Download Russian Trading System - FTP Directory Listing

Russian Trading System
Database Structure
Document requisites
Authors:
S.E. Pivovarov, V.G. Makarova, M.M.Shotin
L.A. Pustoutova
Trading System Version:
9.6
Date:
1.06.2012
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
Contents
DOCUMENT REQUISITES ........................................................................................................................ 1
1.
REVISIONS ........................................................................................................................................... 3
2.
GENERAL INFORMATION AND ACKNOWLEDGEMENTS ...................................................... 6
3.
DATA TYPES ........................................................................................................................................ 6
3.1.
3.2.
4.
GENERIC TYPES ................................................................................................................................ 6
DERIVED TYPES................................................................................................................................ 7
TABLES ................................................................................................................................................. 8
4.1.
4.2.
4.3.
4.4.
4.5.
4.6.
4.7.
4.8.
4.9.
4.10.
4.11.
4.12.
4.13.
4.14.
4.15.
4.16.
4.17.
4.18.
4.19.
AGGREGATE – DATA FOR AGGREGATED QUOTES ............................................................................. 8
ASSET – ASSETS ............................................................................................................................... 9
ASSETIO – DATA FOR ASSETS WITHDRAWAL................................................................................. 10
BOND – BONDS............................................................................................................................... 11
FIRM – INFORMATION ABOUT TRADING MEMBERS ......................................................................... 12
ISCODE – REFERENCE TABLE FOR ISSUE CODES ............................................................................ 13
ISSUE – INFORMATION ABOUT SECURITIES ..................................................................................... 14
LEGALLIMIT – GUARANTEE ASSETS FOR T+N TRADING ................................................................ 18
LIMIT – LIMITS TABLE .................................................................................................................... 19
NEWS – NEWS ............................................................................................................................ 20
QUOTE — QUOTES ..................................................................................................................... 21
QUOTE_HIST – QUOTES (HISTORY) ............................................................................................. 23
REGISTRY – GENERAL REFERENCES ........................................................................................... 25
REPOQUOTES – QUOTES ON REPO OPERATIONS......................................................................... 29
RIGHTSALE – DATA FOR INITIAL OFFER ..................................................................................... 30
SAVEORDER — QUOTES RESTORE ............................................................................................. 31
SETTLPAIR – PAIRS OF SETTLEMENT ACCOUNTS ........................................................................ 33
TRADE – TRANSACTIONS ............................................................................................................ 35
WORKSTATION – DATA ABOUT THE RTS WORKSTATIONS ......................................................... 38
©2017, RTS
147016770
Page 2 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
1. Revisions
Date of
revisions
29.09.1998
29.09.1998
10.11.1998
10.11.1998
17.12.1998
30.04.1999
04.08.1999
04.08.1999
02.12.1999
02.12.1999
02.12.1999
02.12.1999
02.12.1999
02.12.1999
02.12.1999
02.12.1999
02.12.1999
14.02.2000
15.03.2000.
28.04.2000
28.04.2000
28.04.2000
28.04.2000
28.04.2000
©2017, RTS
Description of revisions
The change field is added to the Quote table.
The data type of the body field is changed in the News table.
Fields connected with promissory notes trading are added to the Quote table.
The affirm_moment field is added to the Trade table.
The lstg field is added to the Quote table.
New sources of information are added to the News table.
The following elements reserved for use in the subsequent versions are added:
The type field in the Issue table, the Asset and Sbroker tables
Data of Asset, Sbroker tables are given
The description of the new SettlPair table was added
Alterations in the derived data types:
deleted: the t_volume type- indication d28.4, the t_asset type - indication s24.8,
added: the t_vol_asset type -indication s26.2, the t_issue_type type – indication u1.
The t_asset data type in the Firm table in the capital_limit field is changed for t_vol_asset,
the t_asset datatype in the open_position field is changed for t_vol_asset.
The following new fields are added to the Issue table:
mode_trade, issue_type, listlogdate, catoffdate, price_currency
depo_accounts, lstg, min_trade_price, max_trade_price
New fields are added to the Quote table:
memo, depo_accounts, bank_accounts
In the Trade table:
The transaction statuses for the GTS (Guaranteed Trading System) are added,
the t_asset datatype is changed for t_vol_asset in the volume field,
the nkd_1, nkd_2, depo_accounts, bank_accounts, lstg new fields are added.
In the Asset table:
the t_asset datatype is changed for t_vol_asset in the free field,
the t_asset datatype is changed for t_vol_asset in the blocked field,
the accounts new field is added.
New fields are added to the SettlPair table:
depo_accounts, bank_accounts.
New sections are added to the Registry table:
bl_base_currency, bl_group_accounts_B, bl_group_accounts_D
The description of the Bond new table is added
The field visible is added to the Trade table, the changes of the TS listings are included,
changes in the filters of the Issue table and the Trade table are included
The bl_rate new section is added to the Registry table, division of rights to receive data on
the listings of securities is included in the Issue and Trade tables
Changes in derived data types:
the t_uid type – indication c32 is added
The new pips field is added to the Issue table
In the Quote table:
the name of the size field is changed for qty,
the counter fields are deleted; settle_date; next_coupon; certificate
the following new fields are added: ipo; quote_order; order_type; change_catalyst;
type_catalyst; catalyst; all_non; act_price; max_price; u_id; nkd_1; nkd_2; agent_principal
In the Trade table:
New indications of the transaction type are added:
by the results of a counter auction– 'A'
by the results of a closed action IPO –'I'
the size field name is changed for qty,
the quoteID field is deleted,
The following new fields are added:
init_quoteID; init_uid for the trade initiator
conf_quoteID; conf_uid for the trade confirmer
The new depo_out and bank_out fields are added to the SettlPair table:
147016770
Page 3 of 38
RTS Plaza. Database structure.
28.04.2000
28.04.2000
03.05.2000
03.05.2000
19.07.2000
19.07.2000
19.07.2000
09.08.2000
09.08.2000
27.09.2000
27.09.2000
15.01.2001
15.01.2001
20.01.2001
20.01.2001
20.01.2001
12.04.2001
13.04.2001
13.04.2001
15.05.2001
15.05.2001
10.10.2001
10.10.2001
10.10.2001
10.10.2001
22.05.2002
14.06.2002
01.10.2002
09.10.2002
11.10.2002
27.11.2002
29.01.2003
13.02.2003
04.03.2003
16.05.2003
28.05.2003
27.08.2003
©2017, RTS
Version: 9.60 Date: 25.07.2012
The AssetIO new table is added for balance withdrawal
The RightSale new table is added for the initial public offer (IPO)
The new fields end_ipo z_ipo and added to the Issue table
The name of the max_price field and the t_price datatype are changed for the max_asset
field and the t_vol_asset datatype in the Quote table
The ext_id new field is added to the Quote table
The init_ext_id; conf_ext_id new fields are added to the Trade table:
The ext_id new field is added to the AssetIO table
The Limits and Sbroker tables are deleted
The capital_limit; open_position and limit_currency fields are deleted from the Firm table
The 'i', 'o' new data types are added; the C-type for 'w' is changed from WCHAR [N+1] for
char[N+1]
The Aggregate new table is added
The SaveOrder new table is added
The initial new field is added to the Asset table
The t_sprice derived datatype is added
The trade_change_delta new field is added to the Issue table
The lstg new field is added to the SaveOrder table
The catoffdate field name is changed for cutoffdate in the Issue table
The logic of filling the ipo field is changed in the Quote table
The t_temp new derived datatype is added
The t_precision new derived datatype is added
The Issue table: the prec, bid_change_alert, ask_change_alert new fields are added
The Issue table: the open_price, average_price new fields are added
The type_wks new field is added to the Quote table
The init_type_wks, conf_type_wks new fields are added to the Trade table
New values of the status field are added to the AssetIO table
Types of the nkd_1 and nkd_2 fields are changed from t_vol_asset for t_price in the Quote
tables.
The type_ext, repo_action, trade_ref, repurchase, new_delivery_date new fields are added
to the Trade table.
The settl_currency new field is added to the Issue table.
The t_inn new derived datatype is added. The inn field is added to the Firm table.
The wks field is added to the Quote table. The init_wks, conf_wks fields are added to the
Trade table. The inn field is added to the SettlPair table.
The t_isin new derived datatype is added. The day_vol field is added to the Issue table.
The ISIN, yield fields are added to the Quote table. The ISIN, yield fields are added to the
Quote_Hist table. The ISIN field is added to the Trade, Issue tables.
The t_mm new derivative datatype is added. The mm field is added to the Quote,
Quote_Hist tables. The code new field is added to the AssetIO table.
The t_percent new derivative datatype is added. The vis_price field is added to the Trade
table.
The t_borsa new derivative datatype is added. The borsa new field is added to the Quote
and Trade tables.
The t_i_c derivative datatype is added. The ISIN field is deleted from the Quote,
Quote_hist and Trade tables. The inn field is added to the Quote, Quote_hist tables. The
i_code and i_code_s fields are added to the Quote, Quote_hist, SaveOrder, Trade, Asset,
AssetIO tables.
The i_code_s field is deleted from the Quote, Quote_hist, SaveOrder, Trade, Asset,
AssetIO tables. The IsCode table is added. The t_isin derivative datatype acquired a new
assignment. The market_price field is added to the Issue table.
The AFFIRM new characteristic of securities is added. The following statuses of assets
withdrawal are added: ASS_CC_DVP, ASS_CC_WCN, ASS_CC_DCN,
ASS_CC_DWI.
The active_type field is added to the AssetIO table.
The FD new characteristic of securities is added. The following new statuses for assets
withdrawal are added: ASS_CC_WFI, ASS_DF, ASS_RF.
The ASS_CC_WNF status of assets withdrawal is added. The following new types of
147016770
Page 4 of 38
RTS Plaza. Database structure.
02.10.2003
29.01.2004
31.03.2004
28.06.2004
01.07.2004
25.08.2004
05.05.2005
17.05.2005
29.07.2005
03.08.2005
07.11.2005
17.05.2006
30.03.2007
21.08.2007
17.02.2008
18.01.2010
©2017, RTS
Version: 9.60 Date: 25.07.2012
auction are added: AUC_Y, AUC_PO, AUC_P. The table Limit is added. The MakeLimit,
ViewLimit rights are added. The new firm characteristic is BQ. The ViewTradeReport
right is changed for ViewTradeReport-<list>.
The t_frac derivative datatype is added. The frac field is added to the Issue table. The
payment_date field is deleted from the Quote, Quote_hist , SaveOrder, Trade tables. The
nkd_2 field is deleted from the Quote, Quote_hist, Trade, Bond tables. The u_id field is
deleted from the Quote, Quote_hist, AssetIO tables. The init_uid, conf_uid fields are
deleted from the Trade table. The type of the clear field data in the Trade table is changed.
The following transaction statuses are added: NEO, EOM, EOA. The ASS_CC_WF1status
of balance withdrawal is added.
The description of the LegalLimit table is added.
The trade_on_off field is added to the Firm table.
The risk and trade_on_off fields are added to the Issue table.
The leave field is added to the Quote table.
The agent_principal field is deleted from the Quote and SaveOrder tables.
The init_agent_principal and conf_agent_principal fields are deleted from the Trade table.
The leave field is added to the Quote_hist table.
The t_inn datatype is changed.
The res_qty field is added to the Quote, Quote_hist and SaveOrder tables.
The change_catalyst and type_catalyst fields are deleted from the SaveOrder, Quote and
Quote_hist tables.
The descriptions of the buy_sell_enable and issue_type_enabled fields are added to the
description of the SettlPair table.
The t_aisle datatype is added. The range, spread, aisle, aisle1, lot, official_open,
official_close, official_current fields are added to the Issue table. The NoSameRPS
security characteristic is deleted. The SPREAD, AISLE, AISLE1 security characteristics
are added. The init_qty, status fields are added to the Quote table (reserved for further
use). The auction_allowed field is added to the SettlPair table. The depo_accounts field is
added to the AssetIO table. The yield field is added to the Aggregate table.
The ViewQuoteOwn right is added.
The incl_yield, rate, new_price, market fields are added to the Trade table.
The index_price field is added to the Issue table. The description of init_qty, status fields
is added to the Quote and Quote_hist tables
The lot_DBQ field is added to the Issue table. The Limit table structure is fully changed in
accordance with the new concept of limits on the classic market.
Minor changes and bugfixing
The t_reg_num, t_sqty datatypes is added
The Workstation table description is added
The u_o, market_price1, market_price2, market_price3 are added to the Issue table, the
datatype of registration_number field is changed to t_reg_num
The positionID field is added to the tables Quote, Quote_hist
The mm field is added to the SaveOrder table
The init_positionID, conf_position_ID are added to the Trade table
The RepoQuotes table description is added
The Position table description is added
The block_issues_sign field is added to the Quote, Quote_hist, SaveOrder tables
The block_issues_sign_sell field is added to the Trade table
The AccountPair table description is added
The e_s field is added to the Quote, Quote_hist tables
The night_allowed, settl_type are added to the SettlPair table
The wks, e_s, init_qty, inn, positionID, depo_accounts, bank_accounts, visible, leave,
type_wks fields are added to the SaveOrder table
The catalyst, act_price, max_asset fields are removed from the SaveOrder table
Tables Position, AccountPair deleted
There are fields deleted from the tables Quote and Quote_hist as follows: positionID,
block_issues_sign
There are fields deleted from the table SaveOrder as follows: block_issues_sign
There are fields deleted from the table Trade as follows: init_positionID, conf_positionID,
147016770
Page 5 of 38
RTS Plaza. Database structure.
30.04.2010
3.02.2011
24 April 2012
24 May 2012
Version: 9.60 Date: 25.07.2012
block_issues_sign
There are fields deleted from the table Issue as follows: u_o, spread
There are fields added to the table Issue as follows: aisle, aisle_rule, aisle1, aisle1_rule,
aisle2, aisle2_rule, aisle_ccp, aisle_ccp_rule, range, range_rule, range_ccp,
range_ccp_rule
There are fields added to the table Issue as follows: lot_volume, members_day,
There are fields deleted from the table Issue as follows: mode_trade
There are fields deleted from the tables Quote and Quote_hist: borsa, block_issue_sign
There are fields deleted from the table SaveOrder: block_issues_sign
There are fields deleted from the table Trade: borsa
There are fields added to the table Trade: lot_volume
There are fields deleted from the table Asset: after_clear
Actualized for Plaza 9.2
Some bit mask description added
New sections in Registry table added
Plaza version number changed to 9.5
Tables description sections sorted in alphabetical order.
Added a derivative data type (t_otext) into table 3.2.
The firm table, full_name and city fields – data type changed to t_otext.
Issue table: full_name field data type is now t_otext. Fields added: depo_credit_lot,
depo_debit_lot, bank_credit_lot, bank_debit_lot (t_price).
settl_pair field added into the LegalLimit table
The News table: the subject field data type is now o80, the body field data type is now
o4095
Added the client_inn field into the SettlPair table
Added LOA calculation scheme to notice about type field into the Issue table(used at
ArmEx only). Added properties description for TNDRUP, TNDRDOWN and MANCLPX
to notice about properties field.
Added LOA scheme trade statuses into the Trade table, status field description.
Plaza version number changed to 9.6
2. General Information and Acknowledgements
This document describes the table structure of the TS PLAZA Database used by servers and workstations of
the Plaza trading system.
Full data are not available for all the users. The level of access to the data depends on the fixed filters and
properties of the companies – RTS members and particular workstations. Data have filtering on server-side.
A user can receive only those data to which he has authorized access.
3. Data Types
3.1. Generic Types
Type
a
c<size>
w<size>
o<size>
dN.M
SQL
char(1)
varchar(N)
varchar(N)
nvarchar(N)
decimal(N,M)
C
char
char[N+1]
char[N+1]
WCHAR[N+1]
UBCD(N,M)
sN.M
decimal(N,M)
SBCD(N,M)
u4
numeric(10)
UINT32
©2017, RTS
Description
One symbol
String of N symbols (only Latin symbols)
String of N ANSI char symbols
Text of N wide char symbols
Decimal number without a sign with a fixed point ('N' is
the total number of digits, 'M' is the number of decimal
digits)
Decimal number with a sign with a fixed point ('N' is the
total number of digits, 'M' is the number of decimal
digits)
Integer of 4 bytes
147016770
Page 6 of 38
RTS Plaza. Database structure.
u2
u1
i4
i2
i1
t
integer
integer
numeric(10)
integer
integer
datetime
UINT16
UINT8
INT32
INT16
INT8
CORETIME
Version: 9.60 Date: 25.07.2012
Integer of 2 bytes
Integer of 1 byte
Integer of 4 bytes with a sign
Integer of 2 bytes with a sign
Integer of 1 byte with a sign
Date and time accurate to 0.01 sec
3.2. Derived Types
Type
t_account
Designation
c23
Description
Code of the bank or depositary account
t_aisle
d3.0
Per cent to set ranges: aisle, aisle1, range
t_certificate
t_char
t_code
w50
a
c3
t_currency
t_frac
с3
i1
Electronic signature certificate number
One character
3-character code of the depositary, bank, group of
bank or depositary accounts
3 character code of the currency
Number of digits after the decimal point
t_i_c
w12
Security issue number
t_inn
w32
ID of the tax-payer/passport number of an individual
t_isin
c12
Security issue code in the depositary
t_issue_type
u1
SWIFT asset type
t_mm
ul
t_name
t_nickname
c31
c7
t_otext
t_paycond
t_percent
o255
a
d8.4
Characteristic of a market-maker order: 0 is usual, 1,
2, 3 is MM.
Item name
7-character code (short name) of the security,
participant, Pair of Trading Accounts, depositary,
bank
Text field (Unicode)
Single-character code of the settlement type
Time in per cent of the trading session period
t_precision
ul
Number of significant figures in the price
t_price
t_rate
t_reg_num
t_reference
t_size
t_sprice
t_sqty
t_status
t_table_name
d16.5
d16.6
w31
u4
d16.0
s16.5
s16.0
u1
c63
s32.16
Price
Currency rate
The security registration number
Database ID reference
Size of lot, trade (unsigned number)
Price with a sign
Size of lot, trade (signed number)
Transaction status
Table name
Temporary full range variable
t_uid
с255
c32
Text field (only the standard ANSI letters)
Cryptopacket unique identifier
t_vol_asset
s26.2
Volume of balance of securities, money
t_wtext
w255
Text field
t_temp
t_text
©2017, RTS
147016770
Page 7 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4. Tables
4.1. Aggregate – Data for Aggregated Quotes
The table contains aggregated quotes divided by listing (<list>) of the RTS. The aggregated quotes for specific
<list> would be available to users with both ViewAggregate and ViewAggregate-<list> properties. For
example, in order to receive data for list-A, list-INF the user should have the ViewAggregate, ViewAggregateA, ViewAggregate-INF properties.
Field
id
issueID
issue_name
lstg
Type
u4
t_reference
t_nickname
moment
price
qty
rev
t
t_price
t_size
u4
type
yield
t_char
t_sprice
©2017, RTS
t_nickname
Description
Unique identifier of the entry.
Unique identifier of the security entry (id) from the Issue table.
Short name of the security from the Issue table.
Belonging of the security to the RTS listing.
Time of the last change.
Price of one share.
Aggregated size of all quotes with the price price.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Quote type ("A" is ask, "B" is bid).
Yield (filled only for bonds)
147016770
Page 8 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.2. Asset – Assets
The table contains assets of the trading members in the Guaranteed Trading System (GTS).
The table is available for users with the ViewAsset property and filtered by member code (firm_name). Plaza
trading system creates virtual asset records with aggregated information for each account and for each security
(for blocking the assets with unspecified issue code)
Field
id
rev
Type
u4
u4
code
acct_num
name
i_code
t_nickname
t_account
t_nickname
t_isin
firm_name
active_type
initial
free
blocked
accounts
t_nickname
t_char
t_vol_asset
t_vol_asset
t_vol_asset
t_code
©2017, RTS
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Short code of the bank or the depositary.
Account number.
RTS security code or settlement currency code.
Security issue subcode (depositary code). String with 12 spaces for
money assets
Trading member code (according to Firm table).
Asset type: 'I' is securities, 'M' is money.
Initial balance as for the trading session opening
Free balance.
Assets blocked by orders and unconfirmed trades.
Group code of depositary or bank account group.
147016770
Page 9 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.3. AssetIO – Data for Assets Withdrawal
The table contains history of assets inputs and withdrawal (for GTS trade mode). The table is available for users
with the ViewAssetIO property and filtered by member code (firm_name).
Field
id
rev
Type
u4
u4
moment
firm_name
settl_pair
depo_accounts
name
i_code
t
t_nickname
t_nickname
t_code
t_nickname
t_isin
active_type
code
acct_num
free
opcode
t_char
t_nickname
t_account
t_vol_asset
t_char
ext_id
status
t_reference
t_status
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Time of the event occurring in the system.
Trading member code (according to Firm table).
The PSA (client code) from which assets are withdrawn.
Depositary account code of PSA.
Security code or currency code
Security issue subcode (depositary code). String with 12 spaces for
money assets
Asset type.
Code of the bank or the depositary
Account number.
Volume of input/output assets.
Operation code:
I is asset input,
O is asset output,
Z is asset withdrawal by the Clearing House
External user reference (id).
Output status:
0 means that assets in the trading system are updated (In GUI is viewed as ASS_TS),
1 means that assets in the clearing center are updated (ASS_CC),
2 is reserves for further use (updated both there and there) (ASS_TS_CC),
3 means to withdraw the said amount at any price (ASS_CC_WAC),
4 means to withdraw the said amount if the free balance allows (ASS_CC_WFB),
5 means to withdraw the said amount equal to the free balance (ASS_CC_NFB),
6 means to withdraw the said amount equal to the total balance (ASS_CC_NTB),
7 means to withdraw the said amount if possible (ASS_CC_WMC),
8 is entries over accounts (ASS_CC_DVP),
9 is hard withdrawal of money with the account deletion (ASS_CC_WCN),
10 is the account deletion (ASS_CC_DCN),
11 is the deletion of the securities issue (ASS_CC_DWI),
12 – Withdraw from Free Balance / Mild withdrawal of security without specifying the
issue (ASS_CC_WFI),
14 – Delivery to FORTS (ASS_DF),
15 – Return from FORTS (ASS_RF),
16 – Withdraw/Nullify from Free Balance (ASS_CC_WNF) (Withdraw the said
amount if the free balance allows, otherwise withdraw the amount equal to the free
balance),
17 – Withdraw from Free Balance (ASS_CC_WF1)
(“Soft” withdrawal of securities without specifying the exact issue subcode).
©2017, RTS
147016770
Page 10 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.4. Bond – Bonds
The table contains accrued coupon interest for bonds accepted for trading in the TS. Values for each security
are calculated by an auxiliary server on the base of the issue parameters. The table is available for users with the
ViewBond property.
Field
id
rev
Type
u4
u4
issueID
t_reference
delivery_date
nkd_1
t
t_price
©2017, RTS
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Unique number of the security of the BOND type from the Issue
table.
Date on which accrued coupon interest is calculated
Accrued coupon interest in the security currency from the Issue table.
147016770
Page 11 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.5. Firm – Information about Trading Members
The Firm table contains data about - companies-TS trading members.
All fields of the table are available for the administrators only. Non-administrator users with the ViewFirm
property have access to all fields except fields ‘connect_addresses’ and ‘modified’.
Field
id
rev
Type
u4
u4
name
properties
connect_addresses
t_nickname
t_text
t_text
trade_on_off
inn
full_name
phone
city
create_moment
u1
t_inn
t_otext
t_wtext
t_otext
t
modify_moment
t
delete_moment
deleted
t
t_char
modified
t_char
1
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Code of trading member.
String with the company properties
TCP-address (or a range of addresses) allowed for connecting the
company –member to the trading system. If there is no access to the
field- then– ' '.
Spare.
Tax ID of the Trading Member.
Full name of the company
Official phone number of the company
City of the company registration
Member’s join moment.
Time of the last change of the company record or some company
workstation.
Time of the member deactivation (null – if member still active).
Company status
(' ' – the member is active, '*' – the member is deactivated).1
The current status of the company
(' ' no changes, '*' some changes occur).
If the access to the field is prohibited then ' '.
When the company break the member status or change its code, its entry will not be deleted from the database and field deleted of
the entry would be filled with '*' symbol.
©2017, RTS
147016770
Page 12 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.6. IsCode – Reference Table for Issue Codes
The table contains information about the securities issue codes (see p.4.5. Issue). The table is used to show in
the GUI a more readable issue code corresponding to the security code in the depositary. If security has no issue
then this table contains the code of the sole issue.
Field
id
rev
Type
u4
u4
issue_name
t_nickname
i_code
i_code_s
t_isin
t_i_c
©2017, RTS
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Security code – code of the security in the TS (corresponds to the
name field in the Issue table).
Issue subcode in the depositary.
Code of security issue for GUI.
147016770
Page 13 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.7. Issue – Information about Securities
The Issue table contains information about securities classified according to their particular group (<list>) in
the TS.
Data for <list> are available for users with the ViewIssue, ViewIssue-<list> properties. For example, to receive
securities from the list-A, list-INF a user should have the ViewIssue, ViewIssue-A, ViewIssue-INF properties.
The full table is available for users with ViewIssue, ViewFullIssue properties.
Field
id
rev
Type
u4
u4
name
properties
registration_number
ISIN
full_name
currency
t_nickname
t_text
t_reg_num
c12
t_otext
t_currency
nominal
price_currency
t_price
t_currency
settl_currency
delivery_days
total_amt
type
t_currency
u1
t_size
u4
2
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Short name of the security in the RTS
Security properties. 2
State registration number.
International identification number (ISIN).
Full name of the security.
Code of currency of the security nominal value К, for example:
('RUR' is Russian ruble, 'USD' is US dollar).
Security nominal value.
Code of price currency – currency of the security quoting, for
example:
('RUR' is Russian ruble, 'USD' is US dollar).
Currency of settlement.
Standard period of settlements in days.
Emission amount (quantity).
Types of allowed settlements 3
Additional properties of the security: MUL is multiple quotes from one member are allowed. N_VIS is anonymous quotes. N_VISQ
is anonymous quotes are placed on such security. Action trades on such security are not anonymous. TEST is data on such security
trading are not included in the statistics. NONE - such security is excluded from trading (the sign can be changed during a trading
session without the Refresh command, when it is set up – all orders for such security are withdrawn). The type of auction for initial
offer: AUC_O is quick offer (open), AUC_A is a closed auction with the single price (American), AUC_E is a standard closed
auction (European), AUC_M is a mixed closed auction, AUC_Y is a yield auction, AUC_PO is an auction with a single cutoff price
with taking into account offers prices, AUC_P an auction with a single cutoff price without taking into account offers prices.
N_NKD is for bonds with no Acquired Interest. REPO is a security sign for GTS crediting (credit in securities and money).
N_TRADE is used to prohibit usual trades with such security +REPO -REPO. NOFEED –means that no information for this
security translated to information agencies. S_PRICE (for auctions) means that any auction will be executed for the terms of an
order placed to the system second in terms of time. HALT is a predetermined security sign, Federal Committee for Securities
Market requirement to suspend trading of one security without unblocking the balance (this sign can be changed during a trading
session without the Refresh command). N_PRICE is the security sign which makes it possible not to show the price in trades to
members which are not trade counterparties (the sign is introduced for IPO auction), AFFIRM is a security sign for IPO – trades can
be only confirmed. FD (Forts Delivery) is a security sign, which is attributed to an underlying asset for the time of delivery and
which allows placement of orders to put this order in a delivery registry, UQD – UX quote-driven market, ALLOW – there is “white
list” of clients for this issue, PROH – – there is “black list” of clients for this issue, KZIPO –special tender auction mode for issue,
TNDRUP, TNDRDOWN – entry/editing of orders, quotes and deals with the price strictly higher or lower of nominal price in the
instrument, MANCLPX – at closing session (closing_session) orders are listed with a price equal to Issue.official_close
3
fiels is a bitmask, each bit defines allowed settlement types and other features of issue
REESTR
0x00000001U /*........000000000000000000001 */
DCC
0x00000002U /*........000000000000000000010 */
GTS
0x00000004U /*........000000000000000000100 */
PVD
0x00000008U /*........000000000000000001000 */
ALL_NON
0x00000010U /*........000000000000000010000 */
MARKET
0x00000020U /*........000000000000000100000 */
STOP_TRADE 0x00000080U /*........000000000000010000000 */
IPO
0x00000100U /*........000000000000100000000 */
I_CODE
0x00000200U /*........000000000001000000000 */
T_N
0x00000400U /*........000000000010000000000 */
CCP
0x00000800U /*........000000000100000000000 */
ECL
0x00002000U /*........000000010000000000000 */
BVT
0x00004000U /*........000000100000000000000 */
VEB
0x00008000U /*........000001000000000000000 */
MCX
0x00020000U /*........000100000000000000000 */
RTS
0x00040000U /*........001000000000000000000 */
JMP
0x00080000U /*........010000000000000000000 */
NBU
0x00100000U /*........100000000000000000000 */
©2017, RTS
147016770
Page 14 of 38
RTS Plaza. Database structure.
Field
lot_volume
issue_type
pips
end_ipo
members_date
z_ipo
risk
trade_on_off
Type
t_size
t_issue_type
u1
t
t
t_price
t_price
u1
prec
frac
listlogdate
cutoffdate
create_moment
delete_moment
t_precision
t_frac
t
t
t
t
modify_moment
deleted
t
t_char
depo_accounts
lstg
t_code
t_nickname
bid_best_price
ask_best_price
bid_inside_price
bid_inside_size
bid_changed
bid_change
t_price
t_price
t_price
t_size
t
t_char
AUCTION
BON
CER
CPN
FMT
MSC
OPC
OPS
PRC
PRS
RTE
RTS
SHS
UNT
WTS
REP
ADR
GDR
EDR
RDR
4
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
0x10000000U
Version: 9.60 Date: 25.07.2012
Description
Spare. Always 1
SWIFT security type (i.e. ‘12’ - SHS, ‘1’ - BON,….). 4
Step of the activation price.
Date and time of the end of initial offer (IPO).
Date and time of shareholders register fixing (for UX)
Discount coefficient (market/limit).
Value of the market risk for anonymous trading.
Parameter of prohibited/allowed Anonymous Trading. The following
values are possible:
symbol ‘0’ – Anonymous Trading is prohibited;
symbol ‘1’ – Anonymous Trading is allowed.
Please note when accessing to this field via API, returned values will
be 48 (ASCII code for ‘0’) and 49 (ASCII code for ‘1’)
Number of valid digits in the price
Number of digits in the price after the comma (-1-any number).
Date of executing the coupon registry.
Date of issue of the next coupon.
Date of making an entry about the security in the RTS.
Date of deleting an entry about the security in the RTS
(null if it is not deleted).
Moment of the last change of an entry about the security in the RTS.
The security status
(' ' security is not deleted, '*' security is deleted).5
Code (name) of depo accounts.
Security belonging to the RTS listing. Listing name without the list
prefix (for example: A, BOARD, BOND, BONDE, BONDG, GAZ,
GTS, IPO). 6
Issue Status
Best bid price (max price) during the trading day.
Best ask price (min price) during the trading day.
Best current bid price.
Best current bid size.
Time of changing the best current bid price.
Direction of the last change of the best current bid ('U' is up, 'D' is
down, ' ' means that the new value is equal to the previous one).
/*10000000000000000000000000000 */
Bonds
Representative Certificates
Coupons
Face or principal or nominal amount
Miscellaneous
Option contracts
Option shares
Premium contracts
Premium shares
Rentes
Rights
Shares Акции
Units, eg, consisting of a bond and a warrant
Warrants
Russian depositary receipt
5
When the security is deleted, the entry about it is not deleted from the RTS database and the entry about the security is changed. The
'*' symbol is in the deleted field of this entry '
6
Attributes of security belonging to an RTS listing (A, BOARD, BOND, BONDE, BONDG, GAZ, GTS, IPO) are mutually
exclusive.
©2017, RTS
147016770
Page 15 of 38
RTS Plaza. Database structure.
Field
bid_change_alert
Type
t_char
ask_inside_price
ask_inside_size
ask_changed
ask_change
t_price
t_size
t
t_char
ask_change_alert
t_char
trade_moment
trade_price
trade_size
trade_changed
trade_change
t
t_price
t_size
t
t_char
trade_change_delta
min_trade_price
max_trade_price
day_size
day_vol
open_price
average_price
previous_close
market_price
t_sprice
t_price
t_price
t_size
t_vol_asset
t_price
t_price
t_price
t_price
range
t_aisle
range_rule
range_cpp
u1
t_aisle
range_cpp_rule
aisle
u1
t_aisle
aisle_rule
aisle1
u1
t_aisle
aisle1_rule
u1
Version: 9.60 Date: 25.07.2012
Description
Direction of the bid_inside_price change ('U' is up, 'D' is down, ' '
means that the new value is equal to the previous one).
Best current ask price.
Best current ask size.
Time of changing the best current ask price.
Direction of the last change of the best current ask ('U' is up, 'D' is
down, ' ' means that the new value is equal to the previous one).
Direction of the ask_inside_price change ('U' is up, 'D' is down, ' '
means that the new value is equal to the previous one)
Registration time for the last trade.7
Last trade price.
Last trade size (in items).
Time of last trade size change.
Direction of the last trade size change ('U' is up, 'D' is down, ' '
means that the new value is equal to the previous one).
Delta of the price change (with a sign).
Minimum trade price during the trading day.
Maximum trade price during the trading day.
Trading size on the current day (in items).
Trading size on the current day in the quote currency.
Trade price as of the trading opening.
Weighted average price of the trade.
Closing price is the price of the last trade of the previous trading day.
Trade market price.
Aisle parameters
Parameter, which sets the price range for an addressed order (trade)
in % of the price specified in parameter range_rule
Price type enumerator8
Parameter, which sets the price range for an addressed order (trade)
with central counterparty (dcc=’CCP’) in % of the price specified in
parameter range_cpp_rule
Price type enumerator
General aisle parameter, which sets the price range for an order
(quote) in % of the price specified in parameter aisle_rule
Price type enumerator
Parameter, which sets the price range for an order (quote) in % of the
price specified in parameter aisle1_rule during period specified by
listing parameter t_first_hour.
Price type enumerator
7
The last trade on this security is the trade with the COM or ONE status for common trades, COB for trades in the GTS system and
the trade_moment maximum time from the Trade table.
8
Table “Price type enumerator”
0
1
Value
Price Type
best_price
2
inside_price
3
4
5
6
7
8
9
10
trade_price
open_price
average_price
previous_close
market_price
official_open
official_close
official_current
©2017, RTS
Comments
No price check
Price of the day best order, which has the same
direction
Price of the current best order, which has the same
direction
Price of last trade of day
Price of first trade of day
Median price of trades of day
Close price of previous day
Market price
Official open price
Official close price
Official current price
147016770
Currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Issue.price_currency
Page 16 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
Field
aisle2
Type
t_aisle
aisle2_rule
aisle_cpp
u1
t_aisle
aisle_cpp_rule
u1
lot
t_size
lot_DBQ
t_size
official_open
t_price
official_close
t_price
official_current
t_price
index_price
market_price1
market_price2
market_price3
t_price
t_price
t_price
t_price
Description
Parameter, which sets the price range for an order (quote) in % of the
price specified in parameter aisle2_rule during period specified by
listing parameter t_second_hour.
Price type enumerator
Parameter, which sets the price range for an order (quote) with central
counterparty (dcc=’CCP’) in % of the price specified in parameter
aisle_rule
Price type enumerator
Other parameters
Required multiplicity of securities specified in an indirectly addressed
quote
Required multiplicity of securities specified in a quote trade (used
only for instruments of the classic market).
Opening price calculated by the infoserver of the trading system
(«official opening price »)
Closing price calculated by the infoserver of the trading system
(«official closing price »)
Current price calculated by the infoserver of the trading system
(«official current price»)
Security price used for index calculation for the last time
Market price, calculated using Russian State SEC instruction 03/52
Market price, calculated using Russian State SEC instruction 04/2
Acknowledged quote, calculated using Russian State SEC instruction
depo_credit_lot
t_price
Reserved for future use
depo_debit_lot
t_price
Reserved for future use
bank_credit_lot
t_price
Reserved for future use
bank_debit_lot
t_price
Reserved for future use
©2017, RTS
147016770
Page 17 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.8. LegalLimit – Guarantee Assets for T+N Trading
The LegalLimit table contains guarantee assets of a Trading Member. Guarantee assets values calculate by
Clearing House and used in T+N classic auctions. The ViewLegalLimit property gives to a Member the
possibility to view the information of its own limits only.
Moscow Exchange MICEX-RTS stops the T+N classic auction from 15-Dec-2011
Field
id
rev
Type
u4
u4
firm_name
free
t_nickname
t_vol_asset
freeCC
totalCC
t_vol_asset
t_vol_asset
settl_pair
t_nickname
©2017, RTS
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Short name of the member.
Free limit of a trading member in the TS (changed when orders are
placed)
Free limit of a trading member in the CC (changed only from the CC).
Total limit of a trading member taking into account unexecuted trades
(reference information from the CC).
Code of settling pair of accounts
147016770
Page 18 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.9. Limit – Limits Table
The Limit table contains data about limits places by Users for each other. Here the limit means the sign
which allows/prohibits quote trades for counteragents. The right to edit the table of limits: MakeLimit. The
right to view the table of limits: ViewLimit – give a Member the possibility to receive limits set by him for
other members and also the limits set by other Members for him. The sign of the Member (and not of the
workstation) is BQ. All the mutual limits with other BQ-Members with REPO trade limits are automatically
added to the table when a new BQ Member is set (added) to the table. The mutual limits with other BQ –
Members are automatically deleted from the table when the BQ sign is deleted.
Field
id
rev
Type
u4
u4
my_firm
contra _firm
total_unlimited
t_nickname
t_nickname
u1
total_vol
shs_unlimited
t_vol_asset
u1
shs_vol
t_vol_asset
shs_bid
u1
shs_ask
u1
shs_dvp
u1
bon_unlimited
u1
bon_vol
t_vol_asset
repo_unlimited
u1
repo_vol
t_vol_asset
repo_bid
u1
repo_ask
u1
©2017, RTS
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Own name of the member.
Name of the member for whom the limits are set.
Sign of the total infinite limit.
0 value means that the infinite limit is not set,
1 value means that the infinite limit is set.
Size of the finite limit in the basic currency of the system.
Sign of the total infinite limit for operations with shares
0 value means that the infinite limit is not set,
1 value means that the infinite limit is set
Size of the finite limit for operation with shares in the basic currency
of the system.
Sign of allowed quotes trades to buy shares.
0 value means that quotes trades to buy shares are prohibited,
1 value means that quotes trades to buy shares are allowed.
Sign of allowed quotes trades to sell shares.
0 value means that quotes trades to sell shares are prohibited,
1 value means that quotes trades to sell shares are allowed.
Sign of allowed quote trades for delivery against payment shares.
0 value means that quotes trades for delivery against payment shares
are prohibited,
1 value means that quotes trades for delivery against payment shares
are allowed.
Sign of the total infinite limit for operations with bonds
0 value means that the infinite limit is not set,
1 value means that the infinite limit is set
Size of the finite limit for operation with bonds in the basic currency
of the system.
Sign of the total infinite limit for operations with repo
pseudoinstruments
0 value means that the infinite limit is not set,
1 value means that the infinite limit is set
Size of the finite limit for operation with repo pseudoinstruments in
the basic currency of the system.
Sign of allowed quotes trades to borrow money in repo.
0 value means that quotes trades to borrow money are prohibited,
1 value means that quotes trades to borrow money are allowed.
Sign of allowed quotes trades to lend money in repo.
0 value means that quotes trades to lend money are prohibited,
1 value means that quotes trades to lend money are allowed.
147016770
Page 19 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.10. News – News
The table contains news RTS members receive from the trading system administrator and the news agencies.
To view news from a particular source of information, a user should have the ViewNews, View_ <Source of
Information> properties. In order to receive only headlines from particular source of information, a user should
have the ViewNews, View<Source of Information>_h properties. For example, to receive news from the
Interfax and RBC news agencies, news headlines of the Prime-TASS agency, the user should have the
ViewNews, View_Interfax, View_RBC, View_Prime-TASS_h properties.
Field
id
rev
Type
u4
u4
moment
source_id
t
c15
priority
category
subject
opt_info
keywords
body
u1
w30
o80
w80
w255
O4095
©2017, RTS
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Time of information input.
Source of information:
'RTS' is a RTS message,
'Interfax' is an Interfax message,
'AKM' is an AK&M agency message,
'RBC' is a RBC agency message,
'Prime-TASS' is a Prime-TASS agency message,
'SKRIN' is a Screen-Emitent agency message.
Priority (1 is high, 0 is usual).
Message category.
Subject of the message.
Optional information (copyright).
List of security codes separated with a comma.
Message body.
If the access to the field is prohibited, then ' '.
147016770
Page 20 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.11. Quote — Quotes
The Quote table contains data on securities quotes and orders, divided by belonging to a corresponding
securities group (<list>) of the RTS. The table of quotes by <list> is available only for users, who have the
ViewQuote, ViewQuote-<list> properties. For example, in order to receive quotes by list-A, list-INF a user
should have the ViewQuote, ViewQuote-A, ViewQuote-INF properties. If a user has the additional sign of
ViewQuoteOwn he receives only quotes of the own company for securities with the N_VIS or N_VISQ
properties.
Field
id
rev
Type
u4
u4
moment
type
issueID
issue_name
i_code
firmID
firm_name
wks
price
qty
res_qty
init_qty
t
t_char
t_reference
t_nickname
t_isin
t_reference
t_nickname
t_name
t_price
t_size
t_size
t_size
paycond
t_paycond
dcc
t_code
delivery_days
change
u1
t_char
memo
ext_id
settl_pair
inn
w31
t_reference
t_nickname
t_inn
Description
Unique identifier of the entry
Unique number of the entry change in the table (in case of any change the
rev value is increased by 1)
Time of placing or changing the quote (order)
Quote (order) direction ('А' is ask-sell, 'В' is bid-buy)
Unique identifier of security (id from the Issue table)
Short name of the security in the RTS
Code of the security issue
Unique identifier of the entry (id) from the Firm table
Short name of the broker company
Workstation name
Price of the current quote
Size of the trading lot
Reserved (hidden) size of the trading lot (iceberg-value)
Field value is equal to the total of the qty and res_qty fields. It is filled with
the core at the moment of the order placement.
Transaction settlement terms
('B' – RUB, 'S' – USD, 'J' – means any currency allowed in this listing)
Settlemet type
For market tickers
GTS – T+0 full guarantee settlements (aka guaranted quote system)
CCP – T+4 settlements in USD via clearing center
Fot non-market tickers
for shares and bonds
‘’(empty string) – delivery trough registrar
NBU – state bond delivery via UX clearing
DCC – delivery via DCC (T+4)
PVD – DVP delivery via DCC (T+4)
for eurobonds as addition to hereon
BVT – devivery via VTB Bank (T+3)
ECL – devivery via Euroclear Bank (T+3)
VEB – devivery via VEB Bank (T+3)
for state and corporate bonds as addition to hereon
RTS – delivery via address orders on RTS borsa
MCX - delivery via address orders on MICEX borsa
Number of days for reregistration of securities.
Direction of the quote price change ('U' is up, 'D' is down,
' ' means that the new value is equal to the previous one).
Reference information (viewed only for quotes of the own company).
External user reference (id).
Code of the customer from SettlPair table
TIN of the customer from the SettlPair table
For identification by accounts groups
depo_accounts
bank_accounts
t_code
t_code
Code (name) of the depositary accounts group security belongs to.
Code (name) of the bank account group.
Properties from Issue
©2017, RTS
147016770
Page 21 of 38
RTS Plaza. Database structure.
visible
u1
lstg
t_nickname
ipo
u1
Version: 9.60 Date: 25.07.2012
Indicator of anonymity from the Issue table 'N_VIS' or ‘N_VISQ’ is
anonymous, by default – not anonymous (the company name is visible to
other members).
Listing name without the list prefix (for example: A, BOARD, BOND,
BONDE, BONDG, GAZ, GTS, IPO9) from the Issue table.
Sign of initial offer: IPO > 1, other is 0.
Indication of the auction type for initial offer:
1 is a quick auction (open),
2 is a closed auction with a single price (American),
3 is a standard closed auction (European),
4 is a mixed closed auction.
Auction Fields
quote_order
u1
order_type
u1
catalyst
u1
all_non
u1
act_price
max_asset
leave
t_price
t_vol_asset
u2
nkd_1
t_price
yield
t_sprice
Sign, which specifies the order type: quote is 0, order is 1, order on the
classic anonymous market is 2.
Types of order 0 is market, 1 is limited, 2 – closing session (orders with the
“closing_session” indication, which are traded at the weighted average
price are allowed during a set time for the after trading session.
Current status of the order:
1 is active,
0 is passive.
Sign for order execution. Can take the following values:
1 means all or none,
0 means partial execution is possible.
Order activation price.
For calculation of the blocked assets for a market order.
Order lifetime. Can take the following values:
0 means the order will be processed immediately,
1 means the order will be kept for 1 day,
65000 means that the order will be kept for an unlimited period of time but
until it is withdrawn from trading by the member.
Acquired Interest for the bond in the currency of the nominal price of the
security from the Issue table.
Yield for the bond in percents.
For statistics
type_wks
u1
For statistics: TYPE_WKS_PLAZA_GUI – 0, TYPE_WKS_GATE – 1.
mm
t_mm
Common orders (MM_0-0). Orders from the MM GUI (MM_1-1, MM_22, MM_3-3).
Quote status
e_s
u1
For market makers
The flag shows if the order will remain in the system on the evening
trading session:
'1' – the order remains for the evening trading (not yet used);
'0' – the order not remains for the evening trading;
status
9
u1
Status of order10.
Please refer to the OrderStatus_TechSpec.doc for extended order statuses
description
List of existing listings defined in paragraph 4.1. This list is the subject to changes without prior notification.
10
‘0’ is a stop order,
‘1’ is an order in the TS, no trades for it
’3’ is in the queue with trades for it
’4’ is deleted by the system without trades (for IOC-orders – not executed)
’6’ is deleted by the system with trades (for IOC- orders – partially executed)
’8’ is deleted by the user without trades
’10’ is deleted by the user with trades
’22’ is fully executed
©2017, RTS
147016770
Page 22 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.12. Quote_hist – Quotes (history)
The Quote_hist table contains data on the quote history. The table is available for users, who have the
ViewQuote, ViewQuote-<list>, ViewQuoteHist properties by their quotes from the <list> listing. For example,
in order to receive quotes (history) by the list-A, the user should have the ViewQuote, ViewQuote-A,
ViewQuoteHist properties. The Quote_hist table is equal to the Quote table, but it has four additional fields:
history_id, history_event, history_moment, history_action.
Field
id
rev
Type
u4
u4
moment
type
issueID
issue_name
wks
price
qty
res_qty
init_qty
t
t_char
t_reference
t_nicknam
e
t_isin
t_reference
t_nicknam
e
t_name
t_price
t_size
t_size
t_size
paycond
t_paycond
dcc
delivery_days
change
t_code
u1
t_char
memo
ext_id
settl_pair
w31
t_reference
t_nicknam
e
t_inn
t_code
t_code
u1
i_code
firmID
firm_name
inn
depo_accounts
bank_accounts
visible
lstg
ipo
t_nicknam
e
u1
quote_order
u1
©2017, RTS Technical Center
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change the
rev value is increased by 1).
Time of placing or changing the quote (order).
Quote (order) direction ('А' is sell, 'В' is buy).
Unique identifier of security (id from the Issue table).
Short name of the security in the RTS.
Code of the security issue
Unique identifier of the entry (id) from the Firm table.
Short name of the company.
Workstation name.
Price of the current quote.
Size of the trading lot.
Reserved (hidden) size of the trading lot
Field value is equal to the total of the qty and res_qty fields. It is filled with
the core at the moment of the order placement.
Transaction settlement terms
('B' – RUB, 'S' – USD, 'J' – means any currency allowed in this listing)
Please refer to p.4.5
Number of days for reregistration of securities.
Direction of the quote price change ('U' is up, 'D' is down,
' ' means that the new value is equal to the previous one).
Reference information (viewed only for quotes of the own company).
External user reference (id).
Code of the pair of settlement accounts (bank + depositary).
TIN of the user from the SettlPair table
Code (name) of the depositary account group security belongs to.
Code (name) of the bank account group.
Indicator of anonymity from the Issue table 'N_VIS' or ‘N_VISQ’ is
anonymous, by default – not anonymous (the company name is visible).
Listing name (without the list prefix i.e. A, BOARD, BOND, BONDE,
BONDG, GAZ, GTS, IPO) from the Issue table.
Sign of initial offer: IPO > 1, other is 0.
Indication of the auction type for initial offer:
1 is a quick auction (open),
2 is a closed auction with a single price (American),
3 is a standard closed auction (European),
4 is a mixed closed auction.
Sign, which specifies the order type: quote is 0, order is 1, order on the
classic anonymous market is 2.
147016770
Page 23 of 38
RTS Plaza. Database structure.
order_type
u1
catalyst
u1
all_non
u1
act_price
max_asset
leave
t_price
t_vol_asset
u2
nkd_1
t_price
yield
type_wks
mm
t_sprice
u1
t_mm
e_s
u1
Version: 9.60 Date: 25.07.2012
Types of order 0 is market, 1 is limited, 2 – closing session (orders with the
“closing_session” indication, which are traded at the weighted average
price are allowed during a set time for the after trading session.
Current status of the order:
1 is active,
0 is passive.
Sign for order execution. Can take the following values:
1 means all or none,
0 means partial execution is possible.
Order activation price.
For calculation of the blocked assets for a market order.
Order validity. Can take the following values:
0 means the order will be processed immediately,
1 means the order will be stored for 1 day,
65000 means that the order will be stored for an unlimited period of time
but until it is withdrawn from trading by the customer.
Acquired Interest for the bond in the currency of the nominal price of the
security from the Issue table.
Yield for the bond in percents.
For statistics: TYPE_WKS_PLAZA_GUI – 0, TYPE_WKS_GATE – 1.
Common orders (MM_0-0). Orders from the MM GUI (MM_1-1, MM_22, MM_3-3).
The flag shows if the order will remain in the system on the evening
trading session:
'1' – the order remains for the evening trading;
'0' – the order not remains for the evening trading
status
u1
history_id
history_event
history_moment
history_action
u4
u4
t
t_char
©2017, RTS Technical Center
Status of order.
Please refer to p.4.5
Unique identifier of the entry from the Quote table.
Unique identifier of the entry from the Event table.
Time of quote placement, change, deletion.
Symbol of the operation performed with the quote: ‘U’pdate, ‘D’elete,
‘A’dd.
147016770
Page 24 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.13. Registry – General References
The Registry table contains the trading system and statistic data settings.
All the table fields are available only for the administrators. Users with the ViewRegistry sign have access to
the rows with the 'C' (Common) value in the area field.
Field
id
rev
Type
u4
u4
section
t_name
item_name
item_value
area
t_name
t_wtext
t_char
Description
Unique identifier of the entry.
Unique number of the entry change in the table (the rev value
increases by 1 in case of any change of the entry).
Section name (contains the name of the section to which the
corresponding parameter belongs).
Parameter name.
Parameter value.
Parameter of access to the entry. It can take one of two values: ('P'
is Private, 'C' is Common).
The Registry sections, which have the ‘C’ value in the area field:
bl_base_currency is the basic currency of the trading system;
bl_digits_in_row is the default number of valid digits in the price –when a new security is created;
bl_group_accounts_B is setting of group codes of bank accounts. The group code is set in the item_name
field, the value field is used to set the trading activity: 1 – trading is open, <>1 – trading is closed;
bl_group_accounts_D is setting of depositary accounts group codes. The item_name field is used to set the
group code, the value field is used to set the trading activity of the group: 1 – trading is open, <>1 – trading is
closed;
bl_news is setting of indications of news sources and the time of their storing in the trading system database;
bl_rate is the value of the RF Central Bank exchange rate (RUR for USD) as of the next day (introduced after
the official message at 12:30);
bl_status_system is the indication of the trading sessions statuses in the trading system and the GTS
subsystem;
list-<listing code> is setting of trading conditions for the relevant securities groups (aka listing). The
item_name and value parameters have the following value pairs:
 item_name=t_quote – the value parameter contains the time of beginning and end of the
period of placing orders for a securities group;
 item_name=t_ccp_quote – the value parameter contains the time of beginning and end of the
period of placing orders with CCP for a securities group;
 item_name=t_trade – the value parameter contains the time of beginning and end of the
period of placing addressed orders for a securities group;
 item_name=t_ccp_trade – the value parameter contains the time of beginning and end of the
period of placing addressed CCP orders for a securities group;
 item_name=t_auction – the value parameter contains the time of beginning and end of the
period of an auction for a securities group;
 item_name=t_rules – the value parameter contains the time of beginning and end of the
period of settlement of official statistics for a securities group;
 item_name=t_bq – the value parameter contains the time of beginning and end of the period
when transactions by the quote are allowed (only for the OTC market) for a security group;
 item_name=trade_allow – the value parameter contains codes which indicate what
transactions are allowed in this group. A is for auction, B is for addressed, Q is for quoted, I
is for initial offer transactions
 item_name=day_currency – the value parameter contains the code of the currency which is
used for the calculation of a total monetary trading volume for a group.
 item_name=day_volume – the value parameter contains the total monetary trading volume
for a group in the currency indicated in the “trade_currency”
©2017, RTS Technical Center
147016770
Page 25 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012

item_name=NoSameFirm – if setting is ON (value ='on' ) there are prohibition of address
and auction trades when seller and buyer are the same broker
 item_name=NoSameFirmClassic - if setting is ON (value ='1' ) there are prohibition of
address “classical” trades when seller and buyer are the same broker. This swith works when
NoSameFirm is ON only.
 item_name=NoSameINN – this setting defines the prohibition of trades and quotes with the
same TIN. This swith works when check_inn is ON only.
The table hereafter provides the different options of NoSameINN swith:
Prohibition of trades and quotes with the same TIN:
field Value
same broker
different broker
market
address
0
–
–
–
–
1
+
–
+
–
2
+
–
+
+
3
+
+
+
–
4
+
+
+
+

item_name=check_inn – this setting manage the mandatory of a client code (with TIN) in
orders, quotes and address trades. Value ='off' means client code is optional, value ='on'
client code is mandatory, default value is 'on'
 item_name=check_limit – this setting manage the checking of collateral limits of brokers for
trades by solid quotes. Value ='off' – check is OFF, value ='on' – check is ON
 item_name=reserve_quantity - this setting sets up the allowance of the “iceberg” quotes.
Value ='off' – “iceberg” quotes is not allowed, value ='on' – “iceberg” quotes is allowed
Time periods for t_quote, t_trade, t_auction, t_rules, t_bq settings shall be set using this template:
hh:mm(:ss);hh:mm(:ss) - period start; period finish
There is important that second is optional.
bl_currency is the currency rate in relation to the base curency (USD). The item_name field is used for the
currency code and the value currency – for the rate value;
bl_depo is the number of days for delivery using the specified delivery scheme;
bl_day is the correction of working days and days off for a standard calendar. The item_name field is used to
specify the data, the value field– the ‘off’ row – if the holiday is declared a working day or ‘on’, if the working
day is declared a day off;
bl_pay_conditions are terms of payment. The item_name field is used to input a code (one symbol). The value
field is used to specify the currency code (or codes divided with commas without blank spaces) from the list of
codes given in the bl_currency section;
statistics are calculation statistic data (indices)
repl_stamp – heartbeat timer group
item_name = heartbeat_interval – period of renwal of heartbeat timer (in seconds)
item_name = heartbeat_time – current value of heartbeat timer. Renewal of timer will be occurred
upon competion of current transaction (there are some gaps allowed)
Examples:
Section
bl_base_currency
bl_digits_in_row
bl_group_accounts_B
bl_group_accounts_D
bl_news
bl_rate
bl_status_system
©2017, RTS Technical Center
Name
base_currency
Price
MBN
MDC
AKM
RUR_TOMORROW
RTS_GTS_System
147016770
Value
USD
4
1
1
0
30.9404
Started
Area
C
C
C
C
C
C
C
Page 26 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
bl_currency
bl_depo
bl_day
list-A
list-A
list-A
list-A
list-A
list-A
payment currency
Statistics
USD
DCC
2002/01/07
day_currency
range
t_quote
t_rules
t_trade
trade by quote
S
RTSI
Statistics
RTSIF
Statistics
RTSIF_R
Statistics
RTST
Statistics
RUIX
Statistics
RUIXOIL
1.0
4
on
USD
0.5;1.5
8:45; 23:00
11:00; 22:00
9:00; 23:00
11:00; 19:00
USD
236.33; 2002/04/01 13:00; 236.33;
0.00%; 236.33; 0.00%
236.33; 2002/04/01 13:00; 236.33;
0.00%; 236.33; 0.00%
236.33; 2002/04/01 13:00; 236.33;
0.00%; 236.33; 0.00%
262.52; 2002/04/01 13:14; 262.52;
0.00%; 262.52; 0.00%
213.40; 2002/03/20 11:00:07;
213.40; 0.00%; 213.37; +0.01%
217.41; 2002/03/20 11:00:07;
217.41; 0.00%; 217.41; 0.00%
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
C
There are list of existing listings in RTS, UX and ETS trading systems
A
AA
BOARD
BOARDB
BOARDF
BOND
BONDG
EAC
GAZ
GTS
GTSST
IPO
QBOARD
QUAL
QUIN
A
BOND
BONDG
GTS
IPO
AG_CLS
AG_CLSN
AG_GTS
AG_GTSN
MT_CLS
RTS
Quote-driven market (“Classic”), russian corporate shares
Order-driven “Classic” market
Quote-driven OTC market, russian corporate shares
Quote-driven OTC market, russian corporate bonds
Quote-driven OTC market, foreing corporate shares
Quote-driven market (“Classic”), russian corporate bonds
Order-driven GTS market (T+0), corporate bonds
Special listing for EAC system
Listing for trading via SPB borsa
Order-driven GTS market (T+0), corporate shares
Address trades with securities of “Standard” market (Т+4)
Listing for Initial Public Offering
OTC quote-driven market for qualificated investors
Special listing for qualificated investors
Special listing for qualificated investors
UX
Quote-driven market, shares
Quote-driven market, corporate bonds
Quote-driven market, state bonds
Order-driven market (T+0), shares
Listing for Initial Public Offering
ETS
Quote-driven market, agriculture commodities
Quote-driven market, agriculture commodities, VAT return
Order-driven market, agriculture commodities
Order-driven market, agriculture commodities, VAT return
Quote-driven market, metal commodities
©2017, RTS Technical Center
147016770
Page 27 of 38
RTS Plaza. Database structure.
OL_CLS
OL_CLSN
TST_CLS
TST_GTS
Version: 9.60 Date: 25.07.2012
Quote-driven market, oil commodities
Quote-driven market, oil commodities, VAT return
Game listing for quote-driven market
Game listing for order-driven market
©2017, RTS Technical Center
147016770
Page 28 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.14. RepoQuotes – quotes on REPO operations
The RepoQuotes table the data about indicative quotes on REPO operations for securities both classic,
Standard and T+0 markets.11 REPO operations prohibited for the securities with NOREPO property.
Field
Type
Description
id
u4
Unique identifier of the entry.
rev
u4
moment
t
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Time of placing or changing the quote
firmID
t_reference
Unique identifier of the entry (id) from the Firm table.
firm_name
t_nickname
Short name of the company.
wks
t_name
Workstation name.
repo_action
t_char
issue_name
t_nickname
REPO operation code:
'1' – Borrow securities (BS).
'2'– Lend securities (LS).
'5' – Borrow money (BM).
'6' – Lend money (LM).
Short name of the security in the RTS.
list_issues
t_text
The list of the security short names, separated by commas.
qty
t_size
Size of the trading lot.
volume
t_vol_asset
The trade volume in money
payment_currency
t_currency
rate
t_percent
Payment currency, i.e.:
'RUR' – Russian ruble, 'USD' – US dollar.
USD allowed only for classic market securities.
REPO operation rate
haircut
t_percent
Haircut on market price
repo_days
u2
settl_pair
t_nickname
Term of REPO operation in calendar days
If order has dcc='RPT' then field herein store the number of days
before delivery the Standard position shifted from (at actual moment
values from D-1 to D-N allowed inclusevely, where N=4 and D
meansdelivery day). Value 255 means «shifting from any day».
Code of the pair of settlement accounts (bank + depositary).
dcc
t_code
delivery_days
u1
Settlement scheme code:
'RPT' – REPO trades for Standard market
'GTS' – T+0 market with full prefund
'PVD' – Delivery versus payment for classic market securities
'MCX ' – Trade on MICEX for classic and T+0 market securities
' ' – Free of payment
Quantity of the working days for settlement.
Used if dcc=' ' or 'RPT'
If order has dcc='RPT' then field herein store the number of days the
Standard position shifted for (at actual moment values from 1 to N-1
allowed, where N=4). Value 255 means «any period shifting».
instruments means any securities (both shares and bonds) listed in “auction classic” market, “classical
classic” market and indicative RTS Board market.
11Classical
©2017, RTS Technical Center
147016770
Page 29 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
Field
Type
Description
memo
w31
Reference information (viewed only for quotes of the own company).
ext_id
t_reference
External user reference (id).
leave
u2
non_standart
t_char
status
u1
Order lifetime. Can take the following values:
1 means the order will be kept for 1 day,
65000 means that the order will be kept for an unlimited period of time
but until it is withdrawn from trading by the member.
Mark of non-standard quote:
"*" – non-standard;
' ' – standard
Status of quote:
'1' – active quote ,
'4 ' – quote deleted by system
'8' – quote deleted by user
4.15. RightSale – Data for Initial Offer
The table contains information for members of initial offer (IPO). The full table is available only for the RTS
administrators.
©2017, RTS Technical Center
147016770
Page 30 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.16. SaveOrder — Quotes Restore
The SaveOrder table contains data about the securities quotes deleted from the system after the GTS trading
session is over. The table is available for the users with the ViewSaveOrder sign.
Field
id
rev
Type
u4
u4
quoteID
t_reference
moment
type
issueID
issue_name
i_code
firmID
firm_name
wks
price
qty
res_qty
paycond
t
t_char
t_reference
t_nickname
t_isin
t_reference
t_nickname
t_name
t_price
t_size
t_size
t_paycond
dcc
delivery_days
memo
ext_id
settl_pair
inn
depo_accounts
bank_accounts
visible
t_code
u1
w31
t_reference
t_nickname
t_inn
t_code
t_code
u1
lstg
t_nickname
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change the
rev value is increased by 1).
Unique identifier of the entry (id) of the saved order.
Time of the order save.
Quote (order) direction ('А' is sell, 'В' is buy).
Unique identifier of security (id from the Issue table).
Short name of the security from the Issue table.
Code of the security issue
Unique identifier of the entry (id) from the Firm table.
Short name of the company from the Firm table.
Workstation name.
Order price
Size of the trading lot.
Reserved (hidden) size of the trading lot (“iceberg” value)
Transaction settlement terms
('B' – RUB, 'S' – USD).
Please refer to p.4.5
Number of days for reregistration of securities.
Reference information (viewed only for quotes of the own company).
External user reference (id).
Code of the pair of settlement accounts (bank + depositary).
TIN of the user from the SettlPair table
Code (name) of the depositary account group security belongs to.
Code (name) of the bank account group.
Indicator of anonymity from the Issue table 'N_VIS' or ‘N_VISQ’ is
anonymous, by default – not anonymous (the company name is visible).
Listing name without the list prefix (for example: A, BOARD, BOND,
BONDE, BONDG, GAZ, GTS, IPO) from the Issue table.
Auction fields
quote_order
u1
Sign, which specifies the order type: quote is 0, order is 1
order_type
all_non
u1
u1
leave
u2
type_wks
mm
u1
t_mm
Types of order 0 is market, 1 is limited.
Sign for order execution. Can take the following values:
1 means all or none,
0 means partial execution is possible.
Order validity. Can take the following values:
0 means the order will be processed immediately,
1 means the order will be stored for 1 day,
65000 means that the order will be stored for an unlimited period of time
but until it is withdrawn from trading by the customer.
For statistics: TYPE_WKS_PLAZA_GUI – 0, TYPE_WKS_GATE – 1.
Common orders (MM_0-0). Orders from the MM GUI (MM_1-1, MM_22, MM_3-3).
©2017, RTS Technical Center
147016770
Page 31 of 38
RTS Plaza. Database structure.
e_s
u1
Version: 9.60 Date: 25.07.2012
The flag shows if the order will remain in the system on the evening
trading session:
'1' – the order remains for the evening trading;
'0' – the order not remains for the evening trading
©2017, RTS Technical Center
147016770
Page 32 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.17. SettlPair – Pairs of Settlement Accounts
The table contains information about pairs of settlement accounts of cutomers (aka customer code) in the
Guaranteed Trading System (GTS). A pair of settlement accounts (PSA) uniquely identifies trading accounts of
a trading member in the Settlement bank and the Settlement depositary. The PSA of such trading member
should have unique codes (within the framework of this trading member).
When setting orders or making a transaction in the GTS a member selects a PSA which indicates from which
account assets are debited and to which account they are credited.
The table is available for users who have the ViewSettlPair sign only in the PSA part of their company.
Field
id
rev
Type
u4
u4
firm_name
settl_pair
depo_code
depo_num
bank_code
bank_num
curr_code
depo_accounts
bank_accounts
depo_out
t_nickname
t_nickname
t_nickname
t_account
t_nickname
t_account
t_currency
t_code
t_code
t_char
bank_out
t_char
inn
buy_sell_enable
t_inn
t_char
Description
Unique identifier of the entry.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Short name of the member from the Firm table.
Code of the accounts pair (customer code) – PSA.
Depositary short name.
Account number in the depositary.
Bank short name.
Account number in the bank.
Currency code of the bank account.
Depositary accounts group code
Bank accounts group code.
Sign to indicate the possibility to withdrawal securities.
'Y' means possible.
Sign to indicate the possibility to withdraw money.
'Y' means possible.
TIN of the broker member (reference field)
Allowed direction of assets flow
' ' – normal customer
B (Buy allowed)
If security has ALLOW property then such customer cannot
sell this security, other except Q cannot trade this security at all
S (Sell allowed)
If security has ALLOW property then such customer cannot
buy this security, other except Q cannot trade this security at all
Q (Qual Investor) If security has ALLOW property then such customer can
both buy and sell this security, other except B/S cannot trade this security at all
P (Purchase prohibited) If security has PROH property then such customer
cannot buy this security, other except N can do anything
D (Dispose prohibited)
If security has PROH property then such customer
cannot sell this security, other except N can do anything
N (Neither allowed)
If security has PROH property then such customer
cannot both buy and sell this security, other except P\D can do anything
Z - customer intended for free term delivery for UX state bond market
issue_type_enabled
t_char
auction_allowed
t_char
night_allowed
t_char
Allowed types of securities with ITYPCHK property for which
operations from this pair may be performed:
'A' is shares (issue_type =12 or 5)
'O' is bonds (issue_type=1)
' ' is any
Permission to make auction transactions (place orders in the GTS and
on the anonymous classic market):
'A' is auction trades are prohibited
' ' is auction trades are allowed
Permission to make transactions using this settle pair :
' ' – allowed (the default value);
'N' – Prohibited
©2017, RTS Technical Center
147016770
Page 33 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
Field
Type
Description
settl_type
t_char
Settle type, allowed for this Settle pair:
'G' – GTS (T+0 with full prefund) settle allowed;
' ' – classical market settle allowed
client_inn
t_inn
©2017, RTS Technical Center
VAT identification number of participant’s client.
147016770
Page 34 of 38
RTS Plaza. Database structure.
Version: 9.60 Date: 25.07.2012
4.18. Trade – Transactions
The Trade table contains information about transactions in the RTS classified according to the relevant listing
(<list>) of the RTS. The <list> transactions table is available for users with the ViewTrade, ViewTrade-<list>
properties. For example, in order to get trades by the list-A, list-INF the user should have the ViewTrade,
ViewTrade-A, ViewTrade-INF. The general part of the table for the<list> listing is available for all users with
the ViewTrade, ViewTrade-<list> properties. Fields of the initiator and the confirmer for trades of the own
company are available for users with the additional ViewTradeReport-<list> sign.
The trade initiator has access to all the fields except: conf_memo, conf_ext_id, conf_pair, conf_type_wks.
The trade confirmer has access to all the fields except: init_memo, init_ext_id, init_pair, init_type_wks.
The general part of the table visible for other users contains all fields except: init_quoteID, init_ID, init_name,
init_wks, init_memo, init_ext_id, init_pair, init_type_wks, conf_quoteID, conf_ID, conf_name, conf_wks,
conf_memo, conf_ext_id, conf_pair, conf_type_wks.
Field
id
rev
Type
u4
u4
type
t_char
type_ext
t_char
status
t_status
issueID
issue_name
i_code
price
t_reference
t_nickname
t_isin
t_price
©2017, RTS Technical Center
Description
Unique entry identifier.
Unique number of the entry change in the table (in case of any change
the rev value is increased by 1).
Trade type ('Q' is a quote trade, 'B' is a bilateral address trade, 'C' is a
OTC trade report, 'A' is an auction trade, 'I' is a closed auction trade
(IPO)).
'R' is REPO-trades, ' ' is common trades, 'N' is a transaction for T+N
settlement on full prefund market, 'P' is pseudo-REPO trades for UX
state bonds
Value
Trade status in
Trade status for
Trade status for the
the RTS
the initiator
confirmer
1
PLAZA
UNC
ADV
2
NEW
COM
CAC
3
COM
VXI
CPI
4
VXI
CPC
VXC
5
VXC
CXL
CXL
11
CXL
DEL
CLR
12
DEL
ONE
14
ONE
UNI
ADI
18
NEI
COB
CAB
19
COB
BAC
BAK
21
BAC
BAA
BAF
22
BAA
BAX
BAZ
23
BAX
BAY
BAH
24
BAY
UNO
ADO
25
NEO
EOM
EOM
26
EOA
EOA
EOF
27
NSI
USI
ASI
28
COS
COS
CAS
29
NEN
UNN
AND
30
NOM
NOM
NOM
31
CON
CON
CON
32
NEL
UNL
ADL
33
COL
COL
CAL
Unique identifier of the security entry (id) from the Issue table.
Short name of the security in the RTS.
Code of the security issue
Price of one unit.
147016770
Page 35 of 38
RTS Plaza. Database structure.
Field
qty
lot_volume
volume
nkd_1
repo_action
trade_ref
repurchase
new_delivery_date
incl_yield
rate
new_price
trade_moment
affirm_moment
price_currency
price_rate
payment_currency
payment_rate
clear
Version: 9.60 Date: 25.07.2012
Type
t_size
t_size
t_vol_asset
Description
Trading lot (number of units).
Spare (always 1)
Trade result in the payment currency (the calculation formula is
determined by the issue_type security type from the Issue table):
– for shares (issue_type = SHS)
volume = price * qty * payment_rate / price_rate;
– for bonds (issue_type = BON)
volume = (price * 0.01 * nominal + nkd_1) * qty * payment_rate /
nominal_rate,
the price is specified in per cent of the nominal price for bonds.
Bond
t_price
Accrued coupon yield 1 in the currency of the security nominal price
from the Issue table.
Repo
t_char
BS – '1' is Borrow securities. Take credit in securities.
LS – '2' is Lend securities. Give credit in securities.
RS – '3' is Return Secutities. Return credit in securities.
AS – '4' is Accept Secutities. Accept credit in securities.
BM – '5' is Borrow money. Take credit in money.
LM – '6' is Lend money. Give credit in money.
RM – '7' is Return Money. Return credit in money.
AM – '8' is Accept Money. Accept credit in money
ANY – ' ' is not set.
t_reference
Reference to the transaction number of a direct transaction/counter
transaction.
t_vol_asset
Amount of the offset/ New (edited) amount of the offset.
t
New (edited) date of reregistration
u1
For repo transactions – obligation of the securities borrower or a
keeper of securities pledge to transfer the income received by them to
the counteragent. It can take the following values:
’0’ means there is an obligation
’1’ means there is no obligation
t_rate
In repo transactions – crediting rate expressed in annual interest in
relation to the amount (price) of the first part of transaction.
t_price
In a direct repo transaction – the counter transaction price
In an offset repo transaction – an edited price of the offset
transaction.
For shares – in RUR, for bonds – in per cent of the nominal value.
t
Time of the trade registration.
t
Time of trade affirmation.
t_currency
Price currency code, for example: ('RUR' is the Russian ruble,
'USD' is the US dollar, 'ERR' is the test value).
t_rate
Price currency rate in relation to the base currency.
t_currency
Payment currency rate, for example: ('RUR' is the Russian ruble,
'USD' is the US dollar, 'ERR' is the test value).
t_rate
Payment currency rate in relation to the base currency.
Copied from the Issue at the moment of trade creation
u4
Designation of the settlement type 1, 2, 3… (through the registrar,
through DCC, GTS, DVP, …, T+N).
See more in p.4.4 field [Issue].[type] footnote
dcc
delivery_date
t_code
t
©2017, RTS Technical Center
Please refer to p.4.5
Date of the security reregistration.
147016770
Page 36 of 38
RTS Plaza. Database structure.
Field
Version: 9.60 Date: 25.07.2012
Type
Description
Fields of the trade initiator
init_quoteID
t_reference
init_ID
t_reference
init_name
t_nickname
init_wks
t_name
init_action
t_char
init_memo
w31
init_ext_id
init_pair
init_type_wks
t_reference
t_nickname
u1
Unique id of the record in the Quote table for auction trades
(type=’A’) only. For address and OTC trade reports (type=’B’, ‘Q’
or ‘C’) always 0.
If the access to the field is prohibited then 0.
Trade initiator: unique identifier of the entry (id) from the Firm table.
If the access to the field is prohibited then 0.
Name of the broker from the Firm table
If the access to the field is prohibited then ' '.
Name of the Initiator’s workstation.
If the access to the field is prohibited then ' '.
Trade type ('P' is a purchase, 'S' is selling).
No filtering of this field at all
Reference information (inputs by the trade Initiator).
If the access to the field is prohibited then ' '.
External user reference (id).
Code of the customer (SettlPair table)
TYPE_WKS_PLAZA_GUI - 0, TYPE_WKS_GATE – 1.
Fields of the counteragent (confirmer)
conf_quoteID
t_reference
conf_ID
t_reference
conf_name
t_nickname
conf_wks
t_name
conf_action
t_char
conf_ memo
w31
conf_ext_id
t_reference
conf_pair
conf_type_wks
t_nickname
u1
depo_accounts
bank_accounts
t_code
t_code
visible
u1
vis_price
u1
lstg
t_nickname
©2017, RTS Technical Center
Unique id of the record in the Quote table for auction trades
(type=’A’) and trades by solid quote (type=’Q’),
For address and OTC trade reports (type=’B’ or ‘C’) always 0.
If the access to the field is prohibited then 0.
Confirmer: unique identifier of the entry (id) from the Firm table.
For OTC trade reports always 0.
If the access to the field is prohibited then 0.
Name of the broker from the Firm table.
If the access to the field is prohibited then ' '.
Name of the Confirmer’s workstation (second part of login).
If the access to the field is prohibited then ' '.
Trade type ('P' is a purchase, 'S' is selling).
No filtering of this field at all
Reference information (inputs by the trade Confirmer).
If the access to the field is prohibited then ' '.
External user reference (id).
Code of the customer (SettlPair table)
TYPE_WKS_PLAZA_GUI – 0, TYPE_WKS_GATE – 1.
Code of account groups
Code (name) of the depositary account
Code (name) of the bank account.
Signs of Issue
Indicator of anonymity from the Issue table 'N_VIS' is anonymous,
by default – not anonymous (the company name is visible).
Show/ not show the price in foreign trades (show – 0,
Do not show – 1).
Listing name without the list prefix (for example: A, BOARD,
BOND, BONDE, BONDG, GAZ, GTS, IPO).
147016770
Page 37 of 38
RTS Plaza. Database structure.
market
u1
Version: 9.60 Date: 25.07.2012
Sign of trade marketability. Can take the following values:
’0’ is the status is undefined
’1’ is a nonmarket transaction
’2’ is a market transaction
4.19. Workstation – Data about the RTS Workstations
The Workstation table contains information about workstations (user accounts) of companies – RTS members.
Users allowed to view only several fields of this table described below.
Field
Type
Description
Id
u4
Unique identifier of the entry.
Rev
u4
Unique number of the entry change in the table (the rev value increases
by 1 in case of any change of the entry).
firmID
t_reference
Unique identifier of the entry (id) from the Firm table.
firm_name
t_nickname
Short name (code) of the company – RTS member this worlstation is
belongs to.
Name
t_name
User name
properties
t_text
Unavailable for users
Password
t_text
Unavailable for users
extra_pwd
t_text
Unavailable for users
Versions
t_table_name
Unavailable for users
Language_id
u1
Unavailable for users
©2017, RTS Technical Center
147016770
Page 38 of 38