This is further to Exchange circular no. 20160928-3, dated September 28, 2016 regarding File formats of India International Exchange (IFSC) Limited (INDIAINX) & India International Clearing Corporation (INDIAICC).
It is proposed make certain enhancement in file format published earlier.
Following changes has been incorporated -
· Nomenclature for all the files has been changed.
· Contract start time and end time added in contract master.
· Settlement number has been added in Trade file, Position file, Bank File, Margin File.
Trading members of the Exchange are hereby requested to note following list of files which shall be made available at the end of trading session for settlement as per below table.
|
Sr. No.
|
File Name
|
Nomenclature of the file
|
Trading session
|
|
Trading related
|
|
1
|
Contract Master file
|
INX_CO_yyyymmdd
|
End of session 2
|
|
2
|
Daily Price Band File
|
INX_DPR_yyyymmdd
|
End of session 2
|
|
3
|
EOD Trade File for member
|
|
|
|
Trade File for TM
|
INX_TRTM_<CLG NO.>_yyyymmdd_1
|
End of session 1
|
|
Trade File for CM
|
INX_TRCM_<CLG NO.>_yyyymmdd_1
|
End of session 1
|
|
Trade File for TM
|
INX_TRTM_<CLG NO.>_yyyymmdd_2
|
End of session 2
|
|
Trade File for CM
|
INX_TRCM_<CLG NO.>_yyyymmdd_2
|
End of session 2
|
|
4
|
Real time trade file for Members
|
|
|
|
Online Trade File for TM
|
INX_ITRTM_<CLG NO.>_yyyymmdd_1
|
For session 1
|
|
Online Trade File for CM
|
INX_ITRCM_<CLG NO.>_yyyymmdd_1
|
For session 1
|
|
Online Trade File for TM
|
INX_ITRTM_<CLG NO.>_yyyymmdd_2
|
For session 2
|
|
Online Trade File for CM
|
INX_ITRCM_<CLG NO.>_yyyymmdd_2
|
For session 2
|
|
|
|
|
|
|
5
|
Market Summary File
|
INX_MS_yyyymmdd_1
|
End of session 1
|
|
INX_MS_yyyymmdd_2
|
End of session 2
|
|
Settlement Related
|
|
6
|
Position File
|
|
|
|
Trading Member
|
INX_POTM_<TM ID>_<YYYYMMDD>_1.csv
|
End of session 1
|
|
Clearing Member
|
INX_POCM_<CM ID>_<YYYYMMDD>_1.csv
|
End of session 1
|
|
Trading Member
|
INX_POTM_<TM ID>_<YYYYMMDD>_2.csv
|
End of session 2
|
|
Clearing Member
|
INX_POCM_<CM ID>_<YYYYMMDD>_2.csv
|
End of session 2
|
|
7
|
Bank File Details
|
|
|
|
Trading Member
|
INX_BANKTRN_<YYYYMMDD>_TM<TM ID>_1.csv
|
End of session 1
|
|
Clearing Member
|
INX_BANKTRN_<YYYYMMDD>_CM<CM ID>_1.csv
|
End of session 1
|
|
Trading Member
|
INX_BANKTRN_<YYYYMMDD>_TM<TM ID>_2.csv
|
End of session 2
|
|
Clearing Member
|
INX_BANKTRN_<YYYYMMDD>_CM<CM ID>_2.csv
|
End of session 2
|
|
|
|
|
|
|
8
|
Margin File to Trading Members
|
INX_MGTM_<TM ID> <YYYYMMDD>_1.csv
|
End of session 1
|
|
INX_MGTM_<TM ID> <YYYYMMDD>_2.csv
|
End of session 2
|
|
9
|
Margin File to Clearing Members
|
INX_MGCM_<CM ID> <YYYYMMDD>_1.csv
|
End of session 1
|
|
INX_MGCM_<CM ID> <YYYYMMDD>_2.csv
|
End of session 2
|
|
|
|
|
|
|
10
|
Margin File from Trading Member /Clearing Member
|
INX_MGTMTMID_1.Mnn
|
End of session 1
|
|
INX_MGCMCMID_1.Mnn
|
End of session 1
|
|
INX_MGTMTMID_2.Mnn
|
End of session 2
|
|
INX_MGCMCMID_2.Mnn
|
End of session 2
|
|
|
|
|
|
|
11
|
Response of Margin File to Trading Member /Clearing Member
|
INX_MGRTM_TMID_<YYYYMMDD>_1.csv
|
End of session 1
|
|
INX_MGRCM_CMID_<YYYYMMDD>_1.csv
|
End of session 1
|
|
INX_MGRTM_TMID_<YYYYMMDD>_2.csv
|
End of session 2
|
|
INX_MGRCM_CMID_<YYYYMMDD>_2.csv
|
End of session 2
|
|
|
|
|
|
|
12
|
Penalty File to Trading Member/Clearing Member
|
INX_PNLTM_TMID_<YYYYMMDD>.csv
|
End of session 2
|
|
INX_PNLCM_CMID_<YYYYMMDD>.csv
|
End of session 2
|
|
13
|
Settlement Calendar
|
INXSETTMAS_MMYY.csv
|
Once in a Month
|
Kindly refer to the enclosed ANNEXURE for file formats and sample files.
These file formats and sample files will also be available on the link http://www.bseindia.com/nta.aspx under section ‘India International Exchange (IFSC) Limited – Test Environment Setup under Back-Office File and file formats’.
Trading members as well as front-office and back-office vendors are requested to take note of the above and initiate development in their respective trading application and back-office application.
In case of any queries or clarifications on this circular, trading members may kindly get in touch with the concerned teams as per following contact details –
|
Type of Queries
|
Team
|
Tel. No. / Email ID
|
|
Trading related
|
IML Info
|
|
|
Settlement related
|
ICCL
|
|
For & On Behalf of BSE Ltd. & ICCL,
|
Vivek Garg
|
Soundararajan Venkatadas
|
|
General Manager- Trading Development
|
Sr.GM-BDM
|
December 12, 2016 |