Information objects of market 'Aux06' - 'Equities trading system auxiliary functions, v.06'

Table of Content

TAction - Operation
TActiveStatus - Logical operator
TAlgoIterationStatus - Iteration status
TAlgoIterationType - Iteration type
TAlgoOrderStatus - Order status
TBuySell - Order direction
TCPListType - Partner list type
TDepositIntent -
TDepositRate - Deposit rate type
TImmCancel - Order processing condition
TIntervalEntryType - Interval type
TLanguage - Language of Trading System messages
TMktLimit - Order type
TPriceShiftEntryType - Price shift type for limit orders
TQuoteStatus - Quote status
TQuoteType - Quote type
TSecStatus - Security status
TSplitFlag - Price split flag
TStartEntryType - Algo-order start
TStatus - Trading status
TTradeStatus - Trade status
TTradingStatus - Security trading status
TYesNo - Logical operator

Tables
ALGO_ITERATIONS - Algo-orders iterations
ALGO_ORDERS - Algo-orders
ALGO_SEC - Securities for algo-orders
ALGO_TYPES - Algo-order types
CPLIST - Partner lists
CPLIST_FIRM - Partners
DEPOSIT - Deposits
DEPOSIT_DETL - Deposit history
DEPOSIT_ORDERBOOK - Orderbook
DEPOSIT_SEC - Securities
DEPOSIT_TRADE - Deposit trades
NEGDEALQUOTELINK - Quotes and negdeals correspondence
QUOTE - Sent quotes
QUOTEBOOK - Quotes
QUOTE_FIRM - Firms
QUOTE_SEC - Quote market data

Transactions
ALGO_ORDER_TWAP - Enter TWAP algo-order
CHANGE_LANGUAGE - Change the language of the Trading System messages
CPLIST_CREATE - Create list of partners
CPLIST_DELETE - Delete list of partners
CPLIST_MODIFY - Modify list of partners
DEPOSIT_NEGDEAL - Enter negotiated deal order
DEPOSIT_ORDER - Change of deposit
QUOTE - Enter quote
QUOTE_CREDIT_NEGDEAL - Enter negotiated deal Credit order
QUOTE_LOAN - Enter loan quote
QUOTE_LOAN_CCP_NEGDEAL - Enter negotiated deal Loan with CCP order
QUOTE_NEGDEAL - Enter negotiated deal order
QUOTE_REPO - Enter REPO quote
QUOTE_REPO_CCP_NEGDEAL - Enter negotiated deal REPO with CCP order
QUOTE_REPO_NEGDEAL - Enter negotiated deal REPO order
QUOTE_SET_DENY_CPLIST - Set quote view deny list for your firm
QUOTE_WD - Withdraw quotes
WD_ALGOORDERS - Withdraw algo-orders

Enumerated Types

TAction - Operation (size: 1, type: ekGroup)

Constant	Value	Description
A	+	Add
D	-	Remove
M	m	Modify

TActiveStatus - Logical operator (size: 1, type: ekCheck)

Constant	Value	Description
A	Active	Active
D	Deleted	Deleted

TAlgoIterationStatus - Iteration status (size: 1, type: ekCombo)

Algorithmic order iteration status

Constant	Value	Description
P	Pending	Execution pending
F	-A	Rejected by the Algorithmic Module
R	-T	Rejected by the Trading System
O	Act	Send to the Trading System
E	Waiting	Waiting to match in the Trading System
M	+	Matched in the Trading System
L	+/-	Partially matched in the Trading System
W	-	Withdrawn
C	-C	Cancelled by the Trading System

TAlgoIterationType - Iteration type (size: 1, type: ekCombo)

Algorithmic order iteration type

Constant	Value	Description
R	+	Retrospective
P	-	Perspective

TAlgoOrderStatus - Order status (size: 1, type: ekGroup)

Available order statuses

Constant	Value	Description
I	Registering	Creating algo-order iterations
O	Act	Active
M	+	Matched
L	+/-	Partially matched
W	-	Withdrawn
F	-CP	Rejected by counterparty
R	-TS	Rejected by the Trading System
C	-C	Cancelled by the Trading System
D	-D	Cancelled by Trading System on user's disconnect (COD)
S	Error	Internal error
X	Not activated. Lack of collateral.	Order was not activated. Lack of collateral.

TBuySell - Order direction (size: 1, type: ekGroup)

Available order directions

Constant	Value	Description
B	B	Buy
S	S	Sell

TCPListType - Partner list type (size: 1, type: ekCombo)

Constant	Value	Description
A	Allow list	Allow list
D	Deny list	Deny list

TDepositIntent - (size: 1, type: ekCombo)

Constant	Value	Description
I	I	Intention
D	D	Placement
R	R	Refund
O	O	Refund close
C	C	Deposit close

TDepositRate - Deposit rate type (size: 1, type: ekGroup)

List of available types of deposit rates

Constant	Value	Description
F		Fixed rate deposit
L		Floating rate deposit

TImmCancel - Order processing condition (size: 1, type: ekGroup)

List of available conditions of order processing: "Append to the orderbook" - after matching the remainder of the limit order is appended to the aggregate orderbook (the priority of the order in the orderbook is determined by price and then, for the orders with equal prices - by the entry time), for market orders with this option the unmatched remainder is automatically withdrawn; "Immediately or cancel" - the order is matched only if it could be fully matched immediately, otherwise the order is canceled. "Withdraw unmatched remainder" - the order is matched as best it immediately could, the unmatched remainder is canceled (applicable to limit orders only)

Constant	Value	Description
		Append to the orderbook
N	N	Immediately or cancel
W	W	Withdraw unmatched remainder

TIntervalEntryType - Interval type (size: 1, type: ekGroup)

TWAP algorithmic order interval type

Constant	Value	Description
T	Time	Time between iterations
N	Order count	Number of algoritmic order iterations

TLanguage - Language of Trading System messages (size: 1, type: ekCombo)

Constant	Value	Description
R	Rus	Russian
E	Eng	English

TMktLimit - Order type (size: 1, type: ekGroup)

The list of allowed order types. Attention: market orders entered during the closing period are automatically assigned type "C" (limit orders during the closing period trading are not allowed).

Constant	Value	Description
M	M	Market
L	L	Limit

TPriceShiftEntryType - Price shift type for limit orders (size: 1, type: ekGroup)

Constant	Value	Description
P	%	«Percent» – price shift, %
A	Price	«Price» – price shift is measured in money
	No	«No» – no price shift specified

TQuoteStatus - Quote status (size: 1, type: ekGroup)

Available quote statuses

Constant	Value	Description
O	Act	Active
W	-	Withdrawn
R	-TS	Rejected by the Trading System
C	-C	Cancelled by the Trading System
D	-D	Cancelled by Trading System on user's disconnect (COD)
I	Counter negdeals	Waiting for counter negdeals
J	Lifetime is over	Inactive after book building and matching time ran out

TQuoteType - Quote type (size: 1, type: ekCombo)

Quote type

Constant	Value	Description
B	BASIC	Basic quote (buy/sell)
R	REPO	REPO quote
L	LOAN	Loan quote

TSecStatus - Security status (size: 1, type: ekCombo)

Constant	Value	Description
A		Operations are allowed
S	S	Operations are suspended
N	B	Suspended for trading, settlement is allowed

TSplitFlag - Price split flag (size: 1, type: ekGroup)

List of possible values of the price split flag. Note: for market orders only the "Split allowed" ("S") value is applicable.

Constant	Value	Description
S		Price split allowed
O	O	One price only

TStartEntryType - Algo-order start (size: 1, type: ekGroup)

Algorithmic order start moment type

Constant	Value	Description
U	U	Specified by the user
C	C	From current time

TStatus - Trading status (size: 1, type: ekCombo)

List of available trading/clearing operation statuses

Constant	Value	Description
A		Operations are allowed
S	S	Operations are suspended

TTradeStatus - Trade status (size: 1, type: ekCombo)

Trade status

Constant	Value	Description
M	+	Matched/confirmed (included into off-line settlement)
U	Unsettled	No settlement instruction has been sent yet
C	-C	Cancelled by the Trading System
P	Waiting	Included into settlement instruction
W	-	Cancelled / Settlement cancellation
X	X	Discontinued as part of cash settlement
L	L	Confirmation by liquidity provider required
H	H	Sufficiency check of collateral
F	-F	Declined by liquidity provider

TTradingStatus - Security trading status (size: 1, type: ekGroup)

List of available security trading statuses

Constant	Value	Description
N	N	Not traded right now
T		Trading session

TYesNo - Logical operator (size: 1, type: ekCheck)

Constant	Value	Description
N		No
Y	Yes	Yes

Interface 'Broker' - 'Users interface, auxiliary functions, v.06'

Tables

ALGO_ITERATIONS - Algo-orders iterations (updateable)

Algo-orders iterations

Input field	Description	Type	Size	Remarks
ALGOORDERNO	Order #	INTEGER	12	Algo-order ID in the Algorithmic Module

Output field	Description	Type	Size	Remarks
ALGOORDERNO	Order #	INTEGER	12	Algo-order ID in the Algorithmic Module
ALGOITERATIONNO	Iteration	INTEGER	5	Algorithmic order iteration number
TYPE	Iteration type	TAlgoIterationType	1	Algorithmic order iteration type
STATUS	Iteration status	TAlgoIterationStatus	1	Algorithmic order iteration status
PLANNEDFIRETIME	Excepted time	TIME	6	Scheduled time when the iteration should fire (send linked order to the Trading System)
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
MKTLIMIT	Type	TMktLimit	1	Linked order type: "limit/market"
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
PLANNEDQUANTITY	Expected quantity, lots	INTEGER	16	Scheduled volume of the iteration,expressed in lots
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
AMENDTIME	Amend time	TIME	6
AMENDMICROSECONDS	Microseconds	INTEGER	6	Микросекунды
FIRETIME	Execution time	TIME	6	Iteration actual execution time
FIREMICROSECONDS	Execution time microseconds	INTEGER	6
SUCCESS	Registered	TYesNo	1	Order registered in TS
LINKEDORDERNO	Linked order	INTEGER	12	Linked order ID in the Trading System
QUANTITY	Executed quantity, lots	INTEGER	16	Algorithmic order actually executed quantity, expressed in lots
WAPRICE	Execution price	FLOAT	17	Actual execution price of the iteration
PRICE	Order price	FLOAT	17	The price of the order sent to the Trading System
RESULTCODE	Error/message code	INTEGER	11	Iteration execution return code
RESULTMSG	Message	CHAR	256	Iteration execution result message

ALGO_ORDERS - Algo-orders (updateable)

Algo-orders

No input fields


Output field	Description	Type	Size	Remarks
ALGOORDERNO	Order #	INTEGER	12	Algo-order ID in the Algorithmic Module
ALGOTYPEID	Algorithm	CHAR	12	Algorithmic order type
ENTRYDATE	Order date	DATE	8	Algo-order registration date in the Algorithmic Module
ENTRYTIME	Order time	TIME	6	Algo-order registration time in the Algorithmic Module
ENTRYMICROSECONDS	Microseconds	INTEGER	6	Микросекунды
STATUS	Status	TAlgoOrderStatus	1	Algorithmic order status
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
TRDACCID	Trading account	CHAR	12	Trading account number
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
QUANTITY	Total quantity	INTEGER	16	Algorithmic order total quantity, expressed in lots
BALANCE	Lots left	INTEGER	16	Volume of unmatched part of an order, expressed in lots
WAPRICE	WA price	FLOAT	17	Algorithmic order weighted-average execution price
AMENDDATE	Withdraw date	DATE	8	Algorithmic order withdraw date
AMENDTIME	Withdraw time	TIME	6	Algorithmic order withdraw time
AMENDMICROSECONDS	Withdraw time microseconds	INTEGER	6
STARTENTRYTYPE	Algo-order start	TStartEntryType	1	Algorithmic order start moment type
STARTTIME	Start time	TIME	6	Algorithmic order start time
STOPTIME	Stop time	TIME	6	Algorithmic order stop time
ALGOITERATIONSCOUNT	Total iterations	INTEGER	5	Algorithmic order total expected number of iterations
ALGOITERATIONNO	Current iteration	INTEGER	5	Algorithmic order current iteration number
MKTLIMIT	Type	TMktLimit	1	Linked order type: "limit/market"
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
INTERVALENTRYTYPE	Interval type	TIntervalEntryType	1	TWAP algorithmic order interval type
INTERVAL	Interval	TIME	6	Interval between algorithmic order iterations
PRICELIMIT	Limit price	FLOAT	17	Algorithmic order limit price
PRICESHIFTENTRYTYPE	Price shift type	TPriceShiftEntryType	1	Limit algorithmic order price shift type
PRICESHIFT	Price shift	FLOAT	17	Limit algorithmic order price shift value, according to "Price shift type" specified
RANDOMCOEF	Randomization coef.	FIXED	2.1	Linked order value/interval randomization coefficient. Valid value in range 0,0..1,0 with step 0,1.

ALGO_SEC - Securities for algo-orders (updateable)

Securities for algo-orders

No input fields


Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security ID	CHAR	12	Security ID
SECNAME	Name	CHAR	30
LATNAME	English name	CHAR	30	Name of the security in English
FACEVALUE	Face value	FLOAT	17	Today's face value of one Security, expressed in the currency, in which the Security is nominated
FACEUNIT	Face value currency	CHAR	4	Currency in which security is denominated
SHORTNAME	Security	CHAR	10
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Order's minimum price step	FLOAT	17	Minimum price increment for orders, not applicable to orders at WA price
STATUS	Status	TSecStatus	1	Flag "trading operations allowed/suspended"
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
TRADINGSTATUS	Trading status	TTradingStatus	1	Security trading status

ALGO_TYPES - Algo-order types (not updateable)

Типы алгоритмических заявок

No input fields


Output field	Description	Type	Size	Remarks
ALGOTYPEID	Algorithm	CHAR	12	Algorithmic order type
NAME	Type name	CHAR	64	Algo-order type name
LATNAME	Type name (eng)	CHAR	64	Algo-order type name (english)
STATUS	Status	TStatus	1	Algo-order type status

CPLIST - Partner lists (updateable)

Lists of partner firms

No input fields


Output field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
FIRMID	List owner's firm Id	CHAR	12	List owner's firm Id
NAME	Partner list name	CHAR	30	Partner list name set by the user
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
STATUS	Partner list status	TActiveStatus	1	Partner list status

CPLIST_FIRM - Partners (updateable)

Firms included in partner lists

No input fields


Output field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
FIRMID	List owner's firm Id	CHAR	12	List owner's firm Id
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
STATUS	Partner list status	TActiveStatus	1	Partner list status

DEPOSIT - Deposits (updateable)

Table contains information about deposits

No input fields


Output field	Description	Type	Size	Remarks
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
SECCODE*	Security	CHAR	12	Security ID
CURRENCYID	Currency	CHAR	4	Deposit settlement currency
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
STARTDATE	Deposit date	DATE	8	The date the deposit was placed
ENDDATE	Return date	DATE	8	Deposit return date
RETURNDATE	Actual return date	DATE	8	Date of actual return of the deposit
INITIALVALUE	Deposit value	FIXED	16.2	Initial deposit value, expressed in the currency of the settlement
INITIALPRICE	Rate, %	FLOAT	17	Initial deposit rate, %
CURRENTVALUE	Current value	FIXED	16.2	Current deposit value, expressed in the currency of the settlement
CURRENTPRICE	Current rate, %	FLOAT	17	Current deposit rate, %
RETURNVALUE	Return value	FIXED	16.2	Return value of the deposit, expressed in the currency of the settlement
WAVALUE	Weighted average value	FIXED	16.2	Weighted average value of the deposit, expressed in the currency of the settlement
CURRENTACCRUED	Value of accrued interest	FIXED	16.2	Accrued interest, expressed in the currency of settlement
DEPOSITRATETYPE	Deposit rate type	TDepositRate	1	Deposit rate type
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier

DEPOSIT_DETL - Deposit history (updateable)

Table contains information about deposits and their changes

No input fields


Output field	Description	Type	Size	Remarks
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
SECCODE*	Security	CHAR	12	Security ID
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
DATE	Date of change	DATE	8	Date of deposit change
CURRENTVALUE	Current Value	FIXED	16.2	Value, expressed in the currency of settlement
PLANNEDVALUE	Planned Volume	FIXED	16.2	Value, expressed in the currency of settlement
CURRENTPRICE	Current Rate	FLOAT	17	Current Adjusted Rate
PLANNEDPRICE	Planned Rate	FLOAT	17	Planned Adjusted Rate
CURRENTWITHDRAWAL	Deposit withdrawal	FIXED	16.2	Deposit withdrawal amount
PLANNEDWITHDRAWAL	Deposit withdrawal	FIXED	16.2	Deposit withdrawal amount
CURRENTREFUND	Deposit refund	FIXED	16.2	Deposit refund amount
PLANNEDREFUND	Deposit refund	FIXED	16.2	Deposit refund amount
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
BENCHMARKVALUE	Benchmark value, %	FLOAT	10	The value of the indicator that was used today to calculate the interest on this trade
SPREAD	Spread, %	FLOAT	17	Spread value, %

DEPOSIT_ORDERBOOK - Orderbook (updateable, clear on update)

Table contains information with Buy and Sell quotes for a security (traded instrument). Each row corresponds to one Buy or Sell price. The maximum number of rows (i.e. orderbook depth) is determined by internal settings of the Trading System.

Input field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID

Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
PRICE	Rate, %	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement

DEPOSIT_SEC - Securities (updateable)

No input fields


Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
SECNAME	Name	CHAR	30
LATNAME		CHAR	30
FACEVALUE	Face value	FLOAT	17	Face value of one Security, expressed in the currency, in which the Security is nominated
FACEUNIT	Currency of instrument	CHAR	4	Currency in which security is denominated
SHORTNAME	Security	CHAR	10
LOTSIZE	Lot size	INTEGER	8	Number of securities in one lot
MINSTEP	Minimum price step	FLOAT	10	The minimal step by which two prices may differ
MINQTY	Lots	INTEGER	16	Quantity, expressed in lots
STATUS	Status	TSecStatus	1	Flag "trading operations allowed/suspended"
DECIMALS	Number of decimals	INTEGER	2	Number of decimals in the Value field (is used to format PRICE-type fields)
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
BID	Bid	FLOAT	17	Best bid price
BIDDEPTH	Best bid depth	INTEGER	16	Total unmatched volume of all active buy orders at the current best bid price, expressed in lots
OFFER	Offer	FLOAT	17	Best offer price
OFFERDEPTH	Best offer depth	INTEGER	16	Volume of all sell orders at the best price, expressed in lots

DEPOSIT_TRADE - Deposit trades (updateable)

Deposit trades

No input fields


Output field	Description	Type	Size	Remarks
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
TRADENO	Trade #	INTEGER	12	Trade number in the Trading System
PARENTTRADENO	Витринная сделка №	INTEGER	12	Идентификационный номер витринной сделки в Торговой Системе
TRADEDATE	Дата сделки	DATE	8	Дата сделки
SECCODE	Security	CHAR	12	Security ID
CURRENCYID	Settlement currency	CHAR	4	Settlement currency
FIRMID	Firm	CHAR	12	Firm ID
BANKACCID	Bank account	CHAR	12	Settlement account/code ID in the settlement house
SETTLEDATE	Дата расчетов	DATE	8	Дата расчетов
REFUND	Пополнение	FIXED	16.2	Value, expressed in the currency of settlement
WITHDRAW	Изъятие	FIXED	16.2	Value, expressed in the currency of settlement
RATE	Rate	FLOAT	17	Rate
STATUS	Status	TTradeStatus	1	Trade status
DEPOSITINTENT	Deposit trade type	TDepositIntent	1	Deposit trade type

NEGDEALQUOTELINK - Quotes and negdeals correspondence (updateable)

Table contains list of quote IDs with correspondent negdeal IDs

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
ORDERNO	Order	INTEGER	12	Order ID

QUOTE - Sent quotes (updateable)

Table contains information on quotes submitted by current firm since the beginning of the trading session. Each row corresponds to one quote.

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
ENTRYDATE	Date	DATE	8
ENTRYTIME	Time	TIME	6
STATUS	Status	TQuoteStatus	1	Status of a quote
BUYSELL	Direction	TBuySell	1	Quote direction - "Buy / Sell"
USERID	User ID	CHAR	12
FIRMID	Firm	CHAR	12	Firm ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price (rate)	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
MICROSECONDS	Microseconds	INTEGER	6	Time when the quote was registered at the Trading System, microseconds
UPDATETIME	Update time	TIME	6	Time when the quote was updated last time (cancelled)
UPDATE_MICROSECONDS	Update time microseconds	INTEGER	6	Time when the quote was updated last time (cancelled), microseconds
QUOTETYPE	Quote type	TQuoteType	1
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement
REPOTERM	REPO / Loan term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
ANONYMOUS	Anonymous quote	TYesNo	1	Do not disclose quote's initiator
FULLAMOUNT	Full amount flag	TYesNo	1	If this flag is set, only negdeals with value/quantity equal to quote's value/quantity are accepted
BOOKBUILDINGTIME	Negdeal placement end time	TIME	6	Time (HHMMSS) until which it's allowed to place negdeals for this quote
LIFETIME	Quote life time	TIME	6	Time (HHMMSS) at which all active negdeals for this quote will be cancelled
ISOPENREPO	Open date REPO	TYesNo	1	Open date REPO
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
TRDACCID	Trading account	CHAR	12	Trading account number
DISCOUNT	Начальный дисконт, %	FLOAT	17	Значение начального дисконта в процентах
LOWERDISCOUNT	Lower limit for REPO discount, %	FLOAT	17	Lower limit for REPO discount, expressed in %
UPPERDISCOUNT	Upper limit for REPO discount, %	FLOAT	17	Upper limit for REPO discount, expressed in %
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
OPENREPOEVERGREENTERM	EverGreen term	INTEGER	4	Period until execution of the second part of the REPO with open date
PERCENTPERIOD	Interest payment period	INTEGER	4

QUOTEBOOK - Quotes (updateable)

Table contains information on all quotes submitted by the trading firms in negdeal mode with no counterparty specified (quotes) since the beginning of the trading session. Each row corresponds to one quote.

No input fields


Output field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number
STATUS	Status	TQuoteStatus	1	Status of quote
BUYSELL	Direction	TBuySell	1	Quote direction - "Buy / Sell"
FIRMID	Firm	CHAR	12	Firm ID
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price	FLOAT	17
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
QUOTETYPE	Quote type	TQuoteType	1
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
FULLAMOUNT	Full amount flag	TYesNo	1	If this flag is set, only negdeals with value/quantity equal to quote's value/quantity are accepted
BOOKBUILDINGTIME	Negdeal placement end time	TIME	6	Time (HHMMSS) until which it's allowed to place negdeals for this quote
LIFETIME	Quote life time	TIME	6	Time (HHMMSS) at which all active negdeals for this quote will be cancelled
ISOPENREPO	Open date REPO	TYesNo	1	Open date REPO
DISCOUNT	Начальный дисконт, %	FLOAT	17	Значение начального дисконта в процентах
LOWERDISCOUNT	Lower limit for REPO discount, %	FLOAT	17	Lower limit for REPO discount, expressed in %
UPPERDISCOUNT	Upper limit for REPO discount, %	FLOAT	17	Upper limit for REPO discount, expressed in %
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
OPENREPOEVERGREENTERM	EverGreen term	INTEGER	4	Period until execution of the second part of the REPO with open date
PERCENTPERIOD	Interest payment period	INTEGER	4

QUOTE_FIRM - Firms (updateable)

This table contains additional information about the participating firms

No input fields


Output field	Description	Type	Size	Remarks
FIRMID	Firm	CHAR	12	Firm ID
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list

QUOTE_SEC - Quote market data (updateable)

The table contains current quote-based market information for securities.

No input fields


Output field	Description	Type	Size	Remarks
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
BID	Bid	FLOAT	17	Best bid price
BIDDEPTHT	Total bid depth	INTEGER	16	Total volume of all active buy quotes, expressed in lots
NUMBIDS	Buy quotes number	INTEGER	8	Number of active buy quotes
OFFER	Offer	FLOAT	17	Best offer price
OFFERDEPTHT	Total offer depth	INTEGER	16	Total volume of all active sell quotes, expressed in lots
NUMOFFERS	Sell quotes number	INTEGER	8	Number of active sell quotes
TIME	Change time	TIME	6	Time when market data was last changed
LASTBID	Session last bid	FLOAT	17	Best bid price at the time of the session end
LASTBIDDEPTHT	Session last total bid depth	INTEGER	16	Total volume of all active buy quotes, expressed in lots, at the time of the session end
LASTNUMBIDS	Session last buy quotes number	INTEGER	8	Number of active buy quotes at the time of the session end
LASTOFFER	Session last offer	FLOAT	17	Best offer price at the time of the session end
LASTOFFERDEPTHT	Session last total offer depth	INTEGER	16	Total volume of all active sell quotes, expressed in lots, at the time of the session end
LASTNUMOFFERS	Session last sell quotes number	INTEGER	8	Number of active sell quotes at the time of the session end

Transactions

ALGO_ORDER_TWAP - Enter TWAP algo-order

Ввод алгоритмической заявки TWAP

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
MKTLIMIT	Type	TMktLimit	1	Linked order type: "limit/market"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICELIMIT	Limit price	FLOAT	17	Предельная цена алго-заявки
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
STARTENTRYTYPE	Algo-order start	TStartEntryType	1	Algorithmic order start moment type
STARTTIME	Start time	TIME	6	Algorithmic order start time
STOPTIME	Stop time	TIME	6	Algorithmic order stop time
PRICESHIFTENTRYTYPE	Price shift type	TPriceShiftEntryType	1	Limit algorithmic order price shift type
PRICESHIFT	Price shift	FLOAT	17	Limit algorithmic order price shift value, according to "Price shift type" specified
INTERVALENTRYTYPE	Interval type	TIntervalEntryType	1	TWAP algorithmic order interval type
INTERVAL	Interval	TIME	6	Interval between algorithmic order iterations
ORDERSCOUNT	Order count	INTEGER	5	Expected number of linked orders during algorithmic order execution
RANDOMCOEF	Randomization coef.	FIXED	2.1	Linked order value/interval randomization coefficient. Valid value in range 0,0..1,0 with step 0,1.
FORCE	Force	TYesNo	1	Forced processing flag to skip some checks

CHANGE_LANGUAGE - Change the language of the Trading System messages

Input field	Description	Type	Size	Remarks
LANGUAGEID	Language code	TLanguage	1	Language code. Available codes: R - Russian, E - English

CPLIST_CREATE - Create list of partners

Create list of partners

Input field	Description	Type	Size	Remarks
NAME	Partner list name	CHAR	30	Partner list name
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
CPFIRMID+	Counterparty	CHAR	12	Counterparty firm

CPLIST_DELETE - Delete list of partners

Modify or delete list of partners

Input field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER, NOT NULL	12	ID of the counterparty list

CPLIST_MODIFY - Modify list of partners

Modify or delete list of partners

Input field	Description	Type	Size	Remarks
CPLISTID	ID of list	INTEGER, NOT NULL	12	ID of the counterparty list
NAME	Partner list name	CHAR	30	Partner list name set by the user
TYPE	Partner list type	TCPListType	1	Partner list type (allow list or deny list)
CPFIRMID+	Counterparty	CHAR	12	Counterparty firm
CPFIRMID_OPERATION+	Operation with a partner	TAction	1	Operation with a partner

DEPOSIT_NEGDEAL - Enter negotiated deal order

Enter negotiated deal order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	ID of the firm the order is addressed to
REPORATE	REPO rate	FLOAT	17	REPO rate, expressed in %
VALUE	Order value	FIXED	16.2	Order value, expressed in the currency of settlement
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System
ACCEPTEDORDERNO	ID of a deal to accept	INTEGER	12	Accepted counterparty's negotiated deal number (if an order is send in reply to negotiated deal) or white spaces

DEPOSIT_ORDER - Change of deposit

Request to withdraw a part of the deposit

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
MKTLIMIT	Type	TMktLimit	1	Order type: "limit/market"
SPLITFLAG	Price type	TSplitFlag	1	Order type option: "allow/not allow price split"
IMMCANCEL	Order processing type	TImmCancel	1	Append to orderbook, immediately or cancel, withdraw remainder
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Rate	FLOAT	17	Rate
VALUE	Order value	FIXED	16.2	Order value, expressed in the currency of settlement
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
DEPOSITNO	Deposit number	INTEGER	12	Deposit number in the Trading System

QUOTE - Enter quote

It is used to enter RPS / Intentions Quotes into the Trading / Clearing System. At the same time, only the Intention can be set for a security without a listing. For a financial instrument that has a listing level, the Bidder puts up an RPS Quote, and the Clearing Participant puts up an Intention. If the Bidder and the Clearing Participant coincide in one person, the RPS Quotation and the Intention are displayed simultaneously.

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price (rate)	FLOAT	17	Price (for buy/sell quotes) or REPO rate
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.

QUOTE_CREDIT_NEGDEAL - Enter negotiated deal Credit order

Enter negotiated deal Credits without CCP order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
REPORATE	REPO rate	FLOAT	17	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in the currency of settlement
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of quote being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
OPENREPOEVERGREENTERM	EverGreen term	INTEGER	4	Period until execution of the second part of the REPO with open date

QUOTE_LOAN - Enter loan quote

It is used to enter loan quotes into the Trading system.

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price (rate)	FLOAT	17	Price (for buy/sell quotes) or REPO rate
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
TRDACCID	Trading account	CHAR	12	Trading account number
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
ENABLEEXTCAPABILITIES	Enable extended quote capabilities	TYesNo	1
ANONYMOUS	Anonymous quote	TYesNo	1	Do not disclose quote's initiator
FULLAMOUNT	Full amount flag	TYesNo	1	If this flag is set, only negdeals with value/quantity equal to quote's value/quantity are accepted
BOOKBUILDINGDURATION	Negdeal placement end time	INTEGER	6	Time (HHMMSS) until which it's allowed to place negdeals for this quote

QUOTE_LOAN_CCP_NEGDEAL - Enter negotiated deal Loan with CCP order

Enter negotiated deal Loan with CCP order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
REPORATE	REPO rate	FLOAT	17	REPO rate, expressed in %
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of quote being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account

QUOTE_NEGDEAL - Enter negotiated deal order

Enter negotiated deal order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
PRICE	Rate	FLOAT	17	Rate
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of quote being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
ACCEPTEDORDERNO	ID of a deal to accept	INTEGER	12	Accepted counterparty's negotiated deal number (if an order is send in reply to negotiated deal) or white spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
VALUE	Value	FIXED	16.2	Value, expressed in the currency of settlement
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
CPUSERALIAS	Counterparty user alias	CHAR	12	Alias of the user the order is addressed to

QUOTE_REPO - Enter REPO quote

It is used to enter REPO quotes into the Trading system.

Input field	Description	Type	Size	Remarks
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
PRICE	Price (rate)	FLOAT	17	Price (for buy/sell quotes) or REPO rate
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
QUOTEVAL	Value	FIXED	16.2	Value, expressed in the currency of settlement
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
ISOPENREPO	Open date REPO	TYesNo	1	Open date REPO
TRDACCID	Trading account	CHAR	12	Trading account number
ENABLEEXTCAPABILITIES	Enable extended quote capabilities	TYesNo	1
ANONYMOUS	Anonymous quote	TYesNo	1	Do not disclose quote's initiator
FULLAMOUNT	Full amount flag	TYesNo	1	If this flag is set, only negdeals with value/quantity equal to quote's value/quantity are accepted
OPENREPOEVERGREENTERM	EverGreen term	INTEGER	4	Period until execution of the second part of the REPO with open date
PERCENTPERIOD	Interest payment period	INTEGER	4

QUOTE_REPO_CCP_NEGDEAL - Enter negotiated deal REPO with CCP order

Enter negotiated deal REPO with CCP or Deposit with CCP order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
REPORATE	REPO rate	FLOAT	17	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in the currency of settlement
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
DISCOUNT	REPO discount, %	FLOAT	17	Starting discount, percents
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of quote being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
ISOPENREPO	Open date REPO	TYesNo	1	Open date REPO
OPENREPOEVERGREENTERM	EverGreen term	INTEGER	4	Period until execution of the second part of the REPO with open date
PERCENTPERIOD	Interest payment period	INTEGER	4

QUOTE_REPO_NEGDEAL - Enter negotiated deal REPO order

Enter negotiated deal REPO without CCP order

Input field	Description	Type	Size	Remarks
TRDACCID	Trading account	CHAR	12	Trading account number
BUYSELL	Direction	TBuySell	1	Order direction - "Buy / Sell"
SECBOARD	Board	CHAR	4	Board ID for the security
SECCODE*	Security	CHAR	12	Security ID
CPFIRMID	Counterparty	CHAR	12	Counterparty firm
QUANTITY	Lots	INTEGER	16	Quantity, expressed in lots
BROKERREF	Broker reference	CHAR	20	Additional information entered by the trading firm (usually - client instruction number)
MATCHREF	Matching reference	CHAR	10	Identical text value entered by both trade parties
SETTLECODE	Settlement code	CHAR	12	Settlement code for the trade
EXTREF	External user ID	CHAR	12	A reference field which may be used as a back-feed by an external system. May contain, for example, a user ID of the external system user who entered the original order into that external system.
REFUNDRATE	Refund rate, %	FIXED	9.2	Fixed refund rate in case of default on the second REPO leg, expressed in percents. Note: refund rate must be the same in opposite order in order to be matched
REPORATE	REPO rate	FLOAT	17	REPO rate, expressed in %
REPOORDERVALUE	Repo value	FIXED	16.2	Repo value in the currency of settlement
REPOTERM	REPO term	INTEGER	4	REPO term expressed in calendar days. The term starts on the next day after the first REPO leg settlement and ends on the day of the second REPO leg settlement inclusive.
DISCOUNT	REPO discount, %	FLOAT	17	Starting discount, percents
LOWERDISCOUNT	Lower discount boundary	FLOAT	17	Lower discount boundary, percents
UPPERDISCOUNT	Upper discount boundary	FLOAT	17	Upper discount boundary, percents
ACCEPTEDQUOTENO	ID of a quote to accept	INTEGER	12	Number of quote being accepted (if the order is sent in reply to the quote), otherwise fill with spaces
CLIENTCODE	Client code	CHAR	12	Client code assigned by the broker
TRDACCFIRMID	Firm for trading account	CHAR	12	Firm identificator for trading account
BENCHMARKID	Benchmark	CHAR	12	Benchmark identifier
ISOPENREPO	Open date REPO	TYesNo	1	Open date REPO
OPENREPOEVERGREENTERM	EverGreen term	INTEGER	4	Period until execution of the second part of the REPO with open date

QUOTE_SET_DENY_CPLIST - Set quote view deny list for your firm

Set or reset partner list to filter incoming quotes

Input field	Description	Type	Size	Remarks
OPERATION	Partner list operation	TAction	1	Quote view deny list operation: 'A' - set deny list, 'D' - reset deny list
CPLISTID	ID of list	INTEGER	12	ID of the counterparty list

QUOTE_WD - Withdraw quotes

Withdraw previously entered quotas

Input field	Description	Type	Size	Remarks
QUOTENO	Quote number	INTEGER	12	Quote ID number

WD_ALGOORDERS - Withdraw algo-orders

Input field	Description	Type	Size	Remarks
ALGOORDERNO	Order #	INTEGER	12	Algo-order ID in the Algorithmic Module
USER	User ID	CHAR	12

Key fields are marked in bold.
Fields that contain security code are marked with asterisk (*).
Repeated field groups are marked with plus sign (+).