MCX
MCX/TECH/402/2010 dtd. 15-Nov-2010
MCX File Format (Version 6.4)
In terms of the provisions of the Rules, Bye-Laws and Business Rules of the Exchange, Members of the Exchange are notified as under:
Members are requested to note that the Exchange is in the process of implementing revised version of file formats (version 6.4). The revised file formats prescribed by the Exchange are enclosed herewith.
Members are advised to get the necessary changes done in their back office software to incorporate the revised file formats, latest by November 26, 2010. Members who fail to get the changes incorporated in their back office software may face problems while using the files provided by the Exchange, when the revised file formats are implemented. The changes made in the revised File Formats version 6.4 are summarized on page 73 of the File Formats.
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In terms of the provisions of the Rules, Bye-Laws and Business Rules of the Exchange, Members of the Exchange are notified as under:
Members are requested to note that the Exchange is in the process of implementing revised version of file formats (version 6.4). The revised file formats prescribed by the Exchange are enclosed herewith.
Members are advised to get the necessary changes done in their back office software to incorporate the revised file formats, latest by November 26, 2010. Members who fail to get the changes incorporated in their back office software may face problems while using the files provided by the Exchange, when the revised file formats are implemented. The changes made in the revised File Formats version 6.4 are summarized on page 73 of the File Formats.
Exchange will be conducting mock trading to enable members to test the revised file formats (version 6.4).
The schedule of mock trading and implementation details shall be intimated separately.
Members are requested to take note of the same.
Multi Commodity Exchange of India Limited MCX File Formats Version 6.4 10/29/2010
Section A Introduction
Executive Summary
This document describes the various file formats published by the exchange and used by vendor/exchange's members for retrieving information.
The exchange requires that the vendor/exchange's member undergo a conformance test upon completing development of the interface. The vendor/exchange's member must contact the exchange to schedule an appropriate period for testing.
The vendor/exchange's member may contact the Information Technology Division of the exchange to seek clarification at:
Multi Commodity Exchange of India Limited Tel +91 - 22 - 66494000
Exchange Square, Fax: +91 - 22 - 66494151
Suren Road, Chakala, Andheri (East), Email - info@mcxindia.com
Mumbai 400 093
www.mcxindia.com
Restriction on Use and Disclaimer of Information and Data
The information contained in this document constitutes a trade secret and/or information that are commercial or financial and confidential or privileged. It is furnished in confidence with the understanding that it will not, without the prior written permission of MCX, be used or disclosed for other than allowed purposes.
The copyright in this work may be vested with MCX and / or its suppliers. No part of this document may be copied, reproduced, stored in a retrieval system, or transmitted, in any form or by any means whether, electronic, mechanical, or otherwise without the prior written permission of MCX.
The recipient acknowledges that MCX and its suppliers may have copyright in the work. The recipient further agrees that the work is confidential information and contains proprietary MCX information belonging to MCX and / or its suppliers. The recipient manifests, by its receipt of the work, its acknowledgment of MCX and / or its suppliers copyright in the work, its acceptance that the work is confidential information, and its compliance with the terms contained in this notice.
Although MCX has made every effort to provide accurate information at the date of publication, it does not give any representations or warranties as to the accuracy, reliability or completeness of the information in this document Accordingly, MCX, its subsidiaries and their employees, officers and contractors and its suppliers shall not, to the extent permitted by law, be liable for any direct or indirect loss arising in any way (including by way of negligence) from or in connection with anything provided in or omitted from this document or from any action taken, or inaction, in reliance on this document.
MCX reserves the right to amend details in this document at any time and without notice.
Target Audience
This document is generated for information technology personnel, especially system designers and programmers of user organizations and third party software developers (referred as vendor/exchange member).
Section B: File Formats
List of File Formats Supported
File Formats (For detailed layout please refer exchange circular)
Appended below are the file formats used by MCX
5.1. Format for Commodity/Contract.
File Name: MCX_CONTRACTMASTER.csv File Type: CSV
Available: CNS Mode: FTP
File Path: FTP Root path\Common\
There is no Header Row in file; it will start with following structure.
5.1.1. Notes
Trade Value = Round (Rate * (Price Numerator / Price Denominato r) * Quantity * Tradable Lot * (General Numerator / General Denominator), 2)
In case of Options, rate would be replaced with premium. Wherever only Strike Price is used to ascertain value, in the above formula, rate would be replaced with Strike Price and wherever (Strike Price + Premium) is used to ascertain value, in the above formula, rate would be replaced with (Strike + Premium)
For example, if Futures contract of Silver is to be traded in lots of 30 KGs, Quotation Price is per KG with
following data:
Rate = 12500.00
Trading Unit KGs
Lot Size = 30 (in terms of trading units) Price Numerator = 1.0000
Price Denominator = 1.0000
General Numerator = 1.0000
General Denominator = 1.0000
Trade Value for each trade would be arrive as: ROUND (12500.00 * (1 / 1) * 1 * 30 * (1/1),
2) = 375000.00
Henceforth the Quantity for Spread Benefit would be derived as under:
Commodity: GOLD
Contract 1
Lot size = 1 KG
Lot Numerator = 10
Lot Denominator =1
Traded Quantity = (+) 1 Lot
Contract 2
Lot size = 100 GRMS Lot Numerator = 1 Lot Denominator =1
Traded Quantity = (-) 2 Lots
Hence, for spread we derive quantity as [Quantity = Quantity Lot Numerator / Lot
Denominator] +10 lots (i.e. 1000 GRMS) of Contract 1 and -2 lots (i.e. 200 GRMS) of
Contract 2.
Quantity for Spread Benefit = minimum of (10, 2)
=2
5.2.Trade File.
File Name:
1) MCX_ddmmyyyyTRD.txt
2) MCX_TRDyyyymmdd.csv
3) MCX_yyyymmdd.rt File Type: CSV
Available: Trade/CNS Mode: FTP/Online
File Path: For ‘MCX_ddmmyyyyTRD.txt’
TWS: Application Installed path\DATA\TWS ID\ONLINEBACKUP\TRADES\
MAT: Application Installed path\DATA\MAT ID\ONLINEBACKUP\TRADES\
File Path: For ‘MCX_TRDyyyymmdd.csv’
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
File Path: For ‘MCX_yyyymmdd.rt’
MAT: Application Installed path\DATA\MAT ID\Rtrade\
There is no Header Row in file; it will start with following structure.
5.2.1. Notes for file MCX_yyyymindd.rt
File is generated at Member Admin Terminal only.
If Member Admin Terminal is logged in and trades take place or existing trades are modified then trades are appended to the file.
If Member Admin Terminal is logged off and re-logged in, then the file is updated with the last updated status of the trade.
5.3.0nline Orders File
File Name: MCX_ddmmyyyyORD.txt File Type: CSV
Available: Trade Mode: Online
File Path:
TWS: Application Installed path\DATA\TWS ID\ONLINEBACKUP\ORDERS\
MAT: Application Installed path\DATA\MAT ID\ONLINEBACKUP\ORDERS\
There is no Header Row in file; it will start with following structure.
5.4.Market Statistics File
File Name:
TWS/MAT: MCX_ddmm--MS.txt
CnS Export: MCX_MSyyyymmdd.csv
File Type: CSV
Available: Trade / CNS Mode: Online / FTP
File Path:
TWS: Application Installed path\DATA\TWS ID\MarketStatistics\
MAT: Application Installed path\DATA\MAT ID\MarketStatistics\
CnS Export: FTP Root path\Common\
There is no Header Row in file; it will start with following structure.
5.4.1. Notes
All fields are left aligned
Numeric (9,4) includes decimal also. i.e. 99999.9999
In case the value is not available, spaces shall be sent for numeric also
5.5.0nline Exercise Request
File Name: MCX_ddmmyyyyEX.txt File Type: CSV
Available: Trade Mode: Online
File Path:
TWS: Application Installed path\DATA\TWS ID\ONLINEBACKUP\EXDEXDI\
MAT: Application Installed path\DATA\MAT ID\ONLINEBACKUP\EXDEXDI\
There is no Header Row in file; it will start with following structure.
5.6.XML Position File
File Name:
For Clearing Member: MCX_.pos
For Trading Member: MCX_.pos File Type: XML
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
5.6.1. Notes
Remarks Column: Black text indicates that the value between open tag and dose tag will not change.
Blue text indicates that the value between open tag and close tag would change.
XML format is as per SPAN 4 DTD
5.7.CSV Position File.
File Name:
For Clearing Member: MCX_POSITION__.CSV
For Trading Member: MCX_POSITION__.CSV File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.8.Margin File.
File Name:
For Clearing Member: MCX_MARGIN__.CSV
For Trading Member : MCX_MARGIN__.CSV File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.9.EXDI File
File Name:
For Clearing Member: MCX_EXDI__.csv
For Trading Member : MCX_EXDI__.csv File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.10. XML Terminalwise Position File
File Name:
For Clearing Member: MCX_ -TERMINAL.pos
For Trading Member: MCX_ -TERMINAL.pos File Type: XML
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
5.10.1. Notes
Remarks Column:
Black text indicates that the value between open tag and close tag will not change.
Blue text indicates that the value between open tag and close tag would change.
XML format is as per SPAN 4 DTD
5.11. Special Margin File
File Name:
For Clearing Member: MCX_SPECIALMARGIN.txt
For Trading Member : MCX_SPECIALMARGIN.txt
File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.12. Custodian Participant Master File
File Name: MCX_CP MASTER_.csv File Type: CSV
Available: CNS Mode: FTP
File Path:
FTP Root path\Common\
There is no Header Row in file; it will start with following structure.
5.13. Commodity Transaction Tax
File Name:
For Clearing Member: MCX_CTT__YYYYMMDD.csv
For Trading Member: MCX_CTT__YYYYMMDD.csv File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.14. Debit/Credit Note to Member
File Name: Refer to Notes File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.14.1. Notes
Name of the file when exported datewise
For Clearing Member:
MCX_Debit-Credit Note__.csv
For Trading Member:
MCX_Debit-Credit Note__.csv
Name of the file when exported monthwise
For Clearing Member:
MCX_D ebit-Credit Note__.csv
For Trading Member:
MCX_Debit-Credit Note__.csv
5.15. UCC File from Member
File Name:
For Trading Member: MCX_DDMMYYYY_UCCMemberCode.Mnn File Type: CSV
Available: CNS Mode: FTP
File Path:
For Trading Member: FTP Root path\Trading Member ID\dnld\
5.15.1. Notes
File - UCC
DDMMYYYY - Business Date
M- File Indicator
nn - Batch number (is a running sequence) - valid values 01 to 99
5.16. UCC Response File to Member.
File Name:
For Trading Member: MCX_DDMMYYYY_UCCMemberCode.Enn File Type: CSV
Available: CNS Mode: FTP
File Path:
For Trading Member: FTP Root path\Trading Member ID\Upld\
5.16.1. Notes
File - UCC
DDMMYYYY - Business Date
E - File Indicator
nn - Batch number (is a running sequence) - valid values 01 to 99. It would be in same order as received by Member.
5.17. CTCL File from Member
File Name:
For Trading Member: MCX__CTCL.Mnn File Type: CSV
Available: CNS Mode: FTP
File Path:
For Trading Member: FTP Root path\Trading Member ID\dnld\
5.17.1. Notes
File - UCC
DDMMYYYY - Business Date
M-File indicator
nn - Batch number (is a running sequence) - valid values 01 to 99
5.18. CTCL Response File to Member.
File Name:
For Trading Member: MCX__CTCL.Enn File Type: CSV
Available: CNS Mode: FTP
File Path:
For Trading Member: FTP Root path\Trading Member ID\Upld\
5.18.1. Notes
File - UCC
DDMMYYYY - Business Date
E - File Indicator
nn - Batch number (is a running sequence) - valid values 01 to 99
5.19. Non Updated Client Code Details to Member.
File Name:
For Trading Member: MCX_DDMMYYYY_UCCMemberCode.EI File Type: CSV
Available: CNS Mode: FTP
File Path:
For Trading Member: FTP Root path\Trading Member ID\Upld\
5.19.1. Notes
File - UCC
DDMMYYYY - Business Date
E - File Indicator
I - Information
5.20. Non Updated CTCL Details to Member.
File Name:
For Trading Member: MCX_DDMMYYYY_CTCLMemberCode.EI File Type: CSV
Available: CNS Mode: FTP
File Path:
For Trading Member: FTP Root path\Trading Member ID\Upld\
5.20.1. Notes
File - CTCL
DDMMYYYY - Business Date
E - File Indicator
I - Information
5.21. Bank File Details to Member.
File Name:
For Clearing Member: MCX_BANKTRN__.csv File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.21.1. Notes
Sorting order of the record would be based on the 'Batch Number' of "Instruction File"
5.22. Next Day Bank File to Member
File Name:
For Clearing Member: MCX_BKT01__.csv File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
There is no Header Row in file; it will start with following structure.
5.22.1. Notes
File - BK01
YYYYmmdd - Business Date
5.23. Institution Give Up File
File Name: MCX_YYYYMMDD.gu File Type: CSV
Available: Trade Mode: Online
File Path:
MAT: Application Installed path\DATA\MAT ID\InstGiveUp\
There is no Header Row in file; it will start with following structure.
5.23.1. Notes
File is generated at Member Adrnin Terminal only (ie. ITCM and PCM only)
5.24. Spread IOC/Combination Orders File
File Name: MCX_ddmmyyyySPREADCOMBORD.txt File Type: CSV
Available: Trade Mode: Online
File Path:
TWS: Application Installed path\DATA\TWS ID\ONLINEBACKUP\SpreadIOCCOMBINATIONORDER\
MAT: Application Installed path\DATA\MAT ID\ONLINEBACKUP\SpreadIOCCOMBINATIONORDER\
There is no Header Row in file; it will start with following structure.
5.24. Spread IOC/Combination Orders File.
File Name: MCX_ddmmyyyySPREADCOMBORD.txt File Type: CSV
Available: Trade Mode: Online
File Path:
TWS: Application Installed path\DATA\TWS ID\ONLINEBACKUP\SpreadIOCCOMBINATIONORDER\
MAT: Application Installed path\DATA\MAT ID\ONLINEBACKUP\SpreadIOCCOMBINATIONORDER\
There is no Header Row in file; it will start with following structure.
5.25. Obligation File to Clearing Member
File Name: Refer to Notes File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
5.25.1. Notes
Example for File Name:
Clearing Member Code : 21000
Business Date : 24th December 2008
For Clearing Member:
o Normal Obligation
MCX_NOBL _. Csv
Provisional Obligation
MCX_PNOBL_. Csv
5.26. Obligation File to Trading Member
File Name: Refer to Notes File Type: CSV
Available: CNS Mode: FTP
File Path:
For Trading Member: FTP Root path\Trading Member ID\Date Folder\
5.26.1. Notes
Example for File Name:
Trading Member Code : 25000
Business Date : 24th December 2008
For Trading Member:
Normal Obligation
MCX_NOBL__. Csv
Provisional Obligation
MCX_PNOBL__< YYYYMMDD>. Csv
5.27. Margin File to Clearing Member
File Name: MCX_MRG__ .csv File Type: CSV
Available: CNS Mode: FTP
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
5.28. Margin File to Trading Member
File Name: MCX_MRG__ .csv File Type: CSV
Available: CNS Mode: FTP
File Path: Trading Member:
FTP Root path\Trading Member ID\Date Folder\
5.29. Collateral File to Clearing Member
File Name:
For CM: MCX_CD__. csv File Type: CSV
Available: CNS Mode: FTP
There is Header Row in file; it will start with following structure.
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
5.30. Expiring Collaterals
File Name:
MCX_ExpiringCollateral__.csv File Type: CSV
Available: CNS
There is no Header Row in file; it will start with following structure.
File Path:
For Clearing Member: FTP Root path\Clearing Member ID\Date Folder\
Section C: Change History
6. Changes Made
This section shows the changes made between versions.
6.1.Version 6.1 to Version 6.2
The changes made between these versions are mentioned in the circular.
6.2.Version 6.2 to Version 6.3
The changes made between these versions are mentioned in the circular.
6.3.Version 6.3 to Version 6.4
The changes made between these versions are mentioned in the circular.
File formats of trade and order related files are revised by the exchange.
Members to get the necessary changes done in their back office software to incorporate the revised file formats, latest by November 26, 2010.
File formats of trade and order related files are revised by the exchange.
Members to get the necessary changes done in their back office software to incorporate the revised file formats, latest by November 26, 2010.
N.A.