Russian Trading System (стр. 5 )

Moscow Exchange MICEX-RTS stops the T+N classic auction from 15-Dec-2011

Field	Type	Description
id	u4	Unique identifier of the entry.
rev	u4	Unique number of the entry change in the table (in case of any change the rev value is increased by 1).
firm_name	t_nickname	Short name of the member.
free	t_vol_asset	Free limit of a trading member in the TS (changed when orders are placed)
freeCC	t_vol_asset	Free limit of a trading member in the CC (changed only from the CC).
totalCC	t_vol_asset	Total limit of a trading member taking into account unexecuted trades (reference information from the CC).
settl_pair	t_nickname	Code of settling pair of accounts

4.9.  Limit – Limits Table

The Limit table contains data about limits places by Users for each other. Here the limit means the sign which allows/prohibits quote trades for counteragents. The right to edit the table of limits: MakeLimit. The right to view the table of limits: ViewLimit – give a Member the possibility to receive limits set by him for other members and also the limits set by other Members for him. The sign of the Member (and not of the workstation) is BQ. All the mutual limits with other BQ-Members with REPO trade limits are automatically added to the table when a new BQ Member is set (added) to the table. The mutual limits with other BQ –Members are automatically deleted from the table when the BQ sign is deleted.

Field	Type	Description
id	u4	Unique identifier of the entry.
rev	u4	Unique number of the entry change in the table (in case of any change the rev value is increased by 1).
my_firm	t_nickname	Own name of the member.
contra _firm	t_nickname	Name of the member for whom the limits are set.
total_unlimited	u1	Sign of the total infinite limit. 0 value means that the infinite limit is not set, 1 value means that the infinite limit is set.
total_vol	t_vol_asset	Size of the finite limit in the basic currency of the system.
shs_unlimited	u1	Sign of the total infinite limit for operations with shares 0 value means that the infinite limit is not set, 1 value means that the infinite limit is set
shs_vol	t_vol_asset	Size of the finite limit for operation with shares in the basic currency of the system.
shs_bid	u1	Sign of allowed quotes trades to buy shares. 0 value means that quotes trades to buy shares are prohibited, 1 value means that quotes trades to buy shares are allowed.
shs_ask	u1	Sign of allowed quotes trades to sell shares. 0 value means that quotes trades to sell shares are prohibited, 1 value means that quotes trades to sell shares are allowed.
shs_dvp	u1	Sign of allowed quote trades for delivery against payment shares. 0 value means that quotes trades for delivery against payment shares are prohibited, 1 value means that quotes trades for delivery against payment shares are allowed.
bon_unlimited	u1	Sign of the total infinite limit for operations with bonds 0 value means that the infinite limit is not set, 1 value means that the infinite limit is set
bon_vol	t_vol_asset	Size of the finite limit for operation with bonds in the basic currency of the system.
repo_unlimited	u1	Sign of the total infinite limit for operations with repo pseudoinstruments 0 value means that the infinite limit is not set, 1 value means that the infinite limit is set
repo_vol	t_vol_asset	Size of the finite limit for operation with repo pseudoinstruments in the basic currency of the system.
repo_bid	u1	Sign of allowed quotes trades to borrow money in repo. 0 value means that quotes trades to borrow money are prohibited, 1 value means that quotes trades to borrow money are allowed.
repo_ask	u1	Sign of allowed quotes trades to lend money in repo. 0 value means that quotes trades to lend money are prohibited, 1 value means that quotes trades to lend money are allowed.

4.10.  News – News

The table contains news RTS members receive from the trading system administrator and the news agencies.

To view news from a particular source of information, a user should have the ViewNews, View_ <Source of Information> properties. In order to receive only headlines from particular source of information, a user should have the ViewNews, View<Source of Information>_h properties. For example, to receive news from the Interfax and RBC news agencies, news headlines of the Prime-TASS agency, the user should have the ViewNews, View_Interfax, View_RBC, View_Prime-TASS_h properties.

Field	Type	Description
id	u4	Unique identifier of the entry.
rev	u4	Unique number of the entry change in the table (in case of any change the rev value is increased by 1).
moment	t	Time of information input.
source_id	c15	Source of information: 'RTS' is a RTS message, 'Interfax' is an Interfax message, 'AKM' is an AK&M agency message, 'RBC' is a RBC agency message, 'Prime-TASS' is a Prime-TASS agency message, 'SKRIN' is a Screen-Emitent agency message.
priority	u1	Priority (1 is high, 0 is usual).
category	w30	Message category.
subject	o80	Subject of the message.
opt_info	w80	Optional information (copyright).
keywords	w255	List of security codes separated with a comma.
body	O4095	Message body. If the access to the field is prohibited, then ' '.

4.11.  Quote — Quotes

The Quote table contains data on securities quotes and orders, divided by belonging to a corresponding securities group (<list>) of the RTS. The table of quotes by <list> is available only for users, who have the ViewQuote, ViewQuote-<list> properties. For example, in order to receive quotes by list-A, list-INF a user should have the ViewQuote, ViewQuote-A, ViewQuote-INF properties. If a user has the additional sign of ViewQuoteOwn he receives only quotes of the own company for securities with the N_VIS or N_VISQ properties.

Field	Type	Description
id	u4	Unique identifier of the entry
rev	u4	Unique number of the entry change in the table (in case of any change the rev value is increased by 1)
moment	t	Time of placing or changing the quote (order)
type	t_char	Quote (order) direction ('А' is ask-sell, 'В' is bid-buy)
issueID	t_reference	Unique identifier of security (id from the Issue table)
issue_name	t_nickname	Short name of the security in the RTS
i_code	t_isin	Code of the security issue
firmID	t_reference	Unique identifier of the entry (id) from the Firm table
firm_name	t_nickname	Short name of the broker company
wks	t_name	Workstation name
price	t_price	Price of the current quote
qty	t_size	Size of the trading lot
res_qty	t_size	Reserved (hidden) size of the trading lot (iceberg-value)
init_qty	t_size	Field value is equal to the total of the qty and res_qty fields. It is filled with the core at the moment of the order placement.
paycond	t_paycond	Transaction settlement terms ('B' – RUB, 'S' – USD, 'J' – means any currency allowed in this listing)
dcc	t_code	Settlemet type For market tickers GTS – T+0 full guarantee settlements (aka guaranted quote system) CCP – T+4 settlements in USD via clearing center Fot non-market tickers for shares and bonds ‘’(empty string) – delivery trough registrar NBU – state bond delivery via UX clearing DCC – delivery via DCC (T+4) PVD – DVP delivery via DCC (T+4) for eurobonds as addition to hereon BVT – devivery via VTB Bank (T+3) ECL – devivery via Euroclear Bank (T+3) VEB – devivery via VEB Bank (T+3) for state and corporate bonds as addition to hereon RTS – delivery via address orders on RTS borsa MCX - delivery via address orders on MICEX borsa
delivery_days	u1	Number of days for reregistration of securities.
change	t_char	Direction of the quote price change ('U' is up, 'D' is down, ' ' means that the new value is equal to the previous one).
memo	w31	Reference information (viewed only for quotes of the own company).
ext_id	t_reference	External user reference (id).
settl_pair	t_nickname	Code of the customer from SettlPair table
inn	t_inn	TIN of the customer from the SettlPair table
For identification by accounts groups
depo_accounts	t_code	Code (name) of the depositary accounts group security belongs to.
bank_accounts	t_code	Code (name) of the bank account group.
Properties from Issue
visible	u1	Indicator of anonymity from the Issue table 'N_VIS' or ‘N_VISQ’ is anonymous, by default – not anonymous (the company name is visible to other members).
lstg	t_nickname	Listing name without the list prefix (for example: A, BOARD, BOND, BONDE, BONDG, GAZ, GTS, IPO[9]) from the Issue table.
ipo	u1	Sign of initial offer: IPO > 1, other is 0. Indication of the auction type for initial offer: 1 is a quick auction (open), 2 is a closed auction with a single price (American), 3 is a standard closed auction (European), 4 is a mixed closed auction.
Auction Fields
quote_order	u1	Sign, which specifies the order type: quote is 0, order is 1, order on the classic anonymous market is 2.
order_type	u1	Types of order 0 is market, 1 is limited, 2 – closing session (orders with the “closing_session” indication, which are traded at the weighted average price are allowed during a set time for the after trading session.
catalyst	u1	Current status of the order: 1 is active, 0 is passive.
all_non	u1	Sign for order execution. Can take the following values: 1 means all or none, 0 means partial execution is possible.
act_price	t_price	Order activation price.
max_asset	t_vol_asset	For calculation of the blocked assets for a market order.
leave	u2	Order lifetime. Can take the following values: 0  means the order will be processed immediately, 1 means the order will be kept for 1 day, 65000 means that the order will be kept for an unlimited period of time but until it is withdrawn from trading by the member.
nkd_1	t_price	Acquired Interest for the bond in the currency of the nominal price of the security from the Issue table.
yield	t_sprice	Yield for the bond in percents.
For statistics
type_wks	u1	For statistics: TYPE_WKS_PLAZA_GUI – 0, TYPE_WKS_GATE – 1.
For market makers
mm	t_mm	Common orders (MM_0-0). Orders from the MM GUI (MM_1-1, MM_2-2, MM_3-3).
Quote status
e_s	u1	The flag shows if the order will remain in the system on the evening trading session: '1' – the order remains for the evening trading (not yet used); '0' – the order not remains for the evening trading;
status	u1	Status of order[10]. Please refer to the OrderStatus_TechSpec. doc for extended order statuses description

4.12.  Quote_hist – Quotes (history)

The Quote_hist table contains data on the quote history. The table is available for users, who have the ViewQuote, ViewQuote-<list>, ViewQuoteHist properties by their quotes from the <list> listing. For example, in order to receive quotes (history) by the list-A, the user should have the ViewQuote, ViewQuote-A, ViewQuoteHist properties. The Quote_hist table is equal to the Quote table, but it has four additional fields: history_id, history_event, history_moment, history_action.