This field shall contain the PAN (Permanent Account
Number/PAN_EXEMPT). This field shall be mandatory for
all orders (client/participant/PRO orders).
Algo ID For Algo order this field shall contain the Algo ID issued
by the exchange. For Non-Algo order, this field shall be
Zero(0)
Reserved This field is reserved for future use. This should be
populated as 0 for the message to be accepted by
exchange host.
LastActivityReference In case of order entry response, this field will contain a
unique value. Currently the same shall be in nanoseconds.
Changes if any shall be notified.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

This field should be set to zero for the order entry request.

Order Terms Attributes

Order Term Is Set To Attribute

Represented
AON 1 All Or None
IOC 1 Immediate Or Cancel
GTC 1 Good Till Cancel
Day 1 Day (This is the
default attribute)
MIT 1 Market If Touched
SL 1 Stop Loss
Market 0 Market order
ATO 1 Market order in
Preopen
Frozen 1 The order has gone
for a freeze
Modified 1 The order has to be
modified
Traded 1 The order has been
traded partially or
fully
MatchedInd 1 NT order has found a
matching order
MF 1 Minimum Fill
COL 1 Cancel on Logoff
STPC 0 Cancel order resulting
in self trade as per
default action by the
exchange
STPC 1 Cancel active order
resulting in self trade

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Note: - STPC bit can be set for RL, 2L, 3L, Spread, SL transcodes. STPC bit in the modification
transcodes should be same as set in the original order else the modification request will be
rejected. In case of triggered stop loss order, bit selected during order entry will be considered.

Rules of Order Entry (when broker is in Closeout Status)

Only the following orders will be considered valid when a broker is in Closeout status:
1. Orders with the following:
 Market Type :- NORMAL,
 Book Type :- REGULAR (RL),
 Order Type : IMMEDIATE or CANCEL
2. Participant order entry will not be allowed if the broker is in Closeout status.
3. Value of CloseoutFlag in MS_OE_REQUEST for different transaction codes will be as
follows:
 BOARD_LOT_IN (2000): The value of the CloseoutFlag must be sent blank
 ORDER_CONFIRMATION(2073) and ORDER_CANCEL_CONFIRMATION(2075):
The
order if the broker is in close out state

entered order is close order if the broker is in close out state.
 For all other transcodes using the MS_OE_REQUEST structure CloseoutFlag will
be ignored

Order Entry Response

The primary response is the Order Requested message which is stopped currently. The
secondary response can be Order Confirmation, Order Freeze, Order Error or one of the general
error responses. Order freeze response is generated when the order placed by the trader has
resulted in freeze and is waiting for the approval of the exchange. The order error response is

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 Futures and Options Trading System - Protocol for Non-Neat Front End

given when the entered order is rejected by the trading system. The reason for the rejection is
given in the Error Code.

Note: Order Requested Message (2001) is stopped to reduce the packet sent from the host
end.

Market Order Response

This response is sent back to the trader when a Market order is requested while the market is in
Open state. It is sent after the Order Requested response
set and is priced at the prevailing price at the trading system. The message sent is:
MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the
MS_OE_REQUEST structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is PRICE_CONFIRMATION (2012).
EntryDateTime This field contains the date and time when the order
entered the system.
Price This field contains the price of the order. If a Market
order was entered when market was in Open state, the

the prevailing price at the trading system. For Buy

order the Price will be negative but for Sell order it will
be positive

This response does not imply that the order is confirmed, and is followed by the Order
Confirmation response.

Order Confirmation Response

Successful order entry results in Order Confirmation response. The confirmed order is returned
to the user. When the entered order goes for a freeze and that freeze is approved, this same

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 Futures and Options Trading System - Protocol for Non-Neat Front End

transaction code is sent. This can be an unsolicited message as well. The message sent is as
follows:

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is ORDER_CONFIRMATION_OUT (2073).
EntryDateTime This field contains the date and time when the order
entered the system.
OrderNumber This field contains an Order Number assigned to the order.
It is a unique identification for an order. The first two digits
will contain the stream number (This will be different from
the stream number for Journal Download Request-
Response). The next fourteen digits will contain fourteen
digit sequence number.
Price If a Market order was entered when market was in Open

the prevailing price at the trading system. If the market

order is entered when the market was in pre-open, the
trading syste
If it was a priced order the order gets confirmed at that
price.
OrderTerms The flags are set as discussed in Order Entry Request in
Chapter 4

Note
The reason code in the structure can be used to differentiate orders that got freeze approval
from orders that got normal confirmation.


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 Futures and Options Trading System - Protocol for Non-Neat Front End

Order Freeze Response

Order freeze response is generated when the order placed by the trader or a modified order is
awaiting approval from the exchange. Exchange approval of the order results in a Freeze
Approval response and rejection results in Freeze Reject response. These responses are sent as
unsolicited messages.

The format sent is as follows:

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is FREEZE_TO_CONTROL (2170).
OrdersTerms Refer to Order Entry Request in Chapter 4.

Note:
The reason code in the structure can be used to differentiate price freeze and quantity freeze.
.

Order Error Response

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

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

The following table provides the details of the various fields present in the OREDR ENTRY
REQUEST structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is ORDER_ERROR_OUT (2231).

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

ErrorCode This contains the error number. Refer to List of Error Codes
in Appendix.

Order Modification
Order Modification enables the trader to modify unmatched orders.

Rules of Order Modification

The following modifications are not allowed:

 Buy to sell or vice versa.

 Modification of contract.
 Modifying Frozen orders.
 Branch Manager modifying Corporate Manager
 Dealer

 Modifying non existing order.
 Inquiry user trying to modify orders.
 Modifying an order in such a way that it results in a branch order value to be exceeded.
 Modifying deacti
 Changing of original data.
 Modifying Open to Close and vice versa.
Note: RL/ Special Terms /Stop Loss book types can be modified / switched among themselves
only.

Order Modification Request

The trader can modify the quantity, price and attributes of an order by specifying the order
number of the order to be modified.
MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)
The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

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Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction code
is ORDER_MOD_IN (2040).
Modified / CancelledBy This field denotes who has modified or cancelled a particular
order. It should contain one of the following values:




OrderNumber Order Number is the identity of the order to be modified.
EntryDateTime This field contains the date and time when the order entered
the trading system. This is available in Order Confirmation/
Order Modification Confirmation response.
LastModified Time In the case of order entry, this field will be same as Entry Date
Time. After the order is modified it contains the time when the
Order was last modified. It is the time in seconds from
midnight of January 1, 1980.
In case of Order Modification Request this field should
contain the time when the Order was last modified
LastActivityReference In Order modification request, this field should contain
LastActivityReference value received in response of the last
activity done on that order. Last activity could be order entry,
order modification or last trade of that order. Currently the
same shall be in nanoseconds. Changes if any shall be
notified.
Note: The other fields of modification request are the same as Order entry request.

Note: Order Modification Response (2041) is stopped to reduce the packet sent from the host
end.

Price Modification Request

To modify Price of an existing regular book order (Book Type 1), following optimized structure
can be used. This request is in addition to existing Modification transcode mentioned in the
document. Volume will not be modified through this transcode. To modify any other properties
of the order, please refer to regular Order Modification Section in Futures and Options NNF
protocol.

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Table 30 PRICE_ MOD

Structure Name PRICE_ MOD
Packet Length 106 bytes
Transaction Code PRICE_MOD_IN (2013)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
TokenNo LONG 4 40
Trader ID LONG 4 44
OrderNumber DOUBLE 8 48
BuySell SHORT 2 56
Price LONG 4 58
Volume LONG 4 62
LastModified LONG 4 66
Reference CHAR 4 70
LastActivityReference LONG LONG 8 74
Reserved CHAR 24 82

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is PRICE_MOD_IN (2013)
TokenNo This is the Token Number of the contract for which this
order was originally placed.
Trader ID
OrderNumber Original Order Number to be modified
BuySell This field should contain one of the following values to
specify whether the order is a buy or sell order.

Price New price that will overwrite the current Limit price. If it is
sent as 0 (zero) then order will be modified as Market
Priced Order.
Volume Latest image of volume should be populated in this field.
LastModified Value of the Last modified time stamp as received on last
transaction response.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Reference The front-end may use this field at their discretion.

LastActivityReference In Order modification request, this field should contain
LastActivityReference value received in response of the last
activity done on that order. Last activity could be order
entry, order modification or last trade of that order.
Currently the same shall be in nanoseconds. Changes if any
shall be notified.

Note: - STPC (Refer to Order Terms Attributes in Chapter 4) bit set at order entry shall be
considered in case of incoming 2013 transcode.
Order Modification Confirmation Response

Successful modification of the order results in Order Modification Confirmation. When the order
modification is confirmed, the modified order time is filled and sent back. On modification, the
order can result in a freeze. If the freeze is approved then order modification will be received as

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is ORDER_MOD_CONFIRM_OUT (2074).
EntryDateTime The order time (user modified) will be populated in this
field.
LastModifiedTime This should contain time of last activity done on that order.
Last activity could be order entry, order modification or last
trade time of that order. It is in number of seconds from
midnight of January 1, 1980.
LastActivityReference In case of order modification response, this field will
contain a unique value. Currently the same shall be in
nanoseconds. Changes if any shall be notified.

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Order Modification Error Response

This is sent when order modification request is rejected. The reason for rejection will be given
by the Error Code in the header. The message sent is as follows:

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is ORDER_MOD_REJ_OUT (2042).

Effect of Modifying the Terms of an Order (on Price/Time Priority)

Field Name Can Change Comments

Buy/Sell No NA
Order Type Yes NA
Contract No NA
Descriptor
Price Yes Changing the order price will always result in the
order losing its time priority.
Quantity Yes The quantity of an order can be reduced any number
of times without the order losing its time priority.
However, increasing the quantity of an order will
always result in the order losing its time priority.
PRO/CLI Yes NA
Account No. Yes NA
Day Yes Changing to or from a Day order retains time priority
GTC Yes Changing to or from a GTC order retains time priority
GTD Yes Changing to or from a GTD order retains time
priority
Days in GTD Yes NA
DQ NA Time Priority shall be lost if:
- Changed DQ leads to an increase in quantity
disclosed in the order book
- DQ changed to non-DQ or vice versa and
quantity disclosed in the order book increases

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MF & AON Yes Changing MF to AON order or vice-versa will result

in the order losing its time priority.
MF Yes Same as in Quantity.
SL Yes A SL order can be changed to a normal limit order or
a Special Terms order by removing the SL attribute.
The SL limit and trigger price can also be changed.
In each of these cases the order loses its time
priority.
Participant Yes
Note:
irrespective of increase or decrease in the quantity.

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

Rules for order cancellation

The rules for order cancellation are as follows:



 Deactivated broker cannot cancel an order while status is deactivated.

Order Cancellation Request

The format of the message is as follows:

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is ORDER_CANCEL_IN (2070).
OrderNumber This field should contain the order number which identifies
the order to be cancelled.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

LastModifiedTime This should contain time of last activity done on that order.
Last activity could be order entry, order modification or last
trade time of that order. It is in number of seconds from
midnight of January 1, 1980.
LastActivityReference In Order Cancellation request, this field should contain
LastActivityReference value received in response of the
last activity done on that order. Last activity could be order
entry, order modification or last trade of that order. Currently
the same shall be in nanoseconds. Changes if any shall be
notified.
Note: Order Cancellation Response (2071) is stopped to reduce the packet sent from the host
end.

Order Cancellation Confirmation Response

Successful cancellation of order results in Order Cancellation Confirmation Response. This will
-Control cancels the order. The same transcode will also be
sent in response if normal IOC order results in partial cancellation or 2L/3L Order results in
partial cancellation. The message sent is as follows:

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction code
is ORDER_CANCEL_CONFIRM_OUT (2075).
LastModifiedTime This will be the current cancellation time. (It will be same as
LogTime)

Batch Order Cancellation

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure, for batch order cancellation.

Field Name Brief Description

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 Futures and Options Trading System - Protocol for Non-Neat Front End

TransactionCode This field is the part of Message Header (Refer to

MESSAGE_HEADER structure chapter 2).The transaction code
is BATCH_ORDER_CANCEL (9002).
LastModifiedTime This will be the current cancellation time. (It will be same as
LogTime)

Order Cancellation Error Response

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

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is ORDER_CXL_REJ_OUT (2072).

Kill Switch
This functionality provides a facility to traders to cancel all of their orders at the same time.
Also, user can cancel all outstanding orders on particular contract by specifying contract
information in request packet.
Kill Switch Request

The format of the message is as follows:

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

Field Name Brief Description

TransactionCode The transaction code is KILL_SWITCH_IN (2062).
User This field should contain the user id for which all orders
should be cancelled.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

TokenNumber For cancellation of all orders, token number should be set to
-
For cancellation of orders on particular contract, valid token
number of the contract is to be sent.
SecurityInformation For cancellation of all orders on particular contract, this field
(CONTRACT is mandatory.
DESCRIPTOR) This structure contains the following fields:
Instrument Name, Symbol, Expiry Date, Strike Price, Option
Type and CA Level of the contract.
CA Level should be set to zero.

Kill Switch Error Response

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

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

Field Name Brief Description

TransactionCode The transaction code is ORDER_ERROR (2231).

Trade Modification
Trade Modification is a facility provided by NSE to allow users to change client account number
of executed trades.

Trade modification functionality will be available to the ive up

approval/rejection status.

Trade Modification Request

The format of the message is as follows:

Table 31 MS_TRADE_INQ_DATA

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_TRADE_INQ_DATA

Packet Length 234 bytes
Transaction Code TRADE_MOD_IN (5445)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
TokenNo LONG 4 40
CONTRACT_DESC (Refer to Order STRUCT 28 44
Entry Request in Chapter 4)
FillNumber LONG 4 72
FillQuantity LONG 4 76
FillPrice LONG 4 80
MktType CHAR 1 84
BuyOpenClose CHAR 1 85
Reserved LONG 4 86
BuyBrokerId CHAR 5 90
SellBrokerId CHAR 5 95
TraderId LONG 4 100
RequestedBy CHAR 1 104
SellOpenClose CHAR 1 105
BuyAccountNumber CHAR 10 106
SellAccountNumber CHAR 10 116
Reserved CHAR 24 126
ReservedFiller CHAR 2 150
Reserved CHAR 2 152
BuyPAN CHAR 10 154
SellPAN CHAR 10 164
Reserved CHAR 60 174

The following table provides the details of the various fields present in the
MS_TRADE_INQ_DATA structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is TRADE_MOD_IN (5445).
TokenNumber This field should contain the token number of the contract.
FillNumber This field should contain the trade number of the trade to be
modified.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

FillQuantity This field should contain the quantity that has been traded.

FillPrice This field should contain the price at which the trade took
place. This is to be multiplied by 100 before sending to the
trading system host.
MarketType This field should contain the value to denote the type of
market Normal or Odd Lot or Spot or Auction.
 Normal Market.



BuyOpenClose This field should be set to Open or Close for
Buy trade.
Buy / SellBrokerId This field should contain the trading member ID of the
broker who placed the order for the trade or the one who is
responsible for the settlement.
TraderId This field should contain the ID of the user on whose behalf
request is to be made.
RequestedBy This field indicates which side (Buy/Sell) of the trade is to
be modified/cancelled. This should contain one of the
following values



modified/cancelled.
SellOpenClose This field should contain the Open / Close indicator for the
Sell trade.
BuyAccount Number This field should contain the Account Number of the trade
on Buy side.
SellAccount Number This field should contain the Account Number of the trade
on Sell side.
ReservedFiller This filed is reserved for future use and any value in this
field will be ignored.
BuyPAN This field shall contain the PAN (Permanent Account
Number/PAN_EXEMPT). This field shall be mandatory for
all orders (client/participant/PRO orders).

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Field Name Brief Description

SellPAN This field shall contain the PAN (Permanent Account
Number/PAN_EXEMPT). This field shall be mandatory for
all orders (client/participant/PRO orders).

Trade Modification Error

If trade modification request is rejected due to erroneous data then the structure sent is:

MS_TRADE_INQ_DATA (Refer to Trade Modification Request in Chapter 4)

The following table provides the details of the various fields present in the
MS_TRADE_INQ_DATA structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is TRADE_ERROR (2223).
ErrorCode This field contains the error code. Refer to List of Error
Codes in Appendix.

Trade Cancellation
To cancel a trade, both parties of the trade must request for trade cancellation. The process is
as follows:

1.

2. If any error was encountered in the entered data then Trade Error message is sent.
Otherwise it goes as an alert to the NSE control.

3. The counter party to the trade is notified of the trade cancellation request (Refer to
Unsolicited Messages, Chapter 7).

4. When both the parties of the trade have asked for trade cancellation, it may be approved
or rejected by the Exchange (Refer to Unsolicited Messages, Chapter 7).

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Trade Cancellation Request

The format of the message is as follows:

MS_TRADE_INQ_DATA (Refer to Trade Modification Request in Chapter 4)

The following table provides the details of the various fields present in the
MS_TRADE_INQ_DATA structure.

Field Name Brief Description

TransactionCode This field is the part of Message Header (Refer to
MESSAGE_HEADER structure chapter 2).The transaction
code is TRADE_CANCEL_IN (5440).
FillNumber This field should contain the trade number of the trade to be
cancelled.

Trade Cancellation Requested Response

The format of the message is as follow

MS_TRADE_INQ_DATA (Refer to Trade Modification Request in Chapter 4)

This is an acknowledgement signifying that the request has reached the trading system. The
field details of the structure are as follows:

Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_OUT (5441).

Trade Cancellation Error

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

MS_TRADE_INQ_DATA (Refer to Trade Modification Request in Chapter 4)

The following table provides the details of the various fields present in the
MS_TRADE_INQ_DATA structure.

Field Name Brief Description

TransactionCode The transaction code is TRADE_ERROR (2223).
ErrorCode This field contains the error code.
Note: Refer to List of Error Codes in Appendix.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Chapter 5 Spread Order and Trade Management

This chapter describes structures and fields for entering new spread orders. Spread order is a
combination of two normal orders on two contracts with same symbol and different expiry dates.
The trader can begin entering the spread orders once the trader has logged onto the trading
system and only when the market is in open state. The sections covered in this chapter are:

 Spread Order Entry

Spread Order Entry

Spread Order entry allows the trader to place orders in the market. The system accepts the
orders from the users and tries to match the orders immediately with the orders in the books. In
case of IOC order Spread IOC orders are not allowed. If no IOC flag is mentioned then the partial
traded orders or orders which are not traded are written to spread order book.

Note:

 By default all the spread orders are day orders.

 Currently Spread IOC orders are not allowed.

The other conditions not allowed are:

 Disclosed (Disclosed Quantity)

 Good Till Days (GTD)

 Good Till Cancelled (GTC)

 IOC

Order Types Allowed for Spread Order Entry

Spread order entry allows only the following order types:

 Regular Lot: Only Spread day orders are allowed and spread IOC orders are not
allowed.

 Special Terms: In this case, only orders with all or None (AON) attribute are
allowed. Normal Day orders and IOC orders are also allowed. AON allows the

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 Futures and Options Trading System - Protocol for Non-Neat Front End

broker to ensure that the entire order is traded or none at all. This might result in
multiple trades or single trade.

The following terms and conditions cannot be used during spread ST order entry:
 Trigger Price (TP)

 Minimum Fill (MF)

Technical Changes in Spread

The following types of technical changes are considered:

Spread Orders and Trades

Spread day orders will be allowed only on future contracts. Valid spread combinations will be
pre-defined in the Spread Combination Contract file.

Spread day orders on eligible spread combinations with price difference within the operating
range, will be allowed.

Since day orders are allowed, following functionalities will be applicable for spread day orders:
 Spread order modification
o Change in price difference and quantity will be allowed.
o Modification of spread day order to IOC will not be allowed.
o All other rules for normal order modification remain same for spread order
modifications.
 Spread order cancellation

Order Cancellation by System

Broker suspension When a broker is suspended then all the outstanding spread orders of the
firm will also be cancelled by the system. Respective users will get spread order cancellation
message.

Batch Order Cancellation - At the end of the day, all the outstanding spread day orders will be
cancelled by the system. Respective users will get spread order cancellation message.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

The order cancellation due to broker suspension or batch order cancellation will be sent with
new transcode BATCH_SPREAD_CXL_OUT (9004). For this transcode existing structure
MS_SPD_OE_REQUEST will be used.

New Master File for Spread Combination

A new master file is introduced to maintain the valid spread combinations. The spread
combination consists of two contracts. The combination will be updated on daily basis. The file
will be made available every day for uploading in the front end. Structure of this file is provided
in subsequent section (Refer to Spread Combination File in Chapter 5).
Broadcast for Spread Combination Master Update

Any intraday change in the spread combination master will be available as broadcast. A new
structure BCAST_SPD_MSTR_CHG with transcode 7309 is defined. Structure of the new
transcode 7309 is given in subsequent section (Refer to MS_SPD_UPDATE_INFO in Chapter 5).

Existing Security Master Update Broadcast

The existing security master update broadcast (BCAST_SECURITY_MSTR_CHG transcode

7305) should be used to update the information in Spread combinations for relevant contracts.
The structure of the existing packet will remain unchanged.

Broadcast for Spread

Spread MBP (market by price) will be reflecting spread activities. These packets will be
compressed. The existing Spread MBP (MS_SPD_MKT_INFO) structure will be changed to send
broadcast for spread MBP, for price difference statistics. The changes in the structure are
mentioned in MS_SPD_MKT_INFO Chapter 9.

Rules of Spread Order Entry

Order entry is not allowed if any of the following conditions is true:

 Oder is of GTC or GTD order type.

 Markets are closed.
 Security is suspended.
 Security has matured.
 Security is expelled.

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 Security admission date is greater than current date.

 Security is not eligible in that market.
 Security does not exist in the system.
 Broker is suspended.
 Broker does not exist in trading system.
 Broker is deactivated.

 User is unable to log into the trading system.
 User is an inquiry user.
 User does not exist in the trading system.
 Participant is suspended.
 Participant does not exist in the trading system.

 Quantity is more than issued capital.
 Quantity is not equal to multiples of regular lot.
 Limit Price is not a multiple of Tick size.
 IOC and Disclosed Quantity combination is present.
 For PRO order, client is other than broker.
 For CLI order, Account Number is Broker ID.
 Order attributes are not entered properly for various book types.
 Both contracts of spread order having same expiry date.

Order Entry Request

The format of the order entry request is as follows:

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Table 32 MS_SPD_OE_REQUEST
Structure Name MS_SPD_OE_REQUEST
Packet Length 480 bytes
Transaction Code SP_BOARD_LOT_IN (2100)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
ParticipantType1 CHAR 1 40
Filler1 CHAR 1 41
CompetitorPeriod1 SHORT 2 42
SolicitorPeriod1 SHORT 2 44
ModCxlBy1 CHAR 1 46
Filler9 CHAR 1 47
ReasonCode1 SHORT 2 48
StartAlpha1 CHAR 2 50
EndAlpha1 CHAR 2 52
Token1 LONG 4 54
CONTRACT_DESC (Refer to Order STRUCT 28 58
Entry Request in Chapter 4)
OpBrokerId1 CHAR 5 86
Fillerx1 CHAR 1 91
FillerOptions1 CHAR 3 92
Fillery1 CHAR 1 95
OrderType1 SHORT 2 96
OrderNumber1 DOUBLE 8 98
AccountNumber1 CHAR 10 106
BookType1 SHORT 2 116
BuySell1 SHORT 2 118
DisclosedVol1 LONG 4 120
DisclosedVolRemaining1 LONG 4 124
TotalVolRemaining1 LONG 4 128
Volume1 LONG 4 132
VolumeFilledToday1 LONG 4 136
Price1 LONG 4 140
TriggerPrice1 LONG 4 144
GoodTillDate1 LONG 4 148
EntryDateTime1 LONG 4 152
MinFillAon1 LONG 4 156

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Structure Name MS_SPD_OE_REQUEST

Packet Length 480 bytes
Transaction Code SP_BOARD_LOT_IN (2100)
Field Name Data Type Size in Byte Offset
LastModified1 LONG 4 160
ST_ORDER_FLAGS (Refer to Order STRUCT 2 164
Entry Request in Chapter 4)
BranchId1 SHORT 2 166
TraderId1 LONG 4 168
BrokerId1 CHAR 5 172
cOrdFiller CHAR 24 177
OpenClose1 CHAR 1 201
Settlor1 CHAR 12 202
ProClient1 SHORT 2 214
SettlementPeriod1 SHORT 2 216
ADDITIONAL_ORDER_FLAGS (Refer STRUCT 1 218
to Order Entry Request in Chapter 4)
Reserved CHAR 1 219
Filler1 USHORT 1(bit) 220
Filler2 USHORT 1(bit) 220
Filler3 USHORT 1(bit) 220
Filler4 USHORT 1(bit) 220
Filler5 USHORT 1(bit) 220
Filler6 USHORT 1(bit) 220
Filler7 USHORT 1(bit) 220
Filler8 USHORT 1(bit) 220
Filler9 USHORT 1(bit) 221
Filler10 USHORT 1(bit) 221
Filler11 USHORT 1(bit) 221
Filler12 USHORT 1(bit) 221
Filler13 USHORT 1(bit) 221
Filler14 USHORT 1(bit) 221
Filler15 USHORT 1(bit) 221
Filler16 USHORT 1(bit) 221
Filler17 CHAR 1 222
Filler18 CHAR 1 223
NnfField DOUBLE 8 224
MktReplay LONG LONG 8 232
PAN CHAR 10 240

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Structure Name MS_SPD_OE_REQUEST

Packet Length 480 bytes
Transaction Code SP_BOARD_LOT_IN (2100)
Field Name Data Type Size in Byte Offset
Algo ID LONG 4 250
Reserved SHORT 2 254
LastActivityReference LONG LONG 8 256
Reserved CHAR 52 264
PriceDiff LONG 4 316
MS_SPD_LEG_INFO (leg 2) STRUCT 80 320
MS_SPD_LEG_INFO (leg 3) STRUCT 80 400

Table 33 MS_SPD_LEG_INFO

Structure Name MS_SPD_LEG_INFO

Packet Length 80 bytes
Field Name Data Type Size in Byte Offset
Token2 LONG 4 0
CONTRACT_DESC (Refer to Order STRUCT 28 4
Entry Request in Chapter 4)
OpBrokerId2 CHAR 5 32
Fillerx2 CHAR 1 37
OrderType2 SHORT 2 38
BuySell2 SHORT 2 40
DisclosedVol2 LONG 4 42
DisclosedVolRemaining2 LONG 4 46
TotalVolRemaining2 LONG 4 50
Volume2 LONG 4 54
VolumeFilledToday2 LONG 4 58
Price2 LONG 4 62
TriggerPrice2 LONG 4 66
MinFillAon2 LONG 4 70
ST_ORDER_FLAGS (Refer to Order STRUCT 2 74
Entry Request in Chapter 4)
OpenClose2 CHAR 1 76
ADDITIONAL_ORDER_FLAGS (Refer STRUCT 1 77
to Order Entry Request in Chapter 4)
Reserved CHAR 1 78

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FillerY CHAR 1 79
Note: For spread order entry leg3 is not filled.

The following table provides the details of the various fields present in the Order Entry Request
structure.

Field Name Brief Description

TransactionCode The transaction code is SP_BOARD_LOT_IN (2100).
ParticipantType1 This is not used.
CompetitorPeriod1 This is not used.
SolicitorPeriod1 This is not used.
Modified / CancelledBy1 This is not used.
ReasonCode1 This is not used.
TokenNumber1 This field should contain the contract descriptor of
the contract. The validations will be done only on
contract descriptor.
SecurityInformation1 (contract This structure contains the following fields
descriptor 1) Instrument Name, Symbol, Expiry Date, Strike Price,
Option Type and CA level of the contract. This is a
mandatory field and should be filled while sending
the order entry request.
CA Level should be set to zero.
CounterPartyBrokerId1 This is not used.
OrderType1 This field should be set to blank.
OrderNumber1 This field should be set to blank for the order entry
request.
AccountNumber1 If the order is entered on behalf of a trader, the
Trader Account Number is specified in this field. For
d is set to blank.
BookType1 This field should contain one of the following two
book types.
Regular lot order
Special terms order
Buy / SellIndicator1 This field should contain one of the following values
to specify whether the order is a buy or sell order.



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Field Name Brief Description

DisclosedVolume1 This is not used. This must be sent as zero for the
order entry request.
DisclosedVolume Remaining1 This is not used. This must be sent as zero for the
order entry request.
TotalVolumeRemaining1 This field should specify the total quantity remaining
from the original quantity after trade(s). For order
entry, this field must be set to Volume. For every
response, the trading system will return this value.
Volume1 This field should contain the quantity for which the
order is placed. The quantity should always be in
multiples of Regular Lot and be less than the issued
capital. The order will be rejected directly if the
quantity is greater than or equal to the freeze
quantity determined by NSE-Control.
VolumeFilledToday1 This is not used. This must be sent as blank for the
order entry request.
Price1 For spread order this is not used. This must be sent
as zero in spread order entry.
TriggerPrice1 This is not used. This must be sent as zero for the
order entry request.
GoodTillDate1 This is not used. This must be sent as zero for the
order entry request.
EntryDateTime1 This field contains the time when the order first
entered the trading system. This field must be sent
as zero for the order entry request.
MinimumFillVolume1 This is not used. This must be sent as zero for the
order entry request.
LastModifiedTime1 This is not used. This must be sent as zero for the
order entry request.
OrderTerms1 This field specifies the attributes of an order. Only
IOC and AON flags are used.

orders are day orders.

All other flags must be sent as zero for the order
entry.
 or None
attribute.

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Field Name Brief Description

 IOC, if set to or
Cancel attribute.
Note Spread IOC orders are not allowed
BranchId1 This field should contain the Branch Number to
which the broker belongs.
TraderId1 This field should contain the user ID.
BrokerId1 This field should contain the trading member ID.
Open / Close1 Open / Close order indicator. This field must be set
to one of the following:


Settlor1 This field should contain the ID of the participants
who are responsible for settling the trades through

this field should be left blank.

Pro-ClientOrder1 This field should contain one of the following values
to specify whether the order is entered on behalf of
the broker or a trader.


SettlementPeriod1 This field should contain the number of days in a
settlement cycle. Currently it is 10 days.
ADDITIONAL_ORDER_FLAGS Refer to Additional_Order_Flags and Order Terms
Attributes tables in Chapter 4 for the relevant
description.
For reserved bit kindly set the values with 0.
Fillers (1 18) These fields are reserved for future use.
NNFField This field should contain a 15 digit a unique
identifier for various products deployed as per
Exchange circular download ref no. 16519 dated
December 14, 2010 and as updated from time
to time
MktReplay This field contains the time when the order enters
the system. It is time-stamped at the host end. This
should be set to zero while sending to the host.

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Field Name Brief Description

PriceDiff This is the difference between the prices at which
leg2 and leg1 should trade and it should be less than
9999999.9
Note: This is used for spread order only. It is not
used for 2L/3L.
TokenNumber2 This field should contain the contract descriptor of
the contract. The validations will be done only on
contract descriptor.
SecurityInformation2 (contract This structure contains following fields:
descriptor 2) Instrument Name, Symbol, Expiry Date, Strike Price,
Option Type and CA level of the contract.
This is mandatory and should be filled while sending
the order entry request.
CA Level should be set to zero.
CounterPartyBrokerId2 This is not used.
Order Type2 This is not used.
Buy / SellIndicator2 This field should contain one of the following values
to specify if the order is a buy or sell.


DisclosedVolume2 This is not used. This must be sent as zero for the
order entry request.
DisclosedVolume Remaining2 This is not used. This must be sent as zero for the
order entry request.
TotalVolumeRemaining2 This field specifies the total quantity remaining from
the original quantity after trade(s). For order entry
this field should be set to Volume. For every
response the trading system will return this value.
Volume2 This field should contain the quantity of order
placed. The quantity should always be in multiples of
Regular Lot and be less than the issued capital. The
order will be rejected directly if the quantity is
greater than or equal to the freeze quantity
determined by NSE-Control.
VolumeFilledToday2 This is not used. This must be sent as blank for the
order entry request.

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Field Name Brief Description

Price2 This is not used. This must be sent as zero for the
order entry request.
TriggerPrice2 This is not used. This must be sent as zero for the
order entry request.
MinimumFillVolume2 This is not used. This must be sent as zero for the
order entry request.
OrderTerms2 This field should contain the attributes of an order.
Currently, only IOC and AON flags are used.

day orders.
All other flags must be sent as zero for the order
entry request.
 nts All or None
attribute.
 or
Cancel attribute.
Open / Close2 Open / Close order indicator. This field should
contain one of the following values:


ADDITIONAL_ORDER_FLAGS Refer to Additional_Order_Flags and Order Terms
Attributes tables in Chapter 4 for the relevant
description.
For reserved bit kindly set the values with 0
PAN This field shall contain the PAN (Permanent Account
Number/PAN_EXEMPT). This field shall be
mandatory for all orders (client/participant/PRO
orders).
Algo ID For Algo order this field shall contain the Algo ID
issued by the exchange. For Non-Algo order, this
field shall be Zero(0)
Reserved This field is reserved for future use. This should be
populated as 0 for the message to be accepted by
exchange host.
LastActivityReference In case of order entry response, this field will contain
a unique value. Currently the same shall be in
nanoseconds. Changes if any shall be notified.

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Field Name Brief Description

This field should be set to zero for the order entry
request.

Note: - For 2L/3L/Spread orders, STPC bit from additional order flag of the first leg will be
referred.

Order Entry Response

The primary response of order entry is the Order Requested Message. The secondary response
includes Market Order response, Order Confirmation response, Order Freeze response, and
Order Error response. Market order response is provided when the entered order is market order.
Each successful order entry results in order confirmation. The order error response is provided
when the entered order is rejected by the trading system. The reason for the rejection is provided
by the error code.

Note: Order Requested message is stopped to reduce the packet sent from the host end.
Note: Order Request Response (2101) is stopped to reduce the packet sent from the host end.

Order Confirmation Response

Successful order entry results in Order Confirmation response when the order confirmed is
returned. When the entered order goes for a freeze and that freeze is approved, a similar
transaction code is sent. This can be an unsolicited message as well. The message sent is as
follows:
MS_SPD_OE_REQUEST (Refer to Order Entry Request of Spread Order in Chapter 5)

The following table provides the details of the various fields present in the Order Confirmation
Response structure.

Field Name Brief Description

TransactionCode The transaction code is SP_ORDER_CONFIRMATION (2124).
EntryDateTime1 The order time (original order) will be populated in this field.
OrderNumber This field contains the order number assigned to the order.

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Price This field contains zero for both the legs.

OrderTerms The flags are set as discussed in Order Entry Request in Chapter
4.

Order Error Response

The order error response is sent when the entered order is rejected by the trading system. The
reason for the rejection is provided by reason code and the reason string. The message sent is:
MS_SPD_OE_REQUEST (Refer to Order Entry Request of Spread Order in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is SP_ORDER_ERROR (2154).

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

Order Cancel Confirmation Response

In the case of Immediate or Cancel (IOC) order, the system accepts the orders from the users
and tries to immediately match the orders with the orders in the books. If the order does not
match, the order is cancelled by the system. Then the order cancel confirmation response is
return back. The message sent is as follows:

MS_SPD_OE_REQUEST (Refer to Order Entry Request of Spread Order in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is SP_ORDER_CXL_CONFIRMATION
(2130).
EntryDateTime This field contains the date and time when the order
entered the system.
OrderNumber This field contains the order number assigned to the order.
LastModifiedTime This will be the current cancellation time. (It will be same
as LogTime)

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Spread Order Modification

Order Modification enables the trader to modify unmatched orders.

Rules of Order Modification

According to the rules of Order Modification, the following modifications are not allowed:

 Buy to sell or vice versa

 Modifying Contract
 Modifying Frozen orders
 Branch


 Modifying non-existing order
 Inquiry user trying to modify
 Modifying an order in such a way that it results in a branch order value to be exceeded

 Changing the original data
Note: RL/ST/SL book types can be modified / switched between themselves only.

Order Modification Request

The trader can modify the quantity, price and attributes of an order by specifying the order
number of the order to be modified.
MS_SPD_OE_REQUEST (Refer to Order Entry Request of Spread Order in Chapter 5)
The following table provides the details of the various fields present in the Order Modification
Request structure.
Field Name Brief Description
TransactionCode The transaction code is:
For Order Modification: SP_ORDER_MOD_IN (2118).
For Order Cancellation: SP_ORDER_CANCEL_IN (2106).

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Modified / CancelledBy This field should denote who has modified or cancelled a
particular order. It should contain one of the following
values:




OrderNumber This field should contain the Order Number of the order to
be modified.
TraderId1 This field should contain the ID of the user on whose behalf
order is to be modified/cancelled.
EntryDateTime This field, while coming from the host, contains the date
and time when the order entered the trading system. This
field should be set to zero while sending to the host.
LastModified1 In the case of order entry, this field will be same as Entry
Date Time. After the order is modified, it contains the time
when the Order was last modified. It is the time in seconds
from midnight of January 1, 1980.
In case of Order Modification Request, this field should
contain the time when the Order was last modified.
LastActivityReference In Order modification request, this field should contain
LastActivityReference value received in response of the last
activity done on that order. Last activity could be order
entry, order modification or last trade of that order.
Currently the same shall be in nanoseconds. Changes if any
shall be notified.
Note: Order Modification/Cancellation Response (2119/2107) message is stopped to reduce
the packet from the host end.

Order Modification Confirmation Response

Successful modification of the order results in Order Modification Confirmation. When the order
modification is confirmed, the modified order time is filled and sent back. On modification the
order can result in a freeze. If the freeze is approved, then order modification will be received as

MS_SPD_OE_REQUEST (Refer to Order Entry Request of Spread Order in Chapter 5)

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The following table provides the details of the various fields present in the Order Modification
Confirmation Response structure.
Field Name Brief Description
TransactionCode The transaction code is SP_ORDER_MOD_CON_OUT (2136).
SP_ORDER_CXL_CONFIRMATION (2130).
LastModifiedTime This field contains the time when the order was last modified
(in seconds from midnight of January 1, 1980.)
LastActivityReference This field will contain a unique value for current activity.
Currently the same shall be in nanoseconds. Changes if any
shall be notified.

Order Modification Error Response

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

MS_SPD_OE_REQUEST (Refer to Order Entry Request of Spread Order in Chapter 5)

The following table provides the details of the various fields present in the Order Modification
Error Response structure.
Field Name Brief Description
TransactionCode The transaction code is:
For Order Modification, SP_ORDER_MOD_REJ_OUT (2133).
For Order Cancellation, SP_ORDER_CXL_REJ_OUT (2127).

Spread Order Cancellation

Refer to Order Cancellation in Chapter 4.
Note: All the transaction codes used for Order Cancellation are provided along with the Order
Modification transaction codes.

Spread Trade Modification

Refer to Trade Modification in Chapter 4.

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Spread Trade Cancellation

Refer to Trade Cancellation in Chapter 4.

Spread Combination Master Update Broadcast

New structure of spread combination information (MS_SPD_UPDATE_INFO) is provided as
follows:

Table 34 MS_SPD_UPDATE_INFO

Structure Name MS_SPD_UPDATE_INFO

Packet Length 132 bytes
Transaction Code BCAST_SPD_MSTR_CHG (7309)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
Token1 LONG 4 40
Token2 LONG 4 44
SEC_INFO (SecInfo1) STRUCT 30 48
SEC_INFO (SecInfo2) STRUCT 30 78
ReferencePrice LONG 4 108
DayLowPriceDiffRange LONG 4 112
DayHighPriceDiffRange LONG 4 116
OpLowPriceDiffRange LONG 4 120
OpHighPriceDiffRange LONG 4 124
ST_SPD_ELIGIBILITY STRUCT 1 128
Reserved CHAR 1 129
DeleteFlag CHAR 1 130
Reserved CHAR 1 131

Table 35 SEC_INFO

Structure Name SEC_INFO

Packet Length 30 bytes
Field Name Data Type Size in Byte Offset
InstrumentName CHAR 6 0
Symbol CHAR 10 6
Series CHAR 2 16
ExpiryDate LONG 4 18
StrikePrice LONG 4 22

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OptionType CHAR 2 26
CALevel SHORT 2 28

Table 36 ST_SPD_ELIGIBILITY

Structure Name ST_SPD_ELIGIBILITY

Packet Length 1 bytes
Field Name Data Type Size in Byte Offset
Reserved BIT 7 (bit) 0
Eligibility BIT 1 (bit) 0

The following table provides the details of the various fields present in the Spread Combination
Master Update Broadcast structure.

Field Name Brief Description

Transaction Code BCAST_SPD_MSTR_CHG (7309).

SecurityInformation1 This will contain instrument name, symbol, series, strike

price, option type and corporate action level of leg 1
contract.

SecurityInformation2 This will contain instrument name, symbol, series, strike

price, option type and corporate action level of leg 2
contract.

ReferencePrice Settlement price of leg 1 contract will be the base for

calculating price difference ranges.

DayLowPriceDiffRange Day low price difference range for the combination.

DayHighPriceDiffRange Day high price difference range for the combination.

OpLowPriceDiffRange Operating low price difference range for the combination.

OpHighPriceDiffRange Operating high price difference range for the combination.

Eligibility The flag will be set to 1 if the combination is allowed to

trade.

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DeleteFlag This will contain one of the following values to denote

whether the spread combination is deleted or not.
 Active
 Deleted

Periodic Broadcast for Change in Spread Combination Master

This will be periodically sent by the exchange for those spread contracts which have had any
parameters changed during the day.
The structure being sent is:
Refer to MS_SPD_UPDATE_INFO in Chapter 5

Field Name Brief Description

TransactionCode The transaction code is BCAST_SPD_MSTR_CHG_PERIODIC
(7341).

Spread Combination File

Spread combinations for the next trading day will be provided in spd_contract.txt after trading
hours.
This file will have all the valid spread combinations and will be in pipe delimited format. The
upload file will have a header record at the beginning of the file followed by the detail records.

not be of fixed width.

The structure for spread contract file is provided as follows:

CONTROL RECORD

S. NO Field Type Max Field

Length
1 Segment Indicator CHAR 6
2 Version number CHAR 5

DETAIL RECORD
1 Token1 NUMBER 6
2 Token2 NUMBER 6
3 InstrumentName1 CHAR 6
4 Symbol1 CHAR 10

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5 Series1 CHAR 2
6 ExpiryDate1 NUMBER 10
7 StrikePrice1 NUMBER 10
8 OptionType1 CHAR 2
9 CALevel1 NUMBER 7
10 InstrumentName2 CHAR 6
11 Symbol2 CHAR 10
12 Series2 CHAR 2
13 ExpiryDate2 NUMBER 10
14 StrikePrice2 NUMBER 10
15 OptionType2 CHAR 2
16 CALevel2 NUMBER 7
17 ReferencePrice NUMBER 10
18 DayLowPriceDiffRange NUMBER 10
19 DayHighPriceDiffRange NUMBER 10
20 OpLowPriceDiffRange NUMBER 10
21 OpHighPriceDiffRange NUMBER 10
22 BoardLotQuantity1 NUMBER 9
23 MinimumLotQuantity1 NUMBER 9
24 TickSize1 NUMBER 9
25 BoardLotQuantity2 NUMBER 9
26 MinimumLotQuantity2 NUMBER 9
27 TickSize2 NUMBER 9
28 Eligibility CHAR 1
29 DeleteFlag CHAR 1

The following table provides the details of the various fields present in the Spread Combination
File structure.
Field Name Brief Description

Token1 Token number of leg 1 contract of the spread combination

Token2 Token number of leg 2 contract of the spread combination

SecurityInformation1 This will contain instrument name, symbol, series, strike

price, option type and corporate action level of leg 1
contract

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Field Name Brief Description

SecurityInformation2 This will contain instrument name, symbol, series, strike

price, option type and corporate action level of leg 2
contract

ReferencePrice Settlement price of leg 1 contract will be the base for

calculating price difference ranges

DayLowPriceDiffRange Day low price difference range for the combination. It may
be changed intraday.
Note: The value can be a positive number/ negative
number or zero.

DayHighPriceDiffRange Day high price difference range for the combination. It may
be changed intraday.
Note: The value can be a positive number or zero.

OpLowPriceDiffRange Minimum price difference at which the spread order could

be placed without being rejected by the system. It may be
changed intraday and can be flexed to day Low price
difference.
Note: The value can be a positive number/ negative
number or zero.

OpHighPriceDiffRange Maximum price difference at which the spread order could

be placed without being rejected by the system It may be
changed intraday and can be flexed to day high price
difference.
Note: The value can be a positive number or zero.

BoardLotQuantity1 Board lot quantity of leg 1 contract

MinimumLotQuantity1 Min lot quantity of leg 1 contract

TickSize1 Tick size of leg 1 contract

BoardLotQuantity2 Board lot quantity of leg 2 contract

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Field Name Brief Description

MinimumLotQuantity2 Min lot quantity of leg 2 contract

TickSize2 Tick size of leg 2 contract

Eligibility The flag will be set to 1 if the combination is allowed to

trade.

DeleteFlag This will contain one of the following values to denote

whether the spread combination is deleted or not.
 Active
 Deleted

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Chapter 6 2L and 3L Order and Trade Management

In 2L and 3L Order and Trade Management, 2L and 3L order entry allows the trader to place
orders in the market. The trading system accepts the orders from the users and tries to
immediately match the orders with the orders in the books. If the order does not match, the
order is cancelled by the system.

Note: By default, all 2L and 3L orders are Immediate or Cancel (IOC) orders.

Rules of 2L and 3L Order Entry

According to the 2L and 3L Order Entry, these items are not allowed in the following conditions:
 Good Till Cancellation (GTC) or Good Till Date (GTD) order

 Markets are closed

 Security is suspended

 Security has matured

 Security is expelled

 Security admission date is greater than current date

 Security is not eligible in that market

 Security does not exist in the system

 Broker is suspended
 Broker does not exist in the trading system

 Broker is deactivated

 User is disabled

 User is an inquiry user

 User does not exist in the trading system

 Participant is suspended

 Participant does not exist in trading system

 ge

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 Quantity is more than issued capital

 Quantity is not equal to multiples of regular lot

 Limit Price is not a multiple of Tick size

 IOC and Disclosed Quantity combination

 For PRO order, client is other than broker

 For CLI order, Account Number is Broker ID

 Order attributes are not entered properly for various book types

 Contracts are same for the any 2 legs

For Multi-leg orders i.e. 2L/3L orders all tokens in the respective legs should be from the
same stream.

Order Entry Request

Refer to the structure of Order Entry Request Spread Order and Trade Management in Chapter
5.

Note:
following table:

Field Name Brief Description

TransactionCode The transaction code for 2L order is TWOL_BOARD_LOT_IN
(2102).
The transaction code for 3L order is THRL_BOARD_LOT_IN
(2104).
Price1 This field should contain the price at which the order is placed.
To enter a Market order, the price should be zero. The price
must be a multiple of the Tick Size. This is to be multiplied by
100 before sending to the trading system. The order will be

determined by NSE-Control.
Note: For spread order, this is not used. This must be sent as
zero for spread order entry request.
Price2 This field should contain the price at which the order is placed.
To enter a Market order, the price should be zero. The price
must be a multiple of the Tick Size. This is to be multiplied by
100 before sending to the trading system. The order will be

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Field Name Brief Description

determined by NSE-Control.
Note: The value can be a positive number or zero. For spread
order, this is not used. This must be sent as zero for spread
order entry request.
Note: Descriptions of other fields are same as given in Spread Order Entry Request in
Chapter 4. The fields and their description given below are applicable for 3L orders
only.
ParticipantType3 This is not used.
CompetitorPeriod3 This is not used.
SolicitorPeriod3 This is not used.
Modified / This is not used.
CancelledBy3
ReasonCode3 This is not used.
TokenNumber3 This is the Token Number of the contract on which order is to
-
-
done only on contract descriptor.
If the valid token number is sent, validation will be done on
token number as well as on the contract descriptor.
SecurityInformation3 This structure contains following fields.
(contract descriptor Instrument Name, Symbol, Expiry Date, Strike Price, Option
3) Type and CA Level of the contract.
This is mandatory and should be filled while sending the order
entry request.
CA Level should be set to zero.
CounterPartyBroker This is not used.
Id3
OrderType3 This is not used.
Buy / SellIndicator3 This field should contain one of the following values:


DisclosedVolume3 This is not used. This must be sent as zero for the order entry
request.
DisclosedVolume This is not used. This must be sent as zero for the order entry
Remaining3 request.

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Field Name Brief Description

TotalVolume This field specifies the total quantity remaining from the
Remaining3 original quantity after trade(s). For order entry this field
should be set to Volume. For every response, the trading
system will return this value.
Volume3 This field specifies the quantity of order placed. The quantity
should always be in multiples of Regular Lot and be less than
the issued capital. The order will be rejected directly if the
quantity is greater than or equal to the freeze quantity
determined by NSE-Control.
VolumeFilled Today3 This is not used. This must be sent as blank for the order entry
request.
Price3 This field specifies the price at which the order is placed. To
enter a Market order, the price should be zero. The price must
be a multiple of the Tick Size. This is to be multiplied by 100
before sending to trading system. The order will be rejected

by NSE-Control.
VolumeAvailable This is not used. This must be sent as zero for the order entry
request.
MinimumFill This is not used. This must be sent as zero for the order entry
Volume3 request.
Open / Close3 Open / Close order indicator. This field should contain one of
the following values:


Cover / Uncover3 This field should contain one of the following values:
 nts Uncovered


Order Entry Response

The primary response is the Order Requested Message. The secondary response can be order
confirmation, order error or one of the general error responses. The order error response is given
when the entered order is rejected by the trading system. The reason for the rejection is provided
by error code.

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Note: Order requested response (2103/2105) message is stopped to reduce the packet sent
from the host end.

Market Order Response

No transaction code for price confirmation will be sent for 2L/3L orders.

Order Confirmation Response

Successful order entry results in Order Confirmation Response. The order confirmed is returned.
When the entered order goes for a freeze and that freeze is approved, this same transaction code

for market 2L and 3L order response. The message sent is as follows:

MS_SPD_OE_REQUEST (Refer to Spread Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is:
For 2L order, TWOL_ORDER_CONFIRMATION (2125).
For 3L order, THRL_ORDER_CONFIRMATION (2126).
EntryDateTime1 The order time (original order) will be populated in this field.
OrderNumber This field contains the order number assigned to the order.
Price This field contains the price of the order. If a Market order is

Terms is set and is priced at the prevailing price at the trading

system. If it is a priced order, the order gets confirmed at that
price.
OrderTerms The flags are set as discussed in Order Entry Request discussed
earlier in this chapter.

Order Error Response

The order error response is sent when the entered order is rejected by the trading system. The
reason for the rejection is given by reason code and the reason string. The message sent is:
MS_SPD_OE_REQUEST (Refer to Spread Order Entry Request in Chapter 5)

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Field Name Brief Description

TransactionCode The transaction code is TWOL_ORDER_ERROR (2155) for 2L order.
The transaction code is THRL_ORDER_ERROR (2156) for 3L order.
ErrorCode This field contains the error number. Refer to List of Error Codes in
Appendix.

Order Cancel Confirmation Response

The system accepts the orders from the users and tries to match the orders immediately with
the orders in the books. If the order does not match, the order is cancelled by the system. Then
the order cancel confirmation response is sent back. The message sent is as follows:
MS_SPD_OE_REQUEST (Refer to Spread Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is TWOL_ORDER_CXL_CONFIRMATION
(2131) for 2L order and
THRL_ORDER_CXL_CONFIRMATION (2132) for 3L order.
EntryDateTime This field contains the date and time when the order entered the
system.
OrderNumber This field contains the order number assigned to the order.

LastModifiedTime This will be the current cancellation time. (It will be same as
LogTime)

Partial Order Cancellation Confirmation Response

Partial cancellation of order results in Order Cancellation Confirmation Response. This transcode
will be sent in response if 2L/3L Order results in partial cancellation. The message sent is as
follows:

MS_SPD_OE_REQUEST (Refer to Spread Order Entry Request in Chapter 5)

Field Name Brief Description

TransactionCode The transaction code is ORDER_CANCEL_CONFIRM_OUT (2075).

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Field Name Brief Description

LastModifiedTime This will be the current cancellation time. (It will be same as
LogTime)

Trade Modification
Refer to Trade Modification in Chapter 4.

Trade Cancellation
Refer to Trade Cancellation in Chapter 4.

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Chapter 7 Unsolicited Messages

This section covers the messages that are received on the interactive connection. These
messages are received by users not in response to any request. The sections covered in this
chapter are as follows:

 Stop Loss Order Triggering

 Market If Touched Triggering
 Freeze Approve Response
 Freeze Reject Response
 Trade Confirmation
 Trade Modification
o Trade Modification Requested Notification
o Trade Modification Confirmation Response
o Trade Modification Rejection Response
 Trade Cancellation
o Trade Cancellation Requested Notification
o Trade Cancellation Confirmation Response
o Trade Cancellation Rejection
 Limits Updations
o Order limit update
o Spread Order limit update
 Interactive/Broadcast Messages Sent from Control
 Message for the change in trading status
 Identification for Market Wide Open Interest (OI) Limit Messages
 Identification for Member Violation Messages

Stop Loss Order Triggering

When any stop loss order entered is triggered, the user entering the order receives this message.
The message sent is as follows:

MS_OE_REQUEST (Refer to Order Confirmation discussed later in this section.)

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Field Name Description

TransactionCode The transaction code is ON_STOP_NOTIFICATION (2212).

LogTime (of This field will have the trigger time

MESSAGE_HEADER)

Market If Touched Triggering

When any Market If Touched order entered is triggered, the user entering the order receives this
message. The message sent is as follows:

MS_TRADE_CONFIRM (Refer to Trade Confirmation discussed later in this section)

Field Name Description

TransactionCode The transaction code is ON_STOP_NOTIFICATION (2212).

Freeze Approve Response

This message is sent when an earlier order, which had resulted in freeze, has been approved by
the Exchange. The format of the message is as follows:

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

Field Name Description

TransactionCode The transaction code is
ORDER_CONFIRMATION (2073).
LastModified This field contains the time when the order was last modified.
DateTime
LastActivityReference This field contains a unique value. Currently the same shall be
in nanoseconds. Changes if any shall be notified.

Freeze Reject Response

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

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

Field Name Description

TransactionCode The transaction code is ORDER_ERROR (2231).

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

Note - Refer to pg.194 for bulk resulted trade

Table 37 MS_TRADE_CONFIRM

Structure Name MS_TRADE_CONFIRM

Packet Length 296 bytes
Transaction Code TRADE_CONFIRMATION (2222)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
ResponseOrderNumber DOUBLE 8 40
BrokerId CHAR 5 48
Reserved CHAR 1 53
TraderNumber LONG 4 54
AccountNumber CHAR 10 58
Buy/SellIndicator SHORT 2 68
OriginalVolume LONG 4 70
DisclosedVolume LONG 4 74
RemainingVolume LONG 4 78
DisclosedVolumeRemaining LONG 4 82
Price LONG 4 86
ST_ORDER_ FLAGS (Refer to STRUCT 2 90
Order Entry Request in Chapter 4)
GoodTillDate LONG 4 92
FillNumber LONG 4 96
FillQuantity LONG 4 100
FillPrice LONG 4 104
VolumeFilledToday LONG 4 108

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Structure Name MS_TRADE_CONFIRM

Packet Length 296 bytes
Transaction Code TRADE_CONFIRMATION (2222)
Field Name Data Type Size in Byte Offset
ActivityType CHAR 2 112
ActivityTime LONG 4 114
CounterTraderOrderNumber DOUBLE 8 118
CounterBrokerId CHAR 5 126
Token LONG 4 132
CONTRACT_DESC (Refer to Order STRUCT 28 136
Entry Request in Chapter 4)
OpenClose CHAR 1 164
OldOpenClose CHAR 1 165
BookType CHAR 1 166
Reserved LONG 4 168
OldAccountNumber CHAR 10 172
Participant CHAR 12 182
OldParticipant CHAR 12 194
ADDITIONAL_ORDER_FLAGS STRUCT 1 206
(Refer to Order Entry Request in
Chapter 4)
Reserved CHAR 1 207
Reserved CHAR 1 208
ReservedFiller2 CHAR 1 209
PAN CHAR 10 210
OldPAN CHAR 10 220
Algo ID LONG 4 230
Reserved SHORT 2 234
LastActivityReference LONG LONG 8 236
Reserved CHAR 52 244

Field Name Brief Description

TransactionCode The transaction code is TRADE_CONFIRMATION (2222).
ResponseOrder
Number part in the trade.
BrokerId This field contains the Trading Member ID.
TraderNumber This field contains the trader or user ID.

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Field Name Brief Description

Note: Data type changed from SHORT to LONG
AccountNumber This field contains the Account Number or Client code.
Buy / SellIndicator This field contains one of the following values.
 y

OriginalVolume This field contains the original traded volume.
DisclosedVolume This field contains the quantity that has to be disclosed to the
market. It is not applicable if the order has either the All Or
None or the Immediate Or Cancel attribute set. It should not be
greater than the volume of the order and not less than the
Minimum Fill quantity if the Minimum Fill attribute is set. In
either case it cannot be less than the Minimum Disclosed
quantity allowed. It should be a multiple of the Regular lot.
RemainingVolume This field contains the volume remaining after trade(s).
DisclosedVolume This field contains the disclosed volume remaining after
Remaining trade(s).
Price This field contains the order price.
OrderFlags Refer to Order Entry Request in Chapter 4.
GoodTillDate This field contains the number of days for a GTD order. This
field may be set in two ways. To specify an absolute date, this
field should be set to that date in number of seconds since
midnight of Jan 1, 1980. To specify days, this field should be
set to the number of days. This can take values from 2 to the
maximum days specified for GTC orders only. If this field is non-
zero, the GTC flag must be off.
FillNumber This field contains the trade number.
FillQuantity This field contains the traded volume.
FillPrice This field contains the price at which order has been traded.
VolumeFilled Today This field contains the quantity traded today.
ActivityType This field contains one of the following values to denote the
activity type.


ActivityTime This field contains the time when the activity has taken place.
CounterTrader Order number of the counter order taking part in the trade.
OrderNumber

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Field Name Brief Description

CounterBrokerId This field contains the Trading Member ID of the counter party
taking part in the trade.
SecurityInformation This structure contains the following fields:
(Contract Descriptor) Instrument Name, Symbol, Strike Price, Option Type and CA
Level for the contract.
BookType This field contains the book type RL/ ST/ SL/ NT/ OL/ SP/
Auction.
OpenClose
OldOpenClose For trade confirmation both Open Close and Old Open Close
fields are same.
Participant For trade confirmation, this field contains participant id.

In the case of trade modification, this field contains the

participant id same as that of original trade confirmation
message.
OldParticipant For trade confirmation, this field contains participant id.

In the case of trade modification, this field contains the

participant id same as that of original trade confirmation
message.
ProCliFlag This field contains one of the following values:


(same as Pro/Client/ Warehouse indicator)
PAN This field shall contain the PAN
OldPAN In case of trade modification this field shall contain the old PAN
else it will be blank
Algo ID This field shall contain the Algo ID
Reserved This field is reserved for future use. This should be populated as
0 for the message to be accepted by exchange host.
LastActivityReference This field will contain a unique value for current activity.
Currently the same shall be in nanoseconds. Changes if any
shall be notified.

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Trade Modification
Trade Modification is a facility provided by NSE to allow users to change client account number
of executed trades.

Trade Modification Confirmation Response

The trade modification is confirmed and the new trade data is sent.

MS_TRADE_CONFIRM (Refer to Trade Confirmation Chapter 7)

Field Name Brief Description

TransactionCode The transaction code is TRADE_MODIFY_CONFIRM (2287).
LogTime (of This will contain the activity Time i.e. the latest modified
MESSAGE_HEADER) time.

Trade Modification Rejection Response

The trade modification is rejected by NSE-Control.

MS_TRADE_CONFIRM (Refer to Trade Confirmation Chapter 7)

Field Name Brief Description

TransactionCode The transaction code is TRADE_MODIFY_REJECT (2288).

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Trade Cancellation
Trade Cancellation Requested Notification

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

MS_TRADER_INT_MSG (Refer to Interactive/Broadcast Messages Sent from Control

discussed later in this section)

Field Name Brief Description

TransactionCode The transaction code is CTRL_MSG_TO_TRADER (5295).

Trade Cancellation Confirmation Response

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

MS_TRADE_CONFIRM (Refer to Trade Confirmation Chapter 7)

Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_CONFIRM (2282).
LogTime (of This will contain the activity Time i.e. the latest modified time.
MESSAGE_HEADER)

Trade Cancellation Rejection

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

MS_TRADE_CONFIRM (Refer to Trade Confirmation Chapter 7)

Field Name Brief Description

TransactionCode The transaction code is TRADE_CANCEL_REJECT (2286).

Limits Updations
A message is sent to the respective dealers for Updations of user order value limit and branch
order value limit by the Corporate Manager.
Table 38 MS_ORDER_VAL_LIMIT_DATA
Structure Name MS_ORDER_VAL_LIMIT_DATA
Packet Length 206 bytes

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Transaction Code USER_ORDER_LIMIT_UPDATE_OUT (5731)

Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
BrokerId CHAR 5 40
BranchId SHORT 2 45
UserName CHAR 25 47
UserId LONG 4 72
UserType SHORT 2 76
INSTRUMENT_USER [2] STRUCT 64 78

Table 39 INSTRUMENT_USER
Structure Name INSTRUMENT_USER
Packet Length 64 bytes
Field Name Data Type Size in Byte Offset
BranchBuyValueLimit DOUBLE 8 0
BranchSellValueLimit DOUBLE 8 8
BranchUsedBuyValueLimit DOUBLE 8 16
BranchUsedSellValueLimit DOUBLE 8 24
UserOrderBuyValueLimit DOUBLE 8 32
UserOrderSellValueLimit DOUBLE 8 40
UserOrderUsedBuyValueLimit DOUBLE 8 48
UserOrderUsedSellValueLimit DOUBLE 8 56

The following table provides the details of the various fields present in the Limits Updation
structure.

Field Name Brief Description

TransactionCode The transaction code is:
USER_ORDER_LIMIT_UPDATE_OUT (5731).
BrokerId This field contains the Trading Member ID of the
broker.
BranchId This field contains the branch number of the trader to
which he belongs
UserName This field contains the name of user.
UserId This field should contain the user ID of the
user/broker.

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Field Name Brief Description

INSTRUMENT_USER Structure wherein instrument wise limit is updated.
Note: INSTRUMENT_USER [0] is for Instrument type
Future.
INSTRUMENT_USER[1] is for Instrument type Options
BranchBuyValueLimit This field contains the total Buy order limit for the
branch to which the user belongs.
BranchSellValueLimit This field contains the total Sell order limit for the
branch to which the user belongs.
BranchUsedBuyValueLimit This field contains the used Buy order limit for the
branch to which the user belongs.
BranchUsedSellValueLimit This field contains the used Sell order limit for the
branch to which the user belongs.
UserOrderBuyValueLimit This field contains the total Buy order limit for the user.
UserOrderSellValueLimit This field contains the total Sell order limit for the user.
UserOrderUsedBuyValueLimit This field contains the Used Buy order limit by the user.
UserOrderUsedSellValueLimit This field contains the Used Sell order limit by the user.

Order Limit Update

When corporate manager updated order limit for any user DEALER_LIMIT_UPDATE_OUT
transcode is being sent to all the individual users.

Table 40 DEALER_ORD_LMT
Structure Name DEALER_ORD_LMT
Packet Length 66 bytes
Transaction Code DEALER_LIMIT_UPDATE_OUT (5733)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
BrokerId CHAR 5 40
UserId LONG 4 45
OrdQtyBuff DOUBLE 8 49
OrdValBuff DOUBLE 8 57

The following table provides the details of the various fields present in the Order limit Update
structure:

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Field Name Brief Description

TransactionCode The transaction code is:
USER_ORDER_LIMIT_UPDATE_OUT (5731).
BrokerId This field contains the Trading Member ID of the broker.
UserId This field should contain the user ID of the user/broker.
OrdQtyBuff This field contains the maximum Order quantity which user can
enter while order entry.
OrdValBuff This field contains the maximum order value which user can
enter while order entry.

Spread Order Limit Update

This happens when the Corporate Manager updates the spread order limit for any user.
SPD_ORD_LIMIT_UPDATE_OUT transcode is being sent to all the individual users.

Table 41 SPD_ORD_LMT
Structure Name SPD_ORD_LMT
Packet Length 66 bytes
Transaction Code SPD_ORD_LIMIT_UPDATE_OUT (5772)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
BrokerId CHAR 5 40
UserId LONG 4 45
SpdOrdQtyBuff DOUBLE 8 49
SpdOrdValBuff DOUBLE 8 57

The following table provides the details of the various fields present in the Spread Order Limit
Update structure.
Field Name Brief Description
TransactionCode The transaction code is:
USER_ORDER_LIMIT_UPDATE_OUT (5731).
BrokerId This field contains the Trading Member ID of the broker.
UserId This field should contain the user ID of the user/broker.
SpdOrdQtyBuff This field contains the maximum Order quantity which user can
enter while spread order entry.
SpdOrdValBuff This field contains the maximum order value which user can
enter while spread order entry.

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Interactive/Broadcast Messages Sent from Control

A message can be sent to the trader(s) from the NSE-Control Work Station. If it is sent to all the
traders, it comes as a broadcast in the structure BROADCAST_MESSAGE. (Refer to Broadcast,
Chapter 9).

Message for the Change in Trading Status

Whenever the trading status of the trading member is changed from
1. Active to suspended
2. Close out to suspended
3. Suspended to suspended (multiple suspensions)
4. Suspended to close-out
Users under the corresponding trading firm will receive the message for change in trading status.
When the message is sent to a particular user, it comes as an interactive message in the
following structure:

Table 42 MS_TRADER_INT_MSG

Structure Name MS_TRADER_INT_MSG

Packet Length 290 bytes
Transaction Code For interactive messages
CTRL_MSG_TO_TRADER (5295). For
broadcast messages
BCAST_JRNL_VCT_MSG (6501).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
TraderId LONG 4 40
Reserved CHAR 3 44
Reserved CHAR 1 47
BroadCastMessageLength SHORT 2 48
BroadCastMessage CHAR 239 50

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The following table provides the details of the various fields present in Message in Trading
Structure.

Field Name Brief Description

TransactionCode The transaction code is: CTRL_MSG_TO_TRADER (5295) for
interactive messages and BCAST_JRNL_VCT_MSG (6501) for
broadcast messages.

Identification for Market Wide Open Interest (OI) Limit Messages

Market wide OI limit messages are sent from the exchange in the general broadcast message
structure BCAST_JRNL_VCT_MSG, transaction code 6501. Other general messages are also
sent in this structure.

To identify the Market wide OI Limit broadcast messages, a new action code is defined with value

accommodate this change.

Structure for General Broadcast Message BCAST_JRNL_VCT_MSG (6501)

Table 43 MS_BCAST_MESSAGE
Structure Name MS_BCAST_MESSAGE
Packet Length 320 bytes
Transaction Code BCAST_JRNL_VCT_MSG (6501).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
BranchNumber SHORT 2 40
BrokerNumber CHAR 5 42
ActionCode CHAR 3 47
ST_BCAST_DESTINATION STRUCT 2 50
Reserved CHAR 26 52
BroadcastMessageLength SHORT 2 78
BroadcastMessage CHAR 239 80

Table 44 ST_BCAST_DESTINATION

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Structure Name ST_BCAST_DESTINATION

Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Reserved BIT 4 (bit) 0
Journaling Required BIT 1 (bit) 0
Tandem BIT 1 (bit) 0
ControlWorkstation BIT 1 (bit) 0
TraderWorkstation BIT 1 (bit) 0
Reserved CHAR 1 1
For Big Endian Machines
Trader WorkStation BIT 1 (bit) 0
ControlWorkStation BIT 1 (bit) 0
Tandem BIT 1 (bit) 0
JournallingRequired BIT 1 (bit) 0
Reserved BIT 4 (bit) 0
Reserved CHAR 1 1

The following table provides the details of the various fields present in the General Broadcast
Message structure.
Field Name Brief Description
TransactionCode The transaction code is:
BCAST_JRNL_VCT_MSG (6501).
BranchNumber
BrokerNumber This field contains the Trading Member ID of the broker.
ActionCode This field contains the action code which indicates the action
taken.
Note: For example,
- system
- Listing
Market Wide OI Limit Message
Broadcast This field specifies the destination of the message, that is,
Destination Trader Workstation or Control Workstation.
Broadcast This field contains the length of the broadcast message.
MessageLength
BroadcastMessage This field contains the broadcast message.

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Identification for Member Violation Messages

Member specific messages such as change in trading status of the member, violation messages,
trade modification request notification etc., are sent from Exchange in the structure
- 5295).

To identify the

Structure for Trader specific messages CTRL_MSG_TO_TRADER (5295)

(Existing reserved 3 bytes replaced with action code field)

Table 45 CTRL_MSG_TO_TRADER
Structure Name CTRL_MSG_TO_TRADER
Packet Length 290 bytes
Transaction Code For interactive messages
CTRL_MSG_TO_TRADER (5295).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
TraderId LONG 4 40
ActionCode CHAR 3 44
Reserved CHAR 1 47
BroadCastMessageLength SHORT 2 48
BroadCastMessage CHAR 239 50

The following table provides the details of the various fields present in the Trader Specific
Message structure.

Field Name Brief Description

TraderId User ID to whom the message belongs to.
Note: Data type is changed from SHORT to LONG
ActionCode This field contains the action code which indicates the action
taken.
Note: For example,
Margin Violation Message

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Other Messages
BroadCastMessage Message Length
Length
BroadCastMessage Message

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Chapter 8 Bhavcopy
The bhavcopy is broadcasted at the end of the day. Firstly, a message is sent that the broadcast
of the bhavcopy will start now. Next the header is sent indicating that actual data will follow this
packet. Then the data for non-depository is sent. On completion of the data of the depository
securities, a packet follows stating that the bhavcopy for the depository securities will be
broadcasted after this packet. Thereafter, the data for the depository securities is broadcasted.
This follows the trailer record, marking the end of bhavcopy.

Bhavcopy Broadcast

Bhavcopy is sent after closing of trading hours. However, Futures and Options trading system
will have the capability to have different trading sessions for various underlying assets. As such,
separate bhavcopy will be generated for each trading session.

system will be capable of having different trading sessions, this document is restricted to
describe changes with respect to one such trading session. This trading session is referred as

There are no changes in the structure of the bhavcopy broadcast, the values in Message Type
field available in the current structure will be used to identify the trading session for which the
bhavcopy is being broadcasted. The changes in the Message Type field value for various
bhavcopy structures are presented as follows:

Message Stating the Transmission of Bhavcopy Will Start Now

This is the first message broadcasted that the bhavcopy will be started now. The structure sent
is:

MS_BCAST_MESSAGE (Refer to Broadcast, Chapter 9)

Field Name Description

TransactionCode The transaction code is BCAST_JRNL_VCT_MSG (6501).

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Header of Report on Market Statistics

A header precedes the actual bhavcopy that is sent to the trader.

The header for the bhavcopy is sent before actual data packet. The message structure sent is
MS_RP_HDR. To identify the type of bhavcopy broadcast, the Message type field will be used.

The value for Regular Trading Session bhavcopy, Additional Trading Session bhavcopy and final

The message structure sent is:

REPORT HEADER
Table 46 MS_RP_HDR
Structure Name MS_RP_HDR
Packet Length 108 bytes
Transaction Code RPRT_MARKET_STATS_OUT_RPT
(1833)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
ReportDate LONG 4 41
UserType SHORT 2 45
BrokerId CHAR 5 47
FirmName CHAR 25 52
TraderNumber LONG 4 77
TraderName CHAR 26 81

The following table provides the details of the various fields present in the Report Header
structure.

Field Name Brief Description

TransactionCode The transaction code is RPRT_MARKET_STATS_OUT_RPT
(1833).
MessageType

The field is set to

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Field Name Brief Description

OrgScope This field is reserved for future use.

ReportDate Set to the report date.
UserType -
BrokerId This field specifies the Trading Member ID. It is set to blank.
BrokerName This field specifies the name of the broker. It is set to blank.
TraderNumber This field specifies the trader/user ID. It is set to zero.
Note: Data type changed from SHORT to LONG
TraderName This field specifies the name of the trader. It is set to blanks.

Report on Market Statistics

The actual data packet is sent after the report header. The message structure sent is
MS_RP_MARKET_STATS. To identify the type of bhavcopy broadcast, the Message type
field will be used. The value for Regular Trading Session bhavcopy, Additional Trading
REPORT
MARKET STATISTICS
Table 47 MS_RP_MARKET_STATS
Structure Name MS_RP_MARKET_STATS
Packet Length 488 bytes
Transaction Code RPRT_MARKET_STATS_OUT_RPT (1833).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
Reserved CHAR 1 41
NumberOfRecords SHORT 2 42
MKT_STATS_DATA[6] STRUCT 74 44

Table 48 MKT_STATS_DATA
Structure Name MKT_STATS_DATA
Packet Length 74 bytes
Field Name Data Type Size in Byte Offset
CONTRACT_DESC (Refer to Order STRUCT 28 0
Entry Request in Chapter 4)

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Structure Name MKT_STATS_DATA

Packet Length 74 bytes
Field Name Data Type Size in Byte Offset
MarketType SHORT 2 28
OpenPrice LONG 4 30
HighPrice LONG 4 34
LowPrice LONG 4 38
ClosingPrice LONG 4 42
TotalQuantityTraded LONG 4 46
TotalValueTraded DOUBLE 8 50
PreviousClosePrice LONG 4 58
OpenInterest LONG 4 62
ChgOpenInterest LONG 4 66
Indicator CHAR 4 70

The following table provides the details of the various fields present in the Report on market
Statistics structure.

Field Name Brief Description

TransactionCode The transaction code is RPRT_MARKET_STATS_OUT_RPT
(1833).
MessageType

This field is

NumberOfRecords This field contains the number of markets for which Market
Statistics is being sent. In a packet, maximum 6 records can
be packed.
Symbol This field contains the Symbol of the security.
Series This field contains the series of a security.
MarketType This field contains one of the following values.




OpenPrice This field contains the open price of a security.
HighPrice This field the highest trade price.
LowPrice This field contains the lowest trade price.

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ClosingPrice This field contains the closing price of a security.

TotalQuantityTraded This field contains the total quantity of the security that has
been traded today.
TotalValueTraded This field contains the total value of the securities trade.

PreviousClosePrice

OpenInterest This field contains the open interest value.

ChgOpenInterest This field contains the change in value of open interest.

MARKET INDEX REPORT

Table 49 MKT_IDX_RPT_DATA
Structure Name MKT_IDX_RPT_DATA
Packet Length 66 bytes
Transaction Code MKT_IDX_RPT_DATA (1836).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
IndexName CHAR 15 41
MKT_INDEX STRUCT 10 56

Table 50 MKT_INDEX
Structure Name MKT_INDEX
Packet Length 10 bytes
Field Name Data Type Size in Byte Offset
Opening SHORT 2 0
High SHORT 2 2
Low SHORT 2 4
Closing SHORT 2 6
Start SHORT 2 8

The following table provides the details of the various fields present in the Market Index Report
structure.

Field Name Brief Description

TransactionCode The transaction code is MKT_IDX_RPT_DATA (1836).

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Field Name Brief Description

MessageType
Index_name This field contains name of the index.
Opening This field contains the opening index.
High This field contains the high index value.
Low This field contains the low index value.
Closing This field contains the closing index
Start This field contains the start index as 0.

INDUSTRY_INDEX_REPORT

Table 51 IND_IDX_RPT_DATA
Structure Name IND_IDX_RPT_DATA
Packet Length 394 bytes
Transaction Code IND_IDX_RPT_DATA (1837).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
Reserved CHAR 1 41
NumberOf IndustryRecords SHORT 2 42
INDUSTRY_INDEX[10] STRUCT 35 44

Table 52 INDUSTRY_INDEX
Structure Name INDUSTRY_INDEX
Packet Length 35 bytes
Field Name Data Type Size in Byte Offset
IndustryName CHAR 15 0
Opening LONG 4 15
High LONG 4 19
Low LONG 4 23
Closing LONG 4 27
Start LONG 4 31

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The following table provides the details of the various fields present in the Industry Index
Report structure.

Field Name Brief Description

TransactionCode The transaction code is
IND_IDX_RPT_DATA (1837).
MessageType This field is set t
Number of industry This field contains max number of industry index data.
records

Industry name This field contains name of the index.

Opening This field contains opening index.
High This field contains the high index value.
Low This field contains the low index value.

Closing This field contains the closing index.

Start This field contains the start index as 0.

SECTOR_INDEX_REPORT

Table 53 SECT_IDX_RPT_DATA
Structure Name SECT_IDX_RPT_DATA
Packet Length 248 bytes
Transaction Code SECT_IDX_RPT_DATA (1838).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
IndustryName CHAR 15 41
NumberOf Industry Records SHORT 2 56
INDEX_DATA[10] STRUCT 19 58

Table 54 INDEX_DATA
Structure Name INDEX_DATA
Packet Length 19 bytes
Field Name Data Type Size in Byte Offset
SectorName CHAR 15 0
IndexValue LONG 4 15

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The following table provides the details of the various fields present in the Sector Index Report
structure.

Field Name Brief Description

TransactionCode The transaction code is SECT_IDX_RPT_DATA (1837).
MessageType
Industry name This field contains name of the index.
Number of industry This field contains maximum number of sector index data
records records.
Sector name This field contains name of the index.
Index value This field contains value of the index.

Trailer Record

After all the data packets are sent, trailer record is sent to indicate the end of Bhavcopy
transmission. The message structure sent is MS_RP_TRAILER. To identify the type of
bhavcopy, broadcast the Message type field will be used. The value for Regular Trading
Session, Additional Trading Session and final bhavcopy w
.The structure is:

REPORT TRAILER
Table 55 MS_RP_TRAILER
Structure Name MS_RP_TRAILER
Packet Length 46 bytes
Transaction Code RPRT_MARKET_STATS_OUT_RPT (1833).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
NumberOfPackets LONG 4 41
Reserved CHAR 1 45

The following table provides the details of the various fields present in the Report Trailer
structure.

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Field Name Brief Description

TransactionCode The transaction code is:
RPRT_MARKET_STATS_OUT_RPT (1833).
MessageType

r final bhavcopy
NumberOfRecords This contains the number of data packets sent in the
bhavcopy.

Spread Bhavcopy

After completion of early bhavcopy broadcast, spread bhavcopy will be broadcasted. Initially a
message will be sent in the broadcast message transcode BCAST_JRNL_VCT_MSG for the start
of the spread bhavcopy. After the message, the header will be sent to indicate the start of spread
bhavcopy broadcast, which will be followed by actual data packets. After the data packets the
trailer record, marking the end of bhavcopy will be sent. Finally on completion of download, a

The structure and transcode of Spread bhavcopy is as follows:

The message will be sent in the existing structure

MS_BCAST_MESSAGE (Refer to Broadcast, Chapter 9)

Field Name Brief Description

TransactionCode The transaction code is BCAST_JRNL_VCT_MSG (6501).

Following are the transcodes introduced for sending spread bhavcopy

Header of Report on Market Statistics

The header for the spread bhavcopy is sent before actual data packet. The message structure
sent is MS_RP_HDR. To identify the type of spread bhavcopy, broadcast the Message type field

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will be used. The value for Regular Trading Session, Additional Trading Session and final

REPORT HEADER
Table 56 MS_RP_HDR
Structure Name RP_HDR
Packet Length 108 bytes
Transaction Code SPD_BC_JRNL_VCT_MSG(1862)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
org_scope CHAR 1 41
report_date LONG 4 42
user_type SHORT 2 46
broker_number CHAR 5 48
broker_name CHAR 25 53
trader_number LONG 4 78
trader_name CHAR 26 82

The following table provides the details of the various fields present in the Report Header
structure.

Field Name Brief Description

Message_header Same as in previous structure, No change in message header
Msg_type
Org_scope
Report_date
User_type -
Broker_number Will contain a blank string.
Broker_name Will contain a blank string.
Trader_number Will contain zero value.
Note : - Data type changed from SHORT to LONG
Trader_name Will contain a blank string.

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Report on Spread Market Statistics

The actual data packet is sent after the report header. The message structure sent is
RP_SPD_MKT_STATS. To identify the type of spread bhavcopy broadcast, the Message type
field will be used. The value for Regular Trading Session, Additional Trading Session and final
MARKET STATISTICS

Table 57 RP_SPD_MKT_STATS
Structure Name RP_SPD_MKT_STATS
Packet Length 278 bytes
Transaction Code SPD_BC_JRNL_VCT_MSG (1862).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
Reserved CHAR 1 41
NoOfRecords SHORT 2 42
SPD_STATS_DATA[3] STRUCT 78 44

Table 58 SPD_STATS_DATA
Structure Name SPD_STATS_DATA
Packet Length 78 bytes
Field Name Data Type Size in Byte Offset
MARKETTYPE SHORT 2 0
INSTRUMENTNAME1 CHAR 6 2
SYMBOL1 CHAR 10 8
EXPIRYDATE1 LONG 4 18
STRIKEPRICE1 LONG 4 22
OPTIONTYPE1 CHAR 2 26
CALEVEL1 SHORT 2 28
INSTRUMENTNAME2 CHAR 6 30
SYMBOL2 CHAR 10 36
EXPIRYDATE2 LONG 4 46
STRIKEPRICE2 LONG 4 50
OPTIONTYPE2 CHAR 2 54
CALEVEL2 SHORT 2 56
OPENPD LONG 4 58

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Structure Name SPD_STATS_DATA

Packet Length 78 bytes
Field Name Data Type Size in Byte Offset
HIPD LONG 4 62
LOWPD LONG 4 66
LASTTRADEDPD LONG 4 70
NOOFCONTRACTSTRADED LONG 4 74

The following table provides the details of the various fields present in the Spread Market
Statistics Report structure.

Field Name Brief Description

TransactionCode The transaction code is SPD_BC_JRNL_VCT_MSG (1862).
MessageType Trading Session bhavcopy.
py.

NumberOfRecords This field contains the number of markets for which Market
Statistics is being sent. In a packet maximum 3 records can be
packed.
MarketType This field contains one of the following values.




Symbol1/Symbol2 This field contains the Symbol of the security of leg1 and leg2.
Instrument1/Instrum This field contains the instrument type of leg1 contract and leg
ent2 2 contract.
Expirydate1/ExpiryD This field contains the Expiry date of leg 1 and leg2 contract
ate2 respectively.
StrikePrice1/StrikePr This field the strike price1 and strike price 2 of leg1 and leg2
ice2 of spread contract
Note: Will not be used as spread for options are not allowed.
OptionType1/Option This field contains the Option type of leg1 and leg2 of spread
Type2 contract
Note: Will not be used as spread for options are not allowed.
CALevel1/CAlevel2 This field contains the CAlevel value of leg1 and leg2 of spread
contract.

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Field Name Brief Description

Note: Will not be used as spread for options are not allowed.
OpenPD This field contains the Open Price difference of spread
contract.
HiPD This field contains the High Price difference of spread contract

LowPD This field contains the Low price difference traded for spread
contract
LastTradedPD This field contains the value of last traded price difference of
spread contract.
NoOfContractsTrade This field contains number of contracts traded.
d

Trailer Record

After all the data packets are sent, trailer record is sent to indicate the end of Spread Bhavcopy
transmission. The message structure sent is MS_RP_TRAILER. To identify the type of spread
bhavcopy broadcast, the Message type field will be used. The value for Regular Trading

The structure is:

REPORT TRAILER
Table 59 MS_RP_TRAILER
Structure Name MS_RP_TRAILER
Packet Length 46 bytes
Transaction Code SPD_BC_JRNL_VCT_MSG(1862)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
MessageType CHAR 1 40
NumberOfPackets LONG 4 41
Reserved CHAR 1 45

The following table provides the details of the various fields present in the Trailer Record
structure.

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Field Name Brief Description

TransactionCode The transaction code is:
SPD_BC_JRNL_VCT_MSG (1862).
MessageType

NumberOfPackets This contains the number of data packets sent in the spread
bhavcopy.
Note: This is sent as 0 from host

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Chapter 9 Broadcast

This section describes the Compression and Decompression algorithm of Broadcast data and
the various Broadcast messages with their structures.

Compression of the Broadcast Data

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

Transaction Code Represents

7200 Market By Order /MBP
7201 Mkt Watch
7202 Ticker
7208 Only MBP
7220 Trade Execution Ranges

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

Sequential Packing

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

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For example,
arranged in the following order:
1st packet will be stored at the first place in the buffer, 2 nd packet will be stored at the second
place, and so on.
At the front end while unpacking the buffer, the packets are to be segregated in the same order,
that is, isolate each packet and process each packet as per the sequence viz- first packet first
and last packet at the end. The packets within a buffer may be an admixture of compressed and
uncompressed data packets.
Host End Sends Front End Receives Front end Unpacking

Process
packets

1
2
1
1

2
2

3
Add
3
3

Up -
-
-

-
-

-
N
n

Structure
n

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

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

where,

cNetId [2] Identifies the machine (CM broadcast or F&O Broadcast)

Please find different values of CNetId for difference segments

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Equity:- 4
Equity Derivative:- 2
Currency Derivative:- 6
iNoPackets The number of packets that are sequentially packed
cPackData Buffer containing all the packets.
The buffer when mapped to, by the above structure, the number of packets in the buffer can be
known. The next task is to segregate the packets and process the individual packets.

Pseudocode

struct {
SHORT iCompLen
CHAR cCompData [MAX_MESSAGE_SIZE]
}BcastCmpPacket
Note: The above structure is currently used to interpret the incoming packets.
The iCompLen intimates us whether the packet is compressed or uncompressed. For the
compressed packets (iCompLen > 0) pass the buffer to the decompression routine, else follow
the uncompressed packet routing.
The packets received through the broadcast traffic have to be interpreted as follows
COMPRESSION_BROADCAST_DATA
{
SHORT CompressionLen
CHAR BroadcastData [ ]
}

 The first two bytes of the broadcast packet indicate the length of the data after
compression.
 If the compression length is zero, the data received is not compressed.
 If the length is non-zero, the data following the length should be decompressed
by using the decompression routine.
 Inside the broadcast data, the first 8 bytes before the message header/ broadcast
header should be
ignored. The message header/ broadcast header starts from the 9th byte.

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Implementation at Front End

The LZO directory (lzo1.07) contains all the LZO source, header and library files. These files are
to be included while building an application.
Sample Implementation using MS-Visual Studio VC++ 6.0:
Put lzo 1.07 folder in C drive
Go to Microsoft Visual C++
Go to Tools -> Options -> Directories [ALT T O]
Set the fo
A Include files C:\lzo1.07
B Library files C:\lzo1.07
C Source files C:\lzo1.07

Go to Project->settings->Link [ALT F7]

Add lzo.lib in object / library module.
lzo1z_decompress is used for decompression. This is a function of the LZO library.
An API has to be developed to encompass the above LZO decompression function.
The syntax of the call should be:
lzo_decomp (char* inp_buff, unsigned int* inp_len, char* buffer_decomp, unsigned int
*output_len, unsigned short *errorCode)
Where, lzo_decomp is a function of the API (to be developed by referring to the examples
specified in the lzo 1.07 directory) that calls the LZO function for decompression

Inp_buff Specifies the input buffer (Compressed Buffer)

Inp_len Specifies the length of input buffer (Compressed Length)
Buffer_decomp Specifies the Buffer after decompression
output_len Specifies the length after decompression ( Output length )
errorCode Specifies the error code
The syntax of the lzo decompress function is as follows:

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

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

Note:
Inside the broadcast data, the first byte indicates the market type. Ignore the rest of the 7 bytes
before message header/ broadcast header
Options market.

The message header/ broadcast header starts from 9th byte. The remaining portion of the buffer
has to be mapped as usual from the message header/ broadcast header to the following
structures as specified from Chapter 4 to Chapter 10.

General Message Broadcast

Any general message is broadcast in the following structure. The structure being sent is:

Refer to MS_BCAST_MESSAGE in Chapter 7

The following table provides the details of the various fields present in the General Message
Broadcast structure.

Field Name Description

TransactionCode The transaction code is:
BCAST_JRNL_VCT_MSG (6501).
BranchNumber This field contai
BrokerNumber This field contains the Trading Member ID of the broker.
ActionCode This field contains the action code which indicates the action
taken.
Note: For example,
- system

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Field Name Description

- Listing
Broadcast This field specifies the destination of the message, that is,
Destination Trader Workstation or Control Workstation.
Broadcast This field contains the length of the broadcast message.
MessageLength
BroadcastMessage This field contains the broadcast message.

Change in System Status/ Parameters

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

SYSTEM INFORMATION DATA (Refer to System Information Response in Chapter 3)

MS_SYSTEM_INFO_DATA

Field Name Brief Description

TransactionCode The transaction code is BCAST_SYSTEM_INFORMATION_OUT
(7206).

Change in Security Master

This is sent whenever the parameter of any security is changed. The structure is as follows:

SECURITY UPDATE INFORMATION

Table 60 MS_SECURITY_UPDATE_INFO
Structure Name MS_SECURITY_UPDATE_INFO
Packet Length 298 bytes
Transaction Code BCAST_SECURITY_MSTR_CHG (7305)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
Token LONG 4 40
SEC_INFO (Refer to SEC_INFO STRUCT 30 44
structure in Chapter 5)
PermittedToTrade SHORT 2 74
IssuedCapital DOUBLE 8 76

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Structure Name MS_SECURITY_UPDATE_INFO

Packet Length 298 bytes
Transaction Code BCAST_SECURITY_MSTR_CHG (7305)
Field Name Data Type Size in Byte Offset
WarningQuantity LONG 4 84
FreezeQuantity LONG 4 88
CreditRating CHAR 12 92
ST_SEC_ELIGIBILITY_ PER_ STRUCT 3 104
MARKET[4]
IssueRate SHORT 2 116
IssueStartDate LONG 4 118
InterestPaymentDate LONG 4 122
IssueMaturityDate LONG 4 126
MarginPercentage LONG 4 130
MinimumLotQuantity LONG 4 134
BoardLotQuantity LONG 4 138
TickSize LONG 4 142
Name CHAR 25 146
Reserved CHAR 1 171
ListingDate LONG 4 172
ExpulsionDate LONG 4 176
ReAdmissionDate LONG 4 180
RecordDate LONG 4 184
LowPriceRange LONG 4 188
HighPriceRange LONG 4 192
ExpiryDate LONG 4 196
NoDeliveryStartDate LONG 4 200
NoDeliveryEndDate LONG 4 204
ST_ELIGIBLITY_ INDICATORS STRUCT 2 208
BookClosureStartDate LONG 4 210
BookClosureEndDate LONG 4 214
ExerciseStartDate LONG 4 218
ExerciseEndDate LONG 4 222
OldToken LONG 4 226
AssetInstrument CHAR 6 230
AssetName CHAR 10 236
AssetToken LONG 4 246
IntrinsicValue LONG 4 250

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Structure Name MS_SECURITY_UPDATE_INFO

Packet Length 298 bytes
Transaction Code BCAST_SECURITY_MSTR_CHG (7305)
Field Name Data Type Size in Byte Offset
ExtrinsicValue LONG 4 254
ST_PURPOSE STRUCT 2 258
LocalUpdateDateTime LONG 4 260
DeleteFlag CHAR 1 264
Remark CHAR 25 265
BasePrice LONG 4 290

Table 61 ST_SEC_ELIGIBILITY_PER_MARKET
Structure Name ST_SEC_ELIGIBILITY_PER_MKT
Packet Length 3 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Reserved BIT 7 0
Eligibility BIT 1 0
Status SHORT 2 1
For Big Endian Machines
Eligibility BIT 1 0
Reserved BIT 7 0
Status SHORT 2 1

Table 62 ST_ELIGIBILITY_INDICATORS
Structure Name ST_ELIGIBILITY_INDICATORS
Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Reserved BIT 5 0
MinimumFill BIT 1 0
AON BIT 1 0
ParticipateInMarketIndex BIT 1 0
Reserved CHAR 1 1
For Big Endian Machines
ParticipateInMarketIndex BIT 1 0
AON BIT 1 0
MinimumFill BIT 1 0

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Reserved BIT 5 0
Reserved CHAR 1 1

Table 63 ST_PURPOSE
Structure Name ST_PURPOSE
Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Exercise Style BIT 1 0
Reserved BIT 1 0
EGM BIT 1 0
AGM BIT 1 0
Interest BIT 1 0
Bonus BIT 1 0
Rights BIT 1 0
Dividend BIT 1 0
Reserved BIT 3 1
Is Corporate Adjusted BIT 1 1
Is This Asset BIT 1 1
Pl Allowed BIT 1 1
Ex Rejection Allowed BIT 1 1
Ex Allowed BIT 1 1
For Big Endian Machines
Dividend BIT 1 0
Rights BIT 1 0
Bonus BIT 1 0
Interest BIT 1 0
AGM BIT 1 0
EGM BIT 1 0
Reserved BIT 1 0
Exercise Style BIT 1 0
Ex Allowed BIT 1 1
Ex Rejection Allowed BIT 1 1
Pl Allowed BIT 1 1
Is This Asset BIT 1 1
Is Corporate Adjusted BIT 1 1
Reserved BIT 3 1

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The following table provides the details of the various fields present in the Security Master
structure.
Field Name Brief Description
TransactionCode The transaction code is BCAST_SECURITY_MSTR_CHG
(7305).
Token This field contains the token number of the security being
updated. This is unique for a particular symbol-series
combination.
SecurityInformation This contains the Symbol and Series (EQ / IL / TT) of the
security.
PermittedToTrade This field contains one of the following values.
 - Listed but not permitted to trade.
 - Permitted to trade.
IssuedCapital This field contains the issue size of the security.
WarningQuantity This field contains the warning quantity.
FreezeQuantity This field contains the freeze quantity.
CreditRating This field contains the credit rating of the security.
Eligibility
particular market.
Status This field contains one of the following values.

 - Pre-open (Only for Normal market)

 - Open

 - Suspended

 - Pre-open extended

 - Stock Open With Market

IssueRate This field contains the price of the issue.

IssueStartDate This field contains the date of issue of the security.
InterestPaymentDate This field contains the interest payment date of the issue.
IssueMaturityDate This field contains the maturity date.
MarginPercent This field contains the initial margin percent to be
collected on a contract.
MinimumLotQuantity This field contains the minimum lot of the order which can
be placed.
BoardLotQuantity This field contains the Regular lot size.

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Field Name Brief Description

TickSize This field contains the Tick size/ Min spread size.
Name This field contains the security name.
ListingDate This field contains the date of listing.
ExpulsionDate This field contains the date of expulsion.
ReAdmissionDate This field contains the date of readmission.
RecordDate This field contains the date of record changed.
LowPriceRange This field contains the lower price limit of operating
ranges.
HighPriceRange This field contains the upper price limit of operating
ranges.
ExpiryDate This field contains the last date of trading before any
corporate action.
NoDeliveryStartDate This field contains the date from when physical delivery of
share certificates is stopped for book closure.
NoDeliveryEndDate This field contains the date from when physical delivery of
share certificates starts after book closure.
MinimumFill If this flag is set, the Minimum Fill attribute is allowed in
orders in this security.
AON If this flag is set, the All or None (AON) attribute is allowed
in orders in this security.
ParticipantInMarket This flag is set if this security participates in the market
Index index.
BookClosureStartDate This field contains the date when the record books in the
company for shareholder names starts.
BookClosureEnd Date This field contains the date when the record books in the
company for shareholder names ends.
ExerciseStartDate This field contains the starting date for Exercise.
ExerciseEndDate This field contains the last date for Exercise.
OldToken This field is not used.
AssetInstrument This field contains the underlying asset type, for example
INDEX.
AssetName This field contains the name of the underlying asset, for
example NIFTY.
AssetToken This field contains the token number of the asset.
IntrinsicValue This field contains the intrinsic value of the contract.
ExtrinsicValue This field contains the extrinsic value of the contract.

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Field Name Brief Description

Purpose This field contains the EX STYLE / Extraordinary General
Meeting / Annual General Meeting / Interest / Bonus /
Rights / Dividend flags set depending on the corporate
action.
LocalUpdateDateTime This field contains the local database update date-time.
DeleteFlag This contains one of the following values to denote
whether the security is deleted or not.
 Active
 Deleted
Remark This field contains the remarks.
BasePrice This field contains the base price of the stock.

Periodic Broadcast for Change in Security Master

This will be periodically sent by the exchange for those securities which have had any
parameters changed during the day.
The structure being sent is:
Refer to MS_SECURITY_UPDATE_INFO in Chapter 9

Field Name Brief Description

TransactionCode The transaction code is BCAST_SEC_MSTR_CHNG_PERIODIC
(7340).

Change in Instrument Master

If a user is already logged on, and if there is any change in the data, then it is broadcast.
The structure received is as follows:

Table 64 MS_INSTRUMENT_UPDATE_INFO
Structure Name MS_INSTRUMENT_UPDATE_INFO
Packet Length 80 bytes
Transaction Code BCAST_INST_MSTR_CHG (7324)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
InstrumentId SHORT 2 40

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InstrumentName CHAR 6 42
InstrumentDescription CHAR 25 48
InstrumentUpdateTime LONG 4 73
DeleteFlag CHAR 1 77

The following table provides the details of the various fields present in the Instrument Master
structure.

Field Name Brief Description

TransactionCode The transaction code is BCAST_INST_MSTR_CHG
(7324).
InstrumentId This field contains the ID of the instrument.

InstrumentName This field contains the type of the instrument.

Note: For example, OPTIDX, OPTSTK,FUTIDX etc.
InstrumentDescription This field contains the full name of the instrument.

Note: For example, for Instrument Name OPTIDX, it

will be OPTIONS ON INDEX.

InstrumentUpdateTime This field contains the time when this record has
been modified.
DeleteFlag This field contains one of the following values to
denote whether the instrument is deleted or not.



Change Participant Status

This message is sent whenever there is any change in participants. The structure sent is as
follows:

Table 65 PARTICIPANT_UPDATE_INFO
Structure Name PARTICIPANT_UPDATE_INFO
Packet Length 84 bytes
Transaction Code BCAST_PART_MSTR_CHG (7306)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
ParticipantId CHAR 12 40

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ParticipantName CHAR 25 52
ParticipantStatus CHAR 1 77
ParticipantUpdateDateTime LONG 4 78
DeleteFlag CHAR 1 82

The following table provides the details of the various fields present in the Participant Status
structure.

Field Name Brief Description

TransactionCode The transaction code is BCAST_PART_MSTR_CHG
(7306).
ParticipantId This field contains the participant ID.
ParticipantName This field contains the name of the participant that has
been changed.
ParticipantStatus This field contains one of the following values to denote
the status of the participant that has been changed:
 Suspended
 Active
ParticipantUpdateDateTime This field contains the time when the participant
information was changed. It is in number of seconds
from January 1, 1980
DeleteFlag This field contains one of the following values to indicate
whether the participant is deleted or not:


Note: This field is not populated by HostEnd and it will
sent as Blank

Change of Security Status

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

SECURITY STATUS UPDATE INFORMATION

Table 66 MS_SECURITY_STATUS_UPDATE_INFO
Structure Name MS_SECURITY_STATUS_UPDATE_INFO
Packet Length 462 bytes
Transaction Code BCAST_STOCK_STATUS_CHG (7320) and
BCAST_STOCK_STATUS_CHG_PREOPEN (7210)

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Field Name Data Type Size in Byte Offset

MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
NumberOfRecords SHORT 2 40
TOKEN_AND_ELIGIBILITY[35] STRUCT 420 42

Table 67 TOKEN_AND_ELIGIBILITY
Structure Name TOKEN_AND_ELIGIBILITY
Packet Length 12 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
ST_SEC_STATUS_PER_MARKET[4] STRUCT 8 4

Table 68 ST_SEC_STATUS_PER_MARKET
Structure Name ST_SEC_STATUS_PER_MARKET
Packet Length 2 bytes
Field Name Data Type Size in Byte Offset
Status SHORT 2 0

The following table provides the details of the various fields present in the Security Status
structure.

Field Name Brief Description

TransactionCode The transaction codes are:
BCAST_STOCK_STATUS_CHG (7320) and
BCAST_STOCK_STATUS_CHG_PREOPEN (7210).
NumberOfRecords This field contains the number of times the structure TOKEN
AND ELIGIBILITY is repeated.
Token This field contains the token number of the security which
has been changed.
Status This field contains the new status of the security. This can
take any of the following values:
 - Pre-open
 - Open

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Field Name Brief Description

 - Suspended

 - Pre-open extended

Turnover Limit Exceeded or Broker Reactivated

to all workstations. The same structure is also sent when any broker is reactivated. The structure
is as follows:

Table 69 MS_BROADCAST_LIMIT_EXCEEDED
Structure Name MS_BROADCAST_LIMIT_EXCEEDED
Packet Length 98 bytes
Transaction Code BCAST_TURNOVER_EXCEEDED (9010) and
BROADCAST_BROKER_REACTIVATED (9011)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2)
BrokerCode CHAR 5 40
CounterBrokerCode CHAR 5 45
WarningType SHORT 2 50
Token LONG 4 52
InstrumentName CHAR 6 56
Symbol CHAR 10 62
ExpiryDate LONG 4 72
StrikePrice LONG 4 76
OptionType CHAR 2 80
CA Level SHORT 2 82
TradeNumber LONG 4 84
TradePrice LONG 4 88
TradeVolume LONG 4 92
Final CHAR 1 96
Filler CHAR 1 97

The following table provides the details of the various fields present in the <XYZ> structure.

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Field Name Brief Description

TransactionCode The transaction codes are:
 BCAST_TURNOVER_EXCEEDED (9010), if the broker
turnover is about to exceed or has already exceeded.

 BROADCAST_BROKER_REACTIVATED (9011), if the

broker is reactivated after being deactivated.
BrokerCode This field contains the code of broker who is about to exceed or
has already exceeded his turnover limit.
CounterBrokerCode This field is not in use.
WarningType This field is applicable only if the transaction code is
BCAST_T

been exceeded. In the latter case the broker has been

deactivated.
Token This field contains the token number which is a unique number
given to a particular symbol-series combination.
InstrumentName This field contains the instrument name
Symbol This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the symbol of
the security in which the broker has last traded.
ExpiryDate This field contains the Expiry date.
StrikePrice The field contains the strike price
OptionType This field contains the option type.
CA Level This field contains Corporate action level.
TradeNumber This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the trade
number in which the broker has last traded.
TradePrice This field is applicable only if the Transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the price of the
trade.
TradeVolume This field is applicable only if the Transaction code is
BCAST_TURNOVER_EXCEEDED. This contains the trade
quantity of the trade.
Final This field is applicable only if the transaction code is
BCAST_TURNOVER_EXCEEDED. This indicates whether it is the
final auction trade.

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Field Name Brief Description

Filler This field is reserved for future use.

Change of Market Status

Sequence of the Market open messages:
Following message codes will be sent as a part of regular (first) market opening
 BC_OPEN_MSG (6511). This is sent when the market is opened.

Following message codes will still be sent, in case of Market opening for the second time during
the day e.g. during sun outage, circuit hit
 BC_PRE_OR_POST_DAY_MSG (6531). This is sent when the market is preopened.
 BC_PRE_OPEN_ENDED (6571). This is sent when the pre-open period ends.
 BC_OPEN_MSG (6511). This is sent when the market is opened.

Whenever the status of the market changes, the following structure is sent:

BCAST_VCT_MESSAGES
Table 70 MS_BCAST_VCT_MSGS
Structure Name MS_BCAST_VCT_MSGS
Packet Length 320 bytes
Transaction Code BCAST_TURNOVER_EXCEEDED (9010) and
BROADCAST_BROKER_REACTIVATED (9011)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2)
Token LONG 4 40
SEC_INFO (Refer to SEC_INFO in STRUCT 30 44
Chapter 5)
MarketType SHORT 2 74
ST_BCAST_DESTINATION STRUCT 2 76
BroadcastMessageLength SHORT 2 78
BroadcastMessage CHAR 239 80

The following table provides the details of the various fields present in the Market Status
structure.

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Field Name Brief Description

TransactionCode  BC_OPEN_MSG (6511). This is sent when the market
is opened.
 BC_CLOSE_MSG (6521). This is sent when the market
is closed.
 BC_PRE_OR_POST_DAY_MSG (6531). This is sent
when the market is preopened.
 BC_PRE_OPEN_ENDED (6571). This is sent when the
pre-open period ends.
 EQUAL BC_POSTCLOSE_MSG (6522). This is sent
when the Market is in Postclose session.
SecurityInformation This field contains the symbol and series of a security.
MarketType This field contains the value to indicate the type of market.




BroadcastDestination This field, if set t
TWS.
BroadcastMessage This field contains the length of the broadcast message.
Length
BroadcastMessage This field contains the contents of the broadcast message.

In addition : To identify the category of the market in the message, the existing field
broadcast message header (BCAST_HEADER) of the message structure
MS_BCAST_VCT_MSG, will contain values as indicated below

Field Name Brief Description

AlphaChar This field in will have information to indicate the market
category

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Ticker and Market Index

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

Table 71 MS_TICKER_TRADE_DATA
Structure Name MS_TICKER_TRADE_DATA
Packet Length 484 bytes
Transaction Code BCAST_TICKER_AND_MKT_INDEX (7202)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2)
Number of Records SHORT 2 40
ST_TICKER_INDEX_INFO[17] STRUCT 26 42

Table 72 ST_TICKER_INDEX_INFO
Structure Name ST_TICKET_INDEX_INFO
Packet Length 26 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
MarketType SHORT 2 4
FillPrice LONG 4 6
FillVolume LONG 4 10
OpenInterest LONG 4 14
DayHiOI LONG 4 18
DayLoOI LONG 4 22

The following table provides the details of the various fields present in the Ticker and Market
Index structure.
Field Name Brief Description
TransactionCode The transaction code sent is
BCAST_TICKER_AND_MKT_INDEX (7202).
NumberOfRecords This field contains the number of times (maximum 17) the
structure TICKER INDEX INFORMATION is repeated.
Token This field contains the token number, which is a unique
number given to a particular symbol-series combination.

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Field Name Brief Description

MarketType This field contains the type of market.
FillPrice This field contains the price at which the order has been
traded.
FillVolume This field contains the quantity of security traded.
Openinterest This field contains the value of open interest.
DayHiOi This field contains the feed of highest open interest value
of the day.
DayLoOi This field contains the feed of lowest open interest value of
the day.

Market by Order/Market by Price Update

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

BROADCAST MBO MBP

Table 73 MS_BCAST_MBO_MBP
Structure Name MS_BCAST_MBO_MBP
Packet Length 410 bytes
Transaction Code BCAST_MBO_MBP_UPDATE (7200)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2)
ST_INTERACTIVE_MBO_DATA STRUCT 235 40
Record Buffer CHAR Sizeof(ST_M 275
BP_INFO)*1
0
Total Buy Quantity DOUBLE 8 375
Total Sell Quantity DOUBLE 8 383
ST_INDICATOR STRUCT 2 391
ClosingPrice LONG 4 393
OpenPrice LONG 4 397
HighPrice LONG 4 401
LowPrice LONG 4 405

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Table 74 ST_INTERACTIVE_MBO_DATA
Structure Name ST_INERACTIVE_MBO_DATA
Packet Length 235 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
BookType SHORT 2 4
TradingStatus SHORT 2 6
VolumeTradedToday LONG 4 8
LastTradedPrice LONG 4 12
NetChangeIndicator CHAR 1 16
NetPriceChangeFromClosingPrice LONG 4 17
LastTradeQuantity LONG 4 21
LastTradeTime LONG 4 25
AverageTradePrice LONG 4 29
AuctionNumber SHORT 2 33
AuctionStatus SHORT 2 35
InitiatorType SHORT 2 37
InitiatorPrice LONG 4 39
InitiatorQuantity LONG 4 43
AuctionPrice LONG 4 47
AuctionQuantity LONG 4 51
RecordBuffer CHAR Sizeof(ST_M 55
BO_INFO)*1
0

Table 75 ST_MBO_INFO
Structure Name ST_MBO_INFO
Packet Length 18 bytes
Field Name Data Type Size in Byte Offset
TraderId LONG 4 0
Qty LONG 4 4
Price LONG 4 8
ST_MBO_MBP_TERMS STRUCT 2 12
Min Fill Qty LONG 4 14

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Table 76 ST_MBP_INFO
Structure Name ST_MBP_INFO
Packet Length 10 bytes
Field Name Data Type Size in Byte Offset
Qty LONG 4 0
Price LONG 4 4
NoOfOrders SHORT 2 8

Table 77 ST_INDICATOR
Structure Name ST_INDICATOR
Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Reserved BIT 4 0
Sell BIT 1 0
Buy BIT 1 0
Last Trade Less BIT 1 0
Last Trade More BIT 1 0
Reserved CHAR 1 1
For Big Endian Machines
Last Trade More BIT 1 0
Last Trade Less BIT 1 0
Buy BIT 1 0
Sell BIT 1 0
Reserved BIT 4 0
Reserved CHAR 1 1

Table 78 ST_MBO_MBP_TERMS
Structure Name ST_MBO_MBP_TERMS
Packet Length 2 bytes
Field Name Data Type Size Offset
For Small Endian Machines
Reserved BIT 6 0
AON BIT 1 0
MF BIT 1 0
Reserved CHAR 1 1
For Big Endian Machines

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Structure Name ST_MBO_MBP_TERMS

Packet Length 2 bytes
Field Name Data Type Size Offset
MF BIT 1 0
AON BIT 1 0
Reserved BIT 6 0
Reserved CHAR 1 1

The following table provides the details of the various fields present in the
MS_BCAST_MBO_MBP structure.

Field Name Brief Description

TransactionCode The transaction code set for the purpose is
BCAST_MBO_MBP_UPDATE (7200).
Token This field contains the token number which is a unique
number given to a particular symbol-series combination.
BookType This field contains the book type RL / ST / OL/ SP / AU

Book Type Market

RL
ST
Odd Lot
SP
AU

Skip the message in other cases.

TradingStatus This field contains the trading status of the security. It

can be one of the following:
 Preopen
 Open
 Suspended
 Preopen Extended
VolumeTradedToday This field contains the total quantity of a security traded
on the current day.

LastTradedPrice This field contains the price at which the latest trade in a
security has taken place.

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Field Name Brief Description

NetChangeIndicator This is a flag which indicates any change of the order
price from the Last Traded Price.

 -
NetPriceChangeFromthe This field contains the net change between the closing
ClosingPrice price and the LTP. Presently, it contains the closing price
same as that of the Closing Price field mentioned
subsequently. Since in this MBO/MBP packet, both LTP
and closing price is being sent, it is for the front end to
calculate the value of Net Price Change from the Closing
Price by the formula:

((closing price LTP)/closing price )*100.

LastTradeQuantity This field contains the quantity at which the last trade
took place in a security.
LastTradeTime This field contains the time when the last trade took
place in a security.
AverageTradePrice This field contains the average price of all the trades in a
security.
AuctionNumber This field contains the auction number. The maximum
value this field can take is 9999. It is set to zero other
than auction.

AuctionStatus Refer to market status in Appendix.

InitiatorType This field contains the initiator type control or trader.

Exchange can initiate an Auction. Otherwise Default

value is set to Blank.
InitiatorPrice This field contains the price of the security of the

InitiatorQuantity This field contains the quantity of the security of the

Otherwise it is set to zero.
AuctionPrice This field contains the price at which auction in a
security takes place. Otherwise it is set to zero.
AuctionQuantity This field contains the quantity at which auction in a
security takes place. Otherwise it is set to zero.
RecordBuffer (MBO This field contains the five best Buy orders and five best
INFORMATION) Sell orders from the order book.

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Field Name Brief Description

RecordBuffer (MBP This field contains the five best Buy prices and five best
INFORMATION) Sell prices from the order book.
TotalBuyQuantity This field contains the total quantity of buy orders in a
security.
TotalSellQuantity This field contains the total quantity of sell orders in a
security.
Indicator This field contains flags which are set to indicate Buy,
Sell and Latest trade less than or greater than the
immediately previous LTP.
ClosingPrice This field contains the closing price of a security.
OpenPrice This field contains the open price of a security.
HighPrice This field contains the highest trade price.
LowPrice This field contains the lowest trade price.

Only Market by Price Update

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

BROADCAST ONLY MBP

Table 79 MS_BCAST_ONLY_MBP
Structure Name MS_BCAST_ONLY_MBP
Packet Length 470 bytes
Transaction Code BCAST_ONLY_MBP (7208)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2)
NoOfRecords SHORT 2 40
INTERACTIVE_ONLY_MBP_DATA[2] STRUCT 213 42

Table 80 INTERACTIVE_ONLY_MBP_DATA
Structure Name INTERACTIVE_ONLY_MBP_DATA
Packet Length 213 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
BookType SHORT 2 4

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Structure Name INTERACTIVE_ONLY_MBP_DATA

Packet Length 213 bytes
Field Name Data Type Size in Byte Offset
TradingStatus SHORT 2 6
VolumeTradedToday LONG 4 8
LastTradedPrice LONG 4 12
NetChangeIndicator CHAR 1 16
NetPriceChangeFromClosingPrice LONG 4 17
LastTradeQuantity LONG 4 21
LastTradeTime LONG 4 25
AverageTradePrice LONG 4 29
AuctionNumber SHORT 2 33
AuctionStatus SHORT 2 35
InitiatorType SHORT 2 37
InitiatorPrice LONG 4 39
InitiatorQuantity LONG 4 43
AuctionPrice LONG 4 47
AuctionQuantity LONG 4 51
RecordBuffer CHAR Sizeof(MBP_I 55
NFORMATIO
N) *10
BbTotalBuyFlag SHORT 2 175
BbTotalSellFlag SHORT 2 177
TotalBuyQuantity DOUBLE 8 179
TotalSellQuantity DOUBLE 8 187
ST_INDICATOR (Refer to STRUCT 2 195
ST_INDICATOR structure in Chapter
9)
ClosingPrice LONG 4 197
OpenPrice LONG 4 201
HighPrice LONG 4 205
LowPrice LONG 4 209

Table 81 MBP_INFORMATION
Structure Name MBP_INFORMATION
Packet Length 12 bytes
Field Name Data Type Size in Byte Offset
Quantity LONG 4 0
Price LONG 4 4

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Structure Name MBP_INFORMATION

Packet Length 12 bytes
Field Name Data Type Size in Byte Offset
NumberOfOrders SHORT 2 8
BbBuySellFlag SHORT 2 10

The following table provides the details of the various fields present in the
MS_BCAST_ONLY_MBP structure.

Field Name Brief Description

TransactionCode The transaction code is BCAST_ONLY_MBP (7208).
NoOfRecords This field contains the number of securities sent.
Token This field contains the token number which is a unique number
given to a particular symbol-series combination.
BookType This field contains the book type RL / ST / SL / NT / OL/ SP
Refer to Book Types in Appendix
TradingStatus This field contains the trading status of the security. It can be
one of the following:
 Preopen
 Open
 Suspended
 Preopen Extended
VolumeTradedToday This field contains the total quantity of a security traded on the
current day.
LastTradedPrice This field contains the price at which the latest trade in a security
has taken place.
NetChangeIndicator This is a flag which indicates any change of the order price from
the LTP:

 -
NetPriceChange This field contains the net change between the closing price and
the LTP. Presently, it contains the closing price same as that of
the Closing Price field mentioned subsequently. Since in this
MBP packet, both LTP and closing price are being sent, it is for
the front end to calculate the value of Net Price Change from the
Closing Price by the formula:

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Field Name Brief Description

((closing price LTP)/closing price )*100.
LastTradeQuantity This field contains the quantity at which the last trade took place
in a security.
LastTradeTime This field contains the time when the last trade took place in a
security.
AverageTradePrice This field contains the average price of all the trades in a
security.
AuctionNumber This field contains the auction number. Currently it is not in use.
AuctionStatus Refer to market status Appendix.
InitiatorType This field contains the initiator type control or trader. Presently

initiate an auction. Otherwise it is set to blank.

InitiatorPrice
auction order. Otherwise it is set to zero.
InitiatorQuantity
auction order. Otherwise it is set to zero.
AuctionPrice This field contains the price at which auction in a security takes
place. Otherwise it is set to zero.
AuctionQuantity This field contains the quantity at which auction in a security
takes place. Otherwise it is set to zero.
RecordBuffer (MBP This field contains the five best Buy prices and five best Sell
INFORMATION) prices from the order book.
BbTotalbuyFlag This field, currently, contains a value of zero, since buy back
concept is not implemented.
BbTotalsell Flag This field, currently, contains a value of zero, since buy back
concept is not implemented.
TotalBuyQuantity This field contains the total quantity of buy orders in a security.
TotalSellQuantity This field contains the total quantity of sell orders in a security.
Indicator This field contains flags which are set to indicate Buy, Sell and
Latest trade less than or greater than the immediately previous
LTP.
ClosingPrice This field contains the closing price of a security.
OpenPrice This field contains the open price of a security.
HighPrice This field contains the highest trade price.
LowPrice This field contains the lowest trade price.

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Field Name Brief Description

MBPInformation This field contains the quantity, price and number of orders for a
maximum of five best prices.

Market Watch Update

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

Table 82 MS_BCAST_INQ_RESP_2
Structure Name MS_BCAST_INQ_RESP_2
Packet Length 472 bytes
Transaction Code BCAST_MW_ROUND_ROBIN (7201)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
NoOfRecords SHORT 2 40
ST_MARKET_WATCH_BCAST[5] STRUCT 86 42

Table 83 ST_MARKET_WATCH_BCAST
Structure Name ST_MARKET_WATCH_BCAST
Packet Length 86 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
ST_MKT_WISE_INFO [3] STRUCT 26 4
OpenInterest LONG 4 82

Table 84 ST_MKT_WISE_INFO
Structure Name ST_MKT_WISE_INFO
Packet Length 26 bytes
Field Name Data Type Size in Byte Offset
ST_INDICATOR (Refer to STRUCT 2 0
ST_INDICATOR structure in Chapter
9)
BuyVolume LONG 4 2
BuyPrice LONG 4 6
SellVolume LONG 4 10
SellPrice LONG 4 14

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Structure Name ST_MKT_WISE_INFO

Packet Length 26 bytes
Field Name Data Type Size in Byte Offset
LastTradePrice LONG 4 18
LastTradeTime LONG 4 22

The following table provides the details of the various fields present in the
MS_BCAST_INQ_RESP_2 structure.

Field Name Brief Description

TransactionCode The transaction code sent is
BCAST_MW_ROUND_ROBIN (7201).
NumberofRecords This field contains the number of times the structure
MARKET WATCH BROADCAST is repeated.
Token This field contains the token number which is a unique
number given to a particular symbol-series combination.
Indicator This field contains flags which are to indicate Buy, Sell
and Last trade less than or greater than previous LTP.
BuyVolume This field contains the quantity of the best Buy order.
BuyPrice This field contains the price of the best Buy order.
SellVolume This field contains the quantity of the best Sell order.
SellPrice This field contains the price of the best Sell order.
LastTradePrice This field contains the latest trade price of a security.
LastTradeTime This field contains the latest trade time of a security.
OpenInterest This field contains the feed of Open Interest.

Security Open Message

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

Table 85 MS_SEC_OPEN_MSGS
Structure Name MS_SEC_OPEN_MSGS
Packet Length 62 bytes
Transaction Code SECURITY_OPEN_PRICE (6013)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
Symbol CHAR 10 40

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Structure Name MS_SEC_OPEN_MSGS

Packet Length 62 bytes
Transaction Code SECURITY_OPEN_PRICE (6013)
Field Name Data Type Size in Byte Offset
Series CHAR 2 50
Token LONG 4 52
OpeningPrice LONG 4 56
Reserved BIT 4 (bit) 60

The following table provides the details of the various fields present in the
MS_SEC_OPEN_MSGS structure.

Field Name Description

TransactionCode The transaction code is
SECURITY_OPEN_PRICE (6013).
Security This field contains the symbol and series for a particular security.
Information

Token This field contains the token number which is a unique number given
to a particular symbol-series combination.
OpeningPrice This field contains the open price of the security.

Broadcast Circuit Check

If there has been no data on the broadcast circuit for a stipulated time period then a pulse is
sent. This time now is 9 sec but it can be changed by the NSE control. This is just to intimate that
the circuit is still there but there is no data to send. The structure sent is:

MESSAGE_HEADER (Refer to Message Header in Chapter 2)

Field Name Description

TransactionCode The transaction code is BCAST_CIRCUIT_MSG (6541).

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Multiple Index Broadcast

This is a multiple index broadcast. It will be coming through Cash broadcast circuit. It sends the
broadcast structure as follows:

Table 86 MS_BCAST_INDICES
Structure Name MS_BCAST_INDICES
Packet Length 468 bytes
Transaction Code BCAST_INDICES (7207)
Field Name Data Type Size in Byte Offset
BCAST_HEADER (Refer to Broadcast STRUCT 40 0
Process Header in Chapter 2)
NumberOfRecords SHORT 2 40
MS_INDICES [6] STRUCT 71 42

Table 87 MS_INDICES
Structure Name MS_INDICES
Packet Length 71 bytes
Field Name Data Type Size in Byte Offset
IndexName CHAR 21 0
IndexValue LONG 4 21
HighIndexValue LONG 4 25
LowIndexValue LONG 4 29
OpeningIndex LONG 4 33
ClosingIndex LONG 4 37
PercentChange LONG 4 41
YearlyHigh LONG 4 45
YearlyLow LONG 4 49
NoOfUpmoves LONG 4 53
NoOfDownmoves LONG 4 57
Market Capitalisation DOUBLE 8 61
NetChangeIndicator CHAR 1 69
Reserved CHAR 1 70

The following table provides the details of the various fields present in the
MS_BCAST_INDICES structure.

Field Name Brief Description

TransactionCode The transaction code is BCAST_INDICES (7207).

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Field Name Brief Description

NoofRecords This field contains the number of indices currently supported
by the system. Depending on this number, there will be records
filled up in subsequent INDICES structure.
Indices This is an array of structure. Number of records field shows
how many records this structure will contain. The attributes of
the structure are described subsequently.
IndexName This field contains the name of the index.
For example: Nifty
IndexValue This field contains online market index value at that instance of
broadcast.
HighIndexValue
LowIndexValue This fiel
OpeningIndex This field contains the opening index value when market opens.
ClosingIndex
ntains

PercentChange This field contains percentage change in current index with

YearlyHigh This field contains the highest index in the year.

YearlyLow This field contains the lowest index in the year.
Noofupmoves This field contains the number of time index has moved up with
respect to previous index.
Noofdownmoves This field contains the number of time index has moved down
with respect to previous index.
MarketCapitalization This field contains the Market Capitalisation of securities
participating in that index.
NetChangeIndicator This field contains one of the following values:
 if the current index is greater than previous index.
 - if the current index is less than previous index.
 if the current index is equal to previous index

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Industry Index Broadcast

It will be coming through Cash (Capital Market) broadcast circuit. It sends the Index structure
as follows:
Table 88 MS_BCAST_INDUSTRY_INDICES
Structure Name MS_BCAST_INDUSTRY_INDICES
Packet Length 442 bytes
Transaction Code BCAST_INDUSTRY_INDEX_UPDATE (7203)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2)
NoOfRecs SHORT 2 40
INDUSTRY_INDICES [20] STRUCT 20 42

Table 89 INDUSTRY_INDICES
Structure Name INDUSTRY_INDICES
Packet Length 20 bytes
Field Name Data Type Size in Byte Offset
IndustryName CHAR 15 0
IndexValue LONG 4 15

The following table provides the details of the various fields present in the
MS_BCAST_INDUSTRY_INDICES structure.

Field Name Brief Description

TransactionCode The transaction code is BCAST_INDUSTRY_INDEX_UPDATE
(7203).
NoofRecords This field contains the number of indices currently supported by
the system. Depending upon this number, there will be records
filled up in subsequent INDUSTRY_INDICES structure.
Industry This is an array of structure. Number of records field shows how
many records this structure will contain. This structure has the
attributes of Industry Name and Index Value.
IndustryName This field contains the name of the index.
For example, Nifty
IndexValue This field contains the on line market index value at the time of
log-on.

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Global Indices and Contracts Broadcast

The new transcode MS_GLOBAL_INDICES will be sent for the broadcast of Global Indices. The
Structure for same is given as follows:

Table 90 MS_GLOBAL_INDICES
Structure Name MS_GLOBAL_INDICES
Packet Length 138 bytes
Transaction Code GI_INDICES_ASSETS (7732)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
INDEX_DETAILS STRUCT 98 40

Table 91 INDEX_DETAILS
Structure Name INDEX_DETAILS
Packet Length 98 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
Name CHAR 50 4
Open LONG 4 54
High LONG 4 58
Low LONG 4 62
Last LONG 4 66
Close LONG 4 70
PrevClose LONG 4 74
LifeHigh LONG 4 78
LifeLow LONG 4 82
filler1 LONG 4 86
filler2 LONG 4 90
filler3 LONG 4 94

The following table provides the details of the various fields present in the
MS_GLOBAL_INDICES structure.

Field Name Brief Description

TransactionCode The transaction code sent is GI_INDICES_ASSETS (7732).
Token This field contains the token number which is a unique
number given to a particular symbol-series combination.

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Field Name Brief Description

Name This field contains the name of the index.
Open This field contains the opening index value when market
opens.
High
Low
Last
Close
PrevClose
LifeHigh This field contains the highest index in the year.
LifeLow This field contains the lowest index in the year.

The new transcode MS_GLOBAL_CONTRACTS will be sent for the broadcast of Global Indices
contracts. The Structure for same is given as follows:

Table 92 MS_GLOBAL_CONTRACTS
Structure Name MS_GLOBAL_CONTRACTS
Packet Length 162 bytes
Transaction Code GI_CONTRACT_ASSETS (7733)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
CONTRACT_DETAILS STRUCT 122 40

Table 93 CONTRACTS_DETAILS
Structure Name CONTRACTS_DETAILS
Packet Length 122 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
NseSymbol CHAR 16 4
InstrumentName CHAR 6 20
ExpDay SHORT 2 26
ExpMonth SHORT 2 28
ExpYear SHORT 2 30
OptionType CHAR 2 32
StrikePrice LONG 4 34
BidPrice LONG 4 38

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Structure Name CONTRACTS_DETAILS

Packet Length 122 bytes
Field Name Data Type Size in Byte Offset
AskPrice LONG 4 42
BidSize DOUBLE 8 46
AskSize DOUBLE 8 54
Open LONG 4 62
High LONG 4 66
Low LONG 4 70
Last LONG 4 74
Close LONG 4 78
PrevClose LONG 4 82
LimitHigh LONG 4 86
LimitLow LONG 4 90
TotalTrades DOUBLE 8 94
OpenInterest DOUBLE 8 102
filler1 LONG 4 110
filler2 LONG 4 114
filler3 LONG 4 118

The following table provides the details of the various fields present in the
MS_GLOBAL_CONTRACTS structure.

Field Name Brief Description

TransactionCode The transaction code sent is GI_CONTRACT_ASSETS
(7733).

Token This field contains the token number which is a unique

number given to a particular symbol-series combination.

BidPrice This field contains the bid price of the contract.

AskPrice This field contains the ask price of the contract.

NseSymbol This field contains the Symbol of the security.

InstrumentName This field contains the Instrument Type. For example

FUTIDX

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Field Name Brief Description

ExpDay This field contains the Expiry Day in number (1-31).

ExpMonth This field contains the Expiry Month in number (1-12).

ExpYear This field contains the Expiry Year in number (YYYY).
OptionType This field contains the Option Type for the Contract.
StrikePrice This field contains the Strike Price for the Contract.
BidSize This field contains the bid size of the contract
AskSize This field contains the ask size of the contract
Open This field contains the opening traded value when market
opens.
High This fie
Low
Last This field contains the last traded value of the contract.
Close
PrevClose This fie
contract.
LimitHigh This field contains the high Price limit of the contract.
LimitLow This field contains the Low Price limit of the contract.
OpenInterest This field contains the Open interest of the contract.
TotalTrades This field contains the total trades for the contract.

Spread Market by Price

It comes through the broadcast circuit and if broadcast is not available it comes through the
interactive circuit. This is broadcast for every activity occurring. The structure is as follows:

Table 94 MS_SPD_MKT_INFO
Structure Name MS_SPD_MKT_INFO
Packet Length 204 bytes
Transaction Code BCAST_SPD_MBP_DELTA (7211)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2)
Token1 LONG 4 40
Token2 LONG 4 44
MbpBuy SHORT 2 48

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Structure Name MS_SPD_MKT_INFO

Packet Length 204 bytes
Transaction Code BCAST_SPD_MBP_DELTA (7211)
Field Name Data Type Size in Byte Offset
MbpSell SHORT 2 50
LastActiveTime LONG 4 52
TradedVolume LONG 4 56
TotalTradedValue DOUBLE 8 60
MbpBuys [5] STRUCT 10 68
MbpSells[5] STRUCT 10 118
TotalOrderVolume STRUCT 16 168
OpenPriceDifference LONG 4 184
DayHighPriceDifference LONG 4 188
DayLowPriceDifference LONG 4 192
LastTradedPriceDifference LONG 4 196
LastUpdateTime LONG 4 200

Table 95 MbpBuys
Structure Name MbpBuys
Packet Length 10 bytes
Field Name Data Type Size in Byte Offset
NoOrders SHORT 2 0
Volume LONG 4 2
Price LONG 4 6

Table 96 MbpSells
Structure Name MbpSells
Packet Length 10 bytes
Field Name Data Type Size in Byte Offset
NoOrders SHORT 2 0
Volume LONG 4 2
Price LONG 4 6

Table 97 TotalOrderVolume
Structure Name TotalOrderVolume
Packet Length 16bytes
Field Name Data Type Size in Byte Offset
Buy DOUBLE 8 0
Sell DOUBLE 8 8

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The following table provides the details of the various fields present in the
MS_SPD_MKT_INFO structure.

Field Name Brief Description

TransactionCode The transaction code is BCAST_SPD_MBP_DELTA (7211).
Token1 This field contains the token number of the security with early
expiry date.
Token2 This field contains the token number of the security with later
expiry date.
MBPbuy This field contains the total number of buys for that particular
combination.
MBPsell This field contains the total number of sells for that particular
combination.
LastActiveTime This field contains the time stamp at which the last activity was
done.
Tradedvolume This field contains the total number of trades today.
TotalTradedValue This field contains the total value of trades happened on that
particular combination
MBPSells This is an array of five, consisting of five best sell orders for the
particular combination. It has the following fields:

 NoOrders which contains the number of orders with the

same price.
 Volume which contains the total volume ordered with the
same price.
 Price which contains the price of the orders.
MBPbuys This is an array of five, consisting of five best buy orders for the
particular combination. It has the following fields:
 NoOrders which contains the number of orders with the
same price.
 Volume which contains the total volume ordered with the
same price.
 Price which contains the price of the orders.
TotalOrderVolume This structure is made of the following fields:
 Buy which contains the total buy volume ordered for the
particular combination.
 Sell which contains the total sell volume ordered for the
particular combination.

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Field Name Brief Description

OpenPriceDifferen This field will contain price difference of the first spread-spread
ce trade of the day.
DayHighPriceDiffe This field will contain maximum of the price difference of
rence spread-spread trades during the day.
DayLowPriceDiffer This field will contain minimum of the price difference of
ence spread-spread trades during the day.
LastTradedPriceDi This field will contain price difference of the latest spread-
fference spread trade.
LastUpdateTime This field contains the time stamp at which the last activity was
done. This is same as LastActiveTime.

Underlying Open Interest

This information is sent for the open interest of the underlying asset.

The structure sent is as follows:

Table 98 CM_ASSSET_OI
Structure Name CM_ASSET_OI
Packet Length 504 bytes
Transaction Code MKT_MVMT_CM_OI_IN (7130)
Field Name Data Type Size in Byte Offset
Reserved CHAR 2 0
Reserved CHAR 2 2
LogTime LONG 4 4
MarketType CHAR 2 8
TransactionCode SHORT 2 10
NoOfRecords SHORT 2 12
Reserved CHAR 8 14
TimeStamp LONG LONG 8 22
Reserved CHAR 8 30
MessageLength SHORT 2 38
OPEN_INTEREST [58] STRUCT 8 40

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Table 99 OPEN_INTEREST
Structure Name OPEN_INTEREST
Packet Length 8 bytes
Field Name Data Type Size in Byte Offset
TokenNo LONG 4 0
CurrentOI LONG 4 4

Field Name Brief Description

TransactionCode The transaction code is MKT_MVMT_CM_OI_IN (7130).
LogTime This field should be set to zero while sending messages to the
host end. For messages coming from the host, this contains the
time the message was generated by the trading system.
MarketType It contains the Market Type for the transaction code
MKT_MVMT_CM_OI_IN.
NoOfRecords It contains the number of times (maximum 58) the OPEN
INTEREST is repeated.
TimeStamp This field contains the time when the message (reply) is sent from
the host.
TokenNumber This field contains the token number of the underlying asset.
CurrentOI This field contains the Current Open Interest of the underlying
asset.

Trade Execution Ranges

This structure contains the Trade execution range broadcast data.

Table 100 MS_BCAST_TRADE_EXECUTION_RANGE

Structure Name MS_BCAST_TRADE_EXECUTION_RANGE
Packet Length 344 bytes
Transaction Code BCAST_TRADE_EXECUTION_RANGE(7220)
Field Name Data Type Size in Byte Offset
BCAST_HEADER(Refer to STRUCT 40 0
BCAST_HEADER in Chapter 2))
TRADE_EXECUTION_RANGE_DATA STRUCT 304 40

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Table 101 TRADE_EXECUTION_RANGE_DATA

Structure Name TRADE_EXECUTION_RANGE_DATA
Packet Length 304 bytes
Field Name Data Type Size in Byte Offset
MsgCount LONG 4 0
TRADE_EXECUTION_RANGE_DETAIL STRUCT 300 4
S[25]

Table 102 TRADE_EXECUTION_RANGE_DETAILS

Structure Name TRADE_EXECUTION_RANGE_DETAILS
Packet Length 12 bytes
Field Name Data Type Size in Byte Offset
TokenNumber LONG 4 0
HighExecBand LONG 4 4
LowExecBand LONG 4 8

Field Name Brief Description

TransactionCode The transaction code is BCAST_TRADE_EXECUTION_RANGE
(7220)
MsgCount This field contains the number of tokens present in that packet
TokenNumber This field contains the token number of the contract.
HighExecBand This field contains the high trade execution band
LowExecBand This field contains the low trade execution band

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Chapter 10 Direct Interface to Exchange Trading

System
This chapter describes how member systems can directly connect to NSE for trading, while using
existing formats of business messages from NNF API documents.
To directly connect to NSE for trading, member systems will have carry out the changes specified
herein.

Message Formats
Change to packet format

Length Sequence Checksum(MD5) for Message Data

(2 bytes) number Message data (Variable length)
(4 bytes) (16 bytes)
 Max length will be the predefined value of 1024 bytes.
Length = size of length field (2 bytes) +
size of sequence number field (4 bytes) +
size of the checksum field (16 bytes) +
size of Message data (variable number of bytes as per the transcode)
 Sequence number will start from 1 and will be incremented for every packet.
 Message data will be of variable length
 The checksum algorithm used will be MD5. Checksum is applied only on the Message
data field and not on the entire packet.
For more details on MD5 refer: RFC 1321 (rfc1321) - The MD5 Message-Digest Algorithm ()
 In case checksum is not matched, packet will be dropped at Exchange end

Structure Name MESSAGE_HEADER

Packet Length 40 bytes
Field Name Data Type Size in Byte Offset
Transaction Code SHORT 2 0
LogTime LONG 4 2
AlphaChar CHAR 2 6
User Id LONG 4 8
ErrorCode SHORT 2 12

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Structure Name MESSAGE_HEADER

Packet Length 40 bytes
Field Name Data Type Size in Byte Offset
Timestamp LONG LONG 8 14
TimeStamp1 CHAR 8 22
TimeStamp2 CHAR 8 30
MessageLength SHORT 2 38

Note: Member systems must populate relevant User ID field in the header.

Connecting to NSE for Trading

Squence to be followed by the member for login
1. Member to connect (TCP connection) to the IP and port provided by the exchange and
send the GR_REQUEST
2. Exchange will send the GR_RESPONSE to the member containing the IP address, Port
and the Session key. If there is any error then ErrorCode field in MESSAGE_HEADER will
be populated with relavent error code in the GR_RESPONSE.
3. Member to connect (TCP connection) to the IP and port provided in the GR_RESPONSE
and send the BOX_SIGN_ON_REQUEST_IN. BoxID, BrokerID and Session key (received
in GR_RESPONSE) is to be populated in BOX_SIGN_ON_REQUEST_IN
4. Exchange will send the BOX_SIGN_ON_REQUEST_OUT. If there is any error then
ErrorCode field in MESSAGE_HEADER will be populated with relavent error code in the
BOX_SIGN_ON_REQUEST_OUT and the Box connection will be terminated.
Note: Multiple BOX_SIGN_ON_REQUEST_IN requests on a successfully established box
connection will lead to box connection termination.
5. Once a connection for a particular BoxID is established, all users linked with this BoxID
can login using MS_SIGNON structure. Refer Chapter 3 for login request and response
using MS_SIGNON structure.
6. For further flow refer to existing protocol defined in Chapter 3 of Protocol Document

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Gateway Router Request

GR_REQUEST
Structure Name MS_GR_REQUEST
Packet Length 48 bytes
Transaction Code GR_REQUEST (2400)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
Box ID SHORT 2 40
BrokerID CHAR 5 42
Filler CHAR 1 47

Field Name Brief Description

Transaction Code This field is the part of Message Header.The transaction code
is 2400.
Box ID Exchange provided Box ID to be used for this connection
BrokerID This field should contain the trading member ID

Gateway Router Response

GR_RESPONSE
Structure Name MS_GR_RESPONSE
Packet Length 76 bytes
Transaction Code GR_RESPONSE(2401)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
Box ID SHORT 2 40
BrokerID CHAR 5 42
Filler CHAR 1 47
IP Address CHAR 16 48
Port LONG 4 64
Session Key CHAR 8 68

Field Name Brief Description

Transaction Code This field is the part of Message Header.The transaction code is
2401

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Field Name Brief Description

Error Code This field is the part of Message Header.Error Code will be set if
the query is unsuccessful. Refer to List of Error Codes in
Appendix
Box ID Exchange provided Box ID used for this connection
BrokerID This field should contain the trading member ID
IP Address IP address assigned by exchange
Port Port Number given by exchange
Session Key Session key to be used for authentication

Box Sign on Request

BOX_SIGN_ON_REQUEST_IN
Structure Name MS_BOX_SIGN_ON_REQUEST_IN
Packet Length 60 bytes
Transaction Code BOX_SIGN_ON_REQUEST_IN(23000)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
BoxId SHORT 2 40
BrokerId CHAR 5 42
Reserved CHAR 5 47
SessionKey CHAR 8 52

Field Name Brief Description

Transcode This field is the part of Message Header.The transaction code is
23000
BoxId Exchange provided Box ID to be used for this connection
BrokerId This field should contain the trading member ID
SessionKey Session key received in GR_RESPONSE(2401)

Box Sign on Response

BOX_SIGN_ON_REQUEST_OUT
Structure Name MS_BOX_SIGN_ON_REQUEST_OUT
Packet Length 52 bytes
Transaction Code BOX_SIGN_ON_REQUEST_OUT(23001)
Field Name Data Type Size in Byte Offset

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MESSAGE_HEADER STRUCT 40 0
BoxId SHORT 2 40
Reserved CHAR 10 42

Field Name Brief Description

Transaction Code This field is the part of Message Header.The transaction code is
23001
Error Code This field is the part of Message Header.Error Code will be set if
the query is unsuccessful. Refer to List of Error Codes in
Appendix
BoxId Exchange provided Box ID used for this connection

User Log on Request

A few fields in the Logon message (transaction code 2300) have to be populated differently for
direct connection:

Field Name Description

TransactionCode The transaction code is MS_SIGNON (2300).
Colour All should be spaces
ShowIndex -NNF protocol.
Note: Only Trim-NNF protocol is supported by Direct Interface

Note: Rest of the fields of MS_SIGNON to be populated as prescribed in Chapter 3 of protocol

document.
If authentication information is correct, member systems will receive a successful MS_SIGNON
structure response.

How to Logoff?
To logoff from the exchange trading system, there is no change and use the existing protocol
defined in Chapter 3 of protocol document.

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Heartbeat exchange
Member systems must exchange heartbeat signals with exchange trading system during periods
of inactivity. Trading Host will consider the member system as inactive after missing two
heartbeats in succession, and disconnect the socket connection. Heartbeats will carry following
data in MessageData segment of the message. Heartbeat is to be sent only if there is inactivity
for 30 seconds. The format is MESSAGE_HEADER with following detail.

Structure Name HEARTBEAT

Packet Length 40 bytes
Transaction Code 23506
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to Chp STRUCT 40 0
1)

Field Name Description

TransactionCode The transaction code is (23506).

Recovering from disconnections

If member system detects a loss of TCP connection with the exchange trading system, please
perform the same operations for starting a fresh login given above.

Performing Trading activities

Once authenticated connection is successfully established, member systems can send any
business message to exchange as described in NNF protocol documents. Care should be taken
to use MSG_HEADER described in this document wherever applicable in front of business
messages.

Connection Termination

When the connection is terminated by exchange, exchnage will send Sign off packet (transaction
code: 20322) with appropriate error code (Refer to List of Error Codes in Appendix).

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Box Sign Off

MS_BOX_SIGN_OFF
Structure Name MS_BOX_SIGN_OFF
Packet Length 42 bytes
Transction code BOX_SIGN_OFF (20322)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
BoxId SHORT 2 40

Field Name Brief Description

Transaction This field is the part of Message Header.The transaction code is
Code BOX_SIGN_OFF (20322).
Error Code This field is the part of Message Header.Error Code will be set if the
query is unsuccessful. Refer to List of Error Codes in Appendix.
BoxId Exchange provided Box ID used for this connection

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Chapter 11 Exception Handling

Introduction
tream hosts a
range of contracts on which trading is allowed. In case of an exception single/multiple streams
will get impacted. It is necessary that relevant information is dissiminated in such events so that
to bring their systems into a consistent state.
Exception handling:
1. At the start of the outage message will be sent on broadcast with StreamNumber and
status as 1 (start of outage) and members may get disconnected from the exchange
(Member can also receive this message through journal download).
2. On receiving message in step 1, members should clear outstanding orders at their end
for the respective streams. Exchange would also cancel all the outstanding orders and
no cancellation messages will be sent for these orders.
3. Once exchange has restored the stream, message will be sent on broadcast and
interactive channel with StreamNumber and status as 0 (end of outage, Member can also
receive this message through journal download).
4. On receiving the message in step 3, Members can reconnect to the exchange incase
they have got disconnected in step 1.

Message structure
Message structure is as follows:
MS_BCAST_CONT_MESSAGE
Structure Name MS_BCAST_CONT_MESSAGE
Packet Length 244 bytes
Transaction Code BCAST_CONT_MSG (5294).
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER STRUCT 40 0
StreamNumber SHORT 2 40
Status SHORT 2 42
Reserved CHAR 200 44

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The following table provides details of the various fields present in above Message structure.

Field Name Brief Description

StreamNumber 0 All streams are impacted or impacted stream number

Status 1 Start of outage 0 End of outage

Reserved Reserved for future use

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Chapter 12 CM-BM Functionalities

Introduction
This section describes about functionalities available to corporate manager and branch
manager users, for risk management and admin related activities.

Branch Order limit

Corporate manager can set limits on total value of buy/sell orders entered by specific branch

Branch order value limit will be applicable to users available in the branch.
Branch Order Value Limit Update Request

Table 110 BRANCH_ORD_VAL_LIMIT_UPDATE_REQ

Structure Name BRANCH_ORD_VAL_LIMIT_UPDATE_REQ
Packet Length 136 bytes
Transaction Code BRANCH_ORD_VAL_LIMIT_UPDATE_IN (5716)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
BrokerId CHAR 5 40
Reserved CHAR 25 45
BranchId SHORT 2 70
BRANCH_LIMITS[2] STRUCT 32 72

Table 111 BRANCH_LIMITS

Structure Name BRANCH_LIMITS
Packet Length 32 bytes
Field Name Data Type Size in Byte Offset
BranchBuyValueLimit DOUBLE 8 0
BranchSellValueLimit DOUBLE 8 8
Reserved CHAR 16 16

The following table provides the details of the various fields present in the
BRANCH_ORD_VAL_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is

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Field Name Brief Description

BRANCH_ORD_VAL_LIMIT_UPDATE_IN (5716)
BrokerId This field should contain the Trading Member ID
BranchId This field should contain the Branch number for which limit
to be set
BRANCH_LIMITS Branch limits struct is used for both Futures and Options
 BRANCH_LIMITS [0] is for FUTURES
 BRANCH_LIMITS [1] is for OPTIONS
BranchBuyValueLimit This field should contain branch buy limit to be set (in lakhs)
Valid values: 0 to 999999999.99
This should be multiplied by (100000*100) before sending
to the trading system.
BranchSellValueLimit This field should contain branch sell limit to be set (in lakhs)
Valid values: 0 to 999999999.99
This should be multiplied by (100000*100) before sending
to the trading system.

Branch Order Value Limit Update Response

On successful branch limit updates, exchange will send Branch Order Limit Update Response to
- Corporate manager
- Branch manager(of branch id mentioned in request)

The message sent will be of the following format:

BRANCH_ORD_VAL_LIMIT_UPDATE_REQ (Refer to Branch Order Value Limit Update Request in
Chapter 12)

The following table provides the details of the various fields present in the
BRANCH_ORD_VAL_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is
BRANCH_ORD_VAL_LIMIT_UPDATE_OUT (5717)
ErrorCode This field contains error code.
If error code field value is zero (0) then reset password for user is
done successfully.

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If branch order value limit update request is rejected by trading system then Error response
packet will be sent to user who has sent limit update request. Reason for rejection will be given
by ErrorCode in the header and ErrorMessage in the packet.

The message sent will be of the following format:

MS_ERROR_RESPONSE (Refer to Error Message in Chapter 2)

The following table provides the details of the various fields present in the
MS_ERROR_RESPONSE structure.

Field Name Brief Description

TransactionCode The transaction code is
BRANCH_ORD_VAL_LIMIT_UPDATE_OUT (5717)
ErrorCode This field contains error code.
Refer to List of Error Codes in Appendix.
ErrorMessage This field contains the error message.

User Order Limit

Corporate manager can set limit on total value of buy/sell orders entered by specific user
Similarly, Branch manager can set limit on total value of buy/sell
orders entered by specific user within the branch.
User Order Value Limit Update Request

Table 112 USER_ORD_VAL_LIMIT_UPDATE_REQ

Structure Name USER_ORD_VAL_LIMIT_UPDATE_REQ
Packet Length 208 bytes
Transaction Code USER_ORD_VAL_LIMIT_UPDATE_IN (5730)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
BrokerId CHAR 5 40
Reserved CHAR 1 45
BranchId SHORT 2 46
Reserved CHAR 26 48
UserId LONG 4 74
Reserved CHAR 2 78

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USER_LIMITS[2] STRUCT 64 80

Table 113 USER_LIMITS

Structure Name USER_LIMITS
Packet Length 64 bytes
Field Name Data Type Size in Byte Offset
Reserved CHAR 32 0
UserOrderBuyValueLimit DOUBLE 8 32
UserOrderSellValueLimit DOUBLE 8 40
Reserved CHAR 16 48

The following table provides the details of the various fields present in the
USER_ORD_VAL_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is
USER_ORD_VAL_LIMIT_UPDATE_IN (5730)
BrokerId This field should contain the Trading Member ID
BranchId This field should contain the Branch ID of the user for
which limit to be set.
UserId This field should contain the User ID of the user for which
limit to be set
USER_LIMITS User limits struct is used for both Futures and Options
 USER_LIMITS [0] is for FUTURES
 USER_LIMITS [1] is for OPTIONS
UserOrderBuyValueLimit This field should contain user buy limit to be set (in lakhs)
Valid values: 0 to 999999999.99
This should be multiplied by (100000*100) before
sending to the trading system.
UserOrderSellValueLimit This field should contain user sell limit to be set (in lakhs)
Valid values: 0 to 999999999.99
This should be multiplied by (100000*100) before
sending to the trading system.

User Order Value Limit Update Response

On successful user limit updates, exchange will send User Order Limit Update Response to
- user who has sent limit update request

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- user for which limit has been set

- Corporate manager (if branch manager tries to update limit for user within branch).

The message sent will be of the following format:

USER_ORD_VAL_LIMIT_UPDATE_REQ (Refer to User Order Value Limit Update Request in
Chapter 12)

The following table provides the details of the various fields present in the
USER_ORD_VAL_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is USER_ORD_VAL_LIMIT_UPDATE_OUT
(5731)
ErrorCode This field contains error code.
If error code field value is zero (0) then reset password for user is
done successfully.

If user order value limit update request is rejected by trading system then error response
packet will be sent to user who has sent limit update request. Reason for rejection will be given
by Errorcode in the header ErrorMessage in the packet.

The message sent will be of the following format:

MS_ERROR_RESPONSE (Refer to Error Message in Chapter 2)

The following table provides the details of the various fields present in the
MS_ERROR_RESPONSE structure.

Field Name Brief Description

TransactionCode The transaction code is USER_ORD_VAL_LIMIT_UPDATE_OUT
(5731)
ErrorCode This field contains error code.
Refer to List of Error Codes in Appendix.
ErrorMessage This field contains the error message.

Order Limit
This functionality provides facility to specify maximum quantity per order and maximum value
per order that user can enter in order entry/ modification request.

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Corporate manager can set limit on order quantity and order value of an order, entered by user
Similarly Branch manager can set limit on order quantity and
order value of an order entered by user within the branch.

Normal Order Limit Update Request

Table 115 NORMAL_ORD_LIMIT_UPDATE_REQ

Structure Name NORMAL_ORD_LIMIT_UPDATE_REQ
Packet Length 66 bytes
Transaction Code NORMAL_ORD_LIMIT_UPDATE_IN (5732)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER(Refer to STRUCT 40 0
MESSAGE_HEADER in Chapter 2)
BrokerId CHAR 5 40
Reserved CHAR 1 45
UserId LONG 4 46
OrderQtyLimit DOUBLE 8 50
OrderValLimit DOUBLE 8 58

The following table provides the details of the various fields present in the
NORMAL_ORD_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is
NORMAL_ORD_LIMIT_UPDATE_IN (5732)
BrokerId This field should contain the Trading Member ID
UserId This field should contain the User ID for which limit to be set
OrderQtyLimit This field should contain Order Quantity limit to be Set
Valid values : 1 to 9999999999
OrderValLimit This field should contain Order Value Limit to be Set (in lakhs)
Valid values: 0 to 99999999.99
This should be multiplied by (100000*100) before sending to the
trading system.

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Normal Order Limit Update Response

On successful normal order limit updates, exchange will send Normal Order Limit Update
Response to
- user who has sent limit update request
- user for which limit has been set
- Corporate manager (if branch manager tries to update limit for user within branch).

If normal order limit update request is rejected by trading system then Normal Order Limit
Update Response packet will be sent to user who has sent limit update request. Reason for
rejection will be given by ErrorCode in the header.

The message sent will be of the following format:

NORMAL_ORD_LIMIT_UPDATE_REQ (Refer to Normal Order Limit Update Request in Chapter
12)

The following table provides the details of the various fields present in the
NORMAL_ORD_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is NORMAL_ORD_LIMIT_UPDATE_OUT
(5733)
ErrorCode This field contains error code.
If error code field value is zero (0) then order limit update is done
successfully.
If error code field value is non-zero then request for order limit
update is rejected. Refer to List of Error Codes in Appendix.

Spread Order Limit Update Request

Similar to Normal order limit update, spread order limits can also be updated with below
mentioned request.
NORMAL_ORD_LIMIT_UPDATE_REQ (Refer to Normal Order Limit Update Request in Chapter
12)

The following table provides the details of the various fields present in the
NORMAL_ORD_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is

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Field Name Brief Description

SPREAD_ORD_LIMIT_UPDATE_IN (5771)
OrderQtyLimit This field should contain Spread Order Quantity limit to be Set
Valid values : 1 to 9999999999
OrderValLimit This field should contain Spread Order Value Limit to be Set (in
lakhs)
Valid values: 0 to 99999999.99
This should be multiplied by (100000*100) before sending to the
trading system.

Spread Order Limit Update Response

On successful spread order limit updates, exchange will send Spread Order Limit Update
Response to
- user who has sent limit update request
- user for which limit has been set
- Corporate manager (if branch manager tries to update limit for user within branch).

If spread order limit update request is rejected by trading system then Spread Order Limit
Update Response packet will be sent to user who has sent limit update request. Reason for
rejection will be given by ErrorCode in the header.

The message sent will be of the following format:

NORMAL_ORD_LIMIT_UPDATE_REQ (Refer to Normal Order Limit Update Request in Chapter
12)

The following table provides the details of the various fields present in the
NORMAL_ORD_LIMIT_UPDATE_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is SPREAD_ORD_LIMIT_UPDATE_OUT
(5772)
ErrorCode This field contains error code.
If error code field value is zero (0) then order limit update is done
successfully.
If error code field value is non-zero then request for order limit
update is rejected. Refer to List of Error Codes in Appendix.

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Reset UserId
This functionality enables the Corporate Manager to terminate the active session for users
e active session for
users within the branch.

User Reset Request

Request structure is mentioned as below:

MS_SIGNON (refer to MS_SIGNON chapter 3)

The following table provides the details of the various fields present in the MS_SIGNON
structure.

Field Name Brief Description

TransactionCode The transaction code is SIGN_OFF_TRADER_IN (5584)
UserId This field should contain User ID of user to be reset. This field
accepts numbers only.

User Reset Response

In below mentioned scenarios, exchange trading system will send User Reset Response to
user who has sent user reset request,
- On Successful user session reset

The message sent will be of the following format:

MS_SIGNON (refer to MS_SIGNON chapter 3)

The following table provides the details of the various fields present in the MS_SIGNON
structure.

Field Name Brief Description

TransactionCode The transaction code is SIGN_OFF_TRADER_OUT (5585).
ErrorCode This field contains error code.
If error code field value is zero (0) then reset password for user
is done successfully.

If User Reset request is rejected by trading system then Error Response packet will be sent
to user who has sent user reset request. Reason for rejection will be given by ErrorCode in the
header and ErrorMessage in the packet.

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The message sent will be of the following format:

MS_ERROR_RESPONSE (Refer to Error Message in Chapter 2)

The following table provides the details of the various fields present in the
MS_ERROR_RESPONSE structure.

Field Name Brief Description

TransactionCode The transaction code is SIGN_OFF_TRADER_OUT (5585).

ErrorCode This field contains error code.

Refer to List of Error Codes in Appendix.
ErrorMessage This field contains the error message.

Reset Password


 User whose p
 On resetting the password of disabled user, status of the user will be changed to
inactive.
 The Corporate Manager will not be allowed to reset password for other corporate
manager.

User Password Reset Request

Table 116 RESET_USER_PASSWORD_IN_FO

Structure Name RESET_USER_PASSWORD_IN_FO
Packet Length 58 bytes
Transaction Code RESET_USER_PASSWORD_IN (5740)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
Reserved CHAR 14 44

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The following table provides the details of the various fields present in the
RESET_USER_PASSWORD_IN_FO structure.

Field Name Brief Description

TransactionCode The transaction code is RESET_USER_PASSWORD_IN (5740)
UserId This field should contain user id for which password to be
reset

User Password Reset Response

In below mentioned scenarios, exchange trading system will send User password reset
response to user who has sent user password reset request
- On Successful user password reset
- If user password reset request is rejected by exchange trading system
(Reason for rejection will be given by ErrorCode in the header.)

The message sent will be of the following format:

RESET_USER_PASSWORD_IN_FO (refer to User Password Reset Request in Chapter 12)

The following table provides the details of the various fields present in the
RESET_USER_PASSWORD_IN_FO structure.

Field Name Brief Description

TransactionCode The transaction code is RESET_USER_PASSWORD_OUT (5741)
ErrorCode This field contains error code.
If error code field value is zero (0) then reset password for user is
done successfully.
If error code field value is non-zero then reset password request
for user is rejected. Refer to List of Error Codes in Appendix.

Cancel On Logout (COL) Status

This functionality if enabled provides facility to traders to cancel all their outstanding orders
when user logoff from exchange trading system.

User COL Status Update Request

Table 117 COL_USER_STATUS_CHANGE_REQ

Structure Name COL_ USER_STATUS_CHANGE_REQ

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Packet Length 52 bytes

Transaction Code COL_USER_STATUS_CHANGE _IN (5744)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
ColUserBit CHAR 1 44
Reserved CHAR 7 45

The following table provides the details of the various fields present in the
COL_USER_STATUS_CHANGE_IN structure.

Field Name Brief Description

TransactionCode The transaction code is COL_USER_STATUS_CHANGE_IN
(5744)
UserId This field should contain user id for which COL status to be set
ColUserBit
contain one of the following values.

 COL status

User COL Status Update Response

In below mentioned scenarios, exchange trading system will send User COL Status Update
response to user who has sent status update request
- On Successful COL status updates
- If User COL status update request is rejected by exchange trading system
(Reason for rejection will be given by ErrorCode in the header.)

Table 118 COL_USER_STATUS_CHANGE_RESP

Structure Name COL_USER_STATUS_CHANGE_RESP

Packet Length 46 bytes
Transaction Code COL_USER_STATUS_CHANGE _OUT (5745)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
ColUserBit CHAR 1 44

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Reserved CHAR 1 45

The following table provides the details of the various fields present in the
COL_USER_STATUS_CHANGE_OUT structure.

Field Name Brief Description

TransactionCode The transaction code is COL_USER_STATUS_CHANGE_OUT
(5745)
ErrorCode This field contains error code.
If error code field value is zero (0
is done successfully.
If error code field value is non-
status update is rejected. Refer to List of Error Codes in
Appendix.
UserId This field will contain user id for which COL status is set.
ColUserBit . It will contain one of the
following values.



Also, in case of successful COL status update, trading system will send interactive
message to
- user who has sent status update request
- user for which status has been updated
- Branch manager (if the status update is done for the dealer under his branch).
- Other Branch managers of same branch (if status update is done for Branch manager).

The message sent will be of the following format:

MS_TRADER_INT_MSG (Refer to Interactive/Broadcast Messages Sent from Control)

The following table provides the details of the various fields present in the
MS_TRADER_INT_MSG Structure.

Field Name Brief Description

TransactionCode The transaction code is: CTRL_MSG_TO_TRADER (5295).
BroadCastMessage This field contains Message Length
Length
BroadCastMessage This field contains actual Message

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Trade Modification Status

Corporate manager can enable/disable Trade Modification Status for the users within trading

If Trade Modification status for user is enabled then user will be allowed to send Trade
modification request to exchange trading system.

User TRD-MOD Status Update Request

Table 119 USER_TRD_MOD/CXL_STATUS_CHG_REQ

Structure Name USER_ TRD_MOD/CXL_STATUS_CHG_REQ
Packet Length 52 bytes
Transaction Code USER_TRD_MOD/CXL_STATUS_CHG _IN (5738)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
TrdModCxlBit CHAR 1 44
Reserved CHAR 7 45

The following table provides the details of the various fields present in the
USER_TRD_MOD/CXL_STATUS_CHG_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is
USER_TRD_MOD/CXL_STATUS_CHG_IN (5738)
UserId This field should contain user id for which trade mod status to
be set.
TrdModCxlBit Modification Status to be
set. It should contain one of following values,
 Status
 tion Status

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User TRD-MOD Status Update Response

On successful Trade Mod status update, trading system will send User TRD-MOD Status
Update Response to the user who has sent status update request as well as to the user for
which TRD-MOD status has been set.

If User TRD-MOD status update request is rejected by trading system, then status update
response packet will be sent to user who has sent status update request.
Reason for rejection will be given by ErrorCode in the header.

Table 120 USER_TRD_MOD/CXL_STATUS_CHG_RESP

Structure Name USER_TRD_MOD/CXL_STATUS_CHG_RESP
Packet Length 46 bytes
Transaction Code USER_TRD_MOD/CXL_STATUS_CHG_OUT (5739)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
TrdModCxlBit CHAR 1 44
Reserved CHAR 1 45

The following table provides the details of the various fields present in the
USER_TRD_MOD/CXL_STATUS_CHG_RESP structure.

Field Name Brief Description

TransactionCode The transaction code is
USER_TRD_MOD/CXL_STATUS_CHG_OUT (5739)
ErrorCode This field contains error code.
If error code field value is z status
update is done successfully.
If error code field value is non- Trade
mod status update is rejected. Refer to List of Error Codes in
Appendix.
UserId This field will contain user id for which trade mod status is
set.
TrdModCxlBit
set. It will contain one of following values,



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Also, in case of successful Trade Mod status update, trading system will send interactive
message to
- user who has sent status update request
- user for which status has been updated
- Branch manager (if the status update is done for the dealer under his branch).
- Other Branch managers of same branch (if status update is done for Branch manager).

The message sent will be of the following format:

MS_TRADER_INT_MSG (Refer to Interactive/Broadcast Messages Sent from Control)

The following table provides the details of the various fields present in the
MS_TRADER_INT_MSG Structure.

Field Name Brief Description

TransactionCode The transaction code is: CTRL_MSG_TO_TRADER (5295).
BroadCastMessage This field contains Message Length
Length
BroadCastMessage This field contains actual Message

Trade Cancellation Status

Corporate manager can enable/disable Trade Cancellation Status for the users within trading

If Trade Cancellation status for user is enabled then user will be allowed to send Trade
cancellation request to exchange trading system.

User TRD-CXL Status Update Request

The message sent will be of the following format:

USER_TRD_MOD/CXL_STATUS_CHG_REQ (refer to User TRD-MOD Status Update Request
chapter 12)
The following table provides the details of the various fields present in the
USER_TRD_MOD/CXL_STATUS_CHG_REQ structure.

Field Name Brief Description

TransactionCode The transaction code is
USER_TRD_MOD/CXL_STATUS_CHG_IN (5738)
AlphaChar To identify status change for Trade Cancellation, AlphaChar
values to be set as below

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


UserId This field should contain user id for which trade cxl status to be
set.
TrdModCxlBit
set. It should contain one of following values,



User TRD-CXL Status Update Response

On successful Trade Cxl status update, trading system will send User TRD-CXL Status Update
Response to the user who has sent status update request as well as to the user for which TRD-
CXL status has been set.

If User TRD-CXL status update request is rejected by trading system, then status update
response packet will be sent to user who has sent status update request.
Reason for rejection will be given by ErrorCode in the header.

The message sent will be of the following format:

USER_TRD_MOD/CXL_STATUS_CHG_RESP (refer to User TRD-MOD Status Update Response
chapter 12)
The following table provides the details of the various fields present in the
USER_TRD_MOD/CXL_STATUS_CHG_RESP structure.

Field Name Brief Description

TransactionCode The transaction code is
USER_TRD_MOD/CXL_STATUS_CHG_OUT (5739)
AlphaChar To identify status change for Trade Cancellation, AlphaChar values
populated will be as below.



ErrorCode This field contains error code.

update is done successfully.

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If error code field value is non-

cxl status update is rejected. Refer to List of Error Codes in
Appendix.
UserId This field will contain user id for which trade cancel status
is set.
TrdCxlBit
set. It will contain one of following values,
 or Enable Trade Cancellation Status


Also, in case of successful Trade Cxl status update, trading system will send interactive
message to
- user who has sent status update request
- user for which status has been updated
- Branch manager (if the status update is done for the dealer under his branch).
- Other Branch managers of same branch (if status update is done for Branch manager).

The message sent will be of the following format:

MS_TRADER_INT_MSG (Refer to Interactive/Broadcast Messages Sent from Control)

The following table provides the details of the various fields present in the
MS_TRADER_INT_MSG Structure.
Field Name Brief Description
TransactionCode The transaction code is: CTRL_MSG_TO_TRADER (5295).
BroadCastMessage This field contains Message Length
Length
BroadCastMessage This field contains actual Message

Unlock User
firm.
As soon as User Unlock request reaches trading system, User Unlock Requested Response
message is sent to user who has sent Unlock User Request. This in turn generates alert to NSE-
Control user. This alert may be approved or rejected by exchange.

User Unlock Request

Table 121 USER_ADDR_UNLOCK_REQ_FO

Structure Name USER_ADDR_UNLOCK_REQ_FO

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Packet Length 114 bytes

Transaction Code USER_ADDR_UNLOCK_IN (5427)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
Reserved CHAR 70 44

The following table provides the details of the various fields present in the
USER_ADDR_UNLOCK_REQ_FO structure.

Field Name Brief Description

TransactionCode The transaction code is USER_ADDR_UNLOCK_IN (5427)
UserId This field should contain user id for which unlock request to
be made.

User Unlock Request Confirmation

This is an acknowledgement signifying that the User Unlock Request has reached the trading
system. If any error is encountered in the User Unlock Request data then appropriate error
code will be set.

Table 122 USER_ADDR_UNLOCK_CONFIRM_FO

Structure Name USER_ADDR_UNLOCK_CONFIRM_FO
Packet Length 80 bytes
Transaction Code USER_ADDR_UNLOCK_CONFIRM_OUT (5428)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
Reserved CHAR 36 44

The following table provides the details of the various fields present in the
USER_ADDR_UNLOCK_CONFIRM_FO structure.

Field Name Brief Description

TransactionCode The transaction code is
USER_ADDR_UNLOCK_CONFIRM_OUT (5428)
ErrorCode This field contains error code.

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If error code field value is zero (0) then unlock request for user
is made to exchange successfully.
If error code field value is non-zero then unlock request for user
is not initiated. Refer to List of Error Codes in Appendix.

User Unlock Approve Response

On Approving the User unlock alert, trading system will send user unlock Approve Response to
user who has sent user unlock request.

Table 123 USER_ADDR_UNLOCK_APPROVE_FO

Structure Name USER_ADDR_UNLOCK_APPROVE_FO
Packet Length 80 bytes
Transaction Code USER_ADDR_UNLOCK_APPROVE_OUT (5483)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
UserId LONG 4 40
Reserved CHAR 36 44

The following table provides the details of the various fields present in the
USER_ID_UNLOCK_APPROVE_FO structure.

Field Name Brief Description

TransactionCode The transaction code is
USER_ADDR_UNLOCK_APPROVE_OUT (5483)

User Unlock Reject Response

On Rejecting the User unlock alert, trading system will send User Unlock Reject Response to
user who has sent User Unlock Request.
The message sent will be of the following format:
USER_ADDR_UNLOCK_APPROVE_FO (refer to User Unlock Approve Response chapter 12)

The following table provides the details of the various fields present in the
USER_ADDR_UNLOCK_APPROVE_FO structure.
Field Name Brief Description
TransactionCode The transaction code is USER_ADDR_UNLOCK_REJECT_OUT
(5484)

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Trading Member Level Kill Switch

This functionality provides a facility to Corporate Manager, to cancel the orders of all the users
the same time.
Also, user can cancel all outstanding orders on particular contract by specifying contract
information in request packet.

Member Level Kill Switch Request

The format of the message is as follows:

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.
Field Name Brief Description
TransactionCode The transaction code is KILL_SWITCH_IN (2062).
TraderId This field should contain 0 for Trading Member level kill
switch request.
TokenNumber For cancellation of all orders, token number should be set to
-
For cancellation of orders on particular contract, valid token
number of the contract is to be sent.
SecurityInformation For cancellation of orders on particular contract, this field is
(CONTRACT mandatory.
DESCRIPTOR) This structure contains the following fields:
Instrument Name, Symbol, Expiry Date, Strike Price, Option
Type and CA Level of the contract.
CA Level should be set to zero.

Member Level Kill Switch Error Response

The Member level kill switch error is sent when the request is rejected by the trading system.
The reason for rejection will be given by the Error Code in the header. The message sent is as
follows:
MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

The following table provides the details of the various fields present in the MS_OE_REQUEST
structure.

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Field Name Brief Description

TransactionCode The transaction code is ORDER_ERROR (2231).

User Level Kill Switch

This functionality provides a facility to Corporate Manager and Branch Manager to cancel all of
their orders at the same time.
Also, they can cancel all their outstanding orders on particular security by specifying security
information in request packet.
User Level Kill Switch Request

The format of the message is as follows:

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

Field Name Brief Description

TransactionCode The transaction code is KILL_SWITCH_IN (2062).
User This field should contain the user id for which all orders
should be cancelled.
TokenNumber For cancellation of all orders, token number should be set to
-
For cancellation of orders on particular contract, valid token
number of the contract is to be sent.
SecurityInformation For cancellation of all orders on particular contract, this field
(CONTRACT is mandatory.
DESCRIPTOR) This structure contains the following fields:
Instrument Name, Symbol, Expiry Date, Strike Price, Option
Type and CA Level of the contract.
CA Level should be set to zero.

User Level Kill Switch Error Response

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

MS_OE_REQUEST (Refer to Order Entry Request in Chapter 4)

Field Name Brief Description

TransactionCode The transaction code is ORDER_ERROR (2231).

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Order and Trade

Order Entry

This functionality enables Corporate Manager and Branch Manager to place orders in the market.
For Order Entry request, please refer Trimmed Order Entry Request Structure from Trimmed
Structures section.

For Order Entry response, please refer Trimmed Order Entry/Mod/Cxl Response Structure from
Trimmed Structures section.

Order Modification

This functionality enables the Corporate Manager and Branch Manager to modify their
unmatched orders by specifying the order number of the order to be modified. Corporate
Manager can modify his own order and also for his Branch Manager and Dealers/Traders. Branch
Manager can modify his own order and also for his Dealers/Traders.

For Order Modification request, please refer Trimmed Order Mod/Cxl Request Structure from
Trimmed Structures section.

For Order Modification response, please refer Trimmed Order Entry/Mod/Cxl Response
Structure from Trimmed Structures section.

Order Cancellation

The functionality enables the Corporate Manager and Branch Manager to cancel their
unmatched/partially matched orders by specifying the order number. Corporate Manager can
cancel his own order and also for his Branch Managers and Dealers/Traders. Branch Manager
can cancel his own order and also for his Dealers/Traders.

For Order Cancellation request, please refer Trimmed Order Mod/Cxl Request Structure from
Trimmed Structures section.

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For Order Cancellation response, please refer Trimmed Order Entry/Mod/Cxl Response
Structure from Trimmed Structures section.

Trade Modification

This functionality enables Corporate Manager and Branch Manager to modify their trades. Only
account number modification is allowed. Corporate Manager can modify his own trade and also
for his Branch Managers and Dealers/Traders. Branch Manager can modify his own trade and
also for his Dealers/Traders.

Please refer Trade Modification section (in Chapter 4) for further details.

Trade Cancellation

This functionality enables Corporate Manager and Branch Manager to cancel their trades. But to
cancel a trade, both the parties of the trade must request for trade cancellation. Corporate
Manager can cancel his own trade and also for his Branch Managers and Dealers/Traders. Branch
Manager can cancel his own trade and also for his Dealers/Traders.

Please refer Trade Cancellation section (in Chapter 4) for further details.

Close Out Order Entry

This facility is provided to trading members in closeout mode to place an opposite order with
intent to reduce the open positions. Close out orders entered shall be Regular Lot (RL) and
Immediate or Cancel (IOC) orders.

Clearing members can place order entry on behalf of the linked trading members. A close out
order entry can be placed by Corporate Manager of member type PCM (Professional clearing
member) or PCM+TM (Professional clearing member which is also a Trading member).

Order Confirmation/Cancellation messages shall be sent to Corporate Manager of clearing

member and Corporate Manager of trading member, on whose behalf the order was placed.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

If the order is rejected by the close out system, the rejection message shall be sent only to the
clearing member. If the order is matched, the trade confirmation shall be sent to the clearing
member and the trading member on whose behalf order was placed.

For the format for closeout order entry please refer Trimmed Order Entry Request Structure from
Trimmed Structures section for further details.

The UserId and BrokerId field has to be the one given below in case of close out order entry.

Field Name Brief Description

UserId This field should should be zero.
BrokerId This field should contain the trading member ID on whose behalf
the order is being placed

For Closeout order entry response, please refer Trimmed Order Entry/Mod/Cxl Response
Structure from Trimmed Structures section.

Spread Order Entry

This functionality enables Corporate Manager and Branch Manager to place spread orders in the
market.

Please refer Spread Order Entry section (in Chapter 5) for further details.

Spread Order Modification

This functionality enables the Corporate Manager and Branch Manager to modify their
unmatched spread orders by specifying the order number of the order to be modified. Corporate
Manager can modify his own spread order and also for his Branch Manager and Dealers/Traders.
Branch Manager can modify his own spread order and also for his Dealers/Traders.

Please refer Spread Order Modification section (in Chapter 5) for further details.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Spread Order Cancellation

The functionality enables the Corporate Manager and Branch Manager to cancel their
unmatched/partially matched spread orders by specifying the order number. Corporate Manager
can cancel his own spread order and also for this Branch Managers and Dealers/Traders. Branch
Manager can cancel his own spread order and also for his Dealers/Traders.

Please refer Spread Order Cancellation section (in Chapter 5) for further details.

2L and 3L Order Entry

This functionality enables Corporate Manager and Branch Manager to place 2L and 3L orders in
the market.

For Order entry request, please refer Order Entry Request section (in Chapter 6).

For Order entry response, please refer Order Entry Response section (in Chapter 6).

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Chapter 13 Give Up Trade Confirmation Messages

The Give up Approve/Reject Confirmation message is sent to NNF users when the Clearing
Member of the Participant approves/rejects the participant trade.
Give up trade confirmation messages shall sent to the member till the availability of
connectivity between CCs & Exchange.
The sections covered in this chapter are:
 Give Up Approve Confirmation Response to Trading Member

 Give Up Reject Confirmation Response to Trading Member

Give Up Approve Confirmation Response to Trading Member

Successful Give up Approval Confirmation is sent to the terminal of trading member who had
put the participant order (buy/sell). The message sent is as follows:

Table 105 GIVEUP_RESPONSE

Structure Name GIVEUP_RESPONSE
Packet Length 122 bytes
Transaction Code GIVEUP_APP_CONFIRM_TM (4506)
Field Name Data Type Size in Byte Offset
MESSAGE_HEADER (Refer to STRUCT 40 0
Message Header in Chapter 2)
ReasonCode SHORT 2 40
GIVEUP STRUCT 79 42

Table 106 GIVEUP

Structure Name GIVEUP
Packet Length 79 bytes
Field Name Data Type Size in Byte Offset
OrderNumber DOUBLE 8 0
FillNumber LONG 4 8
InstrumentName CHAR 6 12
Symbol CHAR 10 18
ExpiryDate LONG 4 28
StrikePrice LONG 4 32
OptionType CHAR 2 36
CALevel SHORT 2 38

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name GIVEUP

Packet Length 79 bytes
Field Name Data Type Size in Byte Offset
FillVolume LONG 4 40
FillPrice LONG 4 44
BrokerId CHAR 5 48
Filler CHAR 1 53
BuySell SHORT 2 54
BookType SHORT 2 56
LastModifiedDateTime LONG 4 58
InitiatedByControl CHAR 1 62
OpenClose CHAR 1 63
ReservedFiller CHAR 1 64
Participant CHAR 12 65
GiveupFlag CHAR 1 77
Deleted CHAR 1 78

The following table provides the details of the various fields present in the GIVEUP_RESPONSE
structure.

Field Name Brief Description

TransactionCode The transaction code is
GIVEUP_APP_CONFIRM_TM (4506).
OrderNumber This field will contain the Order Number for the approved
Individual order.
FillNumber This field contains the trade number.
InstrumentName This field contains the Instrument Name identifier. Valid values
are:
-- FUTIDX
-- FUTSTK
-- OPTIDX
-- OPTSTK
Symbol This field should contain a valid Security Name. For example:

ExpiryDate This should contain valid Expiry Date of the contract.

StrikePrice This field will contain a valid strike for Options Contract and for
Futures Contract it will be -1.
OptionType This field contains the OptionType identifier. Valid values are:

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

CE -- CALL OPTION
PE -- PUT OPTION
XX -- FUTURES Contract
CALevel This field should contain the Corporate Action Level. It should be
zero.
FillVolume This field contains the quantity of security traded.
FillPrice This field contains the price at which order has been traded.
BrokerId This field contains the Trading Member ID.
BuySell This field should contain one of the following values to specify
whether the order is a buy or sell order:

BookType This field contains the book type

Refer to Book Types in Appendix.
LastModifiedDat This should contain time of last activity done on that order. Last
eTime activity could be order entry, order modification or last trade
time of that order. It is in number of seconds from midnight of
January 1, 1980.
InitiatedByContr This field should contain the value Y/N based on approval
ol initiated by Control or not.
Host should send N in this field.
OpenClose
Participant This field contains the participant name. For trade confirmation
GiveupFlag This field should contain Give up flag.

Deleted Host should send N is this field.

Give Up Reject Confirmation Response to Trading Member

Successful Give up Reject Confirmation is also sent to the terminal of trading member who had
put the participant order (buy/sell). The message sent is as follows:

Refer to GIVEUP_RESPONSE in Chapter 13

The following table provides the details of the various fields present in the GIVEUP_RESPONSE
structure.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

TransactionCode The transaction code is
GIVEUP_REJ_CONFIRM_TM (4507).
GiveupFlag This field should contain Give up flag.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Appendix
List of Error Codes

The error codes along with their corresponding value and description are listed in the following
table.

Error Code ID Error Code Description of Error Code

Value
INVALID_INSTRUMENT_TYPE 293 Invalid instrument type.
ORDER_NUMBER_INVALID 509 Order does not exist.
ORD_CXL_INITIATOR_AUC_NOT_ALLO 8049 Initiator is not allowed to cancel
WED auction order.
AUCTION_NUMBER_INVALID 8485 Auction number does not exist
MARKET_CLOSED 16000 The trading system is not available for
trading.
e$invalid_user 16001 Header user ID is not equal to user ID
in the order packet.
ERROR_BAD_TRANS_CODE 16003 Invalid Transcode
E$user_already_signed_on 16004 The user is already signed on.
E$invalid_signoff 16005 System error while trying to sign-off.
Please call the Exchange.

E$invalid_signon 16006 Invalid Box/User sign-on. Please try

again.
e$signon_not_possible 16007 Signing onto the trading system is
restricted. Please try later on.
ERR_INVALID_SYMBOL 16012 Invalid contract descriptor.
ERR_INVALID_ORDER_NUMBER 16013 Invalid order number

e$not_your_order 16014 This order is not yours.

E$not_your_fill 16015 This trade is not yours.
E$invalid_fill_number 16016 Invalid trade number.
E$stock_not_found 16019 Stock not found.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
SECURITY_NOT_AVAILABLE 16035 Security is unavailable for trading at
this time. Please try later.
BROKER_NOT_FOUND 16041 Trading member does not exist in the
system.
USER_NOT_FOUND 16042 Dealer does not exist in the system.
DUPLICATE_RECORD 16043 This record already exists on the
NEAT system.
e$order_modified 16044 Order has been modified. Please try
again.
STOCK_SUSPENDED 16049 Stock is suspended.
ERR_FUNCTION_NOT_AVAILABLE 16052 Function Not Available
e$change_password 16053 Your password has expired, must be
changed.
ERR_INVALID_BRANCH 16054 Invalid branch for trading member.
OE_PROGRAM_ERROR 16056 Program error.
ERR_INVALID_STATUS 16063 Requested user status is active.
ERR_DATA_NOT_CHANGED 16070 If Data in the incoming packet is same
as the existing data.
e$dup_trd_cxl_request 16086 Duplicate trade cancel request.
ERR_INVALID_BUYER_USER_ID 16098 Invalid trader ID for buyer.
ERR_INVALID_SELLER_USER_ID 16099 Invalid trader ID for buyer.
e$invalid_version 16100 Your system version has not been
updated.
OE_SYSTEM_ERROR 16104 The system could not complete your
transaction - Admin notified.
ERR_USER_DISABLED 16134 This Dealer is disabled. Please call
the Exchange
ERR_INVALID_USER_ID 16148 Invalid Dealer ID entered.
ERR_INVALID_TRADER_ID 16154 Invalid Trader ID entered.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
OE_ATO_IN_OPEN 16169 Order priced ATO cannot be entered
when a security is open.
e$dup_request 16198 Duplicate modification or cancellation
request for the same trade has been
encountered.
e$only_cp_allowed 16227 Only market orders are allowed in
postclose.
e$sl_mit_nt_not_allowed_pclose 16228 SL, MIT or NT orders are not allowed
during Post Close.
e$gtc_gtd_ord_not_allowed_pclose 16229 GTC or GTD orders are not allowed
during Post Close.
OE_CONT_MOD_NOT_ALLOWED 16230 Continuous session orders cannot be
modified.
TRD_CONT_MOD_NOT_ALLOWED 16231 Continuous session trades cannot be
changed.
STR_PRO_PARTIVIPANT_INVALID 16233 Proprietary requests cannot be made
for participant.
ERROR_INVALID_PRICE 16247
OE_DIFF_TRD_MOD_VOL 16251 Trade modification with different
quantities is received.
ERROR_USER_NOT_EXISTS_IN_SYSTE 16260 User does not exists in system
M
ERR_ALREADY_DELETED 16264 User or Branch is deleted.
RECORD_NOT_FOUND 16273 Record does not exist.
OE_MARKETS_CLOSED 16278 The markets have not been opened
for trading.
OE_SECURITY_NOT_ADMITTED 16279 The contract has not yet been
admitted for trading.
OE_SECURITY_MATURED 16280 The contract has matured.
OE_SECURITY_EXPELLED 16281 The security has been expelled.
OE_ISSUED_CAP_EXCEEDS 16282 The order quantity is greater than the
issued capital.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
OE_PRICE_NOT_MULT 16283 The order price is not multiple of the
tick size.
OE_PRICE_EXCEEDS_DAY_MIN_MAX 16284
price range.
OE_IS_NOT_ACTIVE 16285 The broker is not active.

e$system_wrong_state 16300 The system is in a wrong state to

make the requested change.

OE_AUCTION_PENDING 16303 The auction is pending.

OE_QTY_FREEZE_CAN 16307 The order has been cancelled due to

quantity freeze.
OE_PRICE_FREEZE_CAN 16308 The order has been cancelled due to
price freeze.
OE_SOL_PERIOD_OVER 16311 The Solicitor period for the Auction is
over.
OE_COMP_PERIOD_OVER 16312 The Competitor period for the Auction
is over.
OE_AUC_PERIOD_GREATER 16313 The auction period will cross market
close time.
OE_LIMIT_TRIGGER 16315 The limit price is worse than the
trigger price.
OE_TRIGGER_PRICE_NOT_MULT 16316 The trigger price is not a multiple of
tick size.
OE_NO_AON_ATTRIB 16317 AON attribute not allowed.
OE_NO_MF_ATTRIB 16318 MF attribute not allowed.
OE_NO_AON_IN_ATTRIB1 16319 AON attribute not allowed at Security
level.
OE_NO_MF_ATTRIB1 16320 MF attribute not allowed at security
level.
OE_MF_GREATER_DISC 16321 MF quantity is greater than disclosed
quantity.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
OE_MF_NOT_MULT 16322 MF quantity is not a multiple of
regular lot.
OE_MF_GREATER_ORIGINAL 16323 MF quantity is greater than Original
quantity.
OE_DISC_GREATER_ORIGINAL 16324 Disclosed quantity is greater than
original quantity.
OE_DISC_NOT_MULT 16325 Disclosed quantity is not a multiple of
regular lot.
OE_GTD_GREATER 16326 GTD is greater than that specified at
the trading system.
OE_QUANTITY_GERATER_RL 16327 Odd lot quantity cannot be greater
than or equal to regular lot size.
OE_QUANTITY_NOT_MULT_RL 16328 Quantity is not a multiple of regular
lot.
OE_BROKER_NOT_PERMITTED 16329 Trading member not permitted in the
market.
OE_IS_SUSPENDED 16330 Security is suspended.
OE_BRANCH_LI MIT_EXCEEDED 16333 Branch order value limit has been
exceeded.
OE_ORD_CAN_CHANGED 16343 The order to be cancelled has
changed.
OE_ORD_CANNOT_CANCEL 16344 The order cannot be cancelled.
OE_INIT_ORD_CANCEL 16345 Initiator order cannot be cancelled.
OE_ORD_CANNOT_MODIFY 16346 Order cannot be modified.
ERR_TRADING_NOT_ALLOWED 16348 Trading is not allowed in this market.
OE_NT_REJECTED 16357 Control has rejected the Negotiated
Trade.
CHG_ST_EXISTS 16363 Status is in the required state.
OE_SECURITY_IN_PREOPEN 16369 Contract is in preopen.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
OE_INQ_NOT_ALLOWED 16372 Order entry not allowed for the user
as it is of inquiry type.
OE_SECURITY_INELIGIBLE 16387 Contract not allowed to trader in.
e$fok_order_cancelled 16388
TURNOVER_LIMIT_NOT_PROVIDED 16392 Turnover limit not provided. Please
contact Exchange.
ERR_CANNOT_MOD_AUC_ORDER 16397 Cannot modify Auction orders
OE_MAX_DQ_ALLOWED 16400 DQ is less than minimum quantity
allowed.
OE_ADMIN_SUSP_CAN 16404 Order has been cancelled due to
freeze admin suspension.
e$invalid_buy_sell_type 16405 BUY SELL type entered is invalid.
e$invalid_book_type 16406 BOOK type entered is invalid.
e$invalid_trigger_price 16408 trigger_price entered has invalid
characters.
e$invalid_pro_client 16414 Pro/Client should be either 1 (client)
or 2 (broker).

e$invalid_instructions 16415 Invalid combination of book type and

instructions (order_type).
e$invalid_order_parameters 16416 Invalid combination of
mf/aon/disclosed volume.
e$nnf_req_exceeded 16418 Number of NNF requests exceeded.
INVALID_ORDER 16419 This error code will be returned for
invalid data in the order packet.
e$gtd_gt_maturity 16440 GTD is greater than Maturity date.
e$dq_ord_not_allowed_popen 16441 DQ orders are not allowed in preopen.

e$st_ord_not_allowed_popen 16442 ST orders are not allowed in preopen.

e$ord_lim_exceeds_ord_val_lim 16443 Order value exceeds the order limit
value.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
ERR_USR_ORD_VALUE_LIMIT_EXCEED 16444 User Order value limit exceeded.
ED
SL_NOT_ALLOWED 16445 Stop Loss (SL) orders are not allowed.
MIT_NOT_ALLOWED 16446 Market If Touched (MIT) orders are
not allowed.
E$ord_not_allowed_in_preopen 16447 Order entry not allowed in Pre-open.
e$not_modifiable 16514 Not modifiable.
e$tm_cm_does_not_exist 16518 Clearing member, trading member
link not found.
e$not_clg_mem 16521 Not a clearing member.
e$user_not_corp_mgr 16523 The user in not a corporate manager.
e$pm_cm_invalid 16532 Clearing member participant link not
found.
e$corp_mgr_vu_mod 16533 Enter either Trading Member or
participant.
e$invalid_participant 16541 Participant is invalid.
e$trade_approved_by_cm 16550 Trade cannot be modified /cancelled.
It has already been approved by CM.

e$cm_stock_suspended 16552 Stock has been suspended.

e$broker_not_permitted_in_fut 16554 Trading member not permitted in
futures.
e$broker_not_permitted_in_opt 16555 Trading member not permitted in
options.
e$qty_less_than_min_lot 16556 Quantity less than the minimum lot
size.
e$disc_qty_less_than_min_lot 16557 Disclose quantity less than the
minimum lot size.
e$mf_qty_less_than_min_lot 16558 Minimum fill is less than the minimum
lot size.
e$already_rejected 16560 The give up trade has already been
rejected.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
e$nt_orders_not_allowed 16561 Negotiated orders not allowed.
e$nt_trade_not_allowed 16562 Negotiated trade not allowed.
e$inconsistent_broker_branch 16566 User does not belong to broker or
branch.
M$post_close_start 16570 The market is in post-close.
M$post_close_ended 16571 The closing session has ended.
M$post_close_trades 16572 Closing session trades have been
generated.
e$invalid_msg_length 16573 Message length is invalid.
e$invalid_open_close_type 16574 Open - Close type entered is invalid.

e$nnf_inq_req_exceeded 16576 No. of NNF inquiry requests

exceeded.
e$participant_and_volume_changed 16577 Both participant and volume changed.
e$invalid_cover_uncover_type 16578 Cover - Uncover type entered is
invalid.
e$illegal_participant 16580 Order does not belong to the given
participant.
e$invalid_fill_price 16581 Invalid trade price.
e$pro_no_participant 16583 For Pro order participant entry not
allowed.
e$invalid_account_no 16585 Not a valid account number.
e$allow_no_participant_order 16586 Participant order entry not allowed.

M$delete_all_orders 16589 All continuous session orders are

being deleted now.
e$cum_ur_ord_val_limit_exceeded 16597 Branch limit should be greater than
sum of user limits.
e$branch_ord_val_limit_exceeded 16598 Branch limit should be greater than
used limit.
e$dealer_value_limit_exceeds 16602 Dealer value limit exceeds the set
limit.
e$participant_not_found 16604 Participant not found.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
e$either_leg_failed 16605 One leg of spread/2L failed.
e$qty_greater_than_freeze_qty 16606 Quantity greater than Freeze quantity.
e$spread_not_allowed 16607 Spread not allowed.
e$spread_allowed_only_in_open 16608 Spread allowed only when market is
open.
e$spread_allowed_if_stock_open 16609 Spread allowed only when stock is
open.
e$qty_should_be_same 16610 Both legs should have same quantity.
e$ord_mod_qty_frz_not_allowed 16611 Modified order quantity freeze not
allowed.
e$trade_rec_modified 16612 The trade record has been modified.
e$tm_order_cant_be_modified 16615 Order cannot be modified.
e$tm_order_cant_be_cancelled 16616 Order cannot be cancelled.
e$tm_trade_cant_be_manipulated 16617 Trade cannot be manipulated.
e$cm_of_tm_suspended 16625 Clearing member is suspended.
e$expdate_not_in_ascending_ord 16626 Expiry date not in ascending order.
e$invalid_contract_comb 16627 Invalid contract combination.
e$bm_cannot_cancel_cm_orders 16628 Branch manager cannot cancel

e$bm_cannot_cancel_bm_orders 16629 Branch manager cannot cancel other

e$cm_cannot_cancel_cm_orders 16630 Corporate manager cannot cancel

e$spread_in_different_underlying 16631 Spread not allowed for different

underlying.
e$invalid_cli_ac 16632 Cli A/c number cannot be modified as
trading member ID.
e$br_ord_limit_fut_buy_exceeded 16636 Futures buy branch order value limit
has been exceeded.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
e$br_ord_limit_fut_sell_exceeded 16637 Futures sell branch order value limit
has been exceeded.
e$br_ord_limit_opt_buy_exceeded 16638 Options buy branch Order Value Limit
has been exceeded.
e$br_ord_limit_opt_sell_exceeded 16639 Options sell branch order value limit
has been exceeded.
e$ur_ord_limit_fut_buy_exceeded 16640 Futures buy used limit exceeded the
user limit.

e$ur_ord_limit_fut_sell_exceeded 16641 Futures sell used limit exceeded the

user limit.
e$ur_ord_limit_opt_buy_exceeded 16642 Options buy used limit exceeded the
user limit.
e$ur_ord_limit_opt_sell_exceeded 16643 Options sell used limit exceeded the
user limit.
e$cant_appr_bhav_copy_generated 16645 Cannot approve. Bhavcopy generated.
e$Collateral_Lmt_Chk 16646 Cannot modify.
e$address_not_found 16656 No address in the database.
e$stk_in_popen 16662 Contract is opening. Please wait for
the contract to open.
e$invalid_nnf_field 16666 Invalid NNF field.
e$gtcgtd_not_allowed 16667 GTC GTD orders not allowed.
ERR_USER_ALREADY_SIGNED_OFF 16683 User has already signed off.
ERR_NO_PRIVILEGE 16684 User has no authority to request for
change of mentioned User in actual
packet.
CLOSEOUT_ORDER_REJECT 16686 This error code will be returned if
Close out order rejected by the
system.
CLOSEOUT_FRZ_REJECT 16687 This error code will be returned if the
close out order entered is going into
freeze. (Since freeze is not allowed for
close out orders)

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
CLOSEOUT_NOT_ALLOWED 16688 This error code will be returned if the
close out order is not allowed in the
system.
CLOSEOUT_TRDMOD_REJECT 16690 This error code will be returned when
a Trade MOD request is placed by a
broker in Close-out.
PARTIAL_ORDER_REJECT 16706 Cancelled by the system.
PARTIAL_QUICK_ORDER_CXL_REJ 16708 System Error. Orders not completely
cancelled by the system. Please
request quick CXL again.
ERROR_INVALID_SPRD_COMBINATIO 16711 Spread order entered has invalid
N combination
e$price_diff_out_of_range 16713 Price difference is beyond operating
range.
ERR_USR_NOT_FOUND_IN_NNF_FILE 16778 User is not NNF user

e$vc_order_rejected 16793 Order entered has invalid data.

e$ssd_order_rejected 16794 Order entered has invalid data.

e$order_cancelled_for_vc 16795 Order cancelled due to voluntary close
out.
e$order_cancelled_for_ssd 16796 Order cancelled due to OI violation.
MSG_CODE_VOLUNTARY_CLOSE_OUT_ 16797 Broker is in Voluntary Closeout.
STATUS
MSG_CODE_SUSPENDED_STATUS 16798 Broker is Suspended.
e$bo_price_out_of_range 16803 Bulk order rejected due to price
freeze.
e$bo_excess_quantity 16804 Bulk order rejected due to quantity
Freeze.
e$user_ineligible_for_bulk_orders 16805 Trader not eligible for bulk order.
e$user_not_allowed_for_regular 16806 Trader allowed to enter only bulk
order.
e$account_debarred 16807 The account is debarred by the
exchange.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Error Code ID Error Code Description of Error Code

Value
ERR_USR_ALREADY_UNLCKED 16810 User is already unlocked.
ERR_DUPLICATE_UNLCK_ALRT 16811 User unlock request is already present
for requested user.
ERR_ACTV_NUM_OF_USRS_IN_BRNCH 17022 Active number of users in branch
_EXCEEDED exceeded
EC_TRD_MOD_REJ_CLI_CP_MOD_NOT 17039 Client code/Participant modification
_ALLOWED not allowed
ERROR_QUANTITY_LIM_EXCEEDS_QTY 17045 Order quantity exceeds quantity value
_VAL_LIM limit for the user.
USER_TRD_MOD_DISABLED 17048 Trade modification not allowed for the
user.
ERR_DEPNDENT_SESSN_NOT_ACTIVE 17063 Dependent session is not active
e$trd_price_out_of_stock_tpp 17070 The Price is out of the current
execution range
e$order_cancelled_for_self_trade 17071 The order could have resulted in self
trade
e$invalid_packet 17101 The packet has invalid data
e$hearbeat_not_received 17102 Heart Beat not received
e$Invalid_box_id 17104 Invalid box id
e$seq_no_mismatch 17105 Sequence number mismatch
e$box_rate_exceeded 17106 Box Rate has been exeeded by the
Member
e$max_user_count_exceeded 17142 Maximum user login allowed per box
has been exceeded
e$invalid_box_ip_combination 16403 Login from invalid IP
ERR_INVALID_PAN_ID 17177 Invalid PAN Id
ERR_INVALID_ALGO_ID 17179 Invalid Algo Id
ERR_INVALID_VALUE_IN_RESERVED 17180 Invalid value in the Reserved Field
ERR_CHECKSUM_FAILED_GR 19028 Checksum verification failed at
Gateway Router
ERR_MULTIPLE_GR_QUERY_RCV 19029 Multiple GR_QUERY request received

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Reason Codes
The reason codes and the corresponding values are listed in the following table.

Reason Code Value

Exercise 2
Position liquidation 3
Security 5
Broker 6
Branch 7
User 8
Participant 9
Counter Party 10
Order Number 11
Auction Number 15
Order Type 16
Price Freeze 17
Quantity Freeze 18
Contract 20
Exercise Mode Mismatch 30

List of Transaction Codes

The transaction codes and the corresponding structure are listed in the following table.

Transaction Code Code Structure Size I/B*

SYSTEM_INFORMATION_IN 1600 MS_SYSTEM_INFO_REQ 44 I

SYSTEM_INFORMATION_OUT 1601 MS_SYSTEM_INFO_DATA 106 I
EXCH_PORTF_IN 1775 EXCH_PORTFOLIO_REQ 44 I
EXCH_PORTF_OUT 1776 EXCH_PORTFOLIO_RESP 344 I
RPRT_MARKET_STATS_OUT_RPT 1833 MS_RP_MARKET_STATS 488 B

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Transaction Code Code Structure Size I/B*

REPORT_TRAILER 48
REPORT_HEADER 108
SPD_MKT_STATS_RPT_DATA 1862 RP_SPD_MKT_STATS 104 B
BOARD_LOT_IN 2000 MS_OE_REQUEST 316 I
NEG_ORDER_TO_BL 2008 MS_OE_REQUEST 316 I
NEG_ORDER_BY_CPID 2009 MS_OE_REQUEST 316 B
ORDER_MOD_IN 2040 MS_OE_REQUEST 316 I
ORDER_MOD_REJECT 2042 MS_OE_REQUEST 316 I
ORDER_CANCEL_IN 2070 MS_OE_REQUEST 316 I
ORDER_CANCEL_REJECT 2072 MS_OE_REQUEST 316 I
ORDER_CONFIRMATION 2073 MS_OE_REQUEST 316 I
ORDER_MOD_CONFIRMATION 2074 MS_OE_REQUEST 316 I
ORDER_CANCEL_CONFIRMATION 2075 MS_OE_REQUEST 316 I
PRICE_MOD_IN 2013 PRICE_MOD 106 I
CANCEL_NEG_ORDER 2076 MS_OE_REQUEST 316 I
SP_BOARD_LOT_IN 2100 MS_SPD_OE_REQUEST 480 I
TWOL_BOARD_LOT_IN 2102 MS_SPD_OE_REQUEST 480 I
THRL_BOARD_LOT_IN 2104 MS_SPD_OE_REQUEST 480 I
SP_ORDER_CANCEL_IN 2106 MS_SPD_OE_REQUEST 480 I
SP_ORDER_MOD_IN 2118 MS_SPD_OE_REQUEST 480 I
SP_ORDER_CONFIRMATION 2124 MS_SPD_OE_REQUEST 480 I
TWOL_ORDER_CONFIRMATION 2125 MS_SPD_OE_REQUEST 480 I
THRL_ORDER_CONFIRMATION 2126 MS_SPD_OE_REQUEST 480 I
SP_ORDER_CXL_REJ_OUT 2127 MS_SPD_OE_REQUEST 480 I
SP_ORDER_CXL_CONFIRMATION 2130 MS_SPD_OE_REQUEST 480 I
TWOL_ORDER_CXL_CONFIRMATI 2131 MS_SPD_OE_REQUEST 480 I
ON

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Transaction Code Code Structure Size I/B*

THRL_ORDER_CXL_CONFIRMATI 2132 MS_SPD_OE_REQUEST 480 I

ON
SP_ORDER_MOD_REJ_OUT 2133 MS_SPD_OE_REQUEST 480 I
SP_ORDER_MOD_CON_OUT 2136 MS_SPD_OE_REQUEST 480 I
TWOL_ORDER_ERROR 2155 MS_SPD_OE_REQUEST 480 I
THRL_ORDER_ERROR 2156 MS_SPD_OE_REQUEST 480 I
FREEZE_TO_CONTROL 2170 MS_OE_REQUEST 316 I
ON_STOP_NOTIFICATION 2212 MS_TRADE_CONFIRM 296 I
TRADE_CONFIRMATION 2222 MS_TRADE_CONFIRM 296 I
TRADE_ERROR 2223 MS_TRADE_INQ_DATA 234 I
ORDER_ERROR 2231 MS_OE_REQUEST 316 I
TRADE_CANCEL_CONFIRM 2282 MS_TRADE_CONFIRM 296 I
TRADE_CANCEL_REJECT 2286 MS_TRADE_CONFIRM 296 I
TRADE_MODIFY_CONFIRM 2287 MS_TRADE_MODIFY_CONFIRM 296 I
TRADE_MODIFY_REJECT 2288 MS_TRADE_CONFIRM 296 I
SIGN_ON_REQUEST_IN 2300 MS_SIGNON 278 I
SIGN_ON_REQUEST_OUT 2301 MS_SIGNON 278 I
MS_ERROR_RESPONSE 182
ERROR_RESPONSE_OUT 2302 MS_ERROR_RESPONSE 182 I
SIGN_OFF_REQUEST_OUT 2321 SIGNOFF OUT 190 I
GR_REQUEST 2400 MS_GR_REQUEST 48 I
GR_RESPONSE 2401 MS_GR_RESPONSE 76 I
GIVEUP_APP_CONFIRM_TM 4506 GIVEUP_RESPONSE 122 I
GIVEUP_REJ_CONFIRM_TM 4507 GIVEUP_RESPONSE 122 I
BCAST_CONT_MSG 5294 MS_BCAST_CONT_MESSAGE 244 B
CTRL_MSG_TO_TRADER 5295 MS_TRADER_INT_MSG 290 B
USER_ADDR_UNLOCK_IN 5427 USER_ADDR_UNLOCK_REQ_FO 114 I

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Transaction Code Code Structure Size I/B*

USER_ADDR_UNLOCK_CONFIRM 5428 USER_ADDR_UNLOCK_CONFIRM 322 I

_OUT _FO
TRADE_CANCEL_IN 5440 MS_TRADE_INQ_DATA 234 I
TRADE_CANCEL_OUT 5441 MS_TRADE_INQ_DATA 234 I
TRADE_MOD_IN 5445 MS_TRADE_INQ_DATA 234 I
USER_ADDR_UNLOCK_APPROVE_ 5483 USER_ADDR_UNLOCK_APPROVE 76 I
OUT _FO
USER_ADDR_UNLOCK_REJECT_O 5484 USER_ADDR_UNLOCK_APPROVE 76 I
UT _FO
SIGN_OFF_TRADER_IN 5584 MS_SIGNON 278 I
SIGN_OFF_TRADER_OUT 5585 MS_SIGNON 278 I
MS_ERROR_RESPONSE 182

BRANCH_ORD_VAL_LIMIT_UPDA 5716 BRANCH_ORD_VAL_LIMIT_UPD 136 I

TE_IN ATE_REQ
BRANCH_ORD_VAL_LIMIT_UPDA 5717 BRANCH_ORD_VAL_LIMIT_UPD 136 I
TE_OUT ATE_REQ
MS_ERROR_RESPONSE 182

USER_ORD_VAL_LIMIT_UPDATE_ 5730 USER_ORD_VAL_LIMIT_UPDATE 208 I

IN _REQ
USER_ORD_VAL_LIMIT_UPDATE_ 5731 USER_ORD_VAL_LIMIT_UPDATE 208 I
OUT _REQ
MS_ERROR_RESPONSE 182

NORMAL_ORD_LIMIT_UPDATE_I 5732 NORMAL_ORD_LIMIT_UPDATE_ 66 I

N REQ
NORMAL_ORD_LIMIT_UPDATE_O 5733 NORMAL_ORD_LIMIT_UPDATE_ 66 I
UT REQ
USER_TRD_MOD/CXL_STATUS_C 5738 USER_TRD_MOD/CXL_STATUS_ 52 I
HG_IN CHG_REQ
USER_TRD_MOD/CXL_STATUS_C 5739 USER_TRD_MOD/CXL_STATUS_ 46 I
HG_OUT CHG_RESP

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Transaction Code Code Structure Size I/B*

RESET_USER_PASSWORD_IN 5740 RESET_USER_PASSWORD_IN_F 58 I

O
RESET_USER_PASSWORD_OUT 5741 RESET_USER_PASSWORD_IN_F 58 I
O
COL_USER_STATUS_CHANGE_IN 5744 COL_USER_STATUS_CHANGE_R 52 I
EQ
COL_USER_STATUS_CHANGE_OU 5745 COL_USER_STATUS_CHANGE_R 46 I
T ESP
SPREAD_ORD_LIMIT_UPDATE_IN 5771 NORMAL_ORD_LIMIT_UPDATE_ 66 I
REQ
SPREAD_ORD_LIMIT_UPDATE_O 5772 NORMAL_ORD_LIMIT_UPDATE_ 66 I
UT REQ
SECURITY_OPEN_PRICE 6013 MS_SEC_OPEN_MSGS 62 B
BCAST_JRNL_VCT_MSG 6501 MS_TRADER_INT_MSG 290 B
BC_OPEN_MESSAGE 6511 MS_BCAST_VCT_MSGS 320 B
BC_CLOSE_MESSAGE 6521 MS_BCAST_VCT_MSGS 320 B
BC_PREOPEN_SHUTDOWN_MSG 6531 MS_BCAST_VCT_MSGS 320 B
BC_CIRCUIT_CHECK 6541 MESSAGE_HEADER 40 B
BC_NORMAL_MKT_PREOPEN_EN 6571 MS_BCAST_VCT_MSGS 320 B
DED
DOWNLOAD_REQUEST 7000 MS_MESSAGE_DOWNLOAD 48 I
HEADER_RECORD 7011 MESSAGE_HEADER 40 I
MESSAGE_RECORD 7021 MESSAGE_HEADER 40 I
TRAILER_RECORD 7031 MESSAGE_HEADER 40 I
MKT_MVMT_CM_OI_IN 7130 CM_ASSET_OI 504 B
BCAST_MBO_MBP_UPDATE 7200 MS_BCAST_MBO_MBP 410 B
BCAST_MW_ROUND_ROBIN 7201 MS_FO_BCAST_INQ_RESP_2 472 B
BCAST_TICKER_AND_MKT_INDE 7202 MS_FO_TICKER_TRADE_DATA 484 B
X

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Transaction Code Code Structure Size I/B*

BCAST_INDUSTRY_INDEX_UPDA 7203 MS_BCAST_INDUSTRY_INDICES 442 B

TE
BCAST_SYSTEM_INFORMATION_ 7206 MS_SYSTEM_INFO_DATA 106 B
OUT
BCAST_ONLY_MBP 7208 MS_BCAST_ONLY_MBP 470 B
BCAST_SECURITY_STATUS_CHG 7210 MS_SECURITY_STATUS_UPDATE 462 B
_PREOPEN _INFO
BCAST_SPD_MBP_DELTA 7211 MS_SPD_MKT_INFO 204 B
BCAST_TRADE_EXECUTION_RAN 7220 MS_BCAST_TRADE_EXECUTION 344 B
GE _RANGE
UPDATE_LOCALDB_IN 7300 MS_UPDATE_LOCAL_DATABASE 82 I
UPDATE_LOCALDB_DATA 7304 Packet of size >40 and <=512 80- I
512
BCAST_SECURITY_MSTR_CHG 7305 MS_SECURITY_UPDATE_INFO 298 B/I
BCAST_PART_MSTR_CHG 7306 PARTICIPANT_UPDATE_INFO 84 B
UPDATE_LOCALDB_HEADER 7307 UPDATE_LDB_HEADER 42 I
UPDATE_LOCALDB_TRAILER 7308 UPDATE_LDB_HEADER 42 I
BCAST_SECURITY_STATUS_CHG 7320 MS_SECURITY_STATUS_UPDATE 462 B
_INFO
PARTIAL_SYSTEM_INFORMATIO 7321 MS_SYSTEM_INFO_DATA 106 I
N
BCAST_INSTR_MSTR_CHG 7324 MS_INSTRUMENT_UPDATE_INF 80 I/B
O
BCAST_INDEX_MSTR_CHG 7325 MS_DOWNLOAD_INDEX 450 I
BCAST_INDEX_MAP_TABLE 7326 MS_DOWNLOAD_INDEX_MAP 462 I
BCAST_SEC_MSTR_CHNG_PERIO 7340 MS_SECURITY_UPDATE_INFO 298 B
DIC
BCAST_SPD_MSTR_CHG_PERIOD 7341 MS_SPD_UPDATE_INFO 132 B
IC
BATCH_ORDER_CANCEL 9002 MS_OE_REQUEST 316 I

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Transaction Code Code Structure Size I/B*

BCAST_TURNOVER_EXCEEDED 9010 MS_BROADCAST_TLIMIT_EXCEE 98 B

DED
BROADCAST_BROKER_REACTIVA 9011 MS_BROADCAST_TLIMIT_EXCEE 98 B
TED DED
BOARD_LOT_IN_TR 20000 MS_OE_REQUEST_TR 158 I
ORDER_MOD_IN_TR 20040 MS_OM_REQUEST_TR 186 I
ORDER_CANCEL_IN_TR 20070 MS_OM_REQUEST_TR 186 I
ORDER_QUICK_CANCEL_IN_TR 20060 MS_OM_REQUEST_TR 186 I
ORDER_CONFIRMATION_TR 20073 MS_OE_RESPONSE_TR 240 I
ORDER_MOD_CONFIRMATION_T 20074 MS_OE_RESPONSE_TR 240 I
R
ORDER_CXL_CONFIRMATION_TR 20075 MS_OE_RESPONSE_TR 240 I
TRADE_CONFIRMATION_TR 20222 MS_TRADE_CONFIRM_TR 230 I
BOX_SIGN_ON_REQUEST_IN 23000 MS_BOX_SIGN_ON_REQUEST_I 60 I
N
BOX_SIGN_ON_REQUEST_OUT 23001 MS_BOX_SIGN_ON_REQUEST_O 54 I
UT
BOX_SIGN_OFF 20322 MS_BOX_SIGN_OFF 42 I

* I/B - Interactive/Broadcast

List of Transaction Codes Containing Timestamp in Nanoseconds

The trascation codes that will contain timestamp in nanoseconds from 01-Jan-1980 00:00:00
are listed in following table:

Transaction Code Code

PRICE_CONFIRMATION 2012
ORDER_MOD_REJECT 2042
ORDER_CANCEL_REJECT 2072
ORDER_CONFIRMATION 2073

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Transaction Code Code

ORDER_MOD_CONFIRMATION 2074
ORDER_CANCEL_CONFIRMATION 2075
SP_ORDER_CONFIRMATION 2124
TWOL_ORDER_CONFIRMATION 2125
THRL_ORDER_CONFIRMATION 2126
SP_ORDER_CXL_REJ_OUT 2127
SP_ORDER_CXL_CONFIRMATION 2130
TWOL_ORDER_CXL_CONFIRMATION 2131
THRL_ORDER_CXL_CONFIRMATION 2132
SP_ORDER_MOD_REJ_OUT 2133
SP_ORDER_MOD_CON_OUT 2136
SP_ORDER_ERROR 2154
TWOL_ORDER_ERROR 2155
THRL_ORDER_ERROR 2156
FREEZE_TO_CONTROL 2170
ON_STOP_NOTIFICATION 2212
TRADE_CONFIRMATION 2222
ORDER_ERROR 2231
BATCH_ORDER_CANCEL 9002
BATCH_SPREAD_CXL_OUT 9004
ORDER_CONFIRMATION_TR 20073
ORDER_MOD_CONFIRMATION_TR 20074
ORDER_CXL_CONFIRMATION_TR 20075
TRADE_CONFIRMATION_TR 20222

Quick Reference for Order Entry Parameters

The order flags are as follows:

Order Terms:

Order Flags Input/Output

MF Input, to be set when the min fill quantity is given
AON Input

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IOC Input
GTC Input
Day Input
MIT Input
SL Input
Market Output
ATO Output
Frozen Output
Modified Output
Traded Output
MatchedInd Output

Status Market Book Order Terms and Other Characteristic Fields

Type
Preopen Normal RL** (non-zero value of GoodTillDate)/DAY/GTC mandatory,
Market mutually exclusive, input

Open Normal RL** (non-zero value of GoodTillDate)/DAY/ GTC/ IOC

Market mandatory, mutually exclusive, input
MKT output, set if Market order
Open Normal SL** SL mandatory, input
Market
(non-zero value of GoodTillDate) /DAY/ GTC/ IOC
mandatory, mutually exclusive, input
MF/ AON mutually exclusive, input
MKT output, set if Market order
Trigger Price is mandatory
Open Normal ST** (non-zero value of GoodTillDate )/DAY/ GTC/ IOC
Market mandatory, mutually exclusive, input
MF/ AON mandatory, mutually exclusive, input
MKT output, set if Market order

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Postclose Normal RL/ST DAY / IOC mandatory, mutually exclusive, input

Market
DQ / MF / AON mutually exclusive, input
Market order is mandatory
Close Order entry is not allowed

** Other input flags in the order terms are not allowed, hence should not be set.
Note: Order requested message is stopped for the following transcodes (Both interactive and
journal download).

 BOARD_LOT_OUT
 SPOT_OUT
 NEGOTIATED_OUT
 STO_OUT
 ODD_LOT_OUT
 ON_STOP_OUT
 SP_BOARD_LOT_OUT
 TWOL_BOARD_LOT_OUT
 THRL_BOARD_LOT_OUT
 ORDER_MOD_OUT
 ORDER_CANCEL_OUT
 SP_ORDER_CANCEL_OUT
 SP_ORDER_MOD_OUT
 TWOL_ORDER_CANCEL_OUT
 TWOL_ORDER_MOD_OUT
 THRL_ORDER_CANCEL_OUT
 THRL_ORDER_MOD_OUT

Market Types
The market types are listed in the following table.

Market Type ID Status

1 Normal Market
2 Odd Lot Market (Not used)
3 Spot Market (Not used)
4 Auction Market (Not used)

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Market Status
The market can be one of the statuses listed in the following table.

Market Status ID Status

0 PreOpen (Only for Normal Market)
1 Open
2 Closed
3 PreOpen Ended
4 Postclose

Book Types
There are seven books listed in the following table and these books fall under any one of the
four market types.

Book ID Book Type Market Type

1 Regular lot order Normal Market
2 Special terms order Normal Market
3 Stop loss / MIT order Normal Market
4 Negotiated order (Not used) Normal Market
5 Odd lot order (Not used) Odd Lot Market
6 Spot order (Not used) Spot Market
7 Auction order (Not used) Auction Market

Security Status
The security status is listed in the following table.

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

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 Futures and Options Trading System - Protocol for Non-Neat Front End

5 Open With Market

Activity Types
The activity types that are sent in the reports along with their description and code are listed in
the following table.

Activity Type Description Code

ORIGINAL_ORDER When the order is entered it is taken 1
as original order. GTC/GTD orders still
in the book also come with this activity
type.
ACTIVITY_TRADE The trade done. 2
ACTIVITY_ORDER_CXL The order is cancelled. 3
ACTIVITY_ORDER_MOD The order is modified. 4
ACTIVITY_TRADE_MOD The trade is modified. 5
ACTIVITY_TRADE_CXL_1 The trade cancellation was requested. 6
ACTIVITY_TRADE_CXL_2 Action has been taken on this request. 7
ACTIVITY_BATCH_ORDER_CXL At the end of the day all un traded Day 8
orders are cancelled. GTC/GTD orders
due for cancellation are also
cancelled.
ACTIVITY_ORDER_MOD_REJECT When the order modification is 9
rejected.
ACTIVITY_TRADE_MOD_REJECT When the trade modification is 10
rejected.
ACTIVITY_TRADE_CXL_REJECT When the trade cancellation is 11
rejected.
ACTIVITY_ORDER_REJECTED When the order entry is rejected. 12
ACTIVITY_ORDER_IN_BOOK 13
ACTIVITY_ORDER_CXL_REJECT When order cancel requested, gets 14
rejected.
ACTIVITY_PRICE_FREEZE_IN Order entered, caused price freeze. 15

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ACTIVITY_PRICE_FREEZE_CXLD Order in price freeze is cancelled from 16

CWS.
ACTIVITY_FREEZE_ADMIN_SUSP Order is rejected through admin 17
suspension when quantity is freezed.
ACTIVITY_QTY_FREEZE_IN Order entered, caused quantity freeze. 18
ACTIVITY_QTY_FREEZE_CXLD Order in quantity freeze is cancelled 19
from CWS.
ACTIVITY_ORD_BROKER_SUSP When order is cancelled because of 20
broker suspension.
ACTIVITY_SPREAD_TRADE_CXL When spread trade is cancelled. 43

Pipe Delimited File Structures

A new field category indicator has been introduced in contract.txt which will specify the category of
market hours in which the contract is available to trade. Previously Reserved 3 byte (after
OptionType field) was used to add this field. The changes for same are highlighted in yellow.

The upload files have a header record at the beginning of the file followed by the detail records.

Contract File Structure

HEADER
Table 126 CONTRACT_FILE_HEADER
Structure Name CONTRACT_FILE_HEADER
Packet Length 13 bytes
Field Name Data Type Size in Byte Offset
NEATFO CHAR 6 0
Reserved CHAR 1 6
VersionNumber CHAR 5 7
Reserved CHAR 1 12

STOCK STRUCTURE
Table 127 STOCK_STRUCTURE

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Structure Name STOCK_STRUCTURE

Packet Length 304 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
Reserved CHAR 1 4
AssetToken LONG 4 5
Reserved CHAR 1 9
InstrumentName CHAR 6 10
Reserved CHAR 1 16
Symbol CHAR 10 17
Reserved CHAR 1 27
Series CHAR 2 28
Reserved CHAR 2 30
ExpiryDate (in seconds from LONG 4 32
January 1,1980)
Reserved CHAR 1 36
StrikePrice LONG 4 37
Reserved CHAR 1 41
OptionType CHAR 2 42
Reserved CHAR 1 44
Category CHAR 1 45
Reserved CHAR 1 46
CALevel SHORT 2 47
Reserved CHAR 1 49
ReservedIdentifier CHAR 1 50
Reserved CHAR 1 51
PermittedToTrade SHORT 2 52
Reserved CHAR 1 54
IssueRate SHORT 2 55
Reserved CHAR 1 57
ST_SEC_ELIGIBILITY_ PER_ STRUCT 6 58
MARKET [4]
IssueStartDate LONG 4 64
Reserved CHAR 1 68
InterestPaymentDate LONG 4 69
Reserved CHAR 1 73
Issue Maturity Date LONG 4 74
Reserved CHAR 1 78

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Structure Name STOCK_STRUCTURE

Packet Length 304 bytes
Field Name Data Type Size in Byte Offset
MarginPercentage LONG 4 79
Reserved CHAR 1 83
MinimumLotQuantity LONG 4 84
Reserved CHAR 1 88
BoardLotQuantity LONG 4 89
Reserved CHAR 1 93
TickSize LONG 4 94
Reserved CHAR 1 98
IssuedCapital DOUBLE 8 99
Reserved CHAR 1 107
FreezeQuantity LONG 4 108
Reserved CHAR 1 112
WarningQuantity LONG 4 113
Reserved CHAR 1 117
ListingDate LONG 4 118
Reserved CHAR 1 122
ExpulsionDate LONG 4 123
Reserved CHAR 1 127
ReadmissionDate LONG 4 128
Reserved CHAR 1 132
RecordDate LONG 4 133
Reserved CHAR 1 137
NoDeliveryStartDate LONG 4 138
Reserved CHAR 1 142
NoDeliveryEndDate LONG 4 143
Reserved CHAR 1 147
LowPriceRange LONG 4 148
Reserved CHAR 1 152
HighPriceRange LONG 4 153
Reserved CHAR 1 157
ExDate LONG 4 158
Reserved CHAR 1 162
BookClosureStartDate LONG 4 163
Reserved CHAR 1 167
BookClosureEndDate LONG 4 168

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Structure Name STOCK_STRUCTURE

Packet Length 304 bytes
Field Name Data Type Size in Byte Offset
Reserved CHAR 1 172
LocalLDBUpdateDateTime LONG 4 173
Reserved CHAR 1 177
ExerciseStartDate LONG 4 178
Reserved CHAR 1 182
ExerciseEndDate LONG 4 183
Reserved CHAR 1 187
TickerSelection SHORT 2 188
Reserved CHAR 1 190
OldTokenNumber LONG 4 191
Reserved CHAR 1 195
CreditRating CHAR 12 196
Reserved CHAR 1 208
Name CHAR 25 209
Reserved CHAR 1 234
EGMAGM CHAR 1 235
Reserved CHAR 1 236
InterestDividend CHAR 1 237
Reserved CHAR 1 238
RightsBonus CHAR 1 239
Reserved CHAR 1 240
MFAON CHAR 1 241
Reserved CHAR 1 242
Remarks CHAR 24 243
Reserved CHAR 1 267
ExStyle CHAR 1 268
Reserved CHAR 1 269
ExAllowed CHAR 1 270
Reserved CHAR 1 271
ExRejectionAllowed CHAR 1 272
Reserved CHAR 1 273
PlAllowed CHAR 1 274
Reserved CHAR 1 275
Settlement Indicator CHAR 1 276
Reserved CHAR 1 277

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Structure Name STOCK_STRUCTURE

Packet Length 304 bytes
Field Name Data Type Size in Byte Offset
IsCorporateAdjusted CHAR 1 278
Reserved CHAR 1 279
SymbolForAsset CHAR 10 280
Reserved CHAR 1 290
InstrumentOfAsset CHAR 6 291
Reserved CHAR 1 297
BasePrice LONG 4 298
Reserved CHAR 1 302
DeleteFlag CHAR 1 303

Table 128 ST_SEC_ELIGIBILITY_PER_MARKET

Structure Name ST_SEC_ELIGIBILITY_PER_MAKRET
Packet Length 6 bytes
Field Name Data Type Size in Byte Offset
Security Status SHORT 2 0
Reserved CHAR 1 2
Eligibility CHAR 1 3
Reserved CHAR 2 4

Field Name Brief Description

Token Token number of the security being updated. This is
unique for a particular symbol-series combination.
AssetToken Token number of the asset.
SecurityInformation This contains the Instrument Name, Symbol & Series
(EQ / IL / TT), Expiry date, Strike Price, Option Type,
Corporate Action level of the security

PermittedToTrade This field can have any one of the following value:
 - Listed but not permitted to trade
 - Permitted to trade
Reserved Identifier This field can have any one of the following value:
 Unreserved Contract
 Reserved Contract

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Field Name Brief Description

IssueRate Price of the issue.
Eligibility The flag is set to 1 if the security is allowed to trade in a
particular market.
SecurityStatus This field can have any one of the following value:
 - Preopen (Only for Normal market)
 - Open
 - Suspended
 - Preopen extended
 - Stock Open With Market
IssueStartDate Date of issue of the security.
InterestPaymentDate Interest payment date
IssueMaturityDate Maturity date.
MarginPercent It is an initial margin percent to be collected on a
contract.
MinimumLotQuantity It is minimum lot of the order which can be placed.
BoardLotQuantity Regular lot size.
TickSize Tick size/ Min spread size.
IssuedCapital Issue size of the security.
FreezeQuantity Freeze quantity.
WarningQuantity Warning quantity.
ListingDate Date of listing.
ExpulsionDate Date of expulsion.
ReAdmissionDate Date of readmission.
RecordDate Date of record changed.
NoDeliveryStartDate Date from when physical delivery of share certificates is
stopped for book closure.
NoDeliveryEndDate No delivery end date.
LowPriceRange Minimum price at which order can be placed without
causing a price freeze.
HighPriceRange Maximum price at which order can be placed without
causing a price freeze.
ExDate Last date of trading before any corporate action.
BookClosureStartDate Date at which the record books in the company for
shareholder names starts.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

BookClosureEndDate Date at which the record books in the company for
shareholder names ends.
LocalLDBUpdateDateTime This is the local database update date-time.
ExerciseStartDate This is the starting date for exercise.
ExerciseEndDate This is the last date for exercise.
OldTokenNumber Not used.
CreditRating Credit rating of the security.
Name Security name.
EGM/AGM This field can have any one of the following value:
 - No EGM/AGM
 - EGM
 - AGM
 - Both EGM and AGM
InterestDividend This field can have any one of the following value:
 - No Interest/ Dividend
 - Interest
 - Dividend
RightsBonus This field can have any one of the following value:
 - No Rights/Bonus
 - Rights
 - Bonus
 - Both Rights and Bonus
MFAON This field can have any one of the following value:
 - MF/AON not allowed
 - MF allowed
 - AON allowed
 - MF and AON allowed
Remark Remarks
ExStyle This field can have any one of the following value:
 - American style Exercise allowed
 - European style Exercise allowed
ExAllowed Exercise is allowed on this contract if this flag is set to
true.
ExRejectionAllowed Exercise rejection is allowed on this contract if this bit is
set to true.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

PlAllowed Position liquidation is allowed on this contract if this flag
is set to true.
Settlement Indicator Indicates whether the contract is cash settled or
physical settled
Value will be C = Cash Settled, P= Physical Settled
IsCorporateAdusted This field shows whether this contract is corporate
adjusted.
AssetName Name of the underlying asset.
Note: For example, NIFTY.
InstrumentIDOfAsset ID of the instrument for the underlying asset of this
contract.
AssetInstrument Underlying asset type.
Note: For example, INDEX.
BasePrice Base price of the security.
DeleteFlag This flag indicates the status of the security, whether the
security is deleted or not.
This field can have any one of the following value:



The following table provides the description of the newly added field.

Field Name Brief Description

Category The market hours in which the contract is available to
trade.
Note: The following will be the values:
Represents Regular market hours.
Represents Extended market hours.

Participant Structure

Header
Table 129 PARTICIPANT_FILE_HEADER
Structure Name PARTICIPANT_FILE_HEADER

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Packet Length 14 bytes

Field Name Data Type Size in Byte Offset
NSEFO CHAR 6 0
Reserved CHAR 1 6
VersionNumber CHAR 5 7
Reserved CHAR 2 12

Structure

Table 130 PARTICIPANT_STRUCTURE

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

Field Name Brief Description

ParticipantId ID of the participant.
ParticipantName Name of the participant.
ParticipantStatus
suspended.

DeleteFlag then the participant is deleted

from the system, else he/she is present in the system.
LastUpdateTime The last time this record was modified.

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Security File Structure

Header
Table 131 SECURITY_FILE_HEADER
Structure Name SECURITY_FILE_HEADER
Packet Length 19 bytes
Field Name Data Type Size in Byte Offset
NEATCM CHAR 6 0
Reserved CHAR 1 6
VersionNumber CHAR 7 7
Reserved CHAR 1 14
CreationTime LONG 4 15

Security Structure
Table 132 SECURITY_STRUCTURE
Structure Name SECURITY_STRUCTURE
Packet Length 230 bytes
Field Name Data Type Size in Byte Offset
Token LONG 4 0
Reserved CHAR 1 4
Symbol CHAR 10 5
Reserved CHAR 1 15
Series CHAR 2 16
Reserved CHAR 1 18
InstrumentType SHORT 2 19
Reserved CHAR 1 21
IssuedCapital DOUBLE 8 22
Reserved CHAR 1 30
PermittedToTrade SHORT 2 31
Reserved CHAR 1 33
CreditRating CHAR 17 34
Reserved CHAR 1 51
ST_SEC_ELIGIBILITY_ PER_ STRUCT 5 52
MARKET [6] (Refer )
BoardLotQty LONG 4 57
Reserved CHAR 1 61
TickSize LONG 4 62
Reserved CHAR 1 66

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name SECURITY_STRUCTURE

Packet Length 230 bytes
Field Name Data Type Size in Byte Offset
Name CHAR 25 67
Reserved CHAR 1 92
IssueRate SHORT 2 93
Reserved CHAR 1 95
IssueStartDate LONG 4 96
Reserved CHAR 1 100
IssueIPDate LONG 4 101
Reserved CHAR 1 105
Issue Maturity Date LONG 4 106
Reserved CHAR 1 110
FreezePercent SHORT 2 111
Reserved CHAR 1 113
ListingDate LONG 4 114
Reserved CHAR 1 118
ExpulsionDate LONG 4 119
Reserved CHAR 1 123
ReAdmissionDate LONG 4 124
Reserved CHAR 1 128
ExDate LONG 4 129
Reserved CHAR 1 133
RecordDate LONG 4 134
Reserved CHAR 1 138
NoDeliveryStartDate LONG 4 139
Reserved CHAR 1 143
NoDeliveryEndDate LONG 4 144
Reserved CHAR 1 148
ParticipateInIndex CHAR 1 149
Reserved CHAR 1 150
AON CHAR 1 151
Reserved CHAR 1 152
MinFill CHAR 1 153
Reserved CHAR 1 154
WarningPercent SHORT 2 155
Reserved CHAR 1 157
BookClosureStartDate LONG 4 158

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name SECURITY_STRUCTURE

Packet Length 230 bytes
Field Name Data Type Size in Byte Offset
Reserved CHAR 1 162
BookClosureEndDate LONG 4 163
Reserved CHAR 1 167
Dividend CHAR 1 168
Reserved CHAR 1 169
Rights CHAR 1 170
Reserved CHAR 1 171
Bonus CHAR 1 172
Reserved CHAR 1 173
Interest CHAR 1 174
Reserved CHAR 1 175
AGM CHAR 1 176
Reserved CHAR 1 177
EGM CHAR 1 178
Reserved CHAR 1 179
Remark CHAR 25 180
Reserved CHAR 1 205
LocalDBUpdateDateTime LONG 4 206
Reserved CHAR 1 210
DeleteFlag CHAR 1 211
Reserved CHAR 1 212
FaceValue LONG 4 213
Reserved CHAR 1 217
ISIN CHAR 12 218

Table 133 ST_SEC_ELIGIBILITY_PER_MARKET

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

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

Token Token number of the security being updated. This is
unique for a particular symbol-series combination.
SecurityInformation This contains the Symbol, Series (EQ / IL / TT) and
Instrument type.

IssuedCapital Issue size of the security.

PermittedToTrade This field can have any one of the following value:
 - Listed but not permitted to trade
 - Permitted to trade
CreditRating Credit rating of the security.
SecurityStatus This field can have any one of the following value:
 - Preopen (Only for Normal market)
 - Open
 - Suspended
 - Preopen extended
 - Stock Open With Market
Eligibility The flag is set to 1 if the security is allowed to trade in a
particular market.
BoardLotQuantity Regular lot size.
TickSize Tick size/ Min spread size.
Name Security name.
IssueRate Price of the issue.
IssueStartDate Date of issue of the security.
InterestPaymentDate Interest payment date
IssueMaturityDate Maturity date.
FreezePercent Freeze percent for the security.
ListingDate Date of listing.
ExpulsionDate Date of expulsion.
ReAdmissionDate Date of readmission.
ExDate Last date of trading before any corporate action.
RecordDate Date of record changed.
NoDeliveryStartDate Date from when physical delivery of share certificates
is stopped for book closure.
NoDeliveryEndDate No delivery end date.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

ParticipateInIndex This field can have any one of the following value:
 - Not Participate In Index
 - Participate In Index
AON This field can have any one of the following value:
 - AON not allowed
 - AON allowed
MF  - MF not allowed
 - MF allowed
Warning Percent Warning percent.
BookClosureStartDate Date at which the record books in the company for
shareholder names starts.
BookClosureEndDate Date at which the record books in the company for
shareholder names ends.
Dividend This field can have any one of the following value:
 - No Dividend
 - Dividend
Rights This field can have any one of the following value:
 - No Rights
 - Rights
Bonus This field can have any one of the following value:
 - No Bonus
 - Bonus
Interest This field can have any one of the following value:
 - No Interest
 - Interest
EGM This field can have any one of the following value:
 - No EGM
 - EGM
AGM This field can have any one of the following value:
 - No AGM
 - AGM
Remark Remarks
LocalLDBUpdateDateTime This is the local database update date-time.
DeleteFlag This flag indicates the status of the security, whether
the security is deleted or not.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

This field can have any one of the following value:


Face value Face value of security
Note: Already present in the security.txt but was not
used. To correctly use the ISIN field face value should
be considered.
ISIN ISIN number of security

Trimmed Structures
Trimmed Order Entry Request Structure

Table 134 MS_OE_REQUEST_TR

Structure Name MS_OE_REQUEST_TR

Packet Length 158 bytes
Usage Use pragma pack(2)
Use pragma pack(1) for
ADDITIONAL_ORDER_FLAGS
Transaction Code BOARD_LOT_IN_TR (20000)
Field Name Data Type Size in Byte Offset
TransactionCode SHORT 2 0
UserID LONG 4 2
ReasonCode SHORT 2 6
TokenNo LONG 4 8
CONTRACT_DESC_TR STRUCT 26 12
AccountNumber CHAR 10 38
BookType SHORT 2 48
Buy / SellIndicator SHORT 2 50
DisclosedVolume LONG 4 52
Volume LONG 4 56
Price LONG 4 60
GoodTillDate LONG 4 64
ST_ORDER_FLAGS STRUCT 2 68

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 Futures and Options Trading System - Protocol for Non-Neat Front End

BranchId SHORT 2 70
TraderId LONG 4 72
BrokerId CHAR 5 76
Open/Close CHAR 1 81
Settlor CHAR 12 82
Pro / ClientIndicator SHORT 2 94
ADDITIONAL_ORDER_FLAGS STRUCT 1 96
Filler LONG 4 98
NnfField DOUBLE 8 102
PAN CHAR 10 110
Algo ID LONG 4 120
Reserved SHORT 2 124
Reserved CHAR 32 126

Table 135 CONTRACT_DESC_TR

Structure Name CONTRACT_DESC_TR
Packet Length 26 bytes
Field Name Data Type Size in Byte Offset
InstrumentName CHAR 6 0
Symbol CHAR 10 6
ExpiryDate LONG 4 16
StrikePrice LONG 4 20
OptionType CHAR 2 24

Field Name Brief Description

TransactionCode The transaction code is BOARD_LOT_IN_TR
(20000).
ReasonCode This field contains the reason code for a
particular order request rejection or order freeze.
This, along with the error code, has the details
regarding the error.
Refer to Reason Codes in Appendix.
During order entry, this field should be set to zero
TokenNumber This is the Token Number of the contract on
which order is to be placed. This field should
-
- ons will be done
only on contract descriptor.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

If the valid token number is sent, the validation
will be done on token number as well as contract
descriptor
SecurityInformation This structure contains the following fields:
(CONTRACT_DESCRIPTOR_TR) Instrument Name, Symbol, Expiry Date, Strike
Price and Option Type of the contract.
This is mandatory and should be filled while
sending the order entry request.

AccountNumber If the order is entered on behalf of a trader, the

Trader Account Number should be specified in

should be set to blank.

BookType This field should contain the type of order.
Refer to Book Types in Appendix.
Buy / SellIndicator This field should specify whether the order is a
buy or sell. The field should take one of the
following values:


DisclosedVolume This field should contain the quantity that has to
be disclosed to the market. It is not applicable if
the order has either the All Or None or the
Immediate Or Cancel attribute set. It should not
be greater than the volume of the order and not
less than the Minimum Fill quantity if the
Minimum Fill attribute is set. In either case it
cannot be less than the minimum Disclosed
Quantity allowed. It should be a multiple of the
regular lot.
Volume This field should contain the order quantity. The
quantity should always be in multiples of Regular
Lot except for Odd Lot orders and it should be
less than the issued capital. The order will go for
a freeze if the quantity is greater than the freeze
quantity determined by NSE-Control.
Price This field should contain the price at which the
order is placed. The price must be a multiple of
the tick size. To enter a Market order, the price
should be set to zero. For Stop Loss orders, the

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

limit price must be greater than the trigger price
in case of a Buy order and less if it is a Sell order.
Market attribute is not allowed for Negotiated
Orders. This should be multiplied by 100 before
sending to the trading system.
GoodTillDate This field should contain the number of days for a
GTD order. This field can be set in two ways. To
specify an absolute date, this field should be set
to that date in number of seconds since midnight
of January 1, 1980. To specify days, this field
should be set to the number of days. This can
take values from two to the maximum days
specified for GTC orders only. If this field is non-
zero, the GTC flag must be off.
OrderTerms This field should specify the attributes of an
order.
BranchId This field should contain the branch number to
which the broker belongs.
TraderId This field should contain the ID of the user. This
field accepts only numbers.
BrokerId This field should contain the trading member ID.
Open / Close Open / Close order indicator. This field should
contain one of the following values.


Settlor This field should specify the ID of the
participants who are responsible for settling the
trades through the custodians. By default, all
orders are treated as
this field defaults to the Broker Code.
So, this field should be set to blank for a pro

Pro-ClientOrder This field should contain one of the following

values to specify whether the order is entered on
behalf of a broker or a trader.


ADDITIONAL_ORDER_FLAGS Refer to Additional_Order_Flags and Order Terms
Attributes tables in Chapter 4 for the relevant
description.

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

For reserved bit kindly set the values with 0
NNFField This field should contain a 15 digit a unique
identifier for various products deployed as
per Exchange circular download ref no.
16519 dated December 14, 2010 and as
updated from time to time
PAN This field shall contain the PAN (Permanent
Account Number/PAN_EXEMPT). This field shall
be mandatory for all orders
(client/participant/PRO orders).
Algo ID For Algo order this field shall contain the Algo ID
issued by the exchange. For Non-Algo order, this
field shall be Zero(0)
Reserved This field is reserved for future use. This should
be populated as 0 for the message to be
accepted by exchange host.

Trimmed Order Mod/Cxl Request Structure

Table 136 MS_OM_REQUEST_TR

Structure Name MS_OM_REQUEST_TR
Packet Length 186 bytes
Usage Use pragma pack(2)
Use pragma pack(1) for
ADDITIONAL_ORDER_FLAGS
Transaction Code ORDER_MOD_IN_TR (20040)
ORDER_CANCEL_IN_TR (20070)
ORDER_QUICK_CANCEL_IN_TR (20060)
Field Name Data Type Size in Byte Offset
TransactionCode SHORT 2 0
UserID LONG 4 2
Modified / CancelledBy CHAR 1 6
TokenNo LONG 4 8
CONTRACT_DESC_TR STRUCT 26 12
OrderNumber DOUBLE 8 38
AccountNumber CHAR 10 46
BookType SHORT 2 56

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_OM_REQUEST_TR

Packet Length 186 bytes
Usage Use pragma pack(2)
Use pragma pack(1) for
ADDITIONAL_ORDER_FLAGS
Transaction Code ORDER_MOD_IN_TR (20040)
ORDER_CANCEL_IN_TR (20070)
ORDER_QUICK_CANCEL_IN_TR (20060)
Field Name Data Type Size in Byte Offset
Buy / SellIndicator SHORT 2 58
DisclosedVolume LONG 4 60
DisclosedVolumeRemaining LONG 4 64
TotalVolumeRemaining LONG 4 68
Volume LONG 4 72
VolumeFilledToday LONG 4 76
Price LONG 4 80
GoodTillDate LONG 4 84
EntryDateTime LONG 4 88
LastModified LONG 4 92
ST_ORDER_FLAGS STRUCT 2 96
BranchId SHORT 2 98
TraderId LONG 4 100
BrokerId CHAR 5 104
Open/Close CHAR 1 109
Settlor CHAR 12 110
Pro / ClientIndicator SHORT 2 122
ADDITIONAL_ORDER_FLAGS STRUCT 1 124
Filler LONG 4 126
NnfField DOUBLE 8 130
PAN CHAR 10 138
Algo ID LONG 4 148
Reserved SHORT 2 152
LastActivityReference LONG LONG 8 154
Reserved CHAR 24 162

Field Name Brief Description

TransactionCode The transaction code is ORDER_MOD_IN_TR
(20040),

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

ORDER_CANCEL_IN_TR (20070),
ORDER_QUICK_CANCEL_IN_TR (20060).
Modified / CancelledBy This field denotes who has modified or cancelled
a particular order. It should contain one of the
following values:


 r Corporate Manager


OrderNumber Order Number is the identity of the order to be

modified.
EntryDateTime This field contains the date and time when the
order entered the trading system. This is
available in Order Confirmation/ Order
Modification Confirmation response.
LastModified Time In the case of order entry, this field will be same
as Entry Date Time. After the order is modified it
contains the time when the Order was last
modified. It is the time in seconds from midnight
of January 1, 1980.
In case of Order Modification Request This field
should contains the time when the Order was last
modified
TraderId This field should contain the ID of the user on
whose behalf order is to be modified/cancelled.
PAN This field shall contain the PAN (Permanent
Account Number/PAN_EXEMPT). This field shall
be mandatory for all orders
(client/participant/PRO orders).
Algo ID For Algo order this field shall contain the Algo ID
issued by the exchange. For Non-Algo order, this
field shall be Zero(0)
Reserved This field is reserved for future use. This should
be populated as 0 for the message to be
accepted by exchange host.
LastActivityReference In Order modification/cancellation request for an
order, this field should contain

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

LastActivityReference value received in response
of the last activity done on that order. Last
activity could be order entry, order modification
or last trade of that order. Currently the same
shall be in nanoseconds. Changes if any shall be
notified.
Note: The other fields of modification request are the same as MS_OE_REQUEST.

Trimmed Order Entry/Mod/Cxl Response Structure

Table 137 MS_OE_RESPONSE_TR

Structure Name MS_OE_RESPONSE_TR
Packet Length 240 bytes
Usage Use pragma pack(2)
Use pragma pack(1) for
ADDITIONAL_ORDER_FLAGS
Transaction Code ORDER_CONFIRMATION_TR (20073)
ORDER_MOD_CONFIRMATION_TR (20074)
ORDER_CXL_CONFIRMATION_TR (20075)
Field Name Data Type Size in Byte Offset
TransactionCode SHORT 2 0
LogTime LONG 4 2
UserId LONG 4 6
ErrorCode SHORT 2 10
TimeStamp1 LONG LONG 8 12
TimeStamp2 CHAR 1 20
Modified / CancelledBy CHAR 1 21
ReasonCode SHORT 2 22
TokenNo LONG 4 24
CONTRACT_DESC_TR STRUCT 26 28
CloseoutFlag CHAR 1 54
OrderNumber DOUBLE 8 56
AccountNumber CHAR 10 64
BookType SHORT 2 74

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_OE_RESPONSE_TR

Packet Length 240 bytes
Usage Use pragma pack(2)
Use pragma pack(1) for
ADDITIONAL_ORDER_FLAGS
Transaction Code ORDER_CONFIRMATION_TR (20073)
ORDER_MOD_CONFIRMATION_TR (20074)
ORDER_CXL_CONFIRMATION_TR (20075)
Field Name Data Type Size in Byte Offset
Buy / SellIndicator SHORT 2 76
DisclosedVolume LONG 4 78
DisclosedVolumeRemaining LONG 4 82
TotalVolumeRemaining LONG 4 86
Volume LONG 4 90
VolumeFilledToday LONG 4 94
Price LONG 4 98
GoodTillDate LONG 4 102
EntryDateTime LONG 4 106
LastModified LONG 4 110
ST_ORDER_FLAGS STRUCT 2 114
BranchId SHORT 2 116
TraderId LONG 4 118
BrokerId CHAR 5 122
Open/Close CHAR 1 127
Settlor CHAR 12 128
Pro / ClientIndicator SHORT 2 140
ADDITIONAL_ORDER_FLAGS STRUCT 1 142
Filler LONG 4 144
NnfField DOUBLE 8 148
TimeStamp LONG LONG 8 156
PAN CHAR 10 164
Algo ID LONG 4 174
Reserved SHORT 2 178
LastActivityReference LONG LONG 8 180
Reserved CHAR 52 188

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

TransactionCode The transaction code is
ORDER_CONFIRMATION_TR (20073),
ORDER_MOD_CONFIRMATION_TR (20074),
ORDER_CXL_CONFIRMATION_TR (20075),

TimeStamp2 This field should be set to numeric zero while

sending to the host. For messages coming from
the host, this field contains the number of the
machine from which the packet is coming.
Modified / CancelledBy This field denotes who has modified or cancelled
a particular order. It should contain one of the
following values:




OrderNumber Order Number is the identity of the order to be
modified.
EntryDateTime This field contains the date and time when the
order entered the trading system. This is
available in Order Confirmation/ Order
Modification Confirmation response.
LastModified Time In the case of order entry, this field will be same
as Entry Date Time. After the order is modified it
contains the time when the Order was last
modified. It is the time in seconds from midnight
of January 1, 1980.
In case of Order Modification Request This field
should contains the time when the Order was last
modified
TimeStamp In this field Time will be sent in nanoseceonds
(from 01-Jan-1980 00:00:00).
PAN This field shall contain the PAN (Permanent
Account Number/PAN_EXEMPT). This field shall
be mandatory for all orders
(client/participant/PRO orders).

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Field Name Brief Description

Algo ID For Algo order this field shall contain the Algo ID
issued by the exchange. For Non-Algo order, this
field shall be Zero(0)
Reserved This field is reserved for future use. This should
be populated as 0 for the message to be
accepted by exchange host.
LastActivityReference This field will contain a unique value for current
activity. Currently the same shall be in
nanoseconds. Changes if any shall be notified.
Note: The other fields of modification request are the same as MS_OE_REQUEST.

Trimmed Trade Confirmation Response

Table 138 MS_TRADE_CONFIRM_TR

Structure Name MS_TRADE_CONFIRM_TR
Packet Length 230 bytes
Usage Use pragma pack(2)
Use pragma pack(1) for
ADDITIONAL_ORDER_FLAGS
Transaction Code TRADE_CONFIRMATION_TR (20222)
Field Name Data Type Size in Byte Offset
TransactionCode SHORT 2 0
LogTime LONG 4 2
TraderId LONG 4 6
Timestamp LONG LONG 8 10
Timestamp1 DOUBLE 8 18
Timestamp2 DOUBLE 8 26
ResponseOrderNumber DOUBLE 8 34
BrokerId CHAR 5 42
Reserved CHAR 1 47
AccountNumber CHAR 10 48

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Structure Name MS_TRADE_CONFIRM_TR

Packet Length 230 bytes
Usage Use pragma pack(2)
Use pragma pack(1) for
ADDITIONAL_ORDER_FLAGS
Transaction Code TRADE_CONFIRMATION_TR (20222)
Field Name Data Type Size in Byte Offset
Buy/SellIndicator SHORT 2 58
OriginalVolume LONG 4 60
DisclosedVolume LONG 4 64
RemainingVolume LONG 4 68
DisclosedVolume Remaining LONG 4 72
Price LONG 4 76
ST_ORDER_ FLAGS STRUCT 2 80
GoodTillDate LONG 4 82
FillNumber LONG 4 86
FillQuantity LONG 4 90
FillPrice LONG 4 94
VolumeFilledToday LONG 4 98
ActivityType CHAR 2 102
ActivityTime LONG 4 104
Token LONG 4 108
CONTRACT_DESC_TR STRUCT 26 112
OpenClose CHAR 1 138
BookType CHAR 1 139
Participant CHAR 12 140
ADDITIONAL_ORDER_FLAGS STRUCT 1 152
PAN CHAR 10 153
Algo ID LONG 4 164
Reserved SHORT 2 168
LastActivityReference LONG LONG 8 170
Reserved CHAR 52 178

Field Name Brief Description

TransactionCode The transaction code is
TRADE_CONFIRMATION_TR (20222).
PAN This field shall contain the PAN
Algo ID This field shall contain the Algo ID

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 Futures and Options Trading System - Protocol for Non-Neat Front End

Reserved This field is reserved for future use. This should

be populated as 0 for the message to be
accepted by exchange host.
Note: The other field descriptions are the same as MS_TRADE_CONFIRM.

275