national commodity & derivatives...

1/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,

Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116

Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com

NATIONAL COMMODITY & DERIVATIVES EXCHANGE LIMITED

Circular to all trading and clearing members of the Exchange Circular No : NCDEX/TECHNOLOGY-043/2016/284

Date : October 26, 2016

Subject : Trading – FIX File format

Further to Exchange circular no NCDEX/TECHNOLOGY-015/2016/125 dated May 31, 2016,

regarding Testing of software used in or related to Trading and Risk Management,

NCDEX/TECHNOLOGY-009/2015/193 dated May 29, 2015 on “Trading – Migration from NNF to

FIX protocol” and NCDEX/TRADING-029/2016/196 dated August 23, 2016 on “Trading – FIX

Empanelment”, the Exchange is pleased to inform the members that in order to facilitate a smooth

migration, numeric token numbers will be continued to be provided in back-office files. Hence there

will be no changes in the following files –

NCDEX_TR01_<MEMBER CODE>_DDMMYYYY.CSV

NCDEX_TR02_<MEMBER CODE>_DDMMYYYY.CSV

Further, to facilitate empaneled CTCL vendors and members developing in-house software, the

Exchange would be providing an additional contract file - ncdex_contract_new.txt with mapping of

alphanumeric token number with numeric token number. This file needs to be used ONLY if the

software (CTCL or In-house) used by the member is not capable of handling alphanumeric token

numbers. However, members are requested to note that this mapping file would be available ONLY

for a period of three months post go –live of new trading system. Members are strongly advised to

ensure that going forward, their CTCL and / or in house software are capable of handling

alphanumeric token numbers in contract file.

The CTCL and back office file formats are mentioned in Annexure A

Please note that this circular supersedes the earlier circulars on CTCL and Back office FIX related

file changes.

For and on behalf of National Commodity & Derivatives Exchange Limited

Anand Iyer

Chief Information Officer

For further information / clarifications, please contact

1. Customer Service Group on toll free number: 1800 26 62339

2. Customer Service Group by e-mail to: [email protected]




ANNEXURE A

Sr.

No

File Name Changes

1 BMS_RPF_DDMMYYYY.xml Change in Token number -

Data type and length 2 BMS_RA.xml

3 TM_BOD_PF.xml

4 TM_EOD_PF.xml

5 ncdex_contract.txt

6 delta_contract.txt

7 ncdex_spreadcontract.txt

8 ncdex_contract_new.txt Mapping of numeric and

alphanumeric token.

The mapping file would be

available ONLY for 3 months

post go–live of new trading

system.

9 ddmmyyyy_<brokerid>.csv File extension changed from

TXT to CSV

10 NCDEX_TR01_<MEMBER CODE>_DDMMYYYY.CSV No Change

11 NCDEX_TR02_<MEMBER CODE>_DDMMYYYY.CSV

12 WarehouseLoc.txt File will be removed

13 yearly_hi_low.dat




Files Changes

The detailed file structures with changes are highlighted in yellow colour.

1. Description: BMS_RPF

File Name: BMS_RPF_DDMMYYYY.xml

Format:

<Section>

<SubSection>Value</SubSection>

</Section>

Section1:

BMS_PRMTR_HDR- Start

DT_TME_STMP------------------------Batch Date

NM_RSK_SCN--------------- No of Risk Scenarios(16)

SPR_BEN_UNI_FLAG----------Spread Benefit UNI flag(0)

SPR_BEN_ADHOC_FLAG-----Spread Benefit Adhoc Flag(0)

SPR_BEN_CASH_FLAG-----Spread Benefit Cash Flag(0)

BMS_PRMTR_HDR – End

Section 2:

OPM_CNTR_MSTR- Start

OCM_TOKN_NM-------------------- Token No of Contract

OCM_INST_TYP----------------------Instrument Type (FUTTCOM)

OCM_SMBL---------------------------Symbol Name

OCM_EXP_DT------------------------Expiry Date

OCM_SERS----------------------------(XX)

OCM_MKT_TYP---------------------Market Type(1)

OCM_OPTN_TYP-------------------Option Type(XX)

OCM_STRK_PRC-------------------Strike Price

OCM_CA_LVL-----------------------Corporate Action Level

OCM_UNDRLNG_TOKN_NM-----Underlying Token No

OCM_FUT_OPT_FLG---------------Flag for Futures or Option

OCM_MF_NMR----------------------Multiplier factor - Numerator

OCM_MF_DMR---------------------- Multiplier factor - Denominator

OCM_ISUE_STRT_DATE---------- Contract issue start date

OCM_ISUE_MTRTY_DATE-------Contract maturity date

OCM_OI--------------------------------Contract level Open Interest

OCM_OI_VALUE--------------------Value of Contract level Open Interest

OCM_LTP------------------------------Last Traded Price




OCM_PSR-----------------------------Price scan Range

OCM_VSR----------------------------Volatility Scan Range

OCM_MAX_RISK_VAL------------Maximum Risk value of a contract

OCM_STLMNT_PRCE--------------Settlement Price

OCM_VLTLTY------------------------ Volatility of the underlying

OCM_FUT_VLT----------------------Future Volatility

OCM_WRK_DAYS_TO_EXP------ Working Days to Expiry

OCM_TIER----------------------------Tier no

OCM_MNTH_ID---------------------Near Month Id

OCM_UNDRCNL_MRGN_PRCNTG---------Unidirectional Margin Percentage(0)

OCM_MRGN_SIDE_FLAG---------- Uni directional margin side

OCM_LNG_ADHC_MRGN_PRCNTG-------Long Adhoc Margin Percentage

OCM_SHRT_ADHC_MRGN_PRCNTG------Short Adhoc Margin Percentage

OCM_TNDR_DATE------------------------------Tender Date (same as Expiry date)

OCM_IM_MULT----------------------------- Spread margin multiplier

OCM_EXT_LOSS_MRGN----------------------------Extreme Loss Margin

OPM_CNTR_MSTR- End

Section 3:

OPM_CNTR_LEG- Start

OCL_SMBL------------------------Symbol name

OCL_LEG--------------------------Leg no

OCL_TIER------------------------Tier No

OCL_DLT-------------------------Delta(1)

OCL_MRKT_DIR---------------Market direction (long / short)

OPM_CNTR_LEG- End

Section 4:

OPM_LEG_PRIO- Start

OLP_SMBL----------------------Symbol name

OLP_LEG1-----------------------Leg 1

OLP_LEG2-----------------------Leg 2

OLP_LEG3-----------------------Leg 3

OLP_LEG4-----------------------Leg 4

OLP_PRIO------------------------Tier Priority




OPM_LEG_PRIO- End

Section 5:

OPM_INTR_CMDT_DTLS- Start

OICD_SMBL_1--------------------------1st Symbol name

OICD_SMBL_2--------------------------2nd Symbol name

OICD_PRIORITY-----------------------Priority of the two pair of symbols

OICD_SPRD_NMR-------------------- Multiplier Spread Numerator

OICD_SPRD_DMR-------------------- Multiplier Spread Denominator

OICD_CORL_FACTR----------------- Co- Relation Factor

OICD_CRDT_PRCN---------------------Credit Percentage

OPM_INTR_CMDT_DTLS- End

Section 6:

OPM_EXP_CNTR_MSTR- Start

OECM_TOKN_NM--------------------------Contract Token no

OECM_UL_TOKN_NM--------------------Underlying Token no

OECM_SMBL--------------------------------Symbol name

OECM_ISUE_MTRTY_DT----------------Issue maturity date

OECM_MF_NMR-------------------------- Multiplier factor Numerator

OECM_MF_DMR-------------------------- Multiplier factor Denominator

OECM_FSP----------------------------------Final Settlement Price

OECM_MIN_DLVR_MNTH_CHRG_LNG---Long Minimum Delivery month charge

OECM_MIN_DLVR_MNTH_CHRG_SHRT---Short Minimum Delivery month charge

OCD_INSTRMNT_TYP------------------Instrument Type

OCD_EXPRY_DT-------------------------Expiry date

OCD_STRK_PRCE-----------------------Strike price

OCD_OPTN_TYP------------------------Option type

OPM_EXP_CNTR_MSTR- End

2. Description: BMS_RA

File Name: BMS_RAnn.xml

Format:

<Section>

<SubSection>Value</SubSection>

</Section> Section1:




OPM_UNDRLNG_TIER – Start OUT_SMBL→ UNDRLNG SMBL OUT_TIER→ UNDRLNG TIER OUT_MNTH1→ NEAR MONTH CONTRACT OF TIER OUT_MNTH2→ FAR MONTH CONTRACT OF TIER OUT_GRAD_RED_FACT→ GRF OUT_TOKN_NM→ TOKEN NUMBER OUT_CHARGE→ SPOT PRICE OUT_LNG_ADHC_MRGN_PRCNTG→ADHOC MARGIN % ON LONG SIDE OUT_SHRT_ADHC_MRGN_PRCNTG→ADHOC MARGIN % ON SHORT SIDE OUT_LNG_UNDRCTNL_MRGN_PRCNTG→ UNI-Directional MARGIN % ON LONG SIDE OUT_SHRT_UNDRCTNL_MRGN_PRCNTG→UNI-Directional MARGIN % ON SHORT SIDE OPM_UNDRLNG_TIER -End Section2: OPM_UNDRLNG_MSTR – Start OUM_UNDRLNG_TOKN_NM→ UNDRLNG TOKEN NUMBER OUM_SMBL→ UNDRLNG SYMBOL OUM_FUT_OI→ UNDRLNG FUTURE OI OUM_FUT_OI_VAL→ UNDRLNG FUTURE OI VALUE OUM_EXP_MRGN_MLT → EXPOSURE MARGIN MULTIPLIER OUM_SOM_CHRG→ SHORT OPTION MINIMUM CHARGE OUM_LKAHD_DYS_DLVR_MRGN→LOOK AHEAD DAYS FOR DELIVERY MARGIN OUM_MIN_DLVR_MNTH_CHRG_LNG→ LONG MINIMUM DELIVERY MONTH CHARGE OUM_MIN_DLVR_MNTH_CHRG_SHRT→ SHORT MINIMUM DELIVERY MONTH CHARGE OUM_VSR→ VOLATILITY SCAN RANGE OUM_SGM_MLT→ SIGMA MULTIPLIER OUM_LKAHD_DYS_PSR→ LOOKAHEAD DAYS FOR PSR OUM_INIT_BASE_VLTY→ INITIAL BASE VOLATILITY OUM_VLTY→ VOLATILITY OUM_MIN_INIT_PRCNTG→ MINIMUM INITIAL PERCENTAGE OUM_ICC_FLAG→ INTER-COMMODITY CREDIT OUM_STLMNT_PRCE→ SETTLEMENT PRICE OUM_LNG_PE_MRGN_PRCNTG→ LONG PRE-EXPIRY MARGIN % OUM_SHRT_PE_MRGN_PRCNTG→SHORT PRE-EXPIRY MARGIN % OUM_EPI_FLG→ EARLY-PAY-IN FLAG




OPM_UNDRLNG_MSTR – End Section3: RSK_ARY_CNT - Start CNT→ RISK ARRAY COUNT NUMBER. RSK_ARY_CNT – End Section4: RSK_ARY - Start TOKN_NM→ TOKEN NUMBER SCN_NO→ SCENARIO NUMBER SCN_VAL→ SCENARIO VALUE RSK_ARY – End Section5: CNTR_LTP – Start TOKN_NM→ TOKEN NUMBER OCM_SMBL→ SYMBOL EXP_DT→ CONTRACT EXPIRY DATE LTP→ LTP UND_LTP→ UNDRLNG LTP DLT→ DELTA DSP→ DAILY SETTLEMENT PRICE. OCM_VLTLTY→ SPOT VOLATILITY OCM_FUT_VLT→ FUTURE VOLATILTIY OCM_PSR→ PRICE SCAN RANGE OCM_MAX_RISK_VAL→ MAX RISK VALUE OCM_IM_MULT→ Spread margin multiplier OCM_IMC_LTP→ LTP to be used for Calendar Spread margin calculation OCM_EXT_LOSS_MRG→ Extreme Loss Margin CNTR_LTP - End




3. Description: BOD_PF

File Name: TM_BOD_PF<TMID><BatchDate>.xml

Format: <Section> <SubSection>Value</SubSection> </Section> Section1: MBR_BOD_PF_HDR- Start MBP_DT_TME_STMP → Batch Date MBP_TMBR_ID → TM ID MBP_TMBR_NAME→ TM Name MBR_BOD_PF_HDR -End Section2: OPM_MBR_CLNT_CNTR – Start OMCC_CMBR_ID→ CM ID OMCC_TMBR_ID→ TM ID OMCC_CLNT_ID→ CLIENT ID OMCC_PRO_CLI_FLG→ PRO/CLI OMCC_TOKN_NM→ TOKEN NUMBER OMCC_FUT_OPT_FLG→ FUT/OPT FLAG OMCC_SMBL→ SYMBOL OMCC_UNDRLNG_TOKN_NM→ UNDRLNG TOKEN NUMBER OMCC_OI→ OI OMCC_PEEP_OI→ PEEP OI OMCC_OI_VALUE→ OI VALUE OMCC_CNTR_CONC_MRGN→ CONTRACT CONC MARGIN OMCC_SMBL_CONC_MRGN→ SYMBOL CONC MARGIN OPM_MBR_CLNT_CNTR – End Section3: OPM_MBR_CNTR – Start OMC_TOKN_NM→ TOKEN NUMBER OMC_SMBL→ SYMBOL OMC_CONC_MRGN→ CONC MARGIN OPM_MBR_CNTR – End Section4: OPM_MBR_UNDRLNG - Start OMU_SMBL→ SYMBOL OMU_CONC_MRGN→ CONC MARGIN OPM_MBR_UNDRLNG – End




4. Description: EOD_PF

File Name: TM_EOD_PF<TMID><BatchDate>.xml

Format: <Section> <SubSection>Value</SubSection> </Section> Section1: MBR_EOD_PF_HDR- Start MBP_DT_TME_STMP → Batch Date MBP_TMBR_ID → TM ID MBP_TMBR_NAME→ TM Name MBR_EOD_PF_HDR -End Section2: OPM_MBR_CLNT_CNTR – Start OMCC_CMBR_ID→ CM ID OMCC_TMBR_ID→ TM ID OMCC_CLNT_ID→ CLIENT ID OMCC_PRO_CLI_FLG→ PRO/CLI OMCC_TOKN_NM→ TOKEN NUMBER OMCC_FUT_OPT_FLG→ FUT/OPT FLAG OMCC_SMBL→ SYMBOL OMCC_UNDRLNG_TOKN_NM→ UNDRLNG TOKEN NUMBER OMCC_OI→ OI OMCC_PEEP_OI→ PEEP OI OMCC_OI_VALUE→ OI VALUE OMCC_CNTR_CONC_MRGN→ CONTRACT CONC MARGIN OMCC_SMBL_CONC_MRGN→ SYMBOL CONC MARGIN OPM_MBR_CLNT_CNTR – End Section3: OPM_MBR_CNTR – Start OMC_TOKN_NM→ TOKEN NUMBER OMC_SMBL→ SYMBOL OMC_CONC_MRGN→ CONC MARGIN OPM_MBR_CNTR – End Section4: OPM_MBR_UNDRLNG - Start OMU_SMBL→ SYMBOL OMU_CONC_MRGN→ CONC MARGIN OPM_MBR_UNDRLNG - End




5. Description: Contract file

File Name: ncdex_contract.txt

Old Value New Value

Field Data Type Length Field Data Type Length

Token Bin 15 Token Character 25

Asset Token

Bin 15 Asset Token Character 25

File Structure:

Fields that have been changed are highlighted in yellow colour

S.No Field Name Data Type Length Description

1 Token Varchar2 25 Alphanumeric Identifier of the Near Month Contract

2 Asset Token Varchar2 25 Token number of the underlying asset

3 Instrument Name Varchar2 6 Instrument name of the Futcom contract or commodity

4 Symbol Varchar2 10

Name of the commodity on which trading can be done. Example – GUARSEED

5 Series Varchar2 2 Series of the contract

6 BLANK Varchar2 1

7 Expiry Date Number 4 Bytes Expiry date of the contract

8 Strike Price Number 4 Bytes Strike Price of the contract

9 Option Type Varchar2 2 Option Type of the contract

10 BLANK Varchar2 1

11 CA Level Number 2 Bytes Corporate Action level

12 BLANK Varchar2 1

13 Admission Type Number 2 Bytes Admission type of the contract

14 Rate Number 2 Bytes Issue Info Rate





15 Trading Status-1 Number 2 Bytes Stock trading status for normal market.

16 Eligibility-1 Varchar2 1 Eligibility of the contract.

17 BLANK Varchar2 1 Reserved for future use.

18 Trading Status-2 Number 2 Bytes Stock trading status for odd lot market



21 Trading Status-3 Number 2 Bytes Stock trading status for spot market



24 Trading Status-4 Number 2 Bytes Stock trading status for auction market



27 Start Date Number 4 Bytes Date of issue.

28 IPD Number 4 Bytes Specifies Interest Payment Date of the issue.

29 Maturity Date Number 4 Bytes Maturity Date

30 Margin Percent Number 4 Bytes % Of margin levied on the contract

31 Minimum Lot Size Number 4 Bytes The minimum quantity for which an order can be placed in the instrument.

32 Board Lot Quantity Number 4 Bytes

The Board Lot quantity for the instrument. Order is always in multiples of Board Lot Quantity

33 Minimum Spread Number 4 Bytes Identifies Tick Size.

34 Issued Capital Number 8 Bytes Issue size of the security.

35 Freeze Quantity Number 8 Bytes The Freeze Quantity for the Instrument

36 Warning Quantity Number 4 Bytes Warning quantity.

37 Admission Number 4 Bytes Identified as date of Contract admission.

38 Expulsion Number 4 Bytes Identified as date of Expulsion.





39 Re-Admission Number 4 Bytes Identified as date of Re-Admission.

40 Record Date Number 4 Bytes Identified as date of record change.

41 No Delivery Start Date

Number 4 Bytes

Date from when physical delivery of share certificates is stopped for book closure.

42 No Delivery End Date

Number 4 Bytes

Date from when physical delivery of share certificates starts for book closure.

43 Low Price Range Number 4 Bytes Operating range low limit.

44 High Price Range Number 4 Bytes Operating range high limit.

45 Ex Date Number 4 Bytes Last date of trading before any corporate action.

46 Book Closure Start Date

Number 4 Bytes

Date at which the record books in the company for shareholder names starts.

47 Book Closure End Date

Number 4 Bytes Date at which the record books in the company for shareholder names ends.

48 Last Update Date Time

Number 4 Bytes This is the local database update date-time.

49 Exercise Start Date Number 4 Bytes Identifies Exercise start date.

50 Exercise End Date Number 4 Bytes Identifies Exercise end date.

51 Ticker selection Number 2 Bytes Ticker selection.

52 CA Old Token Number 2 Bytes CA old token.

53 Credit Rating Varchar2 12 Identifies credit rating of the security.

54 Name Varchar2 25 Identifies name of the contract.

55 EGMAGM

Number 2 Bytes EGMAM of the Contract

0 = No EGM/AGM

1 = EGM

2 = AGM

3 = Both EGM and AGM




56 Interest / Dividend

Number 2 Bytes Identifies Interest / Dividend

0 = No Interest/Dividend

1= Interest

2 = Dividend

57 Rights / Bonus

Number 2 Bytes 0 = No Rights/Bonus

1 = Rights

2 = Bonus

3 = Both Rights and Bonus

58 MF / AON

Number 2 Bytes Identifies Minimum Fill (ML) or All or None (AON).

0 = MF/AON not allowed

1 = MF allowed

2 = AON allowed

3 = MF and AON allowed

59 Remarks Varchar2 25 Identifies comments put in an order prior sending to Exchange for trade.

60 Ex Style

Varchar2 1 Ex style

‘A’ = American Style Exercise Allowed

‘E’ = European Style Exercise Allowed

61 Ex Allowed Varchar2 1 Exercise is allowed on this contract if this Flag is set to ‘True’.

62 Ex Rej Allowed Varchar2 1 Exercise Rejection is allowed on this contract if this bit is set to ‘True’.

63 PL Allowed Varchar2 1 Position Liquidation is allowed on this contract if this flag is set to ‘True’.


65 Corp Adjust Varchar2 1 Has this Contract been Corporate Adjusted.

66 Asset Symbol Varchar2 10 Identifies asset symbol.


68 Price Unit Varchar2 10 Unit at which Price is quoted w.r.t Quantity unit. Example: RE/Quintal.

69 Quantity Unit Varchar2 10 Unit for quantity. Example: MT (Metric Tons).




70 Price Numerator Number 4 Bytes

As the unit of price quoted and board lot quantity are different, to calculate the trade value, a multiplying factor is needed. The multiplying factor is stored as numerator and denominator. The numerator of the multiplying factor.

71 Price Denominator Number 4 Bytes The denominator of the multiplying factor.

72 Delivery Lot Number 4 Bytes Delivery lot of the contract

73 Delivery Unit Varchar2 10 Delivery unit of the contract

74 Base Price Number 4 Bytes Base price of the contract

75 Delete Flag Varchar2 1 Delete flag of the contract

6. Description: Delta Contract file

File Name: delta_contract.txt

Old Value New Value


Token Bin 15 Token Character 25

File Structure:


Sr. No FieldName Datatype Length Remarks

1 Token Number Varchar2 25 Alphanumeric contract code

2 Instrument Type Varchar2 6 Instrument Type

3 Symbol Varchar2 10 Symbol

4 Expiry date Date

Expiry Date ('DD-MON-YYYY')

5 Strike price Number 9 Strike Price of the contract e.g. 0 (Future use)

6 Option type Varchar2 2 Option type e.g. XX (Future use)




Sr. No FieldName Datatype Length Remarks

7 Symbol Type_N Varchar2 1

8 Symbol Type_S Varchar2 1

9 Symbol Type_O Varchar2 1

10 Symbol Type_A Varchar2 1

11 Delivery type Varchar2 1

12 Delivery Start Date Date

Delivery Start Date ('DD-MON-YYYY')

13 Delivery end date Date

Delivery End Date ('DD-MON-YYYY')

14 Asset grade specification

Varchar2 30

15 Asset location Varchar2 30 Asset location

16 Is Sales Tax Inclusive

Varchar2 1 Sales Tax Applicable or not

7. Description: Spread Contract file

File Name: ncdex_spreadcontract.txt

Old Value New Value


Near Month Token

Bin 15 Near Month Token

Varchar2 25

Asset Token

Bin 15 Asset Token Varchar2 25

Far Month Token

Bin 15 Far Month Token

Varchar2 25

Asset Token

Bin 15 Asset Token Varchar2 25




File Structure:


Sr No Field Name Data Type Length Description

1 Spread Contract Name

Varchar2 25 Alphanumeric Identifier of Spread Contract

2 Spread Maturity Date

Number 4 Bytes Identifies Date of maturity of the specific spread contract.

3 Near Month Token Varchar2 25 Alphanumeric Identifier of the Near Month Contract

4 Asset Token Varchar2 25 Alphanumeric Token number of the Underlying asset

5 Instrument Name Varchar2 6

Instruments are financial products on which trading can be done Example – FUTCOM.


Name of the commodity on which trading can be done. Example – GUARSEED

7 Series Varchar2 2 Series of the contract.

8 Reserved Varchar2 1 Reserved for future use.

9 Expiry Date Number 4 Bytes Last trading date of the contract.

10 Strike Price Number 4 Bytes

The price specified in the options contract is known as the strike price or the exercise price.

11 Option Type Varchar2 2 Specifies the type of Option.


13 CA Level Number 2 Bytes CA level


15 Admission Type Number 2 Bytes Admission Type

16 Rate Number 2 Bytes Price of the issue.

17 Trading Status -1 Number 2 Bytes Stock trading status for normal market.

18 Eligibility -1 Varchar2 1 Eligibility of the contract.






20 Trading Status -2 Number 2 Bytes Stock trading status for odd lot market



23 Trading Status -3 Number 2 Bytes Stock trading status for spot market



26 Trading Status -4 Number 2 Bytes Stock trading status for auction market




30 Interest Payment Date

Number 4 Bytes Specifies Interest Payment Date of the issue.






35 Min Spread Number 4 Bytes Identifies Tick Size.


37 Volume Freeze Quantity

Number 8 Bytes The Freeze Quantity for the Instrument

38 Warning Quantity Of Outstanding Volume

Number 4 Bytes Warning quantity.

39 Admission Date Number 4 Bytes Identified as date of Contract admission.

40 Expulsion Date Number 4 Bytes Identified as date of Expulsion.

41 Re-Admission Date

Number 4 Bytes Identified as date of Re-Admission.





42 Record Date Number 4 Bytes Identified as date of record change.

43 No Delivery Date Start

Number 4 Bytes


44 No Delivery Date End

Number 4 Bytes





48 Book Closure Date Start

Number 4 Bytes


49 Book Closure Date End




51 Exercise Start Date

Number 4 Bytes Identifies Exercise start date.


53 Ticker Selection Number 2 Bytes Ticker selection.




57 EGMAGM

Number 2 Bytes EGMAM.

0 = No EGM/AGM

1 = EGM

2 = AGM


58 Interest Dividend Number 2 Bytes Identifies Interest / Dividend.






1= Interest

2 = Dividend

59 Rights Bonus

Number 2 Bytes 0 = No Rights/Bonus

1 = Rights

2 = Bonus

3 = Both Rights and Bonus

60 MF AON

Number 2 Bytes Identifies Minimum Fill (ML) or All or None (AON).


1 = MF allowed

2 = AON allowed



62 Ex Style

Varchar2 1 Ex style.







67 Is Corp Adjust Varchar2 1 Has this Contract been Corporate Adjusted.

68 Asset Varchar2 10 Identifies asset symbol.


70 Price Unit Varchar2 10 Unit at which Price is quoted w.r.t Quantity unit. Example: RE/Quintal.





71 Qty Unit Varchar2 10 Unit for quantity. Example: MT (Metric Tons).

72 Price Numerator Number 4 Bytes The numerator of the multiplying factor


74 Delivery Lot Number 4 Bytes Amount of quantity requested for delivery.

75 Delivery Unit Varchar2 10 The Unit of delivery lot quantity.

76 Base Price Number 4 Bytes

The price of a security at the beginning of the trading day which is used to determine the Day Minimum/Maximum and the Operational ranges for that day.

77 Delete Flag Varchar2 1

Identifies the status of the security. The valid values are: - N – Active/Y-Deleted

78 Far Month Token Short 25 Alphanumeric Identifier of the Near Month Contract

79 Asset Token Varchar2 25 Alphanumeric Token number of the Underlying asset

80 Instrument Name Varchar2 6

Instruments are financial products on which trading can be done Example – FUTCOM.


Name of the commodity on which trading can be done. Example – GUARSEED.

82 Series Varchar2 2 Series of the contract.


84 Expiry Date Number 4 Bytes Last trading date of the contract.

85 Strike Price Number 4 Bytes

The price specified in the options contract is known as the strike price or the exercise price.





86 Option Type Varchar2 2 Specifies the type of Option.


88 CA Level Number 2 Bytes CA level


90 Admission Type Number 2 Bytes Admission Type

91 Rate Number 2 Bytes Price of the issue.

92 Trading Status -1 Number 2 Bytes Stock trading status for normal market.



95 Trading Status -2 Number 2 Bytes Stock trading status for odd lot market



98 Trading Status -3 Number 2 Bytes Stock trading status for spot market



101 Trading Status -4 Number 2 Bytes Stock trading status for auction market




105 Interest Payment Date

Number 4 Bytes Identifies Interest Payment Date of the issue.






110 Min Spread Number 4 Bytes Identifies Tick Size.






112 Volume Freeze Quantity

Number 8 Bytes The Freeze Quantity for the Instrument

113 Warning Quantity Of Outstanding Volume

Number 4 Bytes Warning quantity.

114 Admission Number 4 Bytes Identified as date of Contract admission.

115 Expulsion Number 4 Bytes Expulsion.

116 Re-Admission Number 4 Bytes Re-Admission.

117 Record Date Number 4 Bytes Date of record change.

118 No Delivery Date Start

Number 4 Bytes


119 No Delivery Date End

Number 4 Bytes





123 Book Closure Date Start

Number 4 Bytes


124 Book Closure Date End




126 Exercise Start Date

Number 4 Bytes Identifies Exercise start date.


128 Ticker Selection Number 2 Bytes Ticker selection.








132 EGMAGM

Number 2 Bytes EGMAM.

0 = No EGM/AGM

1 = EGM

2 = AGM


133 Interest Dividend Number

2 Bytes Identifies Interest / Dividend.


1= Interest

2 = Dividend

134 Rights Bonus Number 2 Bytes

135 Mf aon Number

2 Bytes Minimum Fill / All or None.


1 = MF allowed

2 = AON allowed



137 Ex Style

Varchar2 1 Ex style.







142 Corp Adjust Varchar2 1 Has this Contract been Corporate Adjusted.

143 Asset Varchar2 10 Identifies asset symbol.






145 Price Unit Varchar2 10 Unit at which Price is quoted w.r.t Quantity unit. Example: RE/Quintal

146 Qty Unit Varchar2 10 Unit for quantity. Example: MT (Metric Tons).

147 Price Numerator Number 4 Bytes The numerator of the multiplying factor.


149 Delivery Lot Number 4 Bytes Amount of quantity requested for delivery.

150 Delivery Unit Varchar2 10 The Unit of delivery lot quantity.

151 Base Price Number 4 Bytes

The price of a security at the beginning of the trading day which is used to determine the Day Minimum/Maximum and the Operational ranges for that day.

152 Delete Flag Varchar2 1

Identifies the status of the security. The valid values are: - N – Active Y-Deleted

8. File Name: ncdex_contract_new.txt

Changes: This file is similar to ncdex_contract.txt with an additional field alphanumeric token numeric in the end. This additional file would provide an ease for mapping alphanumeric token with numeric token number and would be temporarily available for 3 months post go –live of new trading system.




Sr.No Field Name Description Column Length

1 Token Token number of the contract integer

2 Asset Token Token number of the underlying asset integer

3 Instrument Name

Instrument name of the futcom contract or commodity

character varying(6) NOT NULL

4 Symbol Symbol of the contract character varying(25) NOT NULL

5 Series Series of the contract character varying(2) NOT NULL

6 BLANK

7 Expiry Date Expiry date of the contract if FUTCOM, for COMDTY it is -1 bigint

8 Strike Price Strike Price of the contract character varying(1) NOT NULL

9 Option Type Option Type of the contract character varying(2) NOT NULL

10 BLANK

11 CA Level Corporate Action level character varying(1) NOT NULL

12 BLANK

13 Admission Type Admission type of the contract


14 Rate Issue Info Rate character varying(1) NOT NULL

15 Trading Status-1 For Normal Market


16 Eligibility-1 For Normal Market character varying(1) NOT NULL

17 BLANK

18 Trading Status-2 For Odd Lot Market


19 Eligibility-2 For Odd Lot Market character varying(1) NOT NULL

20 BLANK

21 Trading Status-3 For Spot Market


22 Eligibility-3 For Spot Market character varying(1) NOT NULL

23 BLANK

http://s.no/




24 Trading Status-4 For Auction Market


25 Eligibility-4 For Auction Market character varying(1) NOT NULL

26 BLANK

27 Start Date Start date of the contract bigint

28 IPD Issue Publication Date character varying(1) NOT NULL

29 Maturity Date Maturity Date of the contract bigint

30 Margin Percent Margin percent double precision

31 Minimum Lot Size Minimum Lot size of the contract numeric(19,2)

32 Board Lot Quantity Board Lot quantity of the contract numeric(19,2)

33 Minimum Spread Tick size of the contract numeric(19,2)

34 Issued Capital Issued capital of the contract bigint

35 Freeze Quantity Freeze qty of the contract bigint

36 Warning Quantity Warning_Qty_Of_Outst volm of the contract


37 Admission Admission Date of the contract bigint

38 Expulsion Expulsion Date of the contract character varying(1) NOT NULL

39 Re-Admission Re-Admission date of the contract character varying(1) NOT NULL

40 Record Date Record date of the contract character varying(1) NOT NULL

41 No Delivery Start Date Start of No Delivery dates of the contract bigint

42 No Delivery End Date End of No Delivery dates of the contract bigint

43 Low Price Range Low Price range of the contract bigint

44 High Price Range High Price range of the contract bigint

45 Ex Date Exercise date of the contract character varying(1) NOT NULL

46 Book Closure Start Date Book_Closure_Date start of the contract


47 Book Closure End Date Book_Closure_Date end of the contract





48 Last Update Date Time Ldb_Field_Last_Updt_Dt time of the contract bigint

49 Exercise Start Date Exercise Start date of the contract


50 Exercise End Date Exercise End date of the contract


51 Ticker selection Ticker selection of the contract


52 CA Old Token Old corporate action level token of the contract


53 Credit Rating Credit rating of the contract

54 Name name of the contract character varying(255) NOT NULL

55 EGMAGM Egmagm of the contract character varying(1) NOT NULL

56 Intereset / Dividend Interestdivident of the contract


57 Rights / Bonus Rightsbonus of the contract character varying(1) NOT NULL

58 MF / AON Mfaon of the contract character varying(1) NOT NULL

59 Remarks Remarks of the contract character varying(255) NOT NULL

60 Ex Style Exercise style of the contract character varying(1) NOT NULL

61 Ex Allowed Exercise allowed of the contract character varying(1) NOT NULL

62 Ex Rej Allowed Exercise Rej allowed of the contract


63 PL Allowed Position Liquidation allowed of the contract character varying(1) NOT NULL

64 BLANK

65 Corp Adjust Is Corp Adjust Allowed character varying(1) NOT NULL

66 Asset Symbol Asset of the contract character varying(30) NOT NULL

67 BLANK

68 Price Unit Price unit of the contract character varying(30) NOT NULL

69 Quantity Unit Qty unit of the contract character varying(30) NOT NULL

70 Price Numerator Price numerator of the contract numeric(13,4)




71 Price Denominator Price denominator of the contract numeric(13,4)

72 Delivery Lot Delivery lot of the contract character varying(50) NOT NULL

73 Delivery Unit Delivery unit of the contract character varying(25) NOT NULL

74 Base Price Base price of the contract numeric(10,4)

75 Delete Flag Delete flag of the contract character varying(1) NOT NULL

76 Token_Symbol Unique alphanumeric contract identifier character varying(30) NOT NULL

9. File Name: ddmmyyyy_<brokerid>.csv

Old Value New Value

File extension: ddmmyyyy_<brokerid>.txt File extension: ddmmyyyy_<brokerid>.csv

Fields separated in fixed length format Fields separated in Comma separated format

File Structure:

Sr. No Field Name Data Type Length Remarks

1 Trade Number VARCHAR2 30 Trade number

2 Trade status Integer 4 bytes

Trade Status GIVEUP_TRADE - 17 GIVEUP_REJECT - 18 TRADE - 11 TRADE_MOD - 12 TRADE_CXL - 13

3 Symbol VARCHAR2 10 Symbol e.g. COTTON

4 instr_name VARCHAR2 6 Instrument Type e.g. FUTCOM

5 Expiry Date VARCHAR2 30 Expiry Date e.g. 20-Oct-2016

6 Strike price NUMBER 10 Strike price of the contract e.g. 0 (Future use)

7 Option Type VARCHAR2 2 Option Type of the contract e.g. XX (Future use)

8 Security_name VARCHAR2 20 Contract name e.g. COTTON 29 MMOCT15

9 book_type Integer 4 bytes

Regular or Negotiated_book 1- Regular 4 - Negotiated

10 market_type Integer 4 bytes Market Type Default value – 1

11 user_id Integer 4 bytes Member User ID




Sr. No Field Name Data Type Length Remarks

12 branch_id Integer 4 bytes Member Branch ID

13 buy_sell String 100 (max size)

Buy,Sell 1- Buy 2 - Sell

14 trade_qty Number 12 Trade Quantity

15 trade_price Number (10,2) Trade Price

16 pro_cli String 100 (max size) PRO/CLIENT e.g. PRO – 2, Client - 1

17 client String 100 (max size) Client Name

18 participant code String 100 (max size) Participant Id

19 settle Integer 4 bytes Settlement days Default value is 0

20 entry_dt String 100 (max size) Order Entry Time eg. 11/9/2015 10:12

21 mod_dt_tm VARCHAR2 30 Trade modification date time eg. 11/9/2015 11:50

22 order_number String 100 (max size) Order number

23 cpid String 100 (max size) Counter Party Broker ID

24 nnf_field Integer 4 bytes NNF field e.g. Terminal id of CTCL




10 Description: Trade report for Trading Member

File Name: NCDEX_TR01_<MEMBER CODE>_DDMMYYYY.CSV

No changes in this file. The token number would be in numeric format.

File Structure:

Sr. No.

Field Name Data Type Length Remarks

1 Trade Number VARCHAR2 18 Trade Number

2 Trade Date DATE Trade date (Format: ‘DD-MON-YYYY’)

3 Activity Type NUMBER 2 2-Normal Trade 51-Modified/Give Up Trade 30 – EFP Trade

4 Market Type VARCHAR2 1 Default value is ‘N’

5 Instrument Type

VARCHAR2 6 Instrument type e.g: FUTCOM

6 Symbol VARCHAR2 10 Symbol eg. COTTON

7 Expiry Date DATE Expiry date(Format: DD-MON-YYYY)

8 Strike Price NUMBER (9,2) Strike Price of the contract. Default value is ‘0.00’

9 Option Type VARCHAR2 2 Option Type of the contract. Default value is ‘FF’

10 Corporate Action level

NUMBER 2 Default value is ‘0’

11 Buy Broker VARCHAR2 5 Trading member on the Buy side

12 Sell Broker VARCHAR2 5 Trading member on the Sell side

13 Trade Price NUMBER (10,2) Price at which the trade was executed

14 Trade Date Time

DATE Trade execution time (Format: ‘DD-MON-YYYY HH24:MI:SS’)

15 Trade Volume NUMBER 12 Quantity traded

16 Trade Token No

NUMBER 5

17 Trade Buy Branch

NUMBER 2 Branch of the Buy side Trading Member

18 Buy CM Code VARCHAR2 6 Buy Clearing Member Code

19 Sell CM Code VARCHAR2 6 Sell Clearing Member Code




Sr. No.


20 Trade Sell Branch

NUMBER 2 Branch of the Sell side Trading Member

21 Buy Custodial Participant

VARCHAR2 12 Buy side CP code

22 Buy Side Confirmation

VARCHAR2 1

23 Sell Custodial Participant

VARCHAR2 12 Sell side CP code

24 Sell Side Confirmation

VARCHAR2 1

25 Buy Covered Uncovered Flag

VARCHAR2 1 Covered / Uncovered flag on Buy side Covered – C, Uncovered - U

26 Sell Covered Uncovered Flag

VARCHAR2 1 Covered / Uncovered flag on Sell side Covered – C, Uncovered – U

27 Buy Old Custodial Participant

VARCHAR2 12 Old Participant Code on Buy side

28 Buy Old CM Code

VARCHAR2 6 Old CM Code on Buy side

29 Sell Old Custodial Participant

VARCHAR2 12 Old Participant Code on Sell side

30 Sell Old CM Code

VARCHAR2 6 Old CM Code on Sell side

31 Trade Buyer NUMBER 5 TM code on the Buy side

32 Trade Seller NUMBER 5 TM code on the Sell side

33 Buy Order No VARCHAR2 12 Buy side order number

34 Sell Order No VARCHAR2 12 Sell side order number

35 Buy Account No

VARCHAR2 10 Buy client id

36 Sell Account No

VARCHAR2 10 Sell client id

37 Buy Remarks VARCHAR2 24 Buy side remarks

38 Sell Remarks VARCHAR2 24 Sell side remarks

39 Buy Position VARCHAR2 1

40 Sell Position VARCHAR2 1

41 Buy Proprietor Client Flag

VARCHAR2 1 P – Proprietary C – Client

42 Sell Proprietor Client Flag

VARCHAR2 1 P – Proprietary C – Client

43 Control Flag VARCHAR2 1 Default value is ‘N’

44 Buy CTCL ID VARCHAR2 15 15 digit Buy NNF ID/ CTCL ID




Sr. No.


45 Sell CTCL ID VARCHAR2 15 15 digit Sell NNF ID/CTCL ID

11. Description: Trade report for Clearing Member

File Name: NCDEX_TR02_<MEMBER CODE>_DDMMYYYY.CSV

No change in the file structure. The token number would be numeric format.

File Structure:

Sr. No.


1 Trade Number VARCHAR2 18 Trade Number

2 Trade Date DATE Trade date (Format: ‘DD-MON-YYYY’)

3 Activity Type NUMBER 2 2-Normal Trade 51-Modified/Give Up Trade 30 – EFP Trade

4 Market Type VARCHAR2 1 Default value is ‘N’

5 Instrument Type

VARCHAR2 6 Instrument type e.g.: FUTCOM

6 Symbol VARCHAR2 10 Symbol e.g. COTTON

7 Expiry Date DATE Expiry date (Format: DD-MON-YYYY)

8 Strike Price NUMBER (9,2) Strike Price of the contract. Default value is ‘0.00’

9 Option Type VARCHAR2 2 Option Type of the contract. Default value is ‘FF’

10 Corporate Action level

NUMBER 2 Default value is ‘0’

11 Buy Broker VARCHAR2 5 Trading member on the Buy side

12 Sell Broker VARCHAR2 5 Trading member on the Sell side

13 Trade Price NUMBER (10,2) Price at which the trade was executed

14 Trade Date Time

DATE Trade execution time (Format: ‘DD-MON-YYYY HH24:MI:SS’)

15 Trade Volume NUMBER 12 Quantity traded

16 Trade Token No

NUMBER 5

17 Trade Buy Branch

NUMBER 2 Branch of the Buy side trading member

18 Buy CM Code VARCHAR2 6 Buy Clearing Member Code

19 Sell CM Code VARCHAR2 6 Sell Clearing Member Code

20 Trade Sell Branch

NUMBER 2 Branch of the Sell side Trading Member




Sr. No.


21 Buy Custodial Participant

VARCHAR2 12 Buy side CP code

22 Buy Side Confirmation

VARCHAR2 1

23 Sell Custodial Participant

VARCHAR2 12 Sell side CP code

24 Sell Side Confirmation

VARCHAR2 1

25 Buy Covered Uncovered Flag

VARCHAR2 1 Covered / Uncovered flag on Buy side

26 Sell Covered Uncovered Flag

VARCHAR2 1 Covered / Uncovered flag on Sell side

27 Buy Old Custodial Participant

VARCHAR2 12 Old Participant Code on Buy side

28 Buy Old CM Code

VARCHAR2 6 Old CM Code on Buy side

29 Sell Old Custodial Participant

VARCHAR2 12 Old Participant Code on Sell side

30 Sell Old CM Code

VARCHAR2 6 Old CM Code on Sell side

31 Trade Buyer NUMBER 5 Buy side TM code

32 Trade Seller NUMBER 5 Sell side TM code

33 Buy Order No VARCHAR2 12 Buy side alphanumeric order number

34 Sell Order No VARCHAR2 12 Sell side alphanumeric order number

35 Buy Account No

VARCHAR2 10 Buy Client ID

36 Sell Account No

VARCHAR2 10 Sell Client ID

37 Buy Remarks VARCHAR2 24 Buyer Remarks

38 Sell Remarks VARCHAR2 24 Seller Remarks

39 Buy Position VARCHAR2 1

40 Sell Position VARCHAR2 1

41 Buy Proprietor Client Flag

VARCHAR2 1 Pro / Client flag for Buy side P – Proprietary C – Client

42 Sell Proprietor Client Flag

VARCHAR2 1 Pro / Client flag for Sell side P – Proprietary C – Client

43 Control Flag VARCHAR2 1 Default value is ‘N’

44 Buy CTCL ID VARCHAR2 15 15 digit Buy NNF ID/ CTCL ID

45 Sell CTCL ID VARCHAR2 15 15 digit Sell NNF ID/CTCL ID

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