Notice No.   20220715-30   Notice Date   15 Jul 2022
Category   Trading   Segment   Commodity Derivatives
Subject   Standardization of Exchange to Member Interface for End of Day Files – Commodity Derivatives Segment
Attachments   Annexure.pdf ;

As per recommendations of SEBI’s Market Data Advisory Committee (MDAC) regarding “Standardization of MII-members Interface”, it is proposed to standardise the format of end of day files in conformance to the ISO standards. The format of these files shall be common across all exchanges, as part of continued efforts to enhance the interface between Exchanges and Members.


The new file formats for Security Master file, Bhav Copy and Trade File are being made available. However, the ISO tags for these files shall be published separately. Please find enclosed herewith the standardised file formats as Annexure.


Trading Members, empanelled trading application vendors (using ETI APIs) as well as back-office vendors are requested to take note of the same and make necessary changes to their respective front office and back-office systems.


The applicable date for the availability of new files shall be communicated in due course of time via a separate circular. The existing Contract Master, Bhav Copy and Trade files shall continue to be available in parallel along with the new, standardised files for a specified time period to facilitate system development at members’ side to consume these new files. Thereafter, the existing format of Contract Master, Bhav Copy & Trade files shall be discontinued after giving adequate advance intimation.


In case of any queries or clarifications, trading members may kindly contact their respective Relationship Manager or contact IML Info team as per the contact details given below -


IML Info Team


T: 022-2272 8705/8818


For and on behalf of BSE Ltd.,


Vivek Garg

Senior General Manager

Trading Development

Omkar Wanage

Assistant General Manager

Trading Development


July 15, 2022