Trading members of the Exchange may kindly note the following enhancement being introduced in the ETI & IML APIs. This will be available in the new version of ETI & IML APIs.
1. ETI API version 1.5.11 & IML API version 7.10
New identifier has been added in Risk Collateral Alerts in ETI Admin message API and Position Limit Notification in IML API. This will help to identify alerts based on INR limit of proprietary positions in Currency Derivatives segment.
There is no new version release of IML exe for this. This change is available for testing in the test environment and shall be available in the live environment from Tuesday, February 27, 2018.
2. Important Note
Currently, 'closing session' in session change broadcast is sent at product level in the live environment. In case of different closing timings at product level, all third party trading applications have to accordingly handle the same in their trading application.
Illustration - In Currency Derivatives segment, trading in INR currency-based futures & options and interest rate futures products shall end at 5:00 pm, whereas Cross Currency futures & options products shall continue to trade till 7:30 pm. Accordingly, ‘closing session’ in session change broadcast shall be sent at 5:00pm for INR currency-based futures & options and interest rate futures products whereas for Cross Currency futures & options products, it will be sent at 7:30 pm.
Kindly refer the change log section of ETI & IML API documents for more details on both the above-mentioned points. The updated ETI API version 1.5.11 and IML API version 7.10 are available on the Exchange website at the following weblinks - http://www.bseindia.com/nta.aspx and https://www.bseindia.com/boltpluslivesetup.aspx. These API versions shall be updated for Equity, Equity Derivatives & Currency Derivatives segments.
In case of any clarification Trading member / vendors can contact on number mentioned below -
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IML users (third party empanelled vendors & in-house system developers)
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IML Info team
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IML Tech Support team
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For & On Behalf of BSE Ltd.,
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Vivek Garg
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Arvindkumar Iyengar
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GM - Trading Development
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GM – I.T. Development
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February 23, 2018 |