Russian Trading System (стр. 1 )

Russian Trading System

Database Structure

Document requisites

Authors: S. E. Pivovarov, V. G. Makarova, M. M.Shotin

L. A. Pustoutova

Trading System Version: 9.6

Date: 1.06.2012

Contents

Document requisites. 1

1. Revisions. 3

2. General Information and Acknowledgements. 6

3. Data Types. 6

3.1. Generic Types. 6

3.2. Derived Types. 7

4. Tables. 8

4.1. Aggregate – Data for Aggregated Quotes. 8

4.2. Asset – Assets. 9

4.3. AssetIO – Data for Assets Withdrawal.. 10

4.4. Bond – Bonds. 11

4.5. Firm – Information about Trading Members. 12

4.6. IsCode – Reference Table for Issue Codes. 13

4.7. Issue – Information about Securities. 14

4.8. LegalLimit – Guarantee Assets for T+N Trading.. 18

4.9. Limit – Limits Table.. 19

4.10. News – News. 20

4.11. Quote — Quotes. 21

4.12. Quote_hist – Quotes (history) 23

4.13. Registry – General References. 25

4.14. RepoQuotes – quotes on REPO operations. 29

4.15. RightSale – Data for Initial Offer.. 30

4.16. SaveOrder — Quotes Restore.. 31

4.17. SettlPair – Pairs of Settlement Accounts. 33

4.18. Trade – Transactions. 35

4.19. Workstation – Data about the RTS Workstations. 38

1.  Revisions

Date of revisions	Description of revisions
29.09.1998	The change field is added to the Quote table.
29.09.1998	The data type of the body field is changed in the News table.
10.11.1998	Fields connected with promissory notes trading are added to the Quote table.
10.11.1998	The affirm_moment field is added to the Trade table.
17.12.1998	The lstg field is added to the Quote table.
30.04.1999	New sources of information are added to the News table. The following elements reserved for use in the subsequent versions are added: The type field in the Issue table, the Asset and Sbroker tables
04.08.1999	Data of Asset, Sbroker tables are given
04.08.1999	The description of the new SettlPair table was added
02.12.1999	Alterations in the derived data types: deleted: the t_volume type - indication d28.4, the t_asset type - indication s24.8, added: the t_vol_asset type - indication s26.2, the t_issue_type type – indication u1.
02.12.1999	The t_asset data type in the Firm table in the capital_limit field is changed for t_vol_asset, the t_asset datatype in the open_position field is changed for t_vol_asset.
02.12.1999	The following new fields are added to the Issue table: mode_trade, issue_type, listlogdate, catoffdate, price_currency depo_accounts, lstg, min_trade_price, max_trade_price
02.12.1999	New fields are added to the Quote table: memo, depo_accounts, bank_accounts
02.12.1999	In the Trade table: The transaction statuses for the GTS (Guaranteed Trading System) are added, the t_asset datatype is changed for t_vol_asset in the volume field, the nkd_1, nkd_2, depo_accounts, bank_accounts, lstg new fields are added.
02.12.1999	In the Asset table: the t_asset datatype is changed for t_vol_asset in the free field, the t_asset datatype is changed for t_vol_asset in the blocked field, the accounts new field is added.
02.12.1999	New fields are added to the SettlPair table: depo_accounts, bank_accounts.
02.12.1999	New sections are added to the Registry table: bl_base_currency, bl_group_accounts_B, bl_group_accounts_D
02.12.1999	The description of the Bond new table is added
14.02.2000	The field visible is added to the Trade table, the changes of the TS listings are included, changes in the filters of the Issue table and the Trade table are included
15.03.2000.	The bl_rate new section is added to the Registry table, division of rights to receive data on the listings of securities is included in the Issue and Trade tables
28.04.2000	Changes in derived data types: the t_uid type – indication c32 is added
28.04.2000	The new pips field is added to the Issue table
28.04.2000	In the Quote table: the name of the size field is changed for qty, the counter fields are deleted; settle_date; next_coupon; certificate the following new fields are added: ipo; quote_order; order_type; change_catalyst; type_catalyst; catalyst; all_non; act_price; max_price; u_id; nkd_1; nkd_2; agent_principal
28.04.2000	In the Trade table: New indications of the transaction type are added: by the results of a counter auction– 'A' by the results of a closed action IPO –'I' the size field name is changed for qty, the quoteID field is deleted, The following new fields are added: init_quoteID; init_uid for the trade initiator conf_quoteID; conf_uid for the trade confirmer
28.04.2000	The new depo_out and bank_out fields are added to the SettlPair table:
28.04.2000	The AssetIO new table is added for balance withdrawal
28.04.2000	The RightSale new table is added for the initial public offer (IPO)
03.05.2000	The new fields end_ipo z_ipo and added to the Issue table
03.05.2000	The name of the max_price field and the t_price datatype are changed for the max_asset field and the t_vol_asset datatype in the Quote table
19.07.2000	The ext_id new field is added to the Quote table
19.07.2000	The init_ext_id; conf_ext_id new fields are added to the Trade table:
19.07.2000	The ext_id new field is added to the AssetIO table
09.08.2000	The Limits and Sbroker tables are deleted
09.08.2000	The capital_limit; open_position and limit_currency fields are deleted from the Firm table
27.09.2000	The 'i', 'o' new data types are added; the C-type for 'w' is changed from WCHAR [N+1] for char[N+1]
27.09.2000	The Aggregate new table is added
15.01.2001	The SaveOrder new table is added
15.01.2001	The initial new field is added to the Asset table
20.01.2001	The t_sprice derived datatype is added
20.01.2001	The trade_change_delta new field is added to the Issue table
20.01.2001	The lstg new field is added to the SaveOrder table
12.04.2001	The catoffdate field name is changed for cutoffdate in the Issue table
13.04.2001	The logic of filling the ipo field is changed in the Quote table
13.04.2001	The t_temp new derived datatype is added
15.05.2001	The t_precision new derived datatype is added
15.05.2001	The Issue table: the prec, bid_change_alert, ask_change_alert new fields are added
10.10.2001	The Issue table: the open_price, average_price new fields are added
10.10.2001	The type_wks new field is added to the Quote table
10.10.2001	The init_type_wks, conf_type_wks new fields are added to the Trade table
10.10.2001	New values of the status field are added to the AssetIO table
22.05.2002	Types of the nkd_1 and nkd_2 fields are changed from t_vol_asset for t_price in the Quote tables. The type_ext, repo_action, trade_ref, repurchase, new_delivery_date new fields are added to the Trade table. The settl_currency new field is added to the Issue table.
14.06.2002	The t_inn new derived datatype is added. The inn field is added to the Firm table. The wks field is added to the Quote table. The init_wks, conf_wks fields are added to the Trade table. The inn field is added to the SettlPair table.
01.10.2002	The t_isin new derived datatype is added. The day_vol field is added to the Issue table. The ISIN, yield fields are added to the Quote table. The ISIN, yield fields are added to the Quote_Hist table. The ISIN field is added to the Trade, Issue tables.
09.10.2002	The t_mm new derivative datatype is added. The mm field is added to the Quote, Quote_Hist tables. The code new field is added to the AssetIO table.
11.10.2002	The t_percent new derivative datatype is added. The vis_price field is added to the Trade table.
27.11.2002	The t_borsa new derivative datatype is added. The borsa new field is added to the Quote and Trade tables.
29.01.2003	The t_i_c derivative datatype is added. The ISIN field is deleted from the Quote, Quote_hist and Trade tables. The inn field is added to the Quote, Quote_hist tables. The i_code and i_code_s fields are added to the Quote, Quote_hist, SaveOrder, Trade, Asset, AssetIO tables.
13.02.2003	The i_code_s field is deleted from the Quote, Quote_hist, SaveOrder, Trade, Asset, AssetIO tables. The IsCode table is added. The t_isin derivative datatype acquired a new assignment. The market_price field is added to the Issue table.
04.03.2003	The AFFIRM new characteristic of securities is added. The following statuses of assets withdrawal are added: ASS_CC_DVP, ASS_CC_WCN,  ASS_CC_DCN, ASS_CC_DWI.
16.05.2003	The active_type field is added to the AssetIO table.
28.05.2003	The FD new characteristic of securities is added. The following new statuses for assets withdrawal are added: ASS_CC_WFI, ASS_DF, ASS_RF.
27.08.2003	The ASS_CC_WNF status of assets withdrawal is added. The following new types of auction are added: AUC_Y, AUC_PO, AUC_P. The table Limit is added. The MakeLimit, ViewLimit rights are added. The new firm characteristic is BQ. The ViewTradeReport right is changed for ViewTradeReport-<list>.
02.10.2003	The t_frac derivative datatype is added. The frac field is added to the Issue table. The payment_date field is deleted from the Quote, Quote_hist, SaveOrder, Trade tables. The nkd_2 field is deleted from the Quote, Quote_hist, Trade, Bond tables. The u_id field is deleted from the Quote, Quote_hist, AssetIO tables. The init_uid, conf_uid fields are deleted from the Trade table. The type of the clear field data in the Trade table is changed. The following transaction statuses are added: NEO, EOM, EOA. The ASS_CC_WF1status of balance withdrawal is added.
29.01.2004	The description of the LegalLimit table is added. The trade_on_off field is added to the Firm table. The risk and trade_on_off fields are added to the Issue table. The leave field is added to the Quote table. The agent_principal field is deleted from the Quote and SaveOrder tables. The init_agent_principal and conf_agent_principal fields are deleted from the Trade table.
31.03.2004	The leave field is added to the Quote_hist table.
28.06.2004	The t_inn datatype is changed. The res_qty field is added to the Quote, Quote_hist and SaveOrder tables.
01.07.2004	The change_catalyst and type_catalyst fields are deleted from the SaveOrder, Quote and Quote_hist tables.
25.08.2004	The descriptions of the buy_sell_enable and issue_type_enabled fields are added to the description of the SettlPair table.
05.05.2005	The t_aisle datatype is added. The range, spread, aisle, aisle1, lot, official_open, official_close, official_current fields are added to the Issue table. The NoSameRPS security characteristic is deleted. The SPREAD, AISLE, AISLE1 security characteristics are added. The init_qty, status fields are added to the Quote table (reserved for further use). The auction_allowed field is added to the SettlPair table. The depo_accounts field is added to the AssetIO table. The yield field is added to the Aggregate table.
17.05.2005	The ViewQuoteOwn right is added.
29.07.2005	The incl_yield, rate, new_price, market fields are added to the Trade table.
03.08.2005	The index_price field is added to the Issue table. The description of init_qty, status fields is added to the Quote and Quote_hist tables
07.11.2005	The lot_DBQ field is added to the Issue table. The Limit table structure is fully changed in accordance with the new concept of limits on the classic market.
17.05.2006	Minor changes and bugfixing
30.03.2007	The t_reg_num, t_sqty datatypes is added The Workstation table description is added The u_o, market_price1, market_price2, market_price3 are added to the Issue table, the datatype of registration_number field is changed to t_reg_num The positionID field is added to the tables Quote, Quote_hist The mm field is added to the SaveOrder table The init_positionID, conf_position_ID are added to the Trade table The RepoQuotes table description is added The Position table description is added
21.08.2007	The block_issues_sign field is added to the Quote, Quote_hist, SaveOrder tables The block_issues_sign_sell field is added to the Trade table The AccountPair table description is added
17.02.2008	The e_s field is added to the Quote, Quote_hist tables The night_allowed, settl_type are added to the SettlPair table The wks, e_s, init_qty, inn, positionID, depo_accounts, bank_accounts, visible, leave, type_wks fields are added to the SaveOrder table The catalyst, act_price, max_asset fields are removed from the SaveOrder table
18.01.2010	Tables Position, AccountPair deleted There are fields deleted from the tables Quote and Quote_hist as follows: positionID, block_issues_sign There are fields deleted from the table SaveOrder as follows: block_issues_sign There are fields deleted from the table Trade as follows: init_positionID, conf_positionID, block_issues_sign There are fields deleted from the table Issue as follows: u_o, spread There are fields added to the table Issue as follows:  aisle, aisle_rule, aisle1, aisle1_rule, aisle2, aisle2_rule, aisle_ccp, aisle_ccp_rule, range, range_rule, range_ccp, range_ccp_rule
30.04.2010	There are fields added to the table Issue as follows:  lot_volume, members_day, There are fields deleted from the table Issue as follows:  mode_trade There are fields deleted from the tables Quote and Quote_hist: borsa, block_issue_sign There are fields deleted from the table SaveOrder: block_issues_sign There are fields deleted from the table Trade: borsa There are fields added to the table Trade:  lot_volume There are fields deleted from the table Asset: after_clear
3.02.2011	Actualized for Plaza 9.2 Some bit mask description added New sections in Registry table added
24 April 2012	Plaza version number changed to 9.5 Tables description sections sorted in alphabetical order. Added a derivative data type (t_otext) into table 3.2. The firm table, full_name and city fields – data type changed to t_otext. Issue table: full_name field data type is now t_otext. Fields added: depo_credit_lot, depo_debit_lot, bank_credit_lot, bank_debit_lot (t_price). settl_pair field added into the LegalLimit table The News table: the subject field data type is now o80, the body field data type is now o4095 Added the client_inn field into the SettlPair table Added LOA calculation scheme to notice about type field into the Issue table(used at ArmEx only). Added properties description for TNDRUP, TNDRDOWN and MANCLPX to notice about properties field. Added LOA scheme trade statuses into the Trade table, status field description.
24 May 2012	Plaza version number changed to 9.6

2.  General Information and Acknowledgements

This document describes the table structure of the TS PLAZA Database used by servers and workstations of the Plaza trading system.