Changes made for structure and message transcodes in trade modification and trade cancellation rejection response.

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1 NATIONAL COMMODITY & DERIVATIVES EXCHANGE LIMITED Circular to all trading and clearing members of the Exchange Circular No : NCDEX/TECHNOLOGY-023/2016/164 Date : July 12, 2016 Subject : New API version release Members are requested to note that the Exchange has released new NNF API version with the following changes, in addition to the changes mentioned in the version 3.1.5, specified as per Circular No. NCDEX/ TECHNOLOGY -013/2015/292, dated September 10, Changes made for structure and message transcodes in trade modification and trade cancellation rejection response. New error codes introduced for trade modification, cancellation and give-up rejection response. Order and Trade number field length changes. Files Changed Members are also requested to note that following back office files will also have changes related to length of order and trade number. Sr. File Name Frequency 1 OrderBackUp.Txt Online 2 SpreadOrderBackUp.txt Online 3 TradeBackUp.Txt Online 4 Giveupddmmyyyy.txt Online 5 Tradeddmmyyyy.txt Online 6 NCDEX_BrokerId_Trd_Log_ddmmyyyy.csv End-Of-Day 7 NCDEX_TR01_(broker_id)_FWD_ddmmyy.CSV End-Of-Day 8 NCDEX_TR02_(broker_id)_FWD_ddmmyy.CSV End-Of-Day 9 NCDEX_BrokerId_Ord_log_ddmmyyyy.csv End-Of-Day 10 NCDEX_BrokerId_Opn_Ord_ddmmyyyy.csv End-Of-Day 11 ddmmyyy_tmid.txt End-Of-Day 12 NCDEX_TR01_<MEMBERCODE>_DDMMYYYY.CSV End-Of-Day 13 NCDEX_TR02_<PRM_MEM_CODE>_DDMMYYYY.CSV End-Of-Day Please refer to ANNEXURE A for the detailed file formats. The revised NNF API document Version has already been shared with empanelled CTCL vendors as well as members running CTCL software developed in-house. A copy of the latest document can be obtained by writing to the Customer Support Group of the Exchange at askus@ncdex.com. 1 / 28

2 The Exchange advises all empanelled vendors as well as members running in-house CTCL software to make necessary changes in their CTCL software and back office software pertaining to above changes. The Exchange has already provided a dedicated test environment to test the changes in the NNF API specifications. Technical details of the environment is available in ANNEXURE B. Vendors / members may contact the Customer Service Group of the Exchange for acquiring the details of Exchange s test environment. After implementing the NNF API changes, it is mandatory for all the vendors to test the software and certify the same with the Exchange, prior to the deployment at member s end. Members are requested to note that exchange will directly go live with the new NNF API version and not with The Exchange will announce the schedule for the mock trading session as well as go live dates for the NNF API Version through a separate circular. For and on behalf of National Commodity & Derivatives Exchange Limited Viral Davda VP - Technology For further information / clarifications, please contact 1. Customer Service Group on toll free number: Customer Service Group by to: askus@ncdex.com 2 / 28

3 ANNEXURE A Back Office Files Description: Online Order Backup File File Name: OrderBackUp.Txt Changes: Old Value New Value Field Data Type Length Field Data Type Length Order Double 15 Order CHAR 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Order CHAR 12 2 Order Status 1 - New Order, Stop Loss Order, Notify Order, Freeze Approved 2 - Replaced 3 - Partially Traded 4 - Fully Traded 5 - Cancelled, Cancel Pending, Expired, Purged 6 - Rejected, Freeze Rejected 3 Instrument Type X 6 FUTCOM, OPTCOM 4 Symbol 5 Expiry Date DDMMMYYYY DDMMMYYYY 6 Strike Price 7 Option Type 8 Contract Name 9 Book Type Integer 1 - Regular Lot 3 - Stop Loss 4 - Negotiated 10 Book Type Name RL, SL, NT 11 Market Type Integer 1 12 User ID X 5 User ID 13 Branch ID Integer Branch ID 14 Buy / Sell Integer 1 - Buy, 2 - Sell 15 Disclosed Quantity 16 Disclosed Quantity Remaining 17 Total Quantity Remaining 18 Original Quantity Long 3 / 28

4 S.No. Field Data Type Length Remarks 19 Minimum Fill Quantity 20 All or None 0 - Not AON 1 - AON 21 Volume Filled Today 22 Price Double 23 Broker Id 24 Order Type 0 - Limit, NT 1 - ATO 2 - Market 25 Good Till Date DD/MM/YYYY 26 Duration 0 - DAY 1 - IOC 2 - GTC 3 - GTD 27 Pro / Client X Client, 2 - Pro 28 Client ID X 10 Client ID 29 Participant ID X 12 Participant ID 30 Open / Close X 1 OPEN 31 Cover / Uncover X 1 UNCOVER 32 Last Modified Time Double DD Mmm YYYY HH:MM:SS 33 Remarks X Entry Date Time X 20 DD Mmm YYYY HH:MM:SS 35 NNF Id Double NNF Id/CTCL ID 4 / 28

5 Description: Online Spread Order Backup File File Name: SpreadOrderBackUp.txt Changes: Old Value New Value Field Data Type Length Field Data Type Length Spread Order Structure: Double 15 Spread Order CHAR 12 Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Spread Order Char 12 2 Spread Order Status 1 - New Order 2 - Cancelled 3 - Rejected 4 - Fully Traded 5 -Partially Traded 3 LEG 1 LEG 1 4 Instrument Type X 6 FUTCOM, OPTCOM etc 5 Symbol 6 Expiry Date DDMMMYYYY DDMMMYYYY 7 Contract Name 8 Total Quantity 9 Traded Quantity 10 Remaining Quantity 11 LEG 2 LEG 2 12 Instrument Type X 6 FUTCOM, OPTCOM etc 13 Symbol 14 Expiry Date DDMMMYYYY DDMMMYYYY 15 Contract Name 16 Total Quantity 17 Traded Quantity 18 Remaining Quantity 19 User ID X 5 User ID 20 Branch ID Integer Branch ID 21 BSP / SSP Integer 1 - BSP, 2 - SSP 22 Price Difference 23 Broker Id 24 Entry Date Time Double DD Mmm YYYY HH:MM:SS 25 Duration 26 Pro / Client X Client, 2 - Pro 27 Client ID X 10 Client ID 28 Participant ID X 12 Participant ID 5 / 28

6 S.No. Field Data Type Length Remarks 29 Open / Close OPEN 30 Cover / Uncover UNCOVER 31 Remarks X NNF Id Double NNF Id 6 / 28

7 Description: Online Trade Backup File File Name: TradeBackUp.Txt Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade Long 8 Trade CHAR 10 Order Double 15 Order Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Trade Char 10 2 Trade Status X CHAR Original Trade 12 - Modified Trade 13 - Cancelled Trade 14 - Rejected Trade 15 - Modification Rejected 16 - Cancellation Rejected A - Give-Up Approved R - Give-Up Rejected 2 3 Instrument Type X 6 FUTCOM, OPTCOM etc. 4 Symbol 5 Expiry Date DDMMMYYYY 6 Strike Price 7 Option Type 8 Contract Name 9 Book Type Integer 1 - Regular Lot, 4 - Negotiate, 2 - Stop Loss(In case of Give-Up only) 10 Book Type Name RL, NT, ST 11 Market Type Integer 1 - Normal Market 12 User ID X 5 User ID 13 TimeStamp2 Integer Value 0 14 Buy / Sell Integer 1 - Buy, 2 - Sell 15 Trade Quantity Long 16 Price Double 17 Pro / Client X Client, 2 - Pro 18 Client ID X 10 Client ID 19 Participant ID X 12 Participant ID 20 Open / Close OPEN 21 Cover / Uncover UNCOVER 22 Activity Time Double DD Mmm YYYY HH:MM:SS 7 / 28

8 S.No. Field Data Type Length Remarks 23 Last Modified Double DD Mmm YYYY HH:MM:SS Time 24 Order Char 12 Order ID 25 Filler X 5 Blank 26 NNF Id Double NNF Id 8 / 28

9 Description: GiveUp file File Name: Giveupddmmyyyy.txt Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade Long 8 Trade CHAR 10 Order Double 15 Order CHAR 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Trade CHAR 10 2 Buy/Sell CHAR 1 BUY:B, Sell:S 3 Broker Id CHAR 5 4 Participant ID X 12 Participant ID 5 Instrument Type X 6 FUTCOM, OPTCOM etc 6 Symbol 7 Expiry Date DDMMMYYYY 8 Filler X 10 9 Filler X 2 10 Trade Quantity Long 11 Price Double 12 Giveup flag X 1 P-Pending, A-Aprroved 13 Open / Close OPEN(O) 14 Cover / Uncover UNCOVER(U) 15 Order Char Last Modified Time 17 Filler Double DD Mmm YYYY HH:MM:SS 9 / 28

10 Description: Trade Date File File Name: Tradeddmmyyyy.txt Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade Long 8 Trade CHAR 10 Order Double 15 Order CHAR 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1. Trade Char Trade Status X 11 - Original Trade 12 - Modified Trade 13 - Cancelled Trade 14 - Rejected Trade 15 - Modification Rejected 16 - Cancellation Rejected A - Give-Up Approved R - Give-Up Rejected 2 3. Instrument Type X 6 FUTCOM, OPTCOM etc 4. Symbol 5. Expiry Date DDMMMYYYY 6. Strike Price 7. Option Type 8. Contract Name 9. Book Type Integer 1 - Regular Lot, 4 - Negotiate, 2 - Stop Loss(In case of Give-Up only) 10. Book Type Name RL, NT, ST 11. Market Type Integer 1 - Normal Market 12. User ID X 5 User ID 13. TimeStamp2 Integer Value Buy / Sell Integer 1 - Buy, 2 - Sell 15. Trade Quantity Long 16. Price Double 17. Pro / Client X Client, 2 - Pro 18. Client ID X 10 Client ID 19. Participant ID X 12 Participant ID 20. Open / Close OPEN 21. Cover / Uncover UNCOVER 10 / 28

11 S.No. Field Data Type Length Remarks 22. Activity Time Double DD Mmm YYYY HH:MM:SS 23. Last Modified Time Double DD Mmm YYYY HH:MM:SS 24. Order Char 12 Order ID 25. Filler X 5 Blank 26. NNF Id Double NNF Id 11 / 28

12 Description: Broker Trade Log File Name: NCDEX_BrokerId_Trd_Log_ddmmyyyy.csv Changes: Old Value New Value Field Data Type Length Field Data Type Length Order Double 15 Order CHAR 12 Fill No Long 8 Fill No CHAR 10 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Broker char 5 2 Branch Short 3 Trader Short 4 instrument_name Char 6 5 symbol Char 10 6 expiry_date Integer 7 strike_price Integer 8 option_type char 2 9 ca_level Short 10 fill_qty Integer 11 fill_price Integer 12 order_number char buy_sell Short 14 acct_number Char counter_broker Char 5 16 Settlor Char activity_type Short 18 Mkt Short 19 mod_cxl_trader_id Short 20 open_close Bit 1 21 entered_by_control Bit 1 22 mod_cxl_by_control Bit 1 23 cover_uncover Bit 1 24 giveup_flag Bit 1 25 is_spread Bit 1 26 filler_bits Bit fill_no char nnf_field float 29 fill_date_time Integer 30 mkt_stat_report_class 31 instrument_name Char 6 32 symbol Char / 28

13 S.No. Field Data Type Length Remarks 33 expiry_date Integer 34 strike_price Integer 35 option_type Char 2 36 ca_level Short 37 Mkt Short 38 open_price Integer 39 high_price Integer 40 low_price Integer 41 closing_price Integer 42 qty_traded_today Integer 43 total_traded_value Float 44 prev_close_price Integer 45 yearly_lo_price Integer 46 open_interest Integer 47 chg_open_interest Integer 48 x_indicator Char 4 13 / 28

14 Description-TR01 FORWARD File Name: NCDEX_TR01_(broker_id)_FWD_ddmmyy.CSV Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade Long 8 Trade char 10 Buy Order number Double 15 Buy Order number char 12 Sell Order Double 15 Sell Order char 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 trade_number char 10 2 trade_date char 11 3 activity_type pic 4 market_type char 1 5 instrument_na char 6 me 6 Symbol char 10 7 expiry_date char 11 8 strike_price pic' v.99' 9 option_type char 2 10 ca_level pic '99' 11 buy_broker char 5 12 sell_broker char 5 13 trade_price pic' v.99' 14 trade_dt_time char trade_volume pic' ' 16 Token pic '99999' 17 buy_branch pic '99' 18 buy_cm_code char 6 19 sell_cm_code char 6 20 sell_branch pic'99' 21 buy_participant char buy_giveupflag char 1 23 sell_participant Char sell_giveupflag char 1 25 buy_cover_unc Char 1 over 26 sell_cover_unc over Char 1 14 / 28

15 S.No. Field Data Type Length Remarks 27 buy_old_paricip Char 12 ant 28 buy_old_cm_co Char 6 de 29 sell_old_paricip Char 12 ant 30 sell_old_cm_co Char 6 de 31 buy_trader pic'99999' 32 sell_trader pic'99999' 33 buy_order_num Char sell_order_num Char buy_acc_num Char sell_acc_num Char buy_remarks Char sell_remarks Char buy_position Char 1 40 sell_position Char 1 41 buy_pro_cli_fla Char 1 g 42 sell_pro_cli_fla Char 1 g 43 trade_ctrl_flag Char 1 44 buy_ctcl_id pic' ' 45 sell_ctcl_id pic' ' 15 / 28

16 Description -TR02 FORWARD File Name: NCDEX_TR02_(broker_id)_FWD_ddmmyy.CSV Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade Long 8 Trade char 10 Buy Order number Double 15 Buy Order number char 12 Sell Order Double 15 Sell Order char 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 trade_number char 10 2 trade_date char 11 3 activity_type pic 4 market_type char 1 5 instrument_name char 6 6 Symbol char 10 7 expiry_date char 11 8 strike_price pic' v.99' 9 option_type char 2 10 ca_level pic'99' 11 buy_broker char 5 12 sell_broker char 5 13 trade_price pic' v.99' 14 trade_dt_time char trade_volume pic' ' 16 Token pic'99999' 17 buy_branch pic'99' 18 buy_cm_code char 6 19 sell_cm_code Char 6 20 sell_branch pic'99' 21 buy_participant Char buy_giveupflag Char 1 23 sell_participant Char sell_giveupflag Char 1 25 buy_cover_uncover Char 1 26 sell_cover_uncover Char 1 27 buy_old_paricipant Char buy_old_cm_code Char 6 29 sell_old_paricipant Char / 28

17 S.No. Field Data Type Length Remarks 30 sell_old_cm_code Char 6 31 buy_trader pic'99999' 32 sell_trader pic'99999' 33 buy_order_num Char sell_order_num Char buy_acc_num Char sell_acc_num Char buy_remarks Char sell_remarks Char buy_position Char 1 40 sell_position Char 1 41 buy_pro_cli_flag Char 1 42 sell_pro_cli_flag Char 1 43 trade_ctrl_flag Char 1 44 buy_ctcl_id pic' ' 45 sell_ctcl_id pic' ' 17 / 28

18 Description: Broker Order Log File name: NCDEX_BrokerId_Ord_log_ddmmyyyy.csv Changes: Old Value New Value Field Data Type Length Field Data Type Length Order Double 15 Order char 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Broker char 5 2 branch Short 3 Trader Short 4 instrument_name char 6 5 symbol char 10 6 expiry_date Integer 7 strike_price Integer 8 option_type char 2 9 ca_level Short 10 order_number char mkt_type Short 12 vol_original Integer 13 vol_disclosed Integer 14 vol_disc_remainder Integer 15 vol_remaining Integer 16 lmt_price Integer 17 trigger_price Integer 18 min_fill_aon Integer 19 good_till_date Integer 20 acct_number Char oe_remarks Char copenclose Char 1 23 participant Char entry_date_time Integer 25 buy_sell Short 26 activity_type Short 27 pro_client Short 28 Book Short 29 mod_cxl_trader_id Short 30 entered_by_control Bit 1 31 mod_cxl_by_control Bit 1 32 nnf_field Double 18 / 28

19 S.No. Field Data Type Length Remarks 33 filler_bits Bit ccoveruncover Char 1 35 ccovuncovfiller Char 1 36 Ato Bit 1 37 Mkt Bit 1 38 on_stop Bit 1 39 Mit Bit 1 40 Day Bit 1 41 Gtc Bit 1 42 Fok Bit 1 43 Aon Bit 1 44 Mf Bit 1 45 matched_indicator Bit 1 46 Traded Bit 1 47 Modified Bit 1 48 Frozen Bit 1 49 preopen_match Bit 1 50 Alignment Char 0 51 instrument_name Char 6 special_fields_leg2 52 Symbol Char 10 special_fields_leg2 53 expiry_date Integer special_fields_leg2 54 strike_price Integer special_fields_leg2 55 option_type Char 2 special_fields_leg2 56 ca_level Short special_fields_leg2 57 price_difference Integer special_fields_leg2 58 copenclose Char 1 general_fields_leg2 59 ccoveruncover Char 1 general_fields_leg2 19 / 28

20 Description: Broker Open Order log File Name: NCDEX_BrokerId_Opn_Ord_ddmmyyyy.csv Changes: Old Value New Value Field Data Type Length Field Data Type Length Order Double 15 Order Char 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 broker char 5 2 branch bin 15 3 trader bin 15 4 instrument_na char 6 me 5 symbol char 10 6 expiry_date bin 31 7 strike_price bin 31 8 option_type char 2 9 ca_level bin order_number char mkt_type Bin vol_original Bin vol_disclosed Bin vol_disc_remai Bin 31 nder 15 vol_remaining Bin lmt_price Bin trigger_price Bin min_fill_aon Bin good_till_date Bin acct_number Char oe_remarks char copenclose char 1 23 participant char entry_date_tim Bin 31 e 25 buy_sell Bin activity_type Bin pro_client Bin book Bin mod_cxl_trader _id Bin / 28

21 S.No. Field Data Type Length Remarks 30 entered_by_co Bit 1 ntrol 31 mod_cxl_by_co Bit 1 ntrol 32 nnf_field float 53 bin 33 filler_bits Bit ccoveruncover Char 1 35 ccovuncovfiller Char 1 36 ato Bit 1 37 mkt Bit 1 38 on_stop Bit 1 39 mit Bit 1 40 day Bit 1 41 gtc Bit 1 42 fok Bit 1 43 aon Bit 1 44 mf Bit 1 45 matched_indica Bit 1 tor 46 traded Bit 1 47 modified Bit 1 48 frozen Bit 1 49 preopen_match Bit 1 50 alignment Char 0 51 instrument_na me Char 6 special_field s_leg2 52 symbol Char 10 special_field s_leg2 53 expiry_date Bin 31 special_field s_leg2 54 strike_price Bin 31 special_field s_leg2 55 option_type Char 2 special_field s_leg2 56 ca_level Bin 15 special_field s_leg2 57 price_difference Bin 31 special_field s_leg2 58 copenclose Char 1 general_field s_leg2 59 ccoveruncover Char 1 general_field s_leg2 21 / 28

22 Description: Broker Log File Name: ddmmyyyy_tmid.txt Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade char 15 Trade char 10 Order pic' ' Order Char 12 Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 trade_no Char 10 2 fillera Char 1 3 trade_status Char 2 4 fillerb Char 1 5 symbol Char 10 6 fillerc Char 1 7 instr_name Char 6 8 fillerc1 Char 1 9 expiry_date Char fillerc2 Char 1 11 strike_price pic'zzzzzzzz9.99' 12 fillerc3 Char 1 13 option_type Char 2 14 fillerd Char 1 15 security_name Char fillere Char 1 17 fillerf Char 1 18 book_type Char 2 19 fillerg Char 1 20 market_type Char 2 21 fillerh Char 1 22 user_id Char 5 23 filleri Char 1 24 branch_id Char 2 25 fillerj Char 1 26 buy_sell Char 1 27 fillerk Char 1 28 trade_qty Char 9 29 fillerl Char 1 30 trade_price pic'zzzzzzzz9.99' 22 / 28

23 S.No. Field Data Type Length Remarks 31 fillerm Char 1 32 pro_cli pic'9' 33 fillern Char 1 34 client Char fillero Char 1 36 partic Char fillerp Char 1 38 fillerq Char 1 39 auction_no Char 4 40 fillerr char 1 41 settle char 2 42 fillers char 1 43 entry_dt char fillert char 1 45 mod_dt_tm char filleru char 1 47 order_number char fillerv char 1 49 cpid char 7 50 fillerw char 1 51 nnf_field pic' ' 23 / 28

24 Description: TR01 FUTURE File Name: NCDEX_TR01_<MEMBERCODE>_DDMMYYYY.CSV Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade 15 Trade char 18 Buy Order No Buy Order No 15 char 12 Sell Order No Sell Order No char Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Trade CHAR 18 2 Trade Date DATE DD-MON-YYYY 3 Activity Type NUMBER 2 4 Market Type VARCHAR2 1 5 Instrument Type VARCHAR2 6 6 Symbol VARCHAR Expiry Date DATE DD-MON-YYYY 8 Strike Price NUMBER 9,2 9 Option Type VARCHAR Corporate Action level NUMBER 2 11 Buy Broker VARCHAR Sell Broker VARCHAR Trade Price NUMBER 10,2 14 Trade Date Time DATE DD-MON-YYYY 15 Trade Volume NUMBER Trade Token No NUMBER 5 17 Trade Buy Branch NUMBER 2 18 Buy CM Code VARCHAR Sell CM Code VARCHAR Trade Sell Branch NUMBER 2 21 Buy Custodial VARCHAR2 12 Participant 22 Buy Side Confirmation VARCHAR Sell Custodial VARCHAR2 12 Participant 24 Sell Side Confirmation VARCHAR / 28

25 S.No. Field Data Type Length Remarks 25 Buy Covered VARCHAR2 1 Uncovered Flag 26 Sell Covered VARCHAR2 1 Uncovered Flag 27 Buy Old Custodial VARCHAR2 12 Participant 28 Buy Old CM Code VARCHAR Sell Old Custodial VARCHAR2 12 Participant 30 Sell Old CM Code VARCHAR Trade Buyer NUMBER 5 32 Trade Seller NUMBER 5 33 Buy Order No CHAR Sell Order No CHAR Buy Account No VARCHAR Sell Account No VARCHAR Buy Remarks VARCHAR Sell Remarks VARCHAR Buy Position VARCHAR Sell Position VARCHAR Buy Proprietor Client VARCHAR2 1 Flag 42 Sell Proprietor Client VARCHAR2 1 Flag 43 Control Flag VARCHAR Buy CTCL ID VARCHAR Sell CTCL ID VARCHAR / 28

26 Description: TR02 FUTURE File Name: NCDEX_TR02_<PRM_MEM_CODE>_DDMMYYYY.CSV Changes: Old Value New Value Field Data Type Length Field Data Type Length Trade 15 Trade char 18 Buy Order Buy Order No 15 No char 12 Sell Order Sell Order char 12 No 15 No Structure: Fields that have been changed are highlighted in Grey colour S.No. Field Data Type Length Remarks 1 Trade CHAR 18 2 Trade Date DATE DD-MON-YYYY 3 Activity Type NUMBER 2 4 Market Type VARCHAR2 1 5 Instrument Type VARCHAR2 6 6 Symbol VARCHAR Expiry Date DATE DD-MON-YYYY 8 Strike Price NUMBER 9,2 9 Option Type VARCHAR Corporate Action level NUMBER 2 11 Buy Broker VARCHAR Sell Broker VARCHAR Trade Price NUMBER 10,2 14 Trade Date Time DATE DD-MON-YYYY 15 Trade Volume NUMBER Trade Token No NUMBER 5 17 Trade Buy Branch NUMBER 2 18 Buy CM Code VARCHAR Sell CM Code VARCHAR Trade Sell Branch NUMBER 2 21 Buy Custodial VARCHAR2 12 Participant 22 Buy Side Confirmation VARCHAR Sell Custodial VARCHAR2 12 Participant 24 Sell Side Confirmation VARCHAR / 28

27 S.No. Field Data Type Length Remarks 25 Buy Covered VARCHAR2 1 Uncovered Flag 26 Sell Covered VARCHAR2 1 Uncovered Flag 27 Buy Old Custodial VARCHAR2 12 Participant 28 Buy Old CM Code VARCHAR Sell Old Custodial VARCHAR2 12 Participant 30 Sell Old CM Code VARCHAR Trade Buyer NUMBER 5 32 Trade Seller NUMBER 5 33 Buy Order No CHAR Sell Order No CHAR Buy Account No VARCHAR Sell Account No VARCHAR Buy Remarks VARCHAR Sell Remarks VARCHAR Buy Position VARCHAR Sell Position VARCHAR Buy Proprietor Client VARCHAR2 1 Flag 42 Sell Proprietor Client VARCHAR2 1 Flag 43 Control Flag VARCHAR Buy CTCL ID VARCHAR Sell CTCL ID VARCHAR / 28

28 ANNEXURE B Connectivity Details VSAT IP Multicast IP Port / 28

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