Page 1
1/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
NATIONAL COMMODITY & DERIVATIVES EXCHANGE LIMITED
Circular to all trading and clearing members of the Exchange Circular No : NCDEX/TECHNOLOGY-043/2016/284
Date : October 26, 2016
Subject : Trading – FIX File format
Further to Exchange circular no NCDEX/TECHNOLOGY-015/2016/125 dated May 31, 2016,
regarding Testing of software used in or related to Trading and Risk Management,
NCDEX/TECHNOLOGY-009/2015/193 dated May 29, 2015 on “Trading – Migration from NNF to
FIX protocol” and NCDEX/TRADING-029/2016/196 dated August 23, 2016 on “Trading – FIX
Empanelment”, the Exchange is pleased to inform the members that in order to facilitate a smooth
migration, numeric token numbers will be continued to be provided in back-office files. Hence there
will be no changes in the following files –
NCDEX_TR01_<MEMBER CODE>_DDMMYYYY.CSV
NCDEX_TR02_<MEMBER CODE>_DDMMYYYY.CSV
Further, to facilitate empaneled CTCL vendors and members developing in-house software, the
Exchange would be providing an additional contract file - ncdex_contract_new.txt with mapping of
alphanumeric token number with numeric token number. This file needs to be used ONLY if the
software (CTCL or In-house) used by the member is not capable of handling alphanumeric token
numbers. However, members are requested to note that this mapping file would be available ONLY
for a period of three months post go –live of new trading system. Members are strongly advised to
ensure that going forward, their CTCL and / or in house software are capable of handling
alphanumeric token numbers in contract file.
The CTCL and back office file formats are mentioned in Annexure A
Please note that this circular supersedes the earlier circulars on CTCL and Back office FIX related
file changes.
For and on behalf of National Commodity & Derivatives Exchange Limited
Anand Iyer
Chief Information Officer
For further information / clarifications, please contact
1. Customer Service Group on toll free number: 1800 26 62339
2. Customer Service Group by e-mail to: [email protected]
Page 2
2/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
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Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
ANNEXURE A
Sr.
No
File Name Changes
1 BMS_RPF_DDMMYYYY.xml Change in Token number -
Data type and length 2 BMS_RA.xml
3 TM_BOD_PF.xml
4 TM_EOD_PF.xml
5 ncdex_contract.txt
6 delta_contract.txt
7 ncdex_spreadcontract.txt
8 ncdex_contract_new.txt Mapping of numeric and
alphanumeric token.
The mapping file would be
available ONLY for 3 months
post go–live of new trading
system.
9 ddmmyyyy_<brokerid>.csv File extension changed from
TXT to CSV
10 NCDEX_TR01_<MEMBER CODE>_DDMMYYYY.CSV No Change
11 NCDEX_TR02_<MEMBER CODE>_DDMMYYYY.CSV
12 WarehouseLoc.txt File will be removed
13 yearly_hi_low.dat
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Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Files Changes
The detailed file structures with changes are highlighted in yellow colour.
1. Description: BMS_RPF
File Name: BMS_RPF_DDMMYYYY.xml
Format:
<Section>
<SubSection>Value</SubSection>
</Section>
Section1:
BMS_PRMTR_HDR- Start
DT_TME_STMP------------------------Batch Date
NM_RSK_SCN--------------- No of Risk Scenarios(16)
SPR_BEN_UNI_FLAG----------Spread Benefit UNI flag(0)
SPR_BEN_ADHOC_FLAG-----Spread Benefit Adhoc Flag(0)
SPR_BEN_CASH_FLAG-----Spread Benefit Cash Flag(0)
BMS_PRMTR_HDR – End
Section 2:
OPM_CNTR_MSTR- Start
OCM_TOKN_NM-------------------- Token No of Contract
OCM_INST_TYP----------------------Instrument Type (FUTTCOM)
OCM_SMBL---------------------------Symbol Name
OCM_EXP_DT------------------------Expiry Date
OCM_SERS----------------------------(XX)
OCM_MKT_TYP---------------------Market Type(1)
OCM_OPTN_TYP-------------------Option Type(XX)
OCM_STRK_PRC-------------------Strike Price
OCM_CA_LVL-----------------------Corporate Action Level
OCM_UNDRLNG_TOKN_NM-----Underlying Token No
OCM_FUT_OPT_FLG---------------Flag for Futures or Option
OCM_MF_NMR----------------------Multiplier factor - Numerator
OCM_MF_DMR---------------------- Multiplier factor - Denominator
OCM_ISUE_STRT_DATE---------- Contract issue start date
OCM_ISUE_MTRTY_DATE-------Contract maturity date
OCM_OI--------------------------------Contract level Open Interest
OCM_OI_VALUE--------------------Value of Contract level Open Interest
OCM_LTP------------------------------Last Traded Price
Page 4
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OCM_PSR-----------------------------Price scan Range
OCM_VSR----------------------------Volatility Scan Range
OCM_MAX_RISK_VAL------------Maximum Risk value of a contract
OCM_STLMNT_PRCE--------------Settlement Price
OCM_VLTLTY------------------------ Volatility of the underlying
OCM_FUT_VLT----------------------Future Volatility
OCM_WRK_DAYS_TO_EXP------ Working Days to Expiry
OCM_TIER----------------------------Tier no
OCM_MNTH_ID---------------------Near Month Id
OCM_UNDRCNL_MRGN_PRCNTG---------Unidirectional Margin Percentage(0)
OCM_MRGN_SIDE_FLAG---------- Uni directional margin side
OCM_LNG_ADHC_MRGN_PRCNTG-------Long Adhoc Margin Percentage
OCM_SHRT_ADHC_MRGN_PRCNTG------Short Adhoc Margin Percentage
OCM_TNDR_DATE------------------------------Tender Date (same as Expiry date)
OCM_IM_MULT----------------------------- Spread margin multiplier
OCM_EXT_LOSS_MRGN----------------------------Extreme Loss Margin
OPM_CNTR_MSTR- End
Section 3:
OPM_CNTR_LEG- Start
OCL_SMBL------------------------Symbol name
OCL_LEG--------------------------Leg no
OCL_TIER------------------------Tier No
OCL_DLT-------------------------Delta(1)
OCL_MRKT_DIR---------------Market direction (long / short)
OPM_CNTR_LEG- End
Section 4:
OPM_LEG_PRIO- Start
OLP_SMBL----------------------Symbol name
OLP_LEG1-----------------------Leg 1
OLP_LEG2-----------------------Leg 2
OLP_LEG3-----------------------Leg 3
OLP_LEG4-----------------------Leg 4
OLP_PRIO------------------------Tier Priority
Page 5
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OPM_LEG_PRIO- End
Section 5:
OPM_INTR_CMDT_DTLS- Start
OICD_SMBL_1--------------------------1st Symbol name
OICD_SMBL_2--------------------------2nd Symbol name
OICD_PRIORITY-----------------------Priority of the two pair of symbols
OICD_SPRD_NMR-------------------- Multiplier Spread Numerator
OICD_SPRD_DMR-------------------- Multiplier Spread Denominator
OICD_CORL_FACTR----------------- Co- Relation Factor
OICD_CRDT_PRCN---------------------Credit Percentage
OPM_INTR_CMDT_DTLS- End
Section 6:
OPM_EXP_CNTR_MSTR- Start
OECM_TOKN_NM--------------------------Contract Token no
OECM_UL_TOKN_NM--------------------Underlying Token no
OECM_SMBL--------------------------------Symbol name
OECM_ISUE_MTRTY_DT----------------Issue maturity date
OECM_MF_NMR-------------------------- Multiplier factor Numerator
OECM_MF_DMR-------------------------- Multiplier factor Denominator
OECM_FSP----------------------------------Final Settlement Price
OECM_MIN_DLVR_MNTH_CHRG_LNG---Long Minimum Delivery month charge
OECM_MIN_DLVR_MNTH_CHRG_SHRT---Short Minimum Delivery month charge
OCD_INSTRMNT_TYP------------------Instrument Type
OCD_EXPRY_DT-------------------------Expiry date
OCD_STRK_PRCE-----------------------Strike price
OCD_OPTN_TYP------------------------Option type
OPM_EXP_CNTR_MSTR- End
2. Description: BMS_RA
File Name: BMS_RAnn.xml
Format:
<Section>
<SubSection>Value</SubSection>
</Section> Section1:
Page 6
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OPM_UNDRLNG_TIER – Start OUT_SMBL→ UNDRLNG SMBL OUT_TIER→ UNDRLNG TIER OUT_MNTH1→ NEAR MONTH CONTRACT OF TIER OUT_MNTH2→ FAR MONTH CONTRACT OF TIER OUT_GRAD_RED_FACT→ GRF OUT_TOKN_NM→ TOKEN NUMBER OUT_CHARGE→ SPOT PRICE OUT_LNG_ADHC_MRGN_PRCNTG→ADHOC MARGIN % ON LONG SIDE OUT_SHRT_ADHC_MRGN_PRCNTG→ADHOC MARGIN % ON SHORT SIDE OUT_LNG_UNDRCTNL_MRGN_PRCNTG→ UNI-Directional MARGIN % ON LONG SIDE OUT_SHRT_UNDRCTNL_MRGN_PRCNTG→UNI-Directional MARGIN % ON SHORT SIDE OPM_UNDRLNG_TIER -End Section2: OPM_UNDRLNG_MSTR – Start OUM_UNDRLNG_TOKN_NM→ UNDRLNG TOKEN NUMBER OUM_SMBL→ UNDRLNG SYMBOL OUM_FUT_OI→ UNDRLNG FUTURE OI OUM_FUT_OI_VAL→ UNDRLNG FUTURE OI VALUE OUM_EXP_MRGN_MLT → EXPOSURE MARGIN MULTIPLIER OUM_SOM_CHRG→ SHORT OPTION MINIMUM CHARGE OUM_LKAHD_DYS_DLVR_MRGN→LOOK AHEAD DAYS FOR DELIVERY MARGIN OUM_MIN_DLVR_MNTH_CHRG_LNG→ LONG MINIMUM DELIVERY MONTH CHARGE OUM_MIN_DLVR_MNTH_CHRG_SHRT→ SHORT MINIMUM DELIVERY MONTH CHARGE OUM_VSR→ VOLATILITY SCAN RANGE OUM_SGM_MLT→ SIGMA MULTIPLIER OUM_LKAHD_DYS_PSR→ LOOKAHEAD DAYS FOR PSR OUM_INIT_BASE_VLTY→ INITIAL BASE VOLATILITY OUM_VLTY→ VOLATILITY OUM_MIN_INIT_PRCNTG→ MINIMUM INITIAL PERCENTAGE OUM_ICC_FLAG→ INTER-COMMODITY CREDIT OUM_STLMNT_PRCE→ SETTLEMENT PRICE OUM_LNG_PE_MRGN_PRCNTG→ LONG PRE-EXPIRY MARGIN % OUM_SHRT_PE_MRGN_PRCNTG→SHORT PRE-EXPIRY MARGIN % OUM_EPI_FLG→ EARLY-PAY-IN FLAG
Page 7
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Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
OPM_UNDRLNG_MSTR – End Section3: RSK_ARY_CNT - Start CNT→ RISK ARRAY COUNT NUMBER. RSK_ARY_CNT – End Section4: RSK_ARY - Start TOKN_NM→ TOKEN NUMBER SCN_NO→ SCENARIO NUMBER SCN_VAL→ SCENARIO VALUE RSK_ARY – End Section5: CNTR_LTP – Start TOKN_NM→ TOKEN NUMBER OCM_SMBL→ SYMBOL EXP_DT→ CONTRACT EXPIRY DATE LTP→ LTP UND_LTP→ UNDRLNG LTP DLT→ DELTA DSP→ DAILY SETTLEMENT PRICE. OCM_VLTLTY→ SPOT VOLATILITY OCM_FUT_VLT→ FUTURE VOLATILTIY OCM_PSR→ PRICE SCAN RANGE OCM_MAX_RISK_VAL→ MAX RISK VALUE OCM_IM_MULT→ Spread margin multiplier OCM_IMC_LTP→ LTP to be used for Calendar Spread margin calculation OCM_EXT_LOSS_MRG→ Extreme Loss Margin CNTR_LTP - End
Page 8
8/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
3. Description: BOD_PF
File Name: TM_BOD_PF<TMID><BatchDate>.xml
Format: <Section> <SubSection>Value</SubSection> </Section> Section1: MBR_BOD_PF_HDR- Start MBP_DT_TME_STMP → Batch Date MBP_TMBR_ID → TM ID MBP_TMBR_NAME→ TM Name MBR_BOD_PF_HDR -End Section2: OPM_MBR_CLNT_CNTR – Start OMCC_CMBR_ID→ CM ID OMCC_TMBR_ID→ TM ID OMCC_CLNT_ID→ CLIENT ID OMCC_PRO_CLI_FLG→ PRO/CLI OMCC_TOKN_NM→ TOKEN NUMBER OMCC_FUT_OPT_FLG→ FUT/OPT FLAG OMCC_SMBL→ SYMBOL OMCC_UNDRLNG_TOKN_NM→ UNDRLNG TOKEN NUMBER OMCC_OI→ OI OMCC_PEEP_OI→ PEEP OI OMCC_OI_VALUE→ OI VALUE OMCC_CNTR_CONC_MRGN→ CONTRACT CONC MARGIN OMCC_SMBL_CONC_MRGN→ SYMBOL CONC MARGIN OPM_MBR_CLNT_CNTR – End Section3: OPM_MBR_CNTR – Start OMC_TOKN_NM→ TOKEN NUMBER OMC_SMBL→ SYMBOL OMC_CONC_MRGN→ CONC MARGIN OPM_MBR_CNTR – End Section4: OPM_MBR_UNDRLNG - Start OMU_SMBL→ SYMBOL OMU_CONC_MRGN→ CONC MARGIN OPM_MBR_UNDRLNG – End
Page 9
9/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
4. Description: EOD_PF
File Name: TM_EOD_PF<TMID><BatchDate>.xml
Format: <Section> <SubSection>Value</SubSection> </Section> Section1: MBR_EOD_PF_HDR- Start MBP_DT_TME_STMP → Batch Date MBP_TMBR_ID → TM ID MBP_TMBR_NAME→ TM Name MBR_EOD_PF_HDR -End Section2: OPM_MBR_CLNT_CNTR – Start OMCC_CMBR_ID→ CM ID OMCC_TMBR_ID→ TM ID OMCC_CLNT_ID→ CLIENT ID OMCC_PRO_CLI_FLG→ PRO/CLI OMCC_TOKN_NM→ TOKEN NUMBER OMCC_FUT_OPT_FLG→ FUT/OPT FLAG OMCC_SMBL→ SYMBOL OMCC_UNDRLNG_TOKN_NM→ UNDRLNG TOKEN NUMBER OMCC_OI→ OI OMCC_PEEP_OI→ PEEP OI OMCC_OI_VALUE→ OI VALUE OMCC_CNTR_CONC_MRGN→ CONTRACT CONC MARGIN OMCC_SMBL_CONC_MRGN→ SYMBOL CONC MARGIN OPM_MBR_CLNT_CNTR – End Section3: OPM_MBR_CNTR – Start OMC_TOKN_NM→ TOKEN NUMBER OMC_SMBL→ SYMBOL OMC_CONC_MRGN→ CONC MARGIN OPM_MBR_CNTR – End Section4: OPM_MBR_UNDRLNG - Start OMU_SMBL→ SYMBOL OMU_CONC_MRGN→ CONC MARGIN OPM_MBR_UNDRLNG - End
Page 10
10/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
5. Description: Contract file
File Name: ncdex_contract.txt
Old Value New Value
Field Data Type Length Field Data Type Length
Token Bin 15 Token Character 25
Asset Token
Bin 15 Asset Token Character 25
File Structure:
Fields that have been changed are highlighted in yellow colour
S.No Field Name Data Type Length Description
1 Token Varchar2 25 Alphanumeric Identifier of the Near Month Contract
2 Asset Token Varchar2 25 Token number of the underlying asset
3 Instrument Name Varchar2 6 Instrument name of the Futcom contract or commodity
4 Symbol Varchar2 10
Name of the commodity on which trading can be done. Example – GUARSEED
5 Series Varchar2 2 Series of the contract
6 BLANK Varchar2 1
7 Expiry Date Number 4 Bytes Expiry date of the contract
8 Strike Price Number 4 Bytes Strike Price of the contract
9 Option Type Varchar2 2 Option Type of the contract
10 BLANK Varchar2 1
11 CA Level Number 2 Bytes Corporate Action level
12 BLANK Varchar2 1
13 Admission Type Number 2 Bytes Admission type of the contract
14 Rate Number 2 Bytes Issue Info Rate
Page 11
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Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
S.No Field Name Data Type Length Description
15 Trading Status-1 Number 2 Bytes Stock trading status for normal market.
16 Eligibility-1 Varchar2 1 Eligibility of the contract.
17 BLANK Varchar2 1 Reserved for future use.
18 Trading Status-2 Number 2 Bytes Stock trading status for odd lot market
19 Eligibility-2 Varchar2 1 Eligibility of the contract.
20 BLANK Varchar2 1 Reserved for future use.
21 Trading Status-3 Number 2 Bytes Stock trading status for spot market
22 Eligibility-3 Varchar2 1 Eligibility of the contract.
23 BLANK Varchar2 1 Reserved for future use.
24 Trading Status-4 Number 2 Bytes Stock trading status for auction market
25 Eligibility-4 Varchar2 1 Eligibility of the contract.
26 BLANK Varchar2 1 Reserved for future use.
27 Start Date Number 4 Bytes Date of issue.
28 IPD Number 4 Bytes Specifies Interest Payment Date of the issue.
29 Maturity Date Number 4 Bytes Maturity Date
30 Margin Percent Number 4 Bytes % Of margin levied on the contract
31 Minimum Lot Size Number 4 Bytes The minimum quantity for which an order can be placed in the instrument.
32 Board Lot Quantity Number 4 Bytes
The Board Lot quantity for the instrument. Order is always in multiples of Board Lot Quantity
33 Minimum Spread Number 4 Bytes Identifies Tick Size.
34 Issued Capital Number 8 Bytes Issue size of the security.
35 Freeze Quantity Number 8 Bytes The Freeze Quantity for the Instrument
36 Warning Quantity Number 4 Bytes Warning quantity.
37 Admission Number 4 Bytes Identified as date of Contract admission.
38 Expulsion Number 4 Bytes Identified as date of Expulsion.
Page 12
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S.No Field Name Data Type Length Description
39 Re-Admission Number 4 Bytes Identified as date of Re-Admission.
40 Record Date Number 4 Bytes Identified as date of record change.
41 No Delivery Start Date
Number 4 Bytes
Date from when physical delivery of share certificates is stopped for book closure.
42 No Delivery End Date
Number 4 Bytes
Date from when physical delivery of share certificates starts for book closure.
43 Low Price Range Number 4 Bytes Operating range low limit.
44 High Price Range Number 4 Bytes Operating range high limit.
45 Ex Date Number 4 Bytes Last date of trading before any corporate action.
46 Book Closure Start Date
Number 4 Bytes
Date at which the record books in the company for shareholder names starts.
47 Book Closure End Date
Number 4 Bytes Date at which the record books in the company for shareholder names ends.
48 Last Update Date Time
Number 4 Bytes This is the local database update date-time.
49 Exercise Start Date Number 4 Bytes Identifies Exercise start date.
50 Exercise End Date Number 4 Bytes Identifies Exercise end date.
51 Ticker selection Number 2 Bytes Ticker selection.
52 CA Old Token Number 2 Bytes CA old token.
53 Credit Rating Varchar2 12 Identifies credit rating of the security.
54 Name Varchar2 25 Identifies name of the contract.
55 EGMAGM
Number 2 Bytes EGMAM of the Contract
0 = No EGM/AGM
1 = EGM
2 = AGM
3 = Both EGM and AGM
Page 13
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56 Interest / Dividend
Number 2 Bytes Identifies Interest / Dividend
0 = No Interest/Dividend
1= Interest
2 = Dividend
57 Rights / Bonus
Number 2 Bytes 0 = No Rights/Bonus
1 = Rights
2 = Bonus
3 = Both Rights and Bonus
58 MF / AON
Number 2 Bytes Identifies Minimum Fill (ML) or All or None (AON).
0 = MF/AON not allowed
1 = MF allowed
2 = AON allowed
3 = MF and AON allowed
59 Remarks Varchar2 25 Identifies comments put in an order prior sending to Exchange for trade.
60 Ex Style
Varchar2 1 Ex style
‘A’ = American Style Exercise Allowed
‘E’ = European Style Exercise Allowed
61 Ex Allowed Varchar2 1 Exercise is allowed on this contract if this Flag is set to ‘True’.
62 Ex Rej Allowed Varchar2 1 Exercise Rejection is allowed on this contract if this bit is set to ‘True’.
63 PL Allowed Varchar2 1 Position Liquidation is allowed on this contract if this flag is set to ‘True’.
64 BLANK Varchar2 1 Reserved for future use.
65 Corp Adjust Varchar2 1 Has this Contract been Corporate Adjusted.
66 Asset Symbol Varchar2 10 Identifies asset symbol.
67 BLANK Varchar2 1 Reserved for future use.
68 Price Unit Varchar2 10 Unit at which Price is quoted w.r.t Quantity unit. Example: RE/Quintal.
69 Quantity Unit Varchar2 10 Unit for quantity. Example: MT (Metric Tons).
Page 14
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70 Price Numerator Number 4 Bytes
As the unit of price quoted and board lot quantity are different, to calculate the trade value, a multiplying factor is needed. The multiplying factor is stored as numerator and denominator. The numerator of the multiplying factor.
71 Price Denominator Number 4 Bytes The denominator of the multiplying factor.
72 Delivery Lot Number 4 Bytes Delivery lot of the contract
73 Delivery Unit Varchar2 10 Delivery unit of the contract
74 Base Price Number 4 Bytes Base price of the contract
75 Delete Flag Varchar2 1 Delete flag of the contract
6. Description: Delta Contract file
File Name: delta_contract.txt
Old Value New Value
Field Data Type Length Field Data Type Length
Token Bin 15 Token Character 25
File Structure:
Fields that have been changed are highlighted in yellow colour
Sr. No FieldName Datatype Length Remarks
1 Token Number Varchar2 25 Alphanumeric contract code
2 Instrument Type Varchar2 6 Instrument Type
3 Symbol Varchar2 10 Symbol
4 Expiry date Date
Expiry Date ('DD-MON-YYYY')
5 Strike price Number 9 Strike Price of the contract e.g. 0 (Future use)
6 Option type Varchar2 2 Option type e.g. XX (Future use)
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Sr. No FieldName Datatype Length Remarks
7 Symbol Type_N Varchar2 1
8 Symbol Type_S Varchar2 1
9 Symbol Type_O Varchar2 1
10 Symbol Type_A Varchar2 1
11 Delivery type Varchar2 1
12 Delivery Start Date Date
Delivery Start Date ('DD-MON-YYYY')
13 Delivery end date Date
Delivery End Date ('DD-MON-YYYY')
14 Asset grade specification
Varchar2 30
15 Asset location Varchar2 30 Asset location
16 Is Sales Tax Inclusive
Varchar2 1 Sales Tax Applicable or not
7. Description: Spread Contract file
File Name: ncdex_spreadcontract.txt
Old Value New Value
Field Data Type Length Field Data Type Length
Near Month Token
Bin 15 Near Month Token
Varchar2 25
Asset Token
Bin 15 Asset Token Varchar2 25
Far Month Token
Bin 15 Far Month Token
Varchar2 25
Asset Token
Bin 15 Asset Token Varchar2 25
Page 16
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Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
File Structure:
Fields that have been changed are highlighted in yellow colour
Sr No Field Name Data Type Length Description
1 Spread Contract Name
Varchar2 25 Alphanumeric Identifier of Spread Contract
2 Spread Maturity Date
Number 4 Bytes Identifies Date of maturity of the specific spread contract.
3 Near Month Token Varchar2 25 Alphanumeric Identifier of the Near Month Contract
4 Asset Token Varchar2 25 Alphanumeric Token number of the Underlying asset
5 Instrument Name Varchar2 6
Instruments are financial products on which trading can be done Example – FUTCOM.
6 Symbol Varchar2 10
Name of the commodity on which trading can be done. Example – GUARSEED
7 Series Varchar2 2 Series of the contract.
8 Reserved Varchar2 1 Reserved for future use.
9 Expiry Date Number 4 Bytes Last trading date of the contract.
10 Strike Price Number 4 Bytes
The price specified in the options contract is known as the strike price or the exercise price.
11 Option Type Varchar2 2 Specifies the type of Option.
12 Reserved Varchar2 1 Reserved for future use.
13 CA Level Number 2 Bytes CA level
14 Reserved Varchar2 1 Reserved for future use.
15 Admission Type Number 2 Bytes Admission Type
16 Rate Number 2 Bytes Price of the issue.
17 Trading Status -1 Number 2 Bytes Stock trading status for normal market.
18 Eligibility -1 Varchar2 1 Eligibility of the contract.
Page 17
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Sr No Field Name Data Type Length Description
19 Reserved Varchar2 1 Reserved for future use.
20 Trading Status -2 Number 2 Bytes Stock trading status for odd lot market
21 Eligibility -2 Varchar2 1 Eligibility of the contract.
22 Reserved Varchar2 1 Reserved for future use.
23 Trading Status -3 Number 2 Bytes Stock trading status for spot market
24 Eligibility -3 Varchar2 1 Eligibility of the contract.
25 Reserved Varchar2 1 Reserved for future use.
26 Trading Status -4 Number 2 Bytes Stock trading status for auction market
27 Eligibility -4 Varchar2 1 Eligibility of the contract.
28 Reserved Varchar2 1 Reserved for future use.
29 Start Date Number 4 Bytes Date of issue.
30 Interest Payment Date
Number 4 Bytes Specifies Interest Payment Date of the issue.
31 Maturity Date Number 4 Bytes Maturity Date
32 Margin Percent Number 4 Bytes % Of margin levied on the contract
33 Minimum Lot Size Number 4 Bytes The minimum quantity for which an order can be placed in the instrument.
34 Board Lot Quantity Number 4 Bytes
The Board Lot quantity for the instrument. Order is always in multiples of Board Lot Quantity
35 Min Spread Number 4 Bytes Identifies Tick Size.
36 Issued Capital Number 8 Bytes Issue size of the security.
37 Volume Freeze Quantity
Number 8 Bytes The Freeze Quantity for the Instrument
38 Warning Quantity Of Outstanding Volume
Number 4 Bytes Warning quantity.
39 Admission Date Number 4 Bytes Identified as date of Contract admission.
40 Expulsion Date Number 4 Bytes Identified as date of Expulsion.
41 Re-Admission Date
Number 4 Bytes Identified as date of Re-Admission.
Page 18
18/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr No Field Name Data Type Length Description
42 Record Date Number 4 Bytes Identified as date of record change.
43 No Delivery Date Start
Number 4 Bytes
Date from when physical delivery of share certificates is stopped for book closure.
44 No Delivery Date End
Number 4 Bytes
Date from when physical delivery of share certificates starts for book closure.
45 Low Price Range Number 4 Bytes Operating range low limit.
46 High Price Range Number 4 Bytes Operating range high limit.
47 Ex Date Number 4 Bytes Last date of trading before any corporate action.
48 Book Closure Date Start
Number 4 Bytes
Date at which the record books in the company for shareholder names starts.
49 Book Closure Date End
Number 4 Bytes Date at which the record books in the company for shareholder names ends.
50 Last Update Date Time
Number 4 Bytes This is the local database update date-time.
51 Exercise Start Date
Number 4 Bytes Identifies Exercise start date.
52 Exercise End Date Number 4 Bytes Identifies Exercise end date.
53 Ticker Selection Number 2 Bytes Ticker selection.
54 CA Old Token Number 2 Bytes CA old token.
55 Credit Rating Varchar2 12 Identifies credit rating of the security.
56 Name Varchar2 25 Identifies name of the contract.
57 EGMAGM
Number 2 Bytes EGMAM.
0 = No EGM/AGM
1 = EGM
2 = AGM
3 = Both EGM and AGM
58 Interest Dividend Number 2 Bytes Identifies Interest / Dividend.
Page 19
19/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr No Field Name Data Type Length Description
0 = No Interest/Dividend
1= Interest
2 = Dividend
59 Rights Bonus
Number 2 Bytes 0 = No Rights/Bonus
1 = Rights
2 = Bonus
3 = Both Rights and Bonus
60 MF AON
Number 2 Bytes Identifies Minimum Fill (ML) or All or None (AON).
0 = MF/AON not allowed
1 = MF allowed
2 = AON allowed
3 = MF and AON allowed
61 Remarks Varchar2 25 Identifies comments put in an order prior sending to Exchange for trade.
62 Ex Style
Varchar2 1 Ex style.
‘A’ = American Style Exercise Allowed
‘E’ = European Style Exercise Allowed
63 Ex Allowed Varchar2 1 Exercise is allowed on this contract if this Flag is set to ‘True’.
64 Ex Rej Allowed Varchar2 1 Exercise Rejection is allowed on this contract if this bit is set to ‘True’.
65 PL Allowed Varchar2 1 Position Liquidation is allowed on this contract if this flag is set to ‘True’.
66 Reserved Varchar2 1 Reserved for future use.
67 Is Corp Adjust Varchar2 1 Has this Contract been Corporate Adjusted.
68 Asset Varchar2 10 Identifies asset symbol.
69 Reserved Varchar2 1 Reserved for future use.
70 Price Unit Varchar2 10 Unit at which Price is quoted w.r.t Quantity unit. Example: RE/Quintal.
Page 20
20/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr No Field Name Data Type Length Description
71 Qty Unit Varchar2 10 Unit for quantity. Example: MT (Metric Tons).
72 Price Numerator Number 4 Bytes The numerator of the multiplying factor
73 Price Denominator Number 4 Bytes The denominator of the multiplying factor.
74 Delivery Lot Number 4 Bytes Amount of quantity requested for delivery.
75 Delivery Unit Varchar2 10 The Unit of delivery lot quantity.
76 Base Price Number 4 Bytes
The price of a security at the beginning of the trading day which is used to determine the Day Minimum/Maximum and the Operational ranges for that day.
77 Delete Flag Varchar2 1
Identifies the status of the security. The valid values are: - N – Active/Y-Deleted
78 Far Month Token Short 25 Alphanumeric Identifier of the Near Month Contract
79 Asset Token Varchar2 25 Alphanumeric Token number of the Underlying asset
80 Instrument Name Varchar2 6
Instruments are financial products on which trading can be done Example – FUTCOM.
81 Symbol Varchar2 10
Name of the commodity on which trading can be done. Example – GUARSEED.
82 Series Varchar2 2 Series of the contract.
83 Reserved Varchar2 1 Reserved for future use.
84 Expiry Date Number 4 Bytes Last trading date of the contract.
85 Strike Price Number 4 Bytes
The price specified in the options contract is known as the strike price or the exercise price.
Page 21
21/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr No Field Name Data Type Length Description
86 Option Type Varchar2 2 Specifies the type of Option.
87 Reserved Varchar2 1 Reserved for future use.
88 CA Level Number 2 Bytes CA level
89 Reserved Varchar2 1 Reserved for future use.
90 Admission Type Number 2 Bytes Admission Type
91 Rate Number 2 Bytes Price of the issue.
92 Trading Status -1 Number 2 Bytes Stock trading status for normal market.
93 Eligibility -1 Varchar2 1 Eligibility of the contract.
94 Reserved Varchar2 1 Reserved for future use.
95 Trading Status -2 Number 2 Bytes Stock trading status for odd lot market
96 Eligibility -2 Varchar2 1 Eligibility of the contract.
97 Reserved Varchar2 1 Reserved for future use.
98 Trading Status -3 Number 2 Bytes Stock trading status for spot market
99 Eligibility -3 Varchar2 1 Eligibility of the contract.
100 Reserved Varchar2 1 Reserved for future use.
101 Trading Status -4 Number 2 Bytes Stock trading status for auction market
102 Eligibility -4 Varchar2 1 Eligibility of the contract.
103 Reserved Varchar2 1 Reserved for future use.
104 Start Date Number 4 Bytes Date of issue.
105 Interest Payment Date
Number 4 Bytes Identifies Interest Payment Date of the issue.
106 Maturity Date Number 4 Bytes Maturity Date
107 Margin Percent Number 4 Bytes % Of margin levied on the contract
108 Minimum Lot Size Number 4 Bytes The minimum quantity for which an order can be placed in the instrument.
109 Board Lot Quantity Number 4 Bytes
The Board Lot quantity for the instrument. Order is always in multiples of Board Lot Quantity
110 Min Spread Number 4 Bytes Identifies Tick Size.
111 Issued Capital Number 8 Bytes Issue size of the security.
Page 22
22/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr No Field Name Data Type Length Description
112 Volume Freeze Quantity
Number 8 Bytes The Freeze Quantity for the Instrument
113 Warning Quantity Of Outstanding Volume
Number 4 Bytes Warning quantity.
114 Admission Number 4 Bytes Identified as date of Contract admission.
115 Expulsion Number 4 Bytes Expulsion.
116 Re-Admission Number 4 Bytes Re-Admission.
117 Record Date Number 4 Bytes Date of record change.
118 No Delivery Date Start
Number 4 Bytes
Date from when physical delivery of share certificates is stopped for book closure.
119 No Delivery Date End
Number 4 Bytes
Date from when physical delivery of share certificates starts for book closure.
120 Low Price Range Number 4 Bytes Operating range low limit.
121 High Price Range Number 4 Bytes Operating range high limit.
122 Ex Date Number 4 Bytes Last date of trading before any corporate action.
123 Book Closure Date Start
Number 4 Bytes
Date at which the record books in the company for shareholder names starts.
124 Book Closure Date End
Number 4 Bytes Date at which the record books in the company for shareholder names ends.
125 Last Update Date Time
Number 4 Bytes This is the local database update date-time.
126 Exercise Start Date
Number 4 Bytes Identifies Exercise start date.
127 Exercise End Date Number 4 Bytes Identifies Exercise end date.
128 Ticker Selection Number 2 Bytes Ticker selection.
129 CA Old Token Number 2 Bytes CA old token.
130 Credit Rating Varchar2 12 Identifies credit rating of the security.
Page 23
23/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr No Field Name Data Type Length Description
131 Name Varchar2 25 Identifies name of the contract.
132 EGMAGM
Number 2 Bytes EGMAM.
0 = No EGM/AGM
1 = EGM
2 = AGM
3 = Both EGM and AGM
133 Interest Dividend Number
2 Bytes Identifies Interest / Dividend.
0 = No Interest/Dividend
1= Interest
2 = Dividend
134 Rights Bonus Number 2 Bytes
135 Mf aon Number
2 Bytes Minimum Fill / All or None.
0 = MF/AON not allowed
1 = MF allowed
2 = AON allowed
3 = MF and AON allowed
136 Remarks Varchar2 25 Identifies comments put in an order prior sending to Exchange for trade.
137 Ex Style
Varchar2 1 Ex style.
‘A’ = American Style Exercise Allowed
‘E’ = European Style Exercise Allowed
138 Ex Allowed Varchar2 1 Exercise is allowed on this contract if this Flag is set to ‘True’.
139 Ex Rej Allowed Varchar2 1 Exercise Rejection is allowed on this contract if this bit is set to ‘True’.
140 PL Allowed Varchar2 1 Position Liquidation is allowed on this contract if this flag is set to ‘True’.
141 Reserved Varchar2 1 Reserved for future use.
142 Corp Adjust Varchar2 1 Has this Contract been Corporate Adjusted.
143 Asset Varchar2 10 Identifies asset symbol.
Page 24
24/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr No Field Name Data Type Length Description
144 Reserved Varchar2 1 Reserved for future use.
145 Price Unit Varchar2 10 Unit at which Price is quoted w.r.t Quantity unit. Example: RE/Quintal
146 Qty Unit Varchar2 10 Unit for quantity. Example: MT (Metric Tons).
147 Price Numerator Number 4 Bytes The numerator of the multiplying factor.
148 Price Denominator Number 4 Bytes The denominator of the multiplying factor.
149 Delivery Lot Number 4 Bytes Amount of quantity requested for delivery.
150 Delivery Unit Varchar2 10 The Unit of delivery lot quantity.
151 Base Price Number 4 Bytes
The price of a security at the beginning of the trading day which is used to determine the Day Minimum/Maximum and the Operational ranges for that day.
152 Delete Flag Varchar2 1
Identifies the status of the security. The valid values are: - N – Active Y-Deleted
8. File Name: ncdex_contract_new.txt
Changes: This file is similar to ncdex_contract.txt with an additional field alphanumeric token numeric in the end. This additional file would provide an ease for mapping alphanumeric token with numeric token number and would be temporarily available for 3 months post go –live of new trading system.
Page 25
25/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr.No Field Name Description Column Length
1 Token Token number of the contract integer
2 Asset Token Token number of the underlying asset integer
3 Instrument Name
Instrument name of the futcom contract or commodity
character varying(6) NOT NULL
4 Symbol Symbol of the contract character varying(25) NOT NULL
5 Series Series of the contract character varying(2) NOT NULL
6 BLANK
7 Expiry Date Expiry date of the contract if FUTCOM, for COMDTY it is -1 bigint
8 Strike Price Strike Price of the contract character varying(1) NOT NULL
9 Option Type Option Type of the contract character varying(2) NOT NULL
10 BLANK
11 CA Level Corporate Action level character varying(1) NOT NULL
12 BLANK
13 Admission Type Admission type of the contract
character varying(1) NOT NULL
14 Rate Issue Info Rate character varying(1) NOT NULL
15 Trading Status-1 For Normal Market
character varying(1) NOT NULL
16 Eligibility-1 For Normal Market character varying(1) NOT NULL
17 BLANK
18 Trading Status-2 For Odd Lot Market
character varying(1) NOT NULL
19 Eligibility-2 For Odd Lot Market character varying(1) NOT NULL
20 BLANK
21 Trading Status-3 For Spot Market
character varying(1) NOT NULL
22 Eligibility-3 For Spot Market character varying(1) NOT NULL
23 BLANK
Page 26
26/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
24 Trading Status-4 For Auction Market
character varying(1) NOT NULL
25 Eligibility-4 For Auction Market character varying(1) NOT NULL
26 BLANK
27 Start Date Start date of the contract bigint
28 IPD Issue Publication Date character varying(1) NOT NULL
29 Maturity Date Maturity Date of the contract bigint
30 Margin Percent Margin percent double precision
31 Minimum Lot Size Minimum Lot size of the contract numeric(19,2)
32 Board Lot Quantity Board Lot quantity of the contract numeric(19,2)
33 Minimum Spread Tick size of the contract numeric(19,2)
34 Issued Capital Issued capital of the contract bigint
35 Freeze Quantity Freeze qty of the contract bigint
36 Warning Quantity Warning_Qty_Of_Outst volm of the contract
character varying(1) NOT NULL
37 Admission Admission Date of the contract bigint
38 Expulsion Expulsion Date of the contract character varying(1) NOT NULL
39 Re-Admission Re-Admission date of the contract character varying(1) NOT NULL
40 Record Date Record date of the contract character varying(1) NOT NULL
41 No Delivery Start Date Start of No Delivery dates of the contract bigint
42 No Delivery End Date End of No Delivery dates of the contract bigint
43 Low Price Range Low Price range of the contract bigint
44 High Price Range High Price range of the contract bigint
45 Ex Date Exercise date of the contract character varying(1) NOT NULL
46 Book Closure Start Date Book_Closure_Date start of the contract
character varying(1) NOT NULL
47 Book Closure End Date Book_Closure_Date end of the contract
character varying(1) NOT NULL
Page 27
27/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
48 Last Update Date Time Ldb_Field_Last_Updt_Dt time of the contract bigint
49 Exercise Start Date Exercise Start date of the contract
character varying(1) NOT NULL
50 Exercise End Date Exercise End date of the contract
character varying(1) NOT NULL
51 Ticker selection Ticker selection of the contract
character varying(2) NOT NULL
52 CA Old Token Old corporate action level token of the contract
character varying(1) NOT NULL
53 Credit Rating Credit rating of the contract
54 Name name of the contract character varying(255) NOT NULL
55 EGMAGM Egmagm of the contract character varying(1) NOT NULL
56 Intereset / Dividend Interestdivident of the contract
character varying(1) NOT NULL
57 Rights / Bonus Rightsbonus of the contract character varying(1) NOT NULL
58 MF / AON Mfaon of the contract character varying(1) NOT NULL
59 Remarks Remarks of the contract character varying(255) NOT NULL
60 Ex Style Exercise style of the contract character varying(1) NOT NULL
61 Ex Allowed Exercise allowed of the contract character varying(1) NOT NULL
62 Ex Rej Allowed Exercise Rej allowed of the contract
character varying(1) NOT NULL
63 PL Allowed Position Liquidation allowed of the contract character varying(1) NOT NULL
64 BLANK
65 Corp Adjust Is Corp Adjust Allowed character varying(1) NOT NULL
66 Asset Symbol Asset of the contract character varying(30) NOT NULL
67 BLANK
68 Price Unit Price unit of the contract character varying(30) NOT NULL
69 Quantity Unit Qty unit of the contract character varying(30) NOT NULL
70 Price Numerator Price numerator of the contract numeric(13,4)
Page 28
28/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
71 Price Denominator Price denominator of the contract numeric(13,4)
72 Delivery Lot Delivery lot of the contract character varying(50) NOT NULL
73 Delivery Unit Delivery unit of the contract character varying(25) NOT NULL
74 Base Price Base price of the contract numeric(10,4)
75 Delete Flag Delete flag of the contract character varying(1) NOT NULL
76 Token_Symbol Unique alphanumeric contract identifier character varying(30) NOT NULL
9. File Name: ddmmyyyy_<brokerid>.csv
Old Value New Value
File extension: ddmmyyyy_<brokerid>.txt File extension: ddmmyyyy_<brokerid>.csv
Fields separated in fixed length format Fields separated in Comma separated format
File Structure:
Sr. No Field Name Data Type Length Remarks
1 Trade Number VARCHAR2 30 Trade number
2 Trade status Integer 4 bytes
Trade Status GIVEUP_TRADE - 17 GIVEUP_REJECT - 18 TRADE - 11 TRADE_MOD - 12 TRADE_CXL - 13
3 Symbol VARCHAR2 10 Symbol e.g. COTTON
4 instr_name VARCHAR2 6 Instrument Type e.g. FUTCOM
5 Expiry Date VARCHAR2 30 Expiry Date e.g. 20-Oct-2016
6 Strike price NUMBER 10 Strike price of the contract e.g. 0 (Future use)
7 Option Type VARCHAR2 2 Option Type of the contract e.g. XX (Future use)
8 Security_name VARCHAR2 20 Contract name e.g. COTTON 29 MMOCT15
9 book_type Integer 4 bytes
Regular or Negotiated_book 1- Regular 4 - Negotiated
10 market_type Integer 4 bytes Market Type Default value – 1
11 user_id Integer 4 bytes Member User ID
Page 29
29/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr. No Field Name Data Type Length Remarks
12 branch_id Integer 4 bytes Member Branch ID
13 buy_sell String 100 (max size)
Buy,Sell 1- Buy 2 - Sell
14 trade_qty Number 12 Trade Quantity
15 trade_price Number (10,2) Trade Price
16 pro_cli String 100 (max size) PRO/CLIENT e.g. PRO – 2, Client - 1
17 client String 100 (max size) Client Name
18 participant code String 100 (max size) Participant Id
19 settle Integer 4 bytes Settlement days Default value is 0
20 entry_dt String 100 (max size) Order Entry Time eg. 11/9/2015 10:12
21 mod_dt_tm VARCHAR2 30 Trade modification date time eg. 11/9/2015 11:50
22 order_number String 100 (max size) Order number
23 cpid String 100 (max size) Counter Party Broker ID
24 nnf_field Integer 4 bytes NNF field e.g. Terminal id of CTCL
Page 30
30/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
10 Description: Trade report for Trading Member
File Name: NCDEX_TR01_<MEMBER CODE>_DDMMYYYY.CSV
No changes in this file. The token number would be in numeric format.
File Structure:
Sr. No.
Field Name Data Type Length Remarks
1 Trade Number VARCHAR2 18 Trade Number
2 Trade Date DATE Trade date (Format: ‘DD-MON-YYYY’)
3 Activity Type NUMBER 2 2-Normal Trade 51-Modified/Give Up Trade 30 – EFP Trade
4 Market Type VARCHAR2 1 Default value is ‘N’
5 Instrument Type
VARCHAR2 6 Instrument type e.g: FUTCOM
6 Symbol VARCHAR2 10 Symbol eg. COTTON
7 Expiry Date DATE Expiry date(Format: DD-MON-YYYY)
8 Strike Price NUMBER (9,2) Strike Price of the contract. Default value is ‘0.00’
9 Option Type VARCHAR2 2 Option Type of the contract. Default value is ‘FF’
10 Corporate Action level
NUMBER 2 Default value is ‘0’
11 Buy Broker VARCHAR2 5 Trading member on the Buy side
12 Sell Broker VARCHAR2 5 Trading member on the Sell side
13 Trade Price NUMBER (10,2) Price at which the trade was executed
14 Trade Date Time
DATE Trade execution time (Format: ‘DD-MON-YYYY HH24:MI:SS’)
15 Trade Volume NUMBER 12 Quantity traded
16 Trade Token No
NUMBER 5
17 Trade Buy Branch
NUMBER 2 Branch of the Buy side Trading Member
18 Buy CM Code VARCHAR2 6 Buy Clearing Member Code
19 Sell CM Code VARCHAR2 6 Sell Clearing Member Code
Page 31
31/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr. No.
Field Name Data Type Length Remarks
20 Trade Sell Branch
NUMBER 2 Branch of the Sell side Trading Member
21 Buy Custodial Participant
VARCHAR2 12 Buy side CP code
22 Buy Side Confirmation
VARCHAR2 1
23 Sell Custodial Participant
VARCHAR2 12 Sell side CP code
24 Sell Side Confirmation
VARCHAR2 1
25 Buy Covered Uncovered Flag
VARCHAR2 1 Covered / Uncovered flag on Buy side Covered – C, Uncovered - U
26 Sell Covered Uncovered Flag
VARCHAR2 1 Covered / Uncovered flag on Sell side Covered – C, Uncovered – U
27 Buy Old Custodial Participant
VARCHAR2 12 Old Participant Code on Buy side
28 Buy Old CM Code
VARCHAR2 6 Old CM Code on Buy side
29 Sell Old Custodial Participant
VARCHAR2 12 Old Participant Code on Sell side
30 Sell Old CM Code
VARCHAR2 6 Old CM Code on Sell side
31 Trade Buyer NUMBER 5 TM code on the Buy side
32 Trade Seller NUMBER 5 TM code on the Sell side
33 Buy Order No VARCHAR2 12 Buy side order number
34 Sell Order No VARCHAR2 12 Sell side order number
35 Buy Account No
VARCHAR2 10 Buy client id
36 Sell Account No
VARCHAR2 10 Sell client id
37 Buy Remarks VARCHAR2 24 Buy side remarks
38 Sell Remarks VARCHAR2 24 Sell side remarks
39 Buy Position VARCHAR2 1
40 Sell Position VARCHAR2 1
41 Buy Proprietor Client Flag
VARCHAR2 1 P – Proprietary C – Client
42 Sell Proprietor Client Flag
VARCHAR2 1 P – Proprietary C – Client
43 Control Flag VARCHAR2 1 Default value is ‘N’
44 Buy CTCL ID VARCHAR2 15 15 digit Buy NNF ID/ CTCL ID
Page 32
32/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr. No.
Field Name Data Type Length Remarks
45 Sell CTCL ID VARCHAR2 15 15 digit Sell NNF ID/CTCL ID
11. Description: Trade report for Clearing Member
File Name: NCDEX_TR02_<MEMBER CODE>_DDMMYYYY.CSV
No change in the file structure. The token number would be numeric format.
File Structure:
Sr. No.
Field Name Data Type Length Remarks
1 Trade Number VARCHAR2 18 Trade Number
2 Trade Date DATE Trade date (Format: ‘DD-MON-YYYY’)
3 Activity Type NUMBER 2 2-Normal Trade 51-Modified/Give Up Trade 30 – EFP Trade
4 Market Type VARCHAR2 1 Default value is ‘N’
5 Instrument Type
VARCHAR2 6 Instrument type e.g.: FUTCOM
6 Symbol VARCHAR2 10 Symbol e.g. COTTON
7 Expiry Date DATE Expiry date (Format: DD-MON-YYYY)
8 Strike Price NUMBER (9,2) Strike Price of the contract. Default value is ‘0.00’
9 Option Type VARCHAR2 2 Option Type of the contract. Default value is ‘FF’
10 Corporate Action level
NUMBER 2 Default value is ‘0’
11 Buy Broker VARCHAR2 5 Trading member on the Buy side
12 Sell Broker VARCHAR2 5 Trading member on the Sell side
13 Trade Price NUMBER (10,2) Price at which the trade was executed
14 Trade Date Time
DATE Trade execution time (Format: ‘DD-MON-YYYY HH24:MI:SS’)
15 Trade Volume NUMBER 12 Quantity traded
16 Trade Token No
NUMBER 5
17 Trade Buy Branch
NUMBER 2 Branch of the Buy side trading member
18 Buy CM Code VARCHAR2 6 Buy Clearing Member Code
19 Sell CM Code VARCHAR2 6 Sell Clearing Member Code
20 Trade Sell Branch
NUMBER 2 Branch of the Sell side Trading Member
Page 33
33/ 33 Registered Office: 1st Floor, Akruti Corporate Park, Near G.E. Garden, LBS Road,
Kanjurmarg West, Mumbai 400 078, India. CIN No. U51909MH2003PLC140116
Phone: +91-22-6640 6789, Fax +91-22-6640 6899, Website: www.ncdex.com
Sr. No.
Field Name Data Type Length Remarks
21 Buy Custodial Participant
VARCHAR2 12 Buy side CP code
22 Buy Side Confirmation
VARCHAR2 1
23 Sell Custodial Participant
VARCHAR2 12 Sell side CP code
24 Sell Side Confirmation
VARCHAR2 1
25 Buy Covered Uncovered Flag
VARCHAR2 1 Covered / Uncovered flag on Buy side
26 Sell Covered Uncovered Flag
VARCHAR2 1 Covered / Uncovered flag on Sell side
27 Buy Old Custodial Participant
VARCHAR2 12 Old Participant Code on Buy side
28 Buy Old CM Code
VARCHAR2 6 Old CM Code on Buy side
29 Sell Old Custodial Participant
VARCHAR2 12 Old Participant Code on Sell side
30 Sell Old CM Code
VARCHAR2 6 Old CM Code on Sell side
31 Trade Buyer NUMBER 5 Buy side TM code
32 Trade Seller NUMBER 5 Sell side TM code
33 Buy Order No VARCHAR2 12 Buy side alphanumeric order number
34 Sell Order No VARCHAR2 12 Sell side alphanumeric order number
35 Buy Account No
VARCHAR2 10 Buy Client ID
36 Sell Account No
VARCHAR2 10 Sell Client ID
37 Buy Remarks VARCHAR2 24 Buyer Remarks
38 Sell Remarks VARCHAR2 24 Seller Remarks
39 Buy Position VARCHAR2 1
40 Sell Position VARCHAR2 1
41 Buy Proprietor Client Flag
VARCHAR2 1 Pro / Client flag for Buy side P – Proprietary C – Client
42 Sell Proprietor Client Flag
VARCHAR2 1 Pro / Client flag for Sell side P – Proprietary C – Client
43 Control Flag VARCHAR2 1 Default value is ‘N’
44 Buy CTCL ID VARCHAR2 15 15 digit Buy NNF ID/ CTCL ID
45 Sell CTCL ID VARCHAR2 15 15 digit Sell NNF ID/CTCL ID