Russian Trading System (стр. 2 )

Full data are not available for all the users. The level of access to the data depends on the fixed filters and properties of the companies – RTS members and particular workstations. Data have filtering on server-side. A user can receive only those data to which he has authorized access.

3.  Data Types

3.1.  Generic Types

Type	SQL	C	Description
a	char(1)	char	One symbol
c<size>	varchar(N)	char[N+1]	String of N symbols (only Latin symbols)
w<size>	varchar(N)	char[N+1]	String of N ANSI char symbols
o<size>	nvarchar(N)	WCHAR[N+1]	Text of N wide char symbols
dN. M	decimal(N, M)	UBCD(N, M)	Decimal number without a sign with a fixed point ('N' is the total number of digits, 'M' is the number of decimal digits)
sN. M	decimal(N, M)	SBCD(N, M)	Decimal number with a sign with a fixed point ('N' is the total number of digits, 'M' is the number of decimal digits)
u4	numeric(10)	UINT32	Integer of 4 bytes
u2	integer	UINT16	Integer of 2 bytes
u1	integer	UINT8	Integer of 1 byte
i4	numeric(10)	INT32	Integer of 4 bytes with a sign
i2	integer	INT16	Integer of 2 bytes with a sign
i1	integer	INT8	Integer of 1 byte with a sign
t	datetime	CORETIME	Date and time accurate to 0.01 sec

3.2.  Derived Types

Type	Designation	Description
t_account	c23	Code of the bank or depositary account
t_aisle	d3.0	Per cent to set ranges: aisle, aisle1, range
t_certificate	w50	Electronic signature certificate number
t_char	a	One character
t_code	c3	3-character code of the depositary, bank, group of bank or depositary accounts
t_currency	с3	3 character code of the currency
t_frac	i1	Number of digits after the decimal point
t_i_c	w12	Security issue number
t_inn	w32	ID of the tax-payer/passport number of an individual
t_isin	c12	Security issue code in the depositary
t_issue_type	u1
t_mm	ul	Characteristic of a market-maker order: 0 is usual, 1, 2, 3 is MM.
t_name	c31	Item name
t_nickname	c7	7-character code (short name) of the security, participant, Pair of Trading Accounts, depositary, bank
t_otext	o255	Text field (Unicode)
t_paycond	a	Single-character code of the settlement type
t_percent	d8.4	Time in per cent of the trading session period
t_precision	ul	Number of significant figures in the price
t_price	d16.5	Price
t_rate	d16.6	Currency rate
t_reg_num	w31	The security registration number
t_reference	u4	Database ID reference
t_size	d16.0	Size of lot, trade (unsigned number)
t_sprice	s16.5	Price with a sign
t_sqty	s16.0	Size of lot, trade (signed number)
t_status	u1	Transaction status
t_table_name	c63	Table name
t_temp	s32.16	Temporary full range variable
t_text	с255	Text field (only the standard ANSI letters)
t_uid	c32	Cryptopacket unique identifier
t_vol_asset	s26.2	Volume of balance of securities, money
t_wtext	w255	Text field

4.  Tables

4.1.  Aggregate – Data for Aggregated Quotes

The table contains aggregated quotes divided by listing (<list>) of the RTS. The aggregated quotes for specific <list> would be available to users with both ViewAggregate and ViewAggregate-<list> properties. For example, in order to receive data for list-A, list-INF the user should have the ViewAggregate, ViewAggregate-A, ViewAggregate-INF properties.

Field	Type	Description
id	u4	Unique identifier of the entry.
issueID	t_reference	Unique identifier of the security entry (id) from the Issue table.
issue_name	t_nickname	Short name of the security from the Issue table.
lstg	t_nickname	Belonging of the security to the RTS listing.
moment	t	Time of the last change.
price	t_price	Price of one share.
qty	t_size	Aggregated size of all quotes with the price price.
rev	u4	Unique number of the entry change in the table (in case of any change the rev value is increased by 1).
type	t_char	Quote type ("A" is ask, "B" is bid).
yield	t_sprice	Yield (filled only for bonds)

4.2.  Asset – Assets

The table contains assets of the trading members in the Guaranteed Trading System (GTS).