| User ID wise High order to trade ratio file in Equity Segment |
Trading members are requested to refer to Exchange notice number 20180622-41 dated June 22, 2018 and notice number 20180626-24 dated June 26, 2018 regarding High Order to Trade Ratio (OTR) in equity segment.
Trading members may please note that Exchange shall provide User Id wise High OTR file on an hourly basis during trading hours in equity segment with effect from July 16, 2018.
Detail of path, file name, file header and sample record is given below:
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Path
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/EQ/TRANSACTION/MMM-YYYY/
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File Name
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EQT_HA_H<HH>_DDMMYYYY.XXXX (where XXXX is member code, <HH> is 10,11,12,13 etc)
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File Header
(Pipe separated)
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DATE|MEMBERCODE|MEMBERNAME|TRADERID|ALGO ORDER COUNT|ALGO TRADE COUNT|OTR
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Sample Record
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2018-07-10|MEMBER ID|MEMBER NAME|1002|38|22834|0.00
2018-07-10|MEMBER ID|MEMBER NAME|1003|1|32085|0.00
2018-07-10|MEMBER ID|MEMBER NAME|1005|82564|322|256.40
2018-07-10|MEMBER ID|MEMBER NAME|TOTAL|82603|55241|1.49
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Trading members are requested to take note of the same.
For & On Behalf of BSE Ltd,
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Ketan Jantre
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Sandeep Pujari
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Sr.GM-Trading Operations
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AGM-Trading Operations
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