This is in continuation to the Exchange notices issued, Notice no. 20180420-19 dated April 20, 2018, Notice no. 20180720-37 dated July 20, 2018 and Notice no. 20180801-33 dated August 1, 2018, respectively regarding enhancements in trading system APIs for Equity, Equity Derivatives and Currency Derivatives segments.
Provisions were made in the API for capturing the new field “Algo Id” for all the orders that shall be generated by the Algo Trading products in compliance with point 15 and 16 of SEBI circular ref. no. SEBI/HO/MRD/DP/CIR/P/2018/62 dated April 9, 2018.
Further, the order structure changes for ALGO ID are already published through ETI API 1.6.1 and IML API 7.11. The changes are also made live in production environment as an optional release. The structures have been made mandatory in Currency derivatives segment w.e.f 13th August 2018 and in Equity and Equity derivatives segment w.e.f 3rd September 2018.
Therefore Trading members of the Exchange are hereby requested to take a note that w.e.f September 28, 2018, all the orders that shall be generated by the approved Algorithmic product/s shall require to be mandatorily tagged with the ALGO IDs assigned by the Exchange to the respective Products/Algos which have been approved by the Exchange.
In case of any queries, trading members may kindly get in contact with the given below emails –
Emails: Jalpesh.jansari@bseindia.com & sandeep.pujari@bseindia.com
For and on behalf of BSE Ltd.,
Ketan Jantre Vivek Garg
Sr. General Manager General Manager
Trading Operations Trading Development
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