SDP Protocol Suite - JSE 2 … · TI_EXEC_TREND ... UTIME TimeStamp: the format is “hmmssmmmuuu” instead of “hhmmssmmmuuu” ... The table contained in this paragraph is a summary

SDP Protocol Suite

MTS Service Provider

Class Reference Volume 2 – Common and Trading Functionalities

Version 13.5

SIA S.p.A. Markets Division S

IA S

.p.A

.

Copyright © SIA S.p.A. All rights reserved.

First Edition: February 2005

Last Update: August 7th, 2015

The information given in the documentation is subject to change without notice and does not represent a commitment on the part of SIA S.p.A.

The software described in this document is provided under a license or non-disclosure agreement. The software may be used or copied only in accordance with the terms of the agreement. It is against the law to copy this software onto any medium unless specifically indicated in the license or non-disclosure agreement.

No part of the documentation may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopying, recording, or information storage and retrieval system, for any purpose without the express written permission of SIA S.p.A.

Brand and product names are trademarks or registered trademarks of their respective holders.

SIA S.p.A.

Via Gonin, 36 20147 Milano, Italy Tel. (+39) 02 6084.1 Fax (+39) 02 6084 3920

Web site: www.sia.eu

http://www.siassb.eu/

MTS Service Provider Class Reference – Volume 2

SDP Protocol Suite Contents i

Contents

About This Manual ................................................................................................. 1

Revision Change Summary ......................................................................................... 2

Conventions Used for Describing the Classes ............................................................. 8

Conventions Used for Describing the Queries .......................................................... 10

MTS Configuration ............................................................................................... 13

MTS Members Relationship ....................................................................................... 14 Sell Side Members Enabled to RFCQ for MTS Instrument Classes ................................ 14 List of Members Enabled to Respond to RFCQ’s .......................................................... 16 RFCQ Trading Relationship ........................................................................................ 17 RFCQ Trading Relationship Extended ......................................................................... 19 RFCQ Trading Relationship Exceptions ....................................................................... 23 RFCQ Trading Relationship Exceptions Extended ........................................................ 25 RFCQ Trading Relationship Trader Exceptions ............................................................ 28 RFCQ Trading Relationship Fine Tuning ..................................................................... 31 MTS Buy Side Trader Information .............................................................................. 33 MTS Sell Side Trader Information .............................................................................. 34 MTS Member Accounts (Repo Market Only) ............................................................... 35 MTS Member Accounts (CMF Market Only) ................................................................. 37 MTS Member Accounts Extended (REPO Market Only) ................................................ 39 MTS Member Accounts Exceptions Extended (CMF and REPO Markets) ........................ 41 MTS Member Accounts Information (CMF and REPO Markets) ..................................... 45 Sales Configuration .................................................................................................. 47

MTS Members and Traders .................................................................................. 49

Statuses of MTS Members and Traders ..................................................................... 50 MTS Member Status ................................................................................................. 50 MTS Trader Status.................................................................................................... 52 MTS Trader Group Suspension .................................................................................. 54

MTS Trading & Info ............................................................................................. 55

MTS Credit Lines ....................................................................................................... 56 NCL Credit Lines ....................................................................................................... 56 ECL Credit Lines ....................................................................................................... 57 Credit Risk Management ........................................................................................... 59

MTS Trading Caps ...................................................................................................... 61 Trading Caps............................................................................................................ 61

MTS Linked Quotes.................................................................................................... 64 Linked Quotes Group ................................................................................................ 64

RFQ Exclusions .......................................................................................................... 66 MTS RFQ Exclusions ................................................................................................. 66

OTC Trading .............................................................................................................. 68 MTS OTC Registrations Extended .............................................................................. 68 Historical OTC Registrations Extended ....................................................................... 73

RFCQ Trading List ...................................................................................................... 75 MTS Buy Side Trading List ........................................................................................ 75


ii Contents SDP Protocol Suite

MTS Buy Side Trading List Leg Info ............................................................................ 79 MTS Buy Side Trading List Leg Reject......................................................................... 80 MTS Sell Side Trading List ......................................................................................... 81 MTS Sell Side Trading List Leg Info ............................................................................ 82 MTS Sell Side Trading List Leg Reject ......................................................................... 83

MTS Message Exchange ...................................................................................... 85

MTS Free Message Exchange ..................................................................................... 86 MTS Free Messages .................................................................................................. 86

MTS Chat and Messages ............................................................................................ 88 MTS Addressable Traders .......................................................................................... 88 MTS Chat Requests ................................................................................................... 89 MTS Historical Chat Requests .................................................................................... 91 MTS Messages .......................................................................................................... 92 MTS Historical Messages ........................................................................................... 94 MTS Closing Messages .............................................................................................. 95

MTS Expression of Interest ....................................................................................... 96 MTS Expression of Interest Messages ......................................................................... 96 MTS Bulletin Board Messages .................................................................................. 100 MTS Historical Expression of Interest Messages ........................................................ 101 MTS Historical Bulletin Board Messages .................................................................... 102

MTS Queries ...................................................................................................... 103

Chat and Messages Query .......................................................................................104 MTS Addressable Traders Query Parameters ............................................................. 104 MTS Historical Chat Requests Query Parameters ....................................................... 105 MTS Historical Messages Query Parameters .............................................................. 106

OTC Trading Query ..................................................................................................107 MTS Historical OTC Transactions Extended Query Parameters ................................... 107

MTS Enumerates and Substructures ................................................................. 109

MTS Enumerates ......................................................................................................110 TI_ACCOUNT_INFO_STATUS ................................................................................... 110 TI_ADDRESSEE_TYPE ............................................................................................. 110 TI_ALLOCATION_TYPE ............................................................................................ 110 TI_CHAT_REQUEST_EVENT ..................................................................................... 110 TI_CHAT_REQUEST_STATUS ................................................................................... 110 TI_CREDIT_PROFILE............................................................................................... 110 TI_EOI_ACTION ..................................................................................................... 111 TI_EOI_EVENT ....................................................................................................... 111 TI_EOI_STATUS ..................................................................................................... 111 TI_EOI_TYPE .......................................................................................................... 111 TI_EXEC_TREND ..................................................................................................... 111 TI_EXCEPTION_TYPE .............................................................................................. 111 TI_FILL_STATUS ..................................................................................................... 112 TI_FLAG ................................................................................................................. 112 TI_IN_OUT_FLAG ................................................................................................... 112 TI_LAST_DEAL_VERB .............................................................................................. 112 TI_LIMIT_SPREAD_TYPE ......................................................................................... 112 TI_LINKED_QUOTE_STATUS ................................................................................... 112 TI_MAIL_TYPE ........................................................................................................ 113 TI_MARKET_SIDE ................................................................................................... 113 TI_MASTER_AGREEMENT ........................................................................................ 113 TI_MEMBER_ACCOUNT_EVENT ............................................................................... 113 TI_MEMBER_ACCOUNT_STATUS ............................................................................. 113 TI_MEMBER_ACCOUNT EXCEPTION_EVENT ............................................................. 113


SDP Protocol Suite Contents iii

TI_MEMBER_ACCOUNT_EXCEPTION_STATUS ........................................................... 113 TI_MEMBER_ACCOUNT_TYPE .................................................................................. 114 TI_MEMBER_TRADING_STATUS............................................................................... 114 TI_MESSAGE_RECIPIENT_TYPE ............................................................................... 114 TI_MESSAGE_TXN_TYPE ......................................................................................... 114 TI_OTC_REGISTRATION_EVENT .............................................................................. 115 TI_OTC_REGISTRATION_STATUS ............................................................................ 115 TI_OTC_REGISTRATION_SUBSTATUS ...................................................................... 115 TI_POSSIBLE_QUOTING .......................................................................................... 115 TI_QUERY_OP ........................................................................................................ 116 TI_RELATION_LEVEL ............................................................................................... 116 TI_RELATION_TYPE ................................................................................................ 116 TI_RFCQ_EVENT ..................................................................................................... 116 TI_RFCQ_MATCHING_TYPE ..................................................................................... 117 TI_RFCQ_INSTRUMENT_CLASS_ENABLE_EVENT ...................................................... 117 TI_RFCQ_INSTRUMENT_CLASS_ENABLE_STATUS..................................................... 117 TI_RFCQ_ORDER_STATUS ....................................................................................... 117 TI_RFCQ_ORDER_TYPE ........................................................................................... 118 TI_RFCQ_ORIGIN ................................................................................................... 118 TI_RFCQ_PROVIDER_STATUS.................................................................................. 118 TI_RFCQ_QUANTITY_CALCULATION ........................................................................ 119 TI_RFCQ_QUOTE_EVENT ........................................................................................ 119 TI_RFCQ_QUOTE_STATUS....................................................................................... 119 TI_RFCQ_REQUEST_STATUS ................................................................................... 119 TI_RFCQ_STATUS ................................................................................................... 120 TI_RFCQ_TYPE ....................................................................................................... 120 TI_RFCQ_TYPE_EXCEPTION_EVENT ........................................................................ 120 TI_RFCQ_TYPE_EXCEPTION_STATUS ....................................................................... 120 TI_RFCQ_TRADING_LIST_EVENT ............................................................................. 121 TI_RFCQ_TRADING_LIST_STATUS ........................................................................... 121 TI_RFCQ_TRADING_RELATION_EXCEPTION_EVENT ................................................. 121 TI_RFCQ_TRADING_RELATION_EXCEPTION_STATUS ............................................... 121 TI_RFCQ_TRADING_RELATION_EVENT .................................................................... 121 TI_RFCQ_TRADING_RELATION_STATUS .................................................................. 122 TI_RFCQ_REQUEST_EVENT ..................................................................................... 122 TI_RFQ_EVENT ....................................................................................................... 122 TI_RFQ_EXCLUSION_EVENT .................................................................................... 122 TI_RFQ_EXCLUSION_STATUS .................................................................................. 122 TI_RFQ_SETTING_TYPE .......................................................................................... 122 TI_RFQ_STATUS ..................................................................................................... 123 TI_RFQ_SUBSTATUS ............................................................................................... 123 TI_STATISTIC_TYPE ............................................................................................... 123 TI_TRADE_TYPE ..................................................................................................... 124 TI_TRADER_TRADING_STATUS ............................................................................... 124 TI_TRADING_CAPS_FUNCTION ................................................................................ 125 TI_TRADING_CAPS_MODALITY ................................................................................ 125 TI_TRADING_CAPS_MODALITY_SETTING ................................................................ 125 TI_TRADING_CAPS_EVENT ...................................................................................... 125 TI_TRADING_CAPS_STATUS .................................................................................... 126 TI_TXN_TYPE ......................................................................................................... 126 TI_VERB ................................................................................................................. 126

MTS Data Substructures ......................................................................................... 127 TI_BB_MESSAGE_INFO ........................................................................................... 127 TI_EOI_INSTRUMENT_INFO .................................................................................... 127 TI_EOI_MEMBER_INFO ........................................................................................... 128


iv Contents SDP Protocol Suite

TI_EOI_MESSAGE_INFO .......................................................................................... 128 TI_EOI_RECIPIENT_MEMBER_INFO ......................................................................... 129 TI_HIST_INSTRUMENT_INFO .................................................................................. 129 TI_HIST_MESSAGE_MEMBER_INFO ......................................................................... 130 TI_HIST_OTC_MEMBER_INFO ................................................................................. 130 TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO .............................................................. 131 TI_RFCQ_SELL_SIDE_TRADING_LIST_INFO ............................................................. 132 TI_INSTRUMENT_INFO ........................................................................................... 132 TI_MESSAGE_MEMBER_INFO .................................................................................. 132 TI_MSG_INFO ........................................................................................................ 133 TI_MSG_INFO (STF Market Only) ............................................................................. 133 TI_MSG_INFO (CMF Market Only) ............................................................................ 133 TI_OTC_MEMBER_INFO .......................................................................................... 133 TI_QUOTE_SEQNO ................................................................................................. 134

MTS Service Provider Classes ............................................................................ 135

Index ................................................................................................................. 139


SDP Protocol Suite About This Manual 1

About This Manual

This document describes the data classes in the MTS Service Provider group.

The MTS Service Provider classes are grouped according to the functions provided, as follows:

Trading & Info

Message exchange

This document also describes all the enumerated types used by the MTS Service Provider data classes.

See the "SDP Protocol Suite, Service Provider Class Reference – Volume 1" manual for a description of the Registry and Service classes.

See the "SPD Protocol Suite, General Description" manual for a description of basic data types.


2 About This Manual SDP Protocol Suite

Revision Change Summary

AFFECTED ITEM CHANGE DESCRIPTION

Changes from version 13.4 to version 13.5 of this document

No changes

“TI_MSG_INFO (CMF Market Only)” on page 133

ERRATA CORRIGE

The TI_MSG_INFO sub-structure has been changed:

the TimeZone field type has been changed.



ERRATA CORRIGE

The TI_MSG_INFO sub-structure has been changed:

the TimeZone field type has been changed.


No changes


No changes


No changes

Changes from version 12.1 to version 13.0 of this document CHANGES CMF 10.0 STEP B

“MTS Trading Caps” on page 61 The TI_TRADING_CAPS class structure and key have been changed:

the ProductType field type has been added;

the InstrumentClassId field type has been added.

The Actions have been changed:

the ProductType field type has been added;

the InstrumentClassId field type has been added.

“TI_TRADING_CAPS_FUNCTION” on page 125

The TI_TRADING_CAPS_FUNCTION enumerate has been changed:

the TI_TRADING_CAPS_FUNCTION_IndicativeQuote value has been renamed into TI_TRADING_CAPS_FUNCTION_NotUsed.


No changes

Changes from version 11.1 to version 12.0 of this document CHANGES CMF 10.0 STEP A

“MTS Buy Side Trading List” on page 75 The TI_RFCQ_BUY_SIDE_TRADING_LIST class has been changed:

the TradingListId field has been replaced by the TradingListMsgInfo field;

the CreationDate field has been deleted;

the CreationTime field has been deleted.

The RWT Actions have been changed:

the TradingListId field has been replaced by the TradingListMsgInfo field.


The TI_MSG_INFO sub-structure has been added for CMF Market.

This sub-structure contains:

all the fields of the TI_MSG_INGO sub-structure;

the new MsgInfo field;

the new TimeZone field.





Timestamp format ERRATA CORRIGE

LTIME TimeStamp: the format is “hmmsscc” instead of “hhmmsscc” (hour without leading zeros).

MTIME TimeStamp: the format is “hmmssmmm” instead of “hhmmssmmm” (hour without leading zeros).

UTIME TimeStamp: the format is “hmmssmmmuuu” instead of “hhmmssmmmuuu” (hour without leading zeros).

Changes from version 10.2 to version 10.3 of this document CHANGES STF 1.0

“MTS Service Provider Classes” on page 135

The "MTS Service Provider Classes" section has been added.

The table contained in this paragraph is a summary of all the SDP classes described in this manual. For each SDP class it provides:

the link to the paragraph where the SDP Class is described;

the indication of the SDP Class availability on the various MTS Markets.

In the STF column a “√ “symbol indicates if the SDP class is

available for the new STF market.

“TI_RFCQ_ORIGIN” on page 118 The TI_RFCQ_ORIGIN enumerate has been changed:

the TI_RFCQ_ORIGIN_FromImpliedPrice value has been added (STF Market Only).

“TI_RFCQ_REQUEST_EVENT” on page 122

The TI_RFCQ_REQUEST_EVENT enumerate has been changed:

the TI_RFCQ_REQUEST_EVENT_CVAOverride value has been added (STF Market Only).

“TI_RFCQ_REQUEST_STATUS” on page 119

The TI_RFCQ_REQUEST_STATUS enumerate has been changed:

the TI_RFCQ_REQUEST_STATUS_ClosedBySponsor value has been added (STF Market Only).

“TI_MSG_INFO (STF Market Only)” on page 133

The TI_MSG_INFO sub-structure has been added for STF Market.

This sub-structure contains:

all the fields of the TI_MSG_INGO sub-structure;

the new MsgInfo field.

Changes from version 9.3 to version 10.3 of this document CHANGES CMF 9.1

“RFCQ Trading Relationship Extended” on page 19

The TI_RFCQ_TRADING_RELATION_EXT class has been added for CMF Market.

This class can be used in place of the TI_RFCQ_TRADING_RELATION class; it contains:

All the fields of the TI_RFCQ_TRADING_RELATION class;

The new UnseasonedBondTradingFg field.

The TI_RFCQ_TRADING_RELATION class is still available CMF Market for backward compatibility.

“RFCQ Trading Relationship Exceptions Extended” on page 25

The TI_RFCQ_TRADING_RELATION_EXCEPTION_EXT class has been added for CMF Market.

This class can be used in place of the TI_RFCQ_TRADING_RELATION_EXCEPTION class; it contains:

All the fields of the TI_RFCQ_TRADING_RELATION_EXCEPTION class;

The new ExceptionType field.

The TI_RFCQ_TRADING_RELATION_EXCEPTION class is still available CMF Market for backward compatibility.

“TI_EXCEPTION_TYPE” on page 111 The TI_EXCEPTION_TYPE enumerate has been added.

“TI_RFCQ_PROVIDER_STATUS” on page 118

The TI_RFCQ_PROVIDER_STATUS enumerate has been changed:

the TI_RFCQ_PROVIDER_STATUS_UnseasonedNotEnabled value has been added.




“TI_TRADING_CAPS_MODALITY_SETTING” on page 125

The TI_TRADING_CAPS_MODALITY_SETTING enumerate has been changed:

the TI_TRADING_CAPS_MODALITY_SETTING_EuroEquivalent value has been renamed into TI_TRADING_CAPS_MODALITY_SETTING_CurrencyEquivalent.


“MTS Buy Side Trading List Leg Reject” on page 80

The class description and the class attribute table have been changed.

“MTS Sell Side Trading List Leg Reject” on page 83

The class description and the class attribute table have been changed.


“MTS Member Accounts Information (CMF and REPO Markets)” on page 45

The TI_MEMBER_ACCOUNT_INFO class description has been changed.

This class structure is now used for for CASH and REPO/ACM Market.

“MTS Buy Side Trading List Leg Info” on page 79

The TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_INFO class has been changed:

the ParticipatingSellSideNr field has been added.

Changes from version 9.0 to version 9.1 of this document CHANGES MMF 3.2

“MTS Member Accounts Extended (REPO Market Only)” on page 39

The TI_MEMBER_ACCOUNT_EXT class, for REPO Market Only, has been added.

The TI_MEMBER_ACCOUNT class, for REPO Market Only, is still available for backward compatibility.

“MTS Member Accounts Exceptions Extended” on page 41

The TI_MEMBER_ACCOUNT_EXCEPTION_EXT class description has been changed.

This class structure is now used for CASH and REPO/ACM Market.

The ADD (Specifying Account Exceptions – REPO/ACM Market) Action has been added.

The RWT (Removing Account Exceptions – REPO/ACM Market) Action has been added.

Changes from version 8.3 to version 9.0 of this document CHANGES CMF 9.0

CMF Market Only All timestamps fields will have been changed in the SDP data classes:

each timestamp is expressed in microseconds as: UTIME TimeStamp (hhmmssmmmuuu).

“MTS Member Accounts (Repo Market Only)” on page 35

The TI_MEMBER_ACCOUNT class description has been changed.

This class structure is now used for REPO Market Only.

“MTS Member Accounts (CMF Market Only)” on page 37

The TI_MEMBER_ACCOUNT class, for CMF Market Only, has been added.

The class has been changed:

the AccountType field has been added;

the ACMDefaultAccountFg field has been added.

“MTS Member Accounts Exceptions Extended” on page 41

The TI_MEMBER_ACCOUNT_EXCEPTION_EXT class description has been changed:

the MemberId field description has been changed.

The ADD (Specifying Account Exceptions – CMF Market) Action has been added.

The RWT (Removing Account Exceptions – CMF Market) Action has been added.

“MTS Member Accounts Exceptions” The TI_MEMBER_ACCOUNT_EXCEPTION class has been deleted.

“MTS Trading Caps” on page 61 The TI_TRADING_CAPS class has been changed:

the FunctionId field type has been changed.




“MTS Buy Side Trading List Leg Reject” on page 80

The TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT class has been added.

“MTS Sell Side Trading List Leg Reject” on page 83

The TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT class has been added.

“TI_MARKET_AFFILIATION” The TI_MARKET_AFFILIATION enumerate has been deleted.

“TI_MEMBER_ACCOUNT_TYPE” on page 114

The TI_MEMBER_ACCOUNT_TYPE enumerate has been added.

“TI_RFCQ_STATUS” on page 120 The TI_RFCQ_STATUS enumerate has been changed:

the TI_RFCQ_STATUS_TradingNotEnabled value has been added.

“TI_RFCQ_REQUEST_STATUS” on page 119

The TI_RFCQ_REQUEST_STATUS enumerate has been changed:

the TI_RFCQ_REQUEST_STATUS_NotTradable value has been added.

“TI_TRADING_CAPS_FUNCTION” on page 125

The TI_TRADING_CAPS_FUNCTION enumerate has been added.

“TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO” on page 131

The TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO sub-structure has been changed:

the MarketAffiliation field type has been changed.

“TI_RFCQ_SELL_SIDE_TRADING_LIST_INFO” on page 132

The TI_RFCQ_SELL_SIDE_TRADING_LIST_INFO sub-structure has been changed:

the MarketAffiliation field type has been changed.


“MTS Expression of Interest Messages” on page 96

The RWT (Disabling a Message) Action has been changed:

the Sender.MemberId field has been added;

the Sender. TraderId field has been added.

The RWT (Deleting a Message – Only for Broker Plus) Action has

been changed:

the Sender.MemberId field has been added;

the Sender. TraderId field has been added.



The TI_EOI_MESSAGE class attribute table has been changed:

the Trader Profile Definition attribute has been changed.

The ADD (Sending a Generic Message) Action has been changed:

the SendToAllFg description has been changed;

the RecipientsLen description has been changed;

the Recipients[i].MemberId description has been changed.

“MTS Bulletin Board Messages” on page 100

The TI_BB_MESSAGE class attribute table has been changed:


“MTS Historical Expression of Interest Messages” on page 101

The TI_HIST_EOI_MESSAGE class attribute table has been changed:


“MTS Historical Bulletin Board Messages” on page 102

The TI_ HIST_BB_MESSAGE class attribute table has been changed:




The ADD (Sending an EOI Message) Action has been changed:

the Instrument.FloatRateId field has been added.

Changes from version 7.2 to version 8.0 of this document CHANGES MMF 3.0




The “Service Provider - Class Reference” Manual has been splitted in two volumes:

Volume 1 – Configuration and Service Functionalities

Volume 2 – Common and Trading Functionalities

OTC Registration The TI_OTC_REGISTRATION class has been deleted.

The TI_HIST_OTC_REGISTRATION class has been deleted.

The TI_HIST_OTC_REGISTRATION_QUERY_PARAM query parameters structure has been deleted.

“MTS OTC Registrations Extended” on page 68

The TI_OTC_REGISTRATION_EXT class has been changed:

the Instrument field type has been changed (STRUCT TI_INSTRUMENT_INFO instead of STRUCT TI_OTC_INSTRUMENT_INFO);

the Originator.UserInfo field has been added (STRUCT TI_OTC_MEMBER_INFO);

the Counterpart.UserInfo field has been added (STRUCT TI_OTC_MEMBER_INFO);

the Submitter.UserInfo field has been added (STRUCT TI_OTC_MEMBER_INFO).

The ADD Actions have been changed:

the UserInfo field has been added.

The RWT Actions have been changed:

the UserInfo field has been added;

the BrokerId field has been added.

“Historical OTC Registrations Extended” on page 73

The TI_HIST_OTC_REGISTRATION_EXT class has been changed:

the Instrument field type has been changed (STRUCT TI_HIST_INSTRUMENT_INFO instead of STRUCT TI_HIST_OTC_INSTRUMENT_INFO);

the Originator.UserInfo field has been added (STRUCT

TI_HIST_OTC_MEMBER_INFO);

the Counterpart.UserInfo field has been added (STRUCT TI_HIST_OTC_MEMBER_INFO);

the Submitter.UserInfo field has been added (STRUCT TI_HIST_OTC_MEMBER_INFO).


The TI_EOI_MESSAGE class has been added.

“MTS Bulletin Board Messages” on page 100

The TI_BB_MESSAGE class has been added.

“MTS Historical Expression of Interest Messages” on page 101

The TI_HIST_EOI_MESSAGE class has been added.

“MTS Historical Bulletin Board Messages” on page 102

The TI_ HIST_BB_MESSAGE class has been added.

“TI_EOI_ACTION” on page 111 The TI_EOI_ACTION enumerate has been added.

“TI_EOI_EVENT” on page 111 The TI_EOI_EVENT enumerate has been added.

“TI_EOI_STATUS” on page 111 The TI_EOI_STATUS enumerate has been added.

“TI_EOI_TYPE” on page 111 The TI_EOI_Type enumerate has been added.

“TI_RFQ_EVENT” on page 122 The TI_RFQ_EVENT enumerate has been changed:

the TI_RFQ_EVENT_Cancel value has been added.

“TI_RFQ_STATUS” on page 123 The TI_RFQ_STATUS enumerate has been changed:

the TI_RFQ_STATUS_Cancelled value has been added.

“TI_TRADE_TYPE” on page 124 The TI_TRADE_TYPE enumerate has been changed:

the TI_TRADE_TYPE_ACM value has been added.




“TI_TXN_TYPE” on page 126 The TI_TXN_TYPE enumerate has been changed:

the TI_TXN_TYPE_CashOffer value has been added;

the TI _TXN_TYPE_CollateralOffer value has been added.

“TI_BB_MESSAGE_INFO” on page 127 The TI_BB_MESSAGE_INFO sub-structure has been added.

“TI_EOI_MESSAGE_INFO” on page 127 The TI_EOI_MESSAGE_INFO sub-structure has been added.



Conventions Used for Describing the Classes

The descriptions of the SMP data classes contained in this manual follow the conventions outlined below. For general information about SMP data classes and related concepts (such as actions,

queries and filters), refer to the "SDP Protocol Suite, General Description" manual.

Class Attributes

The overall attributes of a data class are described using a table like this:

CLASS ATTRIBUTE VALUE

Class Name A string with the xxx_ prefix (where xxx is the market acronym), which contains the name of the class

Class ID A numeric code that uniquely identifies the class

Service Indicates which TradeImpact Service supports the data class. For example:

INFO_BRT stands for the Info Broadcasting Service

TXN_INFO_PRIV stands for the Transactional Service

Data Update Indicates how the data records in the class are updated. Possible values are:

STATIC: records do not change during the trade day

DYNAMIC: records may change during the trade day

Data Notification Indicates how the client retrieves the data records. Possible values are:

SUBSCRIPTION: the client must subscribe to the class to receive the data records

RESPONSE: the client receives the data records in the message sent by the server in response to the action request

SUBSCRIPTION_RESPONSE: the client may choose to receive the data records either by subscribing to the class or in the response message

Member Profile Definition Indicates the class involvement in member profile definition. Possible values are:

NONE: the class is not involved

Function_name: the class is involved in member profile definitions (see the TI_MARKET_FUNCTION_ PROFILE class)

Trader Profile Definition Indicates the class involvement in trader profile definition. Possible values are:

NONE: the class is not involved

PLATFORM_LEVEL (plg_name): the class is involved in trader profile definitions affecting the plg_name group of platform-level classes (see the TI_TRADER_PLATFORM_ACCESS_RIGHT class)

MARKET_LEVEL (mlg_name): the class is involved in trader profile definitions affecting the mlg_name group of market-level classes (see the TI_TRADER_MARKET_ACCESS_RIGHT class)

INSTRUMENT_CLASS_LEVEL (icg_name): the class is involved in trader profile definitions affecting the icg_name group of instrument class-level classes (see the TI_TRADER_INSTR_ACCESS_RIGHT class)



Class Record Structure

The structure of the records in a class is described using a table like this:

FIELD NAME TYPE DESCRIPTION

FieldName1 DataType1 Description of field and allowed values

FieldName2 DataType2 Description of field and allowed values

... ... ...

There is a row for each field in the record structure, where:

FieldName is an alphanumeric string that represents the mnemonic name of the field.

DataType is any of the TradeImpact basic data types.

Class Keys

The keys available for subscribing to a class are described using a table like this:

KEY NAME ID TYPE FIELDS

KeyName1 KeyID KeyType FieldName1 ... FieldNameN

KeyName2 ... ... ...

... ... ... ...

There is a row for each key defined for the class, where:

KeyName is the mnemonic name of the key.

KeyID is a numeric code that uniquely identifies the key among those defined for the class.

KeyType specifies whether the key is UNIQUE or DUPLIC. At least one key of type UNIQUE is

defined for the class.

FieldName1,...,FieldNameN are the names of the fields in the class record structure that

make up the key.

Class Filters

The filters available for subscribing to a class are described using a table like this:

FILTER NAME ID FIELDS

FilterName1 FilterID FieldName1 ... FieldNameN

FilterName2 ... ...

... ... ...

There is a row for each filter defined for the class, where:

FilterName is the mnemonic name of the filter.

FilterID is a numeric code that uniquely identifies the filter among those defined for the class.

FieldName1,...,FieldNameN are the names of the fields in the class record structure that make up the filter.

Class Actions

Class actions are the actions that a client may perform on the overall class or on one or more of its records.



For each action, there is a subsection that describes the scope and applicability of the action, and the format of the message that the client must send to the server in order to request it. The title of the

subsection describing an action consists of the action code followed by a brief description within parentheses. The action code may be any of the following:

ACTION CODE DESCRIPTION

ADD Insert a new record in the class

RWT Update an existing record in the class

DEL Logically delete a record from the class

KILL Physically delete a record from the class

Class Queries

The list of the queries (if any) is given, which may be used to retrieve a finite set of records from the

class.

Conventions Used for Describing the Queries

The descriptions of the SMP queries contained in this manual follow the conventions outlined below. For general information about SMP queries and related concepts, refer to the "SDP Protocol Suite,

General Description" manual.

Query Attributes

The overall attributes of a query are described using a table like this:

QUERY ATTRIBUTE VALUE

Query Name A string with the xxx_ prefix (where xxx is the market acronym), which contains the name of the query

Query ID A numeric code that uniquely identifies the query

Query Class Params ID A numeric code that uniquely identifies the parameters structure of the query.

Related Class The name of the class which records are retrieved from using this query.

Query Parameter Structure

A query is obtained by AND-ing a set of clauses. Each clause is made up of a value and an operator. The data structure that contains the clause that may be included in a query is described using a table

like this:

FIELD NAME APPLIES TO NOTES

ClauseOp1 ENUM TI_QUERY_OP

ClauseValue1 ClassField1

ClauseOp2 ENUM TI_QUERY_OP

ClauseValue2 ClassField2

... ... ...

There are two rows for each query clause, where:

ClauseOp is the clause operator, chosen among those defined by the TI_QUERY_OP

enumerate. The default value of ClauseOp is TI_QUERY_OP_None, which means that the clause is not included in the query. Any other value specifies the clause operator to be

applied to ClauseValue. When choosing an operator, be aware that it is consistent with the ClassField data type.



ClauseValue is the clause value. The clause value must have the same data type as that of

ClassField, that, is the field in the class record structure to which the clause will be applied. ClassField is the name of the field of the class record structure (or of a substructure of the

class record structure) to which the clause will be applied.


SDP Protocol Suite MTS Configuration 13

MTS Configuration

The MTS configuration data classes are logically grouped as described below.

MTS Members Relationship

This group contains the data classes that model the members relationship for the RFCQ Trading Modality:

Sell Side Members Enabled to RFCQ for MTS Instrument Classes – CMF Market Only (class

TI_RFCQ_INSTRUMENT_CLASS_ENABLE)

List of Members Enabled to Respond to RFCQ’s – CMF Market Only (class

TI_SELL_SIDE_MEMBER)

RFCQ Trading Relationship – CMF Market Only (class TI_RFCQ_TRADING_RELATION)

RFCQ Trading Relationship Extended – CMF Market Only (class

TI_RFCQ_TRADING_RELATION_EXT)

RFCQ Trading Relationship Exceptions – CMF Market Only (class

TI_RFCQ_TRADING_RELATION_EXCEPTION)

RFCQ Trading Relationship Exceptions Extended – CMF Market Only (class

TI_RFCQ_TRADING_RELATION_EXCEPTION_EXT)

RFCQ Trading Relationship Trader Exceptions – CMF Market Only (class

TI_RFCQ_TRADING_RELATION_TRADER_EXCEPTION)

RFCQ Trading Relationship Fine Tuning – CMF Market Only (class

TI_RFCQ_TYPE_EXCEPTION)

MTS Buy Side Trader Information – CMF Market Only (class

TI_RFCQ_TRADING_RELATION_TRADER)

MTS Sell Side Trader Information – CMF Market Only (class TI_TRADER_INFO)

MTS Member Accounts – REPO Market Only (class TI_MEMBER_ACCOUNT)

MTS Member Accounts – CMF Market Only (class TI_MEMBER_ACCOUNT)

MTS Member Accounts Extended – REPO Market Only (class TI_MEMBER_ACCOUNT_EXT)

MTS Member Accounts Exceptions Extended – CMF Market an REPO Market (class

TI_MEMBER_ACCOUNT_EXCEPTION_EXT)

MTS Member Accounts Information – CMF Market and REPO Market (class

TI_MEMBER_ACCOUNT_INFO)

Sales Configuration – CMF Market Only (class TI_MEMBER_SALES_CONFIG)


14 MTS Configuration SDP Protocol Suite


Sell Side Members Enabled to RFCQ for MTS Instrument Classes

The TI_RFCQ_INSTRUMENT_CLASS_ENABLE class allows Sell Side Members to enable themselves to

RFCQ trading modality functions on specific instrument classes. This class is available to the Sell Side

Members only.

This class is available to the CMF Market only, i.e. Service Provider MTS_CMF (ServiceProviderId =

3).


Class Name TI_RFCQ_INSTRUMENT_CLASS_ENABLE

Class ID 100061

Service TXN_INFO_PRIV

Data Update DYNAMIC

Data Notification SUBSCRIPTION

Member Profile Definition NONE

Trader Profile Definition MARKET_LEVEL(TI_MARKET_CLASS_TYPE_InstrumentClassEnable)



MemberId ULONG Unique ID of the sell side member

MarketId ULONG Unique ID of the market

InstrumentClassId ULONG Unique ID ofthe Instrument Class

Event ENUM

TI_RFCQ_INSTRUMENT_CLASS_ENABLE_EVENT

Action applied to the request

Status ENUM

TI_RFCQ_INSTRUMENT_CLASS_ENABLE_STATUS

Status of the request

Deleted requests will be removed at the end of the current trading day

CreationDate LDATE Date of the request

CreationTime UTIME Time of the request

UpdateDate LDATE Last update date

UpdateTime UTIME Last update time

UserData STRING[8] Free field used by the client

Class Keys


TI_RFCQ_INSTRUMENT_CLASS_ENABLE_Key 1 UNIQUE MemberId

MarketId

InstrumentClassId



Class Actions

ADD/RWT (Member enables itself to RFCQ Trading on a Specified Instrument Class)

To enable the member to RFCQ trading modality functions on a specific instrument class, an ADD or RWT (TI_RFCQ_INSTRUMENT_CLASS_ENABLE) message must be sent, which specifies the following

fields:

FIELD NAME NOTES

MemberId Mandatory Field

MarketId Mandatory Field

InstrumentClassId Mandatory Field

Event It must be set to TI_RFCQ_INSTRUMENT_CLASS_ENABLE_EVENT_Insert

UserData

RWT (Member stops from RFCQ Trading on a Specified Instrument Class)

To stop the member from using RFCQ trading modality functions on a specific instrument class, a RWT (TI_RFCQ_INSTRUMENT_CLASS_ENABLE) message must be sent, which specifies the following

fields:

FIELD NAME NOTES




Event It must be set to TI_RFCQ_INSTRUMENT_CLASS_ENABLE_EVENT_Delete

UserData



List of Members Enabled to Respond to RFCQ’s

The TI_SELL_SIDE_MEMBER class provides to each Buy Side Member the list of the Sell Side

Members enable to RFCQ trading modality functions. This class is available to the Buy Side Members

only.


3).


Class Name TI_SELL_SIDE_MEMBER

Class ID 100066


Data Update DYNAMIC



Trader Profile Definition NONE




SellSideMemberId ULONG Unique ID of the sell side member

InstrumentClassId ULONG Unique ID of the instrument class

EnabledFg ENUM

TI_FLAG

If True, the sell side member is enabled to respond to RFCQ’s on the specified instrument class

Class Keys


TI_SELL_SIDE_MEMBER_Key 1 UNIQUE MarketId

SellSideMemberId

InstrumentClassId



RFCQ Trading Relationship

The TI_RFCQ_TRADING_RELATION class allows the Buy Side Members and the Sell Side Members

to set up the RFCQ trading relationship.

This class is available to the CMF Market only, i.e. Service Provider MTS_CMF (ServiceProviderId = 3).


Class Name TI_RFCQ_TRADING_RELATION

Class ID 100062


Data Update DYNAMIC


Member Profile Definition TI_FUNCTION_TradingRelationship

Trader Profile Definition MARKET_LEVEL(TI_MARKET_CLASS_TYPE_TradingRelation)




BuySideMemberId ULONG Unique ID of the buy side member

BuySideTraderId ULONG Unique ID of the buy side trader that originated/modified the relation.

BuySideTraderName STRING[12] Unique name of the buy side trader that originated/modified the relation.

BuySideFreeText STRING[20] Buy side member's free text.


SellSideTraderId ULONG Unique ID of the sell side trader that accepted/modified the relation.

SellSideTraderName STRING[12] Unique name of the sell side trader that accepted/modified the relation.

SellSideFreeText STRING[20] Sell side member's free text.

Event ENUM

TI_RFCQ_TRADING_RELATION_EVENT

Action applied to the relationship

BuySideSubStatus ENUM

TI_RFCQ_TRADING_RELATION_STATUS

Status of relationship from the buy side member point of view

SellSIdeSubStatus ENUM


Status of the trading relationship from the sell side member point of view

Status ENUM


Status of the trading relationship

CreationDate LDATE Creation date

CreationTime UTIME Creation time



Class Keys


TI_RFCQ_TRADING_RELATION_Key 1 UNIQUE MarketId



BuySideMemberId

SellSideMemberId

Class Actions

ADD (The Buy Side Member Sends a Relationship Request to the Sell Side Member)

The Buy Side Member can start a trading relationship with a specific Sell Side Member; an ADD (TI_RFCQ_TRADING_RELATION) message must be sent, which specifies the following fields:

FIELD NAME NOTES


BuySideMemberId Mandatory Field

SellSideMemberId Mandatory Field

BuySideFreeText

Event It must be set to TI_RFCQ_TRADING_RELATION_EVENT_Accept

RWT (The Sell Side Member Answers a Relationship Request of a Buy Side Member)

The Sell Side Member can accept or refuse a trading relationship requested by the Buy Side Member; a RWT (TI_RFCQ_TRADING_RELATION) message must be sent, which specifies the following fields:

FIELD NAME NOTES




SellSideFreeText

Event It must be set to TI_RFCQ_TRADING_RELATION_EVENT_Accept, or TI_RFCQ_TRADING_RELATION_EVENT_Refuse

RWT (A Member Revokes a Previously Established Relationship)

Both Buy Side Member or Sell Side Member can revoke a previously established trading relationship; a RWT (TI_RFCQ_TRADING_RELATION) message must be sent, which specifies the following fields:

FIELD NAME NOTES




Event It must be set to TI_RFCQ_TRADING_RELATION_EVENT_Revoke

RWT (A Member Restores a Previously Revoked Relationship)

The Member that previously revoked a trading relationship can restore it; a RWT

(TI_RFCQ_TRADING_RELATION) message must be sent, which specifies the following fields:

FIELD NAME NOTES







RFCQ Trading Relationship Extended

The TI_RFCQ_TRADING_RELATION class allows the Buy Side Members and the Sell Side Members

to set up the RFCQ trading relationship.


3).

This class has been added to support new functionalities (CMF 9.1 Market Release): the

TI_RFCQ_TRADING_RELATION class is still managed to guarantee the backward compatibility.


Class Name TI_RFCQ_TRADING_RELATION_EXT

Class ID 100226


Data Update DYNAMIC








BuySideTraderId ULONG Unique ID of the buy side trader that originated/modified the relation.

BuySideTraderName STRING[12] Unique name of the buy side trader that originated/modified the relation.

BuySideFreeText STRING[20] Buy side member's free text.


SellSideTraderId ULONG Unique ID of the sell side trader that accepted/modified the relation.

SellSideTraderName STRING[12] Unique name of the sell side trader that accepted/modified the relation.

SellSideFreeText STRING[20] Sell side member's free text.

Event ENUM

TI_RFCQ_TRADING_RELATION_EVENT

Action applied to the relationship

BuySideSubStatus ENUM


Status of relationship from the buy side member point of view

SellSIdeSubStatus ENUM


Status of the trading relationship from the sell side member point of view

Status ENUM


Status of the trading relationship








UnseasonedBondTradingFg ENUM

TI_FLAG

Flag to determine wheter a buy side member can negotiate with unseasoned bonds or not

Class Keys


TI_RFCQ_TRADING_RELATION_EXT_Key 1 UNIQUE MarketId

BuySideMemberId

SellSideMemberId

Class Actions

ADD (The Buy Side Member Sends a Relationship Request to the Sell Side Member)

The Buy Side Member can start a trading relationship with a specific Sell Side Member; an ADD


FIELD NAME NOTES




BuySideFreeText


RWT (The Sell Side Member Answers a Relationship Request of a Buy Side Member)

The Sell Side Member can accept or refuse a trading relationship requested by the Buy Side Member; a RWT (TI_RFCQ_TRADING_RELATION) message must be sent, which specifies the following fields:

FIELD NAME NOTES




SellSideFreeText

Event It must be set to TI_RFCQ_TRADING_RELATION_EVENT_Accept, or TI_RFCQ_TRADING_RELATION_EVENT_Refuse

UnseasonedBondTradingFg Mandatory Field, for Sell Side Members Only, when Event field is set to TI_RFCQ_TRADING_RELATION_EVENT_Accept: If the Buy-side Member is enabled to unseasoned bonds trading

(TI_MEMBER_EXT.UnseasonedBondTradingFg = TI_FLAG_Yes), the field must be set to TI_FLAG_Yes

If the Buy-side Member is disabled to unseasoned bonds trading (TI_MEMBER_EXT.UnseasonedBondTradingFg = TI_FLAG_No): o the field must be set to TI_FLAG_Yes, to enable the Buy Side Member to

unseasoned bonds trading o the field must be set to TI_FLAG_No, to disable the Buy Side Member to

unseasoned bonds trading

This value is not significant (and it is ignored by the central market) in the following situations: the Action is made by a Buy Side Member the Action is made by a Sell Side Member and the Event filed is set to

TI_RFCQ_TRADING_RELATION_EVENT_Refuse.

RWT (A Member Revokes a Previously Established Relationship)



Both Buy Side Member or Sell Side Member can revoke a previously established trading relationship; a RWT (TI_RFCQ_TRADING_RELATION) message must be sent, which specifies the following fields:

FIELD NAME NOTES




Event It must be set to TI_RFCQ_TRADING_RELATION_EVENT_Revoke

RWT (A Member Restores a Previously Revoked Relationship)

The Member that previously revoked a trading relationship can restore it; a RWT


FIELD NAME NOTES





UnseasonedBondTradingFg Mandatory Field, for Sell Side Members Only, when Event field is set to TI_RFCQ_TRADING_RELATION_EVENT_Accept: If the Buy-side Member is enabled to unseasoned bonds trading




unseasoned bonds trading

This value is not significant (and it is ignored by the central market) in the following situation: the Action is made by a Buy Side Member.



RWT (The Sell Side Member modifies the unseasoned bonds enablig/disabling)

The Sell Side Member can enable or disable a Buy Side Member to unseasoned bonds trading; a RWT


FIELD NAME NOTES




SellSideFreeText


UnseasonedBondTradingFg Mandatory Field: If the Buy-side Member is enabled to unseasoned bonds trading




unseasoned bonds trading.



RFCQ Trading Relationship Exceptions

The TI_RFCQ_TRADING_RELATION_EXCEPTION class allows the Sell Side Members to define the

exceptions on the trading relationship for the Buy Side Members and the instrument classes.


3).


Class Name TI_RFCQ_TRADING_RELATION_EXCEPTION

Class ID 100063


Data Update DYNAMIC










SellSideTraderId ULONG Unique ID of the sell side trader that originated/modified the relation exception.

SellSideTraderName STRING[12] Unique name of the sell side trader that originated/modified the relation exception.

Event ENUM

TI_RFCQ_TRADING_RELATION_EXCEPTION_EVENT

Action applied to the trading relationship exception

Status ENUM

TI_RFCQ_TRADING_RELATION_EXCEPTION_STATUS

Status of the trading relationship exception.

Deleted trading relationship exceptions will be removed at the end of the current trading day







Class Keys


TI_RFCQ_TRADING_RELATION_EXCEPTION_Key 1 UNIQUE MarketId

InstrumentClassId

BuySideMemberId

SellSideMemberId

Class Actions

ADD (Adding Exceptions to a Relationship)

The Sell Side Member can define an exception on a previously established trading relationship for the Buy Side Member and a specific instrument class; an ADD

(TI_RFCQ_TRADING_RELATION_EXCEPTION) message must be sent, which specifies the following

fields:

FIELD NAME NOTES





Event It must be set to TI_RFCQ_TRADING_RELATION_EXCEPTION_EVENT_Insert

RWT (Removing Exceptions to a Relationship)

The Sell Side Member can remove a previously defined exception on a trading relationship for the

Buy Side Member and the instrument class; a RWT (TI_RFCQ_TRADING_RELATION_EXCEPTION)

message must be sent, which specifies the following fields:

FIELD NAME NOTES





Event It must be set to TI_RFCQ_TRADING_RELATION_EXCEPTION_EVENT_Delete

RWT (Restoring Exceptions to a Relationship)

The Sell Side Member can restore a previously removed exception on a trading relationship for the Buy Side Member and the instrument class; a RWT (TI_RFCQ_TRADING_RELATION_EXCEPTION)


FIELD NAME NOTES








RFCQ Trading Relationship Exceptions Extended

The TI_RFCQ_TRADING_RELATION_EXCEPTION class allows the Sell Side Members to define the

exceptions on the trading relationship for the Buy Side Members and the instrument classes.


This class has been added to support new functionalities (CMF 9.1 Market Release): the TI_RFCQ_TRADING_RELATION_EXCEPTION class is still managed to guarantee the backward

compatibility.


Class Name TI_RFCQ_TRADING_RELATION_EXCEPTION_EXT

Class ID 100224


Data Update DYNAMIC












Event ENUM



Status ENUM








ExceptionType ENUM

TI_EXCEPTION_TYPE

Exception tipology



Class Keys



InstrumentClassId

BuySideMemberId

SellSideMemberId

Class Actions

ADD (Adding Exceptions to a Relationship)

The Sell Side Member can define an exception on a previously established trading relationship for the Buy Side Member and a specific instrument class; an ADD

(TI_RFCQ_TRADING_RELATION_EXCEPTION) message must be sent, which specifies the following

fields:

FIELD NAME NOTES






ExceptionType Mandatory Field

See note 1.

RWT (Removing Exceptions to a Relationship)

The Sell Side Member can remove a previously defined exception on a trading relationship for the Buy Side Member and the instrument class; a RWT (TI_RFCQ_TRADING_RELATION_EXCEPTION)


FIELD NAME NOTES






RWT (Restoring Exceptions to a Relationship)

The Sell Side Member can restore a previously removed exception on a trading relationship for the Buy Side Member and the instrument class; a RWT (TI_RFCQ_TRADING_RELATION_EXCEPTION)


FIELD NAME NOTES






ExceptionType Mandatory Field

See note 1.

Note 1. Rules to set the ExceptionType field



1. To disable the Buy Side Member on all bonds configured for a specific Instrument Class, it must be set to TI_EXCEPTION_TYPE_NoBondsAllowed.

This action is always allowed.

2. To enable the Buy Side Member on unseasoned bonds configured for a specific Instrument Class,

it must be set to TI_EXCEPTION_TYPE_UBondsAllowed.

This action is only allowed under the following conditions:

The trading relationship between Sell Side Member and Buy Side Member disables the

RFCQ Trading on the unseasoned bonds (TI_RFCQ_TRADING_RELATION_EXT.UnseasonedBondTradingFg = TI_FLAG_No)

3. To disable the Buy Side Member on unseasoned bonds configured for a specific Instrument Class, it must be set to TI_EXCEPTION_TYPE_UBondsNotAllowed.

This action is not allowed to Sell Side Members; this action is only allowed to the Governance under the following conditions:

The trading relationship between Sell Side Member and Buy Side Member disables the

RFCQ Trading on the unseasoned bonds (TI_RFCQ_TRADING_RELATION_EXT.UnseasonedBondTradingFg = TI_FLAG_Yes)



RFCQ Trading Relationship Trader Exceptions

The TI_RFCQ_TRADING_RELATION_TRADER_EXCEPTION class allows the Sell Side Members to

define the exceptions on the trading relationship for the Buy Side traders and the instrument classes.


Notes

The InstrumentClassId field supports the Wild Card (field set to 0): when the Wild Card is used, all

RFCQ or the Inventory Orders (specified in the RFCQType field) are disabled on all instrument classes for the specified Buy Side trader.


Class Name TI_RFCQ_TRADING_RELATION_TRADER_EXCEPTION

Class ID 100095


Data Update DYNAMIC









BuySideTraderId ULONG Unique ID of the buy side trader

BuySideTraderName STRING[12] Buy side trader name




Event ENUM



Status ENUM




RFCQType ENUM

TI_RFCQ_TYPE

RFCQ Type







Class Keys



InstrumentClassId

BuySideMemberId

BuySideTraderId

SellSideMemberId

RFCQType

Class Actions

ADD (Adding Trader Exceptions to a Relationship)

The Sell Side Member can define an exception on a previously established trading relationship for the

Buy Side trader and a specific instrument class; an ADD

(TI_RFCQ_TRADING_RELATION_TRADER_EXCEPTION) message must be sent, which specifies the following fields:

FIELD NAME NOTES


InstrumentClassId Mandatory Field: a value 0 (zero) may be used to specify all instrument classes



BuySideTraderId Mandatory Field


RFCQType Mandatory Field

It must be set to TI_RFCQ_TYPE_AllRFCQ or TI_RFCQ_TYPE_InventoryOrder

RWT (Removing Trader Exceptions to a Relationship)

The Sell Side Member can remove a previously defined exception on a trading relationship for the

Buy Side trader and the instrument class; a RWT (TI_RFCQ_TRADING_RELATION_TRADER_EXCEPTION) message must be sent, which specifies the

following fields:

FIELD NAME NOTES











RWT (Restoring Trader Exceptions to a Relationship)

The Sell Side Member can restore a previously removed exception on a trading relationship for the

Buy Side trader and the instrument class; a RWT (TI_RFCQ_TRADING_RELATION_TRADER_EXCEPTION) message must be sent, which specifies the

following fields:

FIELD NAME NOTES











RFCQ Trading Relationship Fine Tuning

The TI_RFCQ_TYPE_EXCEPTION class allows the Sell Side Members to define the exceptions on the

type of RFCQ and on the Inventory Order he is willing to trade with a Buy Side member.


Notes

The BuySideMemberId field supports the Wild Card (field set to 0): when the Wild Card is used, the

type of RFCQ or the Inventory Order (specified in the RFCQType field) is disabled for all Buy Side members.


Class Name TI_RFCQ_TYPE_EXCEPTION

Class ID 100205


Data Update DYNAMIC








SellSideTraderId ULONG Unique ID of the sell side trader

SellSideTraderName STRING[12] Sell side trader name


Event ENUM

TI_RFCQ_TYPE_EXCEPTION_EVENT

Action applied to the trading relationship fine tuning

Status ENUM

TI_RFCQ_TYPE_EXCEPTION_STATUS

Status of the trading relationship fine tuning.

Fine tuning records referencing enabled RFCQ types will be removed at the end of the current trading day

RFCQType ENUM

TI_RFCQ_TYPE

RFCQ Type.

The TI_RFCQ_TYPE_AllRFCQ value is not managed at this level.







Class Keys


TI_RFCQ_TYPE_EXCEPTION_Key 1 UNIQUE MarketId

SellSideMemberId

BuySideMemberId

RFCQType

Class Actions

ADD (Specifying an Exception on a RFCQ Type)

The Sell Side Member can define an exception on a previously established trading relationship for the Buy Side Member and a specific RFCQ Type or Inventory Order; an ADD

(TI_RFCQ_TYPE_EXCEPTION) message must be sent, which specifies the following fields:

FIELD NAME NOTES



SellSideTraderId Mandatory Field

BuySideMemberId Mandatory Field: a value 0 (zero) may be used to specify all buy side members


Event It must be set to TI_RFCQ_TYPE_EXCEPTION_EVENT_Insert

RWT (Removing an Exception on a RFCQ Type)

The Sell Side Member can remove a previously defined exception on a trading relationship for the Buy Side Member and the RFCQ Type or Inventory Order; a RWT (TI_RFCQ_TYPE_EXCEPTION)


FIELD NAME NOTES






Event It must be set to TI_RFCQ_TYPE_EXCEPTION _EVENT_Delete

RWT (Restoring an Exception on a RFCQ Type)

The Sell Side Member can restore a previously removed exception on a trading relationship for the Buy Side Member and the RFCQ Type or Inventory Order; a RWT (TI_RFCQ_TYPE_EXCEPTION)


FIELD NAME NOTES






Event It must be set to TI_RFCQ_TYPE_EXCEPTION_EVENT_Insert



MTS Buy Side Trader Information

The TI_RFCQ_TRADING_RELATION_TRADER class provides to the Sell Side Members the

information about the Buy Side traders. This class is available to the Sell Side Members only.



Class Name TI_RFCQ_TRADING_RELATION_TRADER

Class ID 100078


Data Update DYNAMIC








TraderId ULONG Unique ID of the buy side trader

TraderName STRING[12] Unique name of the buy side trader

FirstName STRING[25] Trader’s first name

LastName STRING[25] Trader’s last name

Email STRING[50] Trader’s email address

Phone STRING[50] Trader’s phone number(s)

Fax STRING[20] Trader’s FAX number(s)

Class Keys


TI_RFCQ_TRADING_RELATION_TRADER_Key 1 UNIQUE SellSideMemberId

BuySideMemberId

TraderId

TI_RFCQ_TRADING_RELATION_TRADER_NameKey 2 UNIQUE SellSideMemberId

BuySideMemberId

TraderName



MTS Sell Side Trader Information

The TI_TRADER_INFO class provides to the Buy Side Members the information about the Sell Side

“Sales” traders.



Class Name TI_TRADER_INFO

Class ID 100099


Data Update DYNAMIC






BuySideMemberId ULONG Unique ID of the Buy Side member

MemberId ULONG Unique ID of the Sell Side member

TraderId ULONG Unique ID of the trader

TraderName STRING[12] Unique name of the trader

TraderAccountStatus ENUM

TI_TRADER_ACCOUNT_STATUS

Trader account status

TraderType ENUM

TI_TRADER_TYPE

Trader type






Class Keys


TI_TRADER_INFO _Key 1 UNIQUE BuySideMemberId

MemberId

TraderId

TI_TRADER_INFO_NameKey 2 UNIQUE BuySideMemberId

MemberId

TraderName



MTS Member Accounts (Repo Market Only)

The TI_MEMBER_ACCOUNT class describes the accounts associated to the Member and allows each

Member to manage the accounts.

This class is available to the REPO Market only, i.e. Service Provider MTS_MMF2 (ServiceProviderId = 4).


Class Name TI_MEMBER_ACCOUNT

Class ID 100064


Data Update DYNAMIC


Member Profile Definition TI_FUNCTION_AccountDefinition

Trader Profile Definition PLATFORM_LEVEL(TI_PLATFORM_CLASS_TYPE_MemberAccount)



OwnerId ULONG Unique ID of the buy side member

AccountId ULONG Unique ID of the account

AccountCode STRING[200] Account External code.

Unique code of the account for the buy side member

AccountInfo STRING[200] Additional account information

ClearingInfo STRING[50] Clearing information

Event ENUM

TI_MEMBER_ACCOUNT_EVENT

Action applied to the account

Status ENUM

TI_MEMBER_ACCOUNT_STATUS

Account status.

Deleted accounts will be removed at the end of the current trading day


CreationTime MTIME Creation time


UpdateTime MTIME Last update time

Class Keys


TI_MEMBER_ACCOUNT_Key 1 UNIQUE AccountId

TI_MEMBER_ACCOUNT_Owner_Key 2 UNIQUE OwnerId

AccountCode



Class Actions

ADD (Adding an Account)

The Member can define a new account; an ADD (TI_MEMBER_ACCOUNT) message must be sent, which specifies the following fields:

FIELD NAME NOTES

OwnerId Mandatory Field

AccountCode Mandatory Field

AccountInfo

ClearingInfo

Event It must be set to TI_MEMBER_ACCOUNT_EVENT_Insert

RWT (Updating an Account)

The Member can modify some fields of an existing account; a RWT (TI_MEMBER_ACCOUNT)


FIELD NAME NOTES


AccountId Mandatory Field

AccountInfo

ClearingInfo


RWT (Deleting an Account)

The Member can delete an existing account; a RWT (TI_MEMBER_ACCOUNT) message must be sent, which specifies the following fields:

FIELD NAME NOTES



Event It must be set to TI_MEMBER_ACCOUNT_EVENT_Delete



MTS Member Accounts (CMF Market Only)

The TI_MEMBER_ACCOUNT class describes the accounts associated to the Member and allows each

Member to manage the accounts.

In the CMF Market, this class is available to the Buy Side Members only.

This class is available to the CMF Market Only, i.e. Service Provider MTS_CMF (ServiceProviderId =

3).


Class Name TI_MEMBER_ACCOUNT

Class ID 100064


Data Update DYNAMIC






OwnerId ULONG Unique ID of the buy side member






AccountType ENUM

TI_MEMBER_ACCOUNT_TYPE

Specifies the type of account.

Reserved for future use (REPO Market Only)

ACMDefaultAccountFg ENUM

TI_FLAG

Specifies whether the account must be considered as a default account

Reserved for future use (REPO Market Only)

Event ENUM



Status ENUM


Account status.



CreationTime MTIME

UTIME (CMF Market Only)

Creation time


UpdateTime MTIME


Last update time



Class Keys


TI_MEMBER_ACCOUNT_Key 1 UNIQUE AccountId

TI_MEMBER_ACCOUNT_Owner_Key 2 UNIQUE OwnerId

AccountCode

Class Actions


The Buy Side Member can define a new account; an ADD (TI_MEMBER_ACCOUNT) message must be

sent, which specifies the following fields:

FIELD NAME NOTES



AccountInfo

ClearingInfo



The Buy Side Member can modify some fields of an existing account; a RWT (TI_MEMBER_ACCOUNT) message must be sent, which specifies the following fields:

FIELD NAME NOTES



AccountInfo

ClearingInfo



The Buy Side Member can delete an existing account; a RWT (TI_MEMBER_ACCOUNT) message must be sent, which specifies the following fields:

FIELD NAME NOTES






MTS Member Accounts Extended (REPO Market Only)

The TI_MEMBER_ACCOUNT_EXT class describes the accounts associated to the Member and allows

each Member to manage the accounts.

This class is available to the REPO Market Only, i.e. Service Provider MTS_MMF2 (ServiceProviderId = 4).


Class Name TI_MEMBER_ACCOUNT_EXT

Class ID 100220


Data Update DYNAMIC






OwnerId ULONG Unique ID of the member






AccountType ENUM

TI_MEMBER_ACCOUNT_TYPE

Specifies the type of account.

ACMDefaultAccountFg ENUM

TI_FLAG

Specifies whether the account must be considered as a default account

For REPO/ACM Market Only

Event ENUM



Status ENUM


Account status.








Class Keys


TI_MEMBER_ACCOUNT_EXT_Key 1 UNIQUE AccountId

TI_MEMBER_ACCOUNT_EXT_Owner_Key 2 UNIQUE OwnerId

AccountCode

Class Actions


The Member can define a new account; an ADD (TI_MEMBER_ACCOUNT_EXT) message must be


FIELD NAME NOTES



AccountInfo

ClearingInfo

AccountType It must be set to TI_MEMBER_ACCOUNT_TYPE_None on REPO Market

It must be set to TI_MEMBER_ACCOUNT_TYPE_CAP or TI_MEMBER_ACCOUNT_TYPE_COP on REPO/ACM Market

ACMDefaultAccountFg



The Member can modify some fields of an existing account; a RWT (TI_MEMBER_ACCOUNT_EXT) message must be sent, which specifies the following fields:

FIELD NAME NOTES



AccountInfo

ClearingInfo

ACMDefaultAccountFg



The Member can delete an existing account; a RWT (TI_MEMBER_ACCOUNT_EXT) message must be


FIELD NAME NOTES






MTS Member Accounts Exceptions Extended (CMF and REPO Markets)

The TI_MEMBER_ACCOUNT_EXCEPTION_EXT class allows:

the Buy Side Members to define the account exceptions for the Sell Side Members and the Sell Side Members to define the exceptions for the Buy Side Members Accounts (CMF Market);

the Collateral Provider Members to define the exceptions for the Cash Provider Members Accounts/Funds (REPO/ACM Market).

This class is available to the CMF and REPO Markets, i.e. Service Provider MTS_CMF (ServiceProviderId = 3) or Service Provider MTS_MMF2 (ServiceProviderId = 4).


Class Name TI_MEMBER_ACCOUNT_EXCEPTION_EXT

Class ID 100212


Data Update DYNAMIC






MemberId ULONG Unique ID of the member owner of the transaction:

Buy Side member or Sell Side member (CMF Market)

Collateral Provider member (REPO/ACM Market)

TraderId ULONG Unique ID of the trader owner of the transaction

TraderName STRING[12] Name of the trader owner of the transaction

SubmitterMemberId ULONG Unique ID of the submitter member

SubmitterTraderId ULONG Unique ID of the submitter trader

SubmitterTraderName STRING[12] Name of the submitter trader

BuySideMemberId ULONG Unique ID of the Buy Side member (CMF Market)

Unique ID of the Cash Provider Member (REPO/ACM Market)

SellSideMemberId ULONG Unique ID of the Sell Side member (CMF Market)

Unique ID of the Collateral Provider Member (REPO/ACM Market)


Event ENUM

TI_MEMBER_ACCOUNT EXCEPTION_EVENT

Action applied to the account exception




Status ENUM

TI_MEMBER_ACCOUNT_EXCEPTION_STATUS

Status of the account exception.

Deleted account exceptions will be removed at the end of the current trading day


CreationTime MTIME


Creation time


UpdateTime MTIME


Last update time


Class Keys


TI_MEMBER_ACCOUNT_EXCEPTION_EXT_Key 1 UNIQUE MemberId

BuySideMemberId

SellSideMemberId

AccountId

Class Actions

ADD (Specifying Account Exceptions for Sell Side Member – CMF Market)

The Buy Side Member can define an account exception for the Sell Side Member; an ADD (TI_MEMBER_ACCOUNT_EXCEPTION_EXT) message must be sent, which specifies the following

fields:

FIELD NAME NOTES

MemberId Mandatory Field (Buy Side member – owner of the transaction)

TraderId Mandatory Field




Event It must be set to TI_MEMBER_ACCOUNT_EXCEPTION_EVENT_Insert

UserData

ADD (Specifying Account Exceptions – CMF Market)

The Sell Side Member can define an exception for the Buy Side Member account; an ADD (TI_MEMBER_ACCOUNT_EXCEPTION_EXT) message must be sent, which specifies the following

fields:

FIELD NAME NOTES

MemberId Mandatory Field (Sell Side member – owner of the transaction)






UserData

ADD (Specifying Account Exceptions – REPO/ACM Market)



The Collateral Provider Member can define an exception for the Cash Provider Member account/fund; an ADD (TI_MEMBER_ACCOUNT_EXCEPTION_EXT) message must be sent, which specifies the

following fields:

FIELD NAME NOTES

MemberId Mandatory Field (Collateral Provider Member – owner of the transaction)


BuySideMemberId Mandatory Field (Cash Provider Member – owner of the account/fund)

SellSideMemberId Mandatory Field (Collateral Provider Member – owner of the transaction)



UserData

RWT (Removing Account Exceptions for Sell Side Member – CMF Market)

The Buy Side Member can remove a previously defined account exception for the Sell Side Member; a RWT (TI_MEMBER_ACCOUNT_EXCEPTION_EXT) message must be sent, which specifies the

following fields:

FIELD NAME NOTES

MemberId Mandatory Field (Buy Side member – owner of the transaction)





Event It must be set to TI_MEMBER_ACCOUNT_EXCEPTION_EVENT_Delete

UserData

RWT (Removing Account Exceptions – CMF Market)

The Sell Side Member can remove a previously defined exception for the Buy Side Member account; a RWT (TI_MEMBER_ACCOUNT_EXCEPTION_EXT) message must be sent, which specifies the

following fields:

FIELD NAME NOTES

MemberId Mandatory Field (Sell Side member – owner of the transaction)






UserData



RWT (Removing Account Exceptions – REPO/ACM Market)

The Collateral Provider Member can remove a previously defined exception for the Cash Provider

Member account/fund; a RWT (TI_MEMBER_ACCOUNT_EXCEPTION_EXT) message must be sent, which specifies the following fields:

FIELD NAME NOTES

MemberId Mandatory Field (Collateral Provider Member – owner of the transaction)


BuySideMemberId Mandatory Field (Cash Provider Member – owner of the account/fund)

SellSideMemberId Mandatory Field (Collateral Provider Member – owner of the transaction)



UserData



MTS Member Accounts Information (CMF and REPO Markets)

The TI_MEMBER_ACCOUNT_INFO class provides:

to the Sell Side Members the information about the accounts associated to the Buy Side Member. This class is available to the Sell Side Members only (CMF Market).

to the Collateral Provider Members the information about the Accounts/Funds associated to the Cash Provider Members (REPO/ACM Market).

This class is available to the CMF and REPO Markets, i.e. Service Provider MTS_CMF

(ServiceProviderId = 3) or Service Provider MTS_MMF2 (ServiceProviderId = 4).


Class Name TI_MEMBER_ACCOUNT_INFO

Class ID 100077


Data Update DYNAMIC













Status ENUM


Account status.



CreationTime MTIME


Creation time


UpdateTime MTIME


Last update time



Class Keys


TI_MEMBER_ACCOUNT_INFO_Key 1 UNIQUE AccountId

SellSideMemberId

TI_MEMBER_ACCOUNT_INFO_Owner_Key 2 UNIQUE BuySideMemberId

AccountCode

SellSideMemberId



Sales Configuration

The TI_MEMBER_SALES_CONFIG class allows the Sell Side Members to define the list of Buy Side

Members associated to their own “Sales” traders.



Class Name TI_MEMBER_SALES_CONFIG

Class ID 100068


Data Update DYNAMIC



Trader Profile Definition MARKET_LEVEL (TI_MARKET_CLASS_TYPE_SalesConfig)




SellSideMemberId ULONG Unique ID of the member

SellSideTraderId ULONG Unique ID of the trader that originated/modified the association

Reserved for future use

SellSideTraderName STRING[12] Unique name of the trader that originated/modified the association


SalesId ULONG Unique ID of the Sales trader

SalesName STRING[12] Sales trader code

BuySideMemberId ULONG Unique ID of the customer member (Buy Side)

BuySideTraderId ULONG Unique ID of the Buy Side trader


BuySideTraderName STRING[12] Buy Side trader code


RelationType ENUM

TI_RELATION_TYPE

Type of the relationship between the sales and the buy-side

RelationLevel ENUM

TI_RELATION_LEVEL

Relation level.


Relation Info STRING[50] Free text field used by the client







Class Keys


TI_MEMBER_SALES_CONFIG_Key 1 UNIQUE MarketId

SellSideMemberId

SalesId

BuySideMemberId

Class Actions

ADD (Adding an association between a Sale and a customer)

The Sell Side Member can define an association between an own Sale and a customer (Buy Side Member); an ADD (TI_MEMBER_SALES_CONFIG) message must be sent, which specifies the

following fields:

FIELD NAME NOTES

MarketId Mandatory field

SellSideMemberId Mandatory field

SalesId Mandatory field

BuySideMemberId Mandatory field

RelationType

Relation Info

RWT (Updating an association between a Sale and a customer)

The Sell Side Member can modify some fields of the association between an own Sale and a customer (Buy Side Membe); a RWT (TI_MEMBER_SALES_CONFIG) message must be sent, which

specifies the following fields:

FIELD NAME NOTES





RelationType

Relation Info

DEL (Deleting an association between a Sale and a customer)

The Sell Side Member can dlete an association between an own Sale and a customer (Buy Side Member); a DEL (TI_MEMBER_SALES_CONFIG) message must be sent, which specifies the following

fields:

FIELD NAME NOTES






SDP Protocol Suite MTS Members and Traders 49

MTS Members and Traders

The MTS Service Provider data classes for members and traders statuses are logically grouped as described below.

Statuses of MTS Members and Traders

MTS member status (class TI_MEMBER_STATUS)

MTS trader status (class TI_TRADER_STATUS)

MTS trader group suspension (class TI_TRADER_GROUP_SUSPENSION)


50 MTS Members and Traders SDP Protocol Suite


MTS Member Status

The TI_MEMBER_STATUS class provides status information about the MTS members.


Class Name TI_MEMBER_STATUS

Class ID 100035


Data Update DYNAMIC



Trader Profile Definition MARKET_LEVEL (TI_MARKET_CLASS_TYPE_MemberStatus)

This class is used by members to carry out Trade On/Trade Off operations and by supervisory bodies

to notify a member of his suspension from a market.

Each trader receives and may only modify the status information about his own member.

The Trade On/Trade Off operations are not supported on the STF Market.




MemberId ULONG Unique ID of the member

MemberStatus ENUM

TI_MEMBER_TRADING_STATUS

Status of the member


UpdateDate LDATE Date of the last status change

UpdateTime MTIME


Time of the last status change

Class Keys


TI_MEMBER_STATUS_Key 1 UNIQUE MarketId

MemberId

Class Filters


TI_MEMBER_STATUS_Filter 1000351 MarketId



Class Actions

RWT (Setting the Member Status to Trade On or Trade Off)

A trader may use this message to set the status of his own member to Trade On or Trade Off on a specified market.

To change the member’s status, an RWT (TI_MEMBER_STATUS) message must be sent, which specifies the following fields:

FIELD NAME NOTES


MemberId Mandatory field

MemberStatus It may be set to TI_MEMBER_TRADING_STATUS_TradeOff or TI_MEMBER_TRADING_STATUS_TradeOn

UserData



MTS Trader Status

The TI_TRADER_STATUS class provides status information about the traders of the MTS members.


Class Name TI_TRADER_STATUS

Class ID 100036


Data Update DYNAMIC



Trader Profile Definition MARKET_LEVEL (TI_MARKET_CLASS_TYPE_TraderStatus)

Traders may use this class to carry out Active/Suspended operations. A trader only receives the status information about the traders of his own member.

The Active/Suspended operations are not supported on the STF Market.






TraderStatus ENUM

TI_TRADER_TRADING_STATUS

Status of the trader


UpdateDate LDATE Date of the last status change

UpdateTime MTIME


Time of the last status change

Class Keys


TI_TRADER_STATUS_Key 1 UNIQUE MarketId

MemberId

TraderId

Class Filters


TI_MARKET_Filter 1 MarketId



Class Actions

RWT (Activating or Suspending a Trader)

A trader may use this message to set the status of a member’s trader to Active or Suspended on a specified market. A trader may suspend any of the traders belonging to his own member (including

himself), but can only activate himself.

To change the trader’s status, an RWT (TI_TRADER_STATUS) message must be sent, which specifies

the following fields:

FIELD NAME NOTES



TraderId Mandatory field

TraderStatus It may be set to TI_TRADER_TRADING_STATUS_Active or TI_TRADER_TRADING_STATUS_Suspend.

If TraderName specifies a name other than the name of the trader who is issuing the request, this field must be set to TI_TRADER_TRADING_STATUS_Suspend

UserData

RWT (Managing the Fast Market Status) – SWAP Market Only

A trader may use this message to manage the transition of own quotes from “Normal” to “Indicative

(Automatic)”.

An RWT (TI_TRADER_STATUS) message must be sent, which specifies the following fields:

FIELD NAME NOTES




TraderStatus It may be set to TI_TRADER_TRADING_STATUS_FastMarket

UserData



MTS Trader Group Suspension

The TI_TRADER_GROUP_SUSPENSION class is used by the member on the CMF and SWAP markets,

to suspend a group of traders.


Class Name TI_TRADER_GROUP_SUSPENSION

Class ID 100022


Data Update DYNAMIC



Trader Profile Definition MARKET_LEVEL (TI_MARKET_CLASS_TYPE_GroupStatus)





GroupId ULONG Unique ID of the group


UpdateDate LDATE Date of the last suspension

UpdateTime MTIME


Time of the last suspension

Class Keys


TI_TRADER_GROUP_SUSPENSION_Key 1 UNIQUE MarketId

MemberId

GroupId

Class Filters



Class Actions

ADD (Suspending a Trader Group)

A trader may use this message to suspend a group of traders on a specified market.

An ADD (TI_TRADER_GROUP_SUSPENSION) message must be sent, which specifies the following fields:

FIELD NAME NOTES



GroupId Mandatory field

UserData


SDP Protocol Suite MTS Trading & Info 55

MTS Trading & Info

The SDP data classes that model some trading functions are as follows:

Credit Lines

NCL Credit Lines (class TI_CREDIT_LINE_NCL)

ECL Credit Lines (class TI_CREDIT_LINE_ECL)

Credit Risk Management (class TI_CREDIT_RISK_MANAGEMENT)

Trading Caps

Trading Caps - CMF Market Only (class TI_TRADING_CAPS)

Linked Quotes

MTS Linked Quotes (class TI_LINKED_QUOTE_GROUP)

RFQ Exclusions

MTS RFQ Exclusions - REPO Market Only (class TI_RFQ_EXCLUSION)

OTC Trading

MTS OTC Registrations Extended - REPO Market Only (class TI_OTC_REGISTRATION_EXT)

MTS Historical OTC Registrations Extended - REPO Market Only (class

TI_HIST_OTC_REGISTRATION_EXT)

RFCQ Trading List

MTS Buy Side Trading List - CMF Market Only (class TI_RFCQ_BUY_SIDE_TRADING_LIST)

MTS Buy Side Trading List Leg Info - CMF Market Only (class

TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_INFO)

MTS Buy Side Trading List Leg Reject - CMF Market Only (class

TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT)

MTS Sell Side Trading List - CMF Market Only (class TI_RFCQ_SELL_SIDE_TRADING_LIST)

MTS Sell Side Trading List Leg Info - CMF Market Only (class

TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_INFO)

MTS Sell Side Trading List Leg Reject - CMF Market Only (class

TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT)


56 MTS Trading & Info SDP Protocol Suite

MTS Credit Lines

NCL Credit Lines

The TI_CREDIT_LINE_NCL class contains information about No credit lines (NCL).

This class is available to the REPO market only, i.e. Service Provider MTS_MMF2 (ServiceProviderId =

4).


Class Name TI_CREDIT_LINE_NCL

Class ID 100044


Data Update STATIC



Trader Profile Definition MARKET_LEVEL (TI_MARKET_CLASS_TYPE_PrivateInfo)

Through dedicated, static NCL parameters, the system allows credit lines among market members to

be managed. Using NCL parameters, members without credit lines may be disabled from trading. NCL parameters are configured by the Governance following requests from market members and

reflect the lack of credit lines among market members. Note that NCL parameters are:

Static, that is, they are configured in the registry by the Governance;

Bilateral, that is, the member who configures the ECL parameter (first member) can neither be

“hit” by the affected counterparty (second member) nor can “hit” the counterparty.

The credit line mechanism is not applicable to trading members who are also Clearing House members.




FirstMemberId ULONG ID of the first member

SecondMemberId ULONG ID of the second member

CLHTradingInhibitionFlag ENUM

TI_FLAG

Clearing House Trading Inhibition flag

Class Keys

KEY NAME ID. TYPE FIELDS

TI_CREDIT_LINE_NCL_Key 1 UNIQUE MarketId

FirstMemberId

SecondMemberId

Class Filters





ECL Credit Lines

The TI_CREDIT_LINE_ECL class contains information about exceeded credit lines (ECL).

This class is available to the REPO market only, i.e. Service Provider MTS_MMF2 (ServiceProviderId = 4).


Class Name TI_CREDIT_LINE_ECL

Class ID 100043


Data Update DYNAMIC



Trader Profile MARKET_LEVEL (TI_MARKET_CLASS_TYPE_PrivateInfo)

Through dedicated, dynamic ECL parameters, the system allows credit lines among market members to be managed. Using ECL parameters, members with exceeded credit lines may be disabled from

concluding further trades during the trade day. ECL parameters are configured by market members

during the trading phases and reflect the exhaustion of credit lines defined among market members. Note that ECL parameters are:

Dynamic, that is, they are configured by market members during the trade day and are only valid

for the current day. Once they have been configured, ECL parameters may be reset and re-configured a number of times that is defined at system configuration level (usually, one time).

Unilateral, that is, the member who configures the ECL parameter (first member) cannot be “hit”

by the affected counterparty (second member), but he is allowed to “hit” the counterparty.

The credit line mechanism is not applicable to trading members who are also Clearing House

members.




FirstMemberId ULONG ID of the first member, that is, the member who configures the ECL parameter

SecondMemberId ULONG ID of the second member, that is, the member with exceeded credit line


Class Keys


TI_CREDIT_LINE_ECL_Key 1 UNIQUE MarketId

FirstMemberId

SecondMemberId

Class Filters





Class Actions

ADD (Unilateral Disabling of a Counterparty from Trading)

A market member may unilaterally disable a counterparty from trading, due to counterparty’s credit line exhausted.

To disable a counterparty from trading, an ADD (TI_CREDIT_LINE_ECL) message must be sent, which specifies the following fields:

FIELD NAME NOTES


FirstMemberId Mandatory field

SecondMemberId Mandatory field

UserData

DEL (Defining of a Counterparty to Trading)

A market member may unilaterally enable a counterparty to trading, after having disabled the

counterparty due to exhausted credit line.

To enable a counterparty to trading, a DEL (TI_CREDIT_LINE_ECL) message must be sent, which


FIELD NAME NOTES






Credit Risk Management

The TI_CREDIT_RISK_MANAGEMENT class contains information about counterparty credit profiles.

This class is available to the SWAP market only, i.e. Service Provider MTS_MMF2 (ServiceProviderId = 4).


Class Name TI_CREDIT_RISK_MANAGEMENT

Class ID 100023


Data Update DYNAMIC



Trader Profile Definition MARKET_LEVEL (TI_MARKET_CLASS_TYPE_PrivateInfo)

The system allows each market member to define its desired level of interaction with the other market members by setting a credit profile. The settings of the credit profiles determine the

behaviour of the trading system when attempting to match quotes and orders and the possibility of

each market member to issue RFQ addressed to the other market members.

Possible values for the Credit Profile are:

Automatic

Welcome (default value)

Unwelcome

Each pair of market members can trade, either through RFQ or standard trading, only if both have

not set the Credit Profile for each other as Unwelcome. In the absence of a credit profile

configuration, the system assumes the value Welcome as the default value. In this way, users will have to explicitly configure only the exceptions (Automatic and Unwelcome).




InstrumentClassId ULONG Unique ID of the Instrument Class

FirstMemberId ULONG ID of the first member, that is, the member who configures the Credit Profile

SecondMemberId ULONG ID of the second member, that is, the member with the Credit Profile

CreditProfile ENUM

TI_CREDIT_PROFILE

Credit profile (Welcome, Automatic, Unwelcome)




Class Keys


TI_CREDIT_RISK_MANAGEMENT_Key 1 UNIQUE MarketId

InstrumentClassId

FirstMemberId

SecondMemberId

Class Filters



Class Actions

ADD (Defining a Counterparty Credit Profile)

A market member may define a credit profile to disable or enable a counterparty from trading.

To define a counterparty trading profile, an ADD (TI_CREDIT_RISK_MANAGEMENT) message must be sent, which specifies the following fields:

FIELD NAME NOTES


InstrumentClassId Mandatory field



CreditProfile Mandatory field

UserData

RWT (Changing a Counterparty Credit Profile)

To modify a counterparty trading profile, a RWT (TI_CREDIT_RISK_MANAGEMENT) message must

be sent, which specifies the following fields:

FIELD NAME NOTES


InstrumentClassId Mandatory field



CreditProfile Mandatory field

UserData



MTS Trading Caps

Trading Caps

The TI_TRADING_CAPS class contains information about trader trading caps.


3).


Class Name TI_TRADING_CAPS

Class ID 100069


Data Update DYNAMIC


Member Profile Definition TI_FUNCTION_TradingCaps

Trader Profile Definition MARKET_LEVEL (TI_MARKET_CLASS_TYPE_TradingCaps)





TraderName STRING[12] Unique name of the Buy Side trader to which the trading caps is applied


FunctionId ENUM

TI_TRADING_CAPS_FUNCTION

Unique ID of the trading function

Currency STRING[3] Currency code

ProductType ULONG Unique ID of the product type

InstrumentClassId ULONG Unique ID ofthe Instrument Class

WarningLimit DOUBLE Trading limit (Warning)

BlockingLimit DOUBLE Trading limit (Blocking)

CapsModality ENUM

TI_TRADING_CAPS_MODALITY

Caps modality

ModalitySetting ENUM

TI_TRADING_CAPS_MODALITY_SETTING

Caps modality setting

Event ENUM

TI_TRADING_CAPS_EVENT

Action applied to the caps

Status ENUM

TI_TRADING_CAPS_STATUS

Specifies whether the trading caps is enabled, disabled or deleted.

Deleted trading caps will be removed at the end of the current trading day









SubmitterMemberId ULONG Unique ID of the member who defined the trading caps

SubmitterTraderId ULONG Unique ID of the trader who defined the trading caps

SubmitterTraderName STRING[12] Unique name of the trader who defined the trading caps

Class Keys


TI_TRADING_CAPS_Key 1 UNIQUE MemberId

TraderId

MarketId

FunctionId

ModalitySetting

Currency

ProductType

InstrumentClassId

Class Actions

ADD (Adding a Trading Caps)

A market member may define a trading caps for each own trader.

To define a trading caps, an ADD (TI_TRADING_CAPS) message must be sent, which specifies the following fields:

FIELD NAME NOTES




FunctionId Mandatory Field

Currency Mandatory if ModalitySetting = TI_TRADING_CAPS_MODALITY_SETTING_Currency

It must be set to Null, if ModalitySetting = TI_TRADING_CAPS_MODALITY_SETTING_CurrencyEquivalent

ProductType Mandatory Field


WarningLimit Optional field. This field must be specified, if BlockingLimit = Zero

BlockingLimit Optional field. This field must be specified, if WarningLimit = Zero

CapsModality Mandatory Field

ModalitySetting Mandatory Field

Event It must be set to TI_TRADING_CAPS_EVENT_Enable or TI_TRADING_CAPS_EVENT_Disable

UserData



RWT (Modifying a Trading Caps)

A market member may modify a trading caps; a RWT (TI_TRADING_CAPS) message must be sent,

which specifies the following fields:

FIELD NAME NOTES





Currency Mandatory if ModalitySetting = TI_TRADING_CAPS_MODALITY_SETTING_Currency

It must be set to Null, if ModalitySetting = TI_TRADING_CAPS_MODALITY_SETTING_CurrencyEquivalent



WarningLimit Optional field. This field must be specified, if BlockingLimit = Zero

BlockingLimit Optional field. This field must be specified, if WarningLimit = Zero


Event It must be set to TI_TRADING_CAPS_EVENT_Enable or TI_TRADING_CAPS_EVENT_Disable

UserData

RWT (Deleting a Trading Caps)

A market member may delete a trading caps; a RWT (TI_TRADING_CAPS) message must be sent,


FIELD NAME NOTES





Currency Mandatory Field




Event It must be set to TI_TRADING_CAPS_EVENT_Delete



MTS Linked Quotes

Linked Quotes Group

The TI_LINKED_QUOTE_GROUP class provides information about the quotes link groups of the member on the specific market.

This class is available to the SWAP market only.


Class Name TI_LINKED_QUOTE_GROUP

Class ID 100026


Data Update DYNAMIC




This class is used by Members to create groups of linked quotes (link groups).

A Member may define several linked quotes groups, but a quote cannot be shared among two or more groups.

When a deal is concluded on a linked quotes group, exhaustion of the Total quantity causes:

quote to be suspended

linked quotes group to which the quote belongs to be locked

any active quote in the link group to be suspended with “Suspended because of Linked

Quotes” status.

Linked quotes having a status different from active are not modified.

When the status of a linked quote is changed to active, the status of the other quotes in the group

remains unchanged.

When all quotes in a link group are suspended, the link group is unlocked, so that its linked quotes

may be reactivated.

If a link group is deleted, the link among its quotes is deleted.



LinkedQuoteGroupInfo STRUCT

TI_MSG_INFO

Data identifying the linked quote group

MemberId ULONG ID of the member

UpdateTime MTIME

UTIME

Time at which the data was last updated

Status ENUM

TI_LINKED_QUOTE_STATUS

Status of the linked quote

QuoteCount MTIME

UTIME

Number of linked quotes

QuoteList STRUCT

TI_QUOTE_SEQNO[100]

List of the sequence numbers of the quotes





Class Keys


TI_LINKED_QUOTE_GROUP_Key 1 UNIQUE LinkedQuoteGroupInfo.MsgId

Class Actions

ADD (Entering a Linked Quotes Group)

Only authorized members may enter Linked Quotes Groups on the specific market.

To enter a Linked Quotes Group, an ADD (TI_LINKED_QUOTE_GROUP) message must be sent,


FIELD NAME NOTES

LinkedQuoteGroupInfo.MarketId Mandatory field

LinkedQuoteGroupInfo.SectionId


UserData

RWT (Cancelling a Linked Quotes Group)

A member may cancel any of the Linked Quotes Groups he has previously entered.

To cancel a Linked Quotes Group, an RWT (TI_LINKED_QUOTE_GROUP) message must be sent,


FIELD NAME NOTES

LinkedQuoteGroupInfo.MsgId It must specify the ID of the Linked Quotes Group to be deleted


Status It must be set to TI_LINKED_QUOTE_STATUS_Deleted

UserData



RFQ Exclusions

MTS RFQ Exclusions

The TI_RFQ_EXCLUSION class allows members to block incoming RFQs.

This class is available to the REPO market only.


Class Name TI_RFQ_EXCLUSION

Class ID 100088


Data Update DYNAMIC



Trader Profile Definition INSTRUMENT_CLASS_LEVEL (TI_INSTR_CLASS_TYPE_Rfq)



MarketId ULONG ID of the Market

MemberId ULONG ID of the Member

TraderId ULONG ID of the Trader

TraderName STRING[12] Name of the trader

BlockedMemberId ULONG ID of the member that must be excluded

BlockedTraderId ULONG ID of the trader that must be excluded

BlockedTraderName STRING[12] Name of the excluded trader

RfqId ULONG ID of the Rfq referring to the member that must be excluded.

This field must be specified only on blind trading

PermanentFg ENUM

TI_FLAG

May be specified only by the Governance profile

Event ENUM

TI_RFQ_EXCLUSION_EVENT

Action applied to the RFQ exclusion

Status ENUM

TI_RFQ_EXCLUSION_STATUS

Status of the exclusion



UpdateDate LDATE Date at which the data were last updated

UpdateTime MTIME Time at which the data were last updated



Class Keys


TI_RFQ_EXCLUSION_Key 1 UNIQUE MarketId

MemberId

BlockedMemberId

BlockedTraderId

RfqId

Class Actions

ADD (A member excludes a RFQ Sender)

Only authorized members may exclude a RFQ Sender on the specific market.

To exclude a RFQ Sender, an ADD (TI_RFQ_EXCLUSION) message must be sent, which specifies the

following fields:

FIELD NAME NOTES




BlockedMemberId Mandatory field , if RfqId is not set

BlockedTraderId May be specified if BlockedMemberId is set

PermanentFg May be specified only by the Governance profile

RfqId Mandatory field, if BlockedMemberId is not set.

Cannot be specified if PermenentFg = TRUE

Event It must be set to TI_RFQ_SENDER_EXCLUSION_EVENT_Activate

RWT (A member activates/suspends a RFQ exclusion)

Only authorized members may activate or suspend a RFQ exclusion on the specific market.

To activate /suspend a RFQ exclusion, a RWT (TI_RFQ_EXCLUSION) message must be sent, which


FIELD NAME NOTES




BlockedMemberId Mandatory field, if RfqId is not set

BlockedTraderId May be specified if BlockedMemberId is set

PermanentFg May be specified only by the Governance profile

RfqId Mandatory field, if BlockedMemberId is not set.

Cannot be specified if PermenentFg = TRUE

Event It must be set to TI_RFQ_EXCLUSION_EVENT_Activate or TI_RFQ_EXCLUSION_EVENT_Suspend



OTC Trading

MTS OTC Registrations Extended

The TI_OTC_REGISTRATION_EXT class provides information about the member’s OTC Registrations on the market.



Class Name TI_OTC_REGISTRATION_EXT

Class ID 100210


Data Update DYNAMIC






MsgInfo STRUCT

TI_MSG_INFO

Data identifying the OTC registration

InOutFlag ENUM

TI_IN_OUT_FLAG

Indicates whether it is an incoming (IN) OTC registration or an outgoing (OUT) OTC registration

Originator STRUCT

TI_OTC_MEMBER_INFO

ID of the member the OTC registration originates from

Counterpart STRUCT

TI_OTC_MEMBER_INFO

ID of the member receiving the OTC registration

Submitter STRUCT

TI_OTC_MEMBER_INFO

ID of the member submitting the OTC registration

Verb ENUM

TI_VERB

Specifies whether it is a buy or sell OTC registration and is set from the receiving member’s viewpoint. This means that the Verb field has different values for the Originator and the Counterpart, and reflects the type of operation (buy or sell) actually performed by the receiving member.

For Broker and Broker Plus the verb is set from the originator member’s viewpoint.

Comment STRING[100] Free text field

Event ENUM

TI_OTC_REGISTRATION_EVENT

Action applied to the OTC Registration

Status ENUM

TI_OTC_REGISTRATION_STATUS

Status of the registration

OriginatorSubStatus ENUM

TI_OTC_REGISTRATION_SUBSTATUS

Status of the registration from the originator’s point of view




CounterpartSubStatus ENUM


Status of the registration from the counterpart’s point of view

BilateralOnlyFlag ENUM

TI_FLAG

Indicates whether the originator wants to force the trade to be settled bilaterally or not. The counterpart receiving the registration cannot modify this flag

Instrument STRUCT

TI_INSTRUMENT_INFO

Tradable instrument data

Price DOUBLE Spot Price

Yield DOUBLE Yield


Rate DOUBLE Rate

Qty DOUBLE Quantity


BrokerId ULONG ID of the Brokerage Organization

Class Keys


TI_OTC_REGISTRATION_EXT_Key 1 UNIQUE MsgInfo.MsgId

Class Actions

ADD (Broker or Originator submits an OTC registration)

Only authorized members may submit an OTC Registration on the specific market.

To submit an OTC Registration, an ADD (TI_OTC_REGISTRATION) message must be sent, which


FIELD NAME NOTES

MsgInfo.MarketId Mandatory field

MsgInfo.SectionId Mandatory field

Submitter.MemberId Mandatory field

Submitter.TraderId Mandatory field

Originator.MemberId Mandatory field

Originator.TraderId Mandatory field, if Submitter = Originator

Originator.AccountId

Originator.UserInfo

Counterpart.MemberId Mandatory field

Instrument.InstrumentId It must specify the ID of the tradable instrument

Instrument.InstrumentType Mandatory field

Instrument.StartDateId See note 1

Instrument.EndDateId See note 1

Instrument.StartDate See note 1

Instrument.EndDate See note 1

Instrument.VanillaId See note 1

Event It must be set to TI_OTC_REGISTRATION_EVENT_Insert



FIELD NAME NOTES

or

TI_OTC_REGISTRATION_EVENT_Accept

in case of pre-accepted registration (only for Regular Members)

Verb Mandatory field

Price It may contain the Spot price, or nothing

Rate Mandatory field

Qty Mandatory field

BilateralOnlyFlag

BrokerId Mandatory field

A Broker Member must indicates its Brokerage Organization identifier

Note 1. How to Identify a Duration

The following table lists the possible modes to identify a duration.

USING A... FIELDS TO BE SPECIFIED

Vanilla Duration Instrument.VanillaId

Couple of Mnemonic Dates Instrument.StartDateId and Instrument.EndDateId

Couple of Broken Dates Instrument.StartDate and Instrument.EndDate

Couple consisting of a Mnemonic Date and a Broken Date

Instrument.StartDate and Instrument.EndDateId

OR

Instrument.StartDateId and Instrument.EndDate

ADD (Broker Plus submits an OTC registration)

To submit an OTC Registration, the Broker Plus must send an ADD (TI_OTC_REGISTRATION)

message, which specifies the following fields:

FIELD NAME NOTES



Submitter.MemberId Mandatory field

Submitter.TraderId Mandatory field

Originator.MemberId Mandatory field

Originator.TraderId


Originator.UserInfo

Counterpart.MemberId Mandatory field

Counterpart.TraderId

Counterpart.AccountId

Counterpart.UserInfo










FIELD NAME NOTES

Event

It must be set to TI_OTC_REGISTRATION_EVENT_Insert

or

TI_OTC_REGISTRATION_EVENT_AcceptOriginator or TI_OTC_REGISTRATION_EVENT_AcceptCounterpart or TI_OTC_REGISTRATION_EVENT_AcceptBoth

in case of pre-accepted OTC registration


Price It may contain the Spot price, or nothing

Rate Mandatory field

Qty Mandatory field

BilateralOnlyFlag

BrokerId Mandatory field

RWT (Broker Plus accepts on behalf of Originator)

To accept the OTC Registration on behalf of the Originator, the Broker Plus must send a RWT (TI_OTC_REGISTRATION) message, which specifies the following fields:

FIELD NAME NOTES

MsgInfo.MsgId It must specify the ID of the OTC Registration to be accepted




Originator.TraderId


Originator.UserInfo

Event It must be set to TI_OTC_REGISTRATION_EVENT_AcceptOriginator

BrokerId A Broker Member can be set, only if, during the OTC insertion phase, the Broker Code has been set to “No Broker”

RWT (Broker Plus accepts on behalf of Counterpart)

To accept the OTC Registration on behalf of the Counterpart, the Broker Plus must send a RWT

(TI_OTC_REGISTRATION) message, which specifies the following fields:

FIELD NAME NOTES




Counterpart.TraderId




Event It must be set to TI_OTC_REGISTRATION_EVENT_AcceptCounterpart




RWT (Originator accepts/refuses)

To accept/refuse the OTC Registration, the Originator must send a RWT (TI_OTC_REGISTRATION)

message, which specifies the following fields:

FIELD NAME NOTES





Event It must be set to TI_OTC_REGISTRATION_EVENT_Accept or TI_OTC_REGISTRATION_EVENT_Refuse

Originator.TraderId Mandatory field


Originator.UserInfo


RWT (Counterpart accepts/refuses)

To accept/refuse the OTC Registration, the Counterpart must send a RWT (TI_OTC_REGISTRATION) message, which specifies the following fields:

FIELD NAME NOTES





Event It must be set to TI_OTC_REGISTRATION_EVENT_Accept or TI_OTC_REGISTRATION_EVENT_Refuse

Counterpart.TraderId Mandatory field






Historical OTC Registrations Extended

The TI_HIST_OTC_REGISTRATION_EXT class provides information about the member’s OTC

Registrations inserted on the REPO market, on a particular day, different from the current day.

This class may only be accessed using a query.



Class Name TI_HIST_OTC_REGISTRATION_EXT

Class ID 100211


Data Update DYNAMIC






MsgInfo STRUCT

TI_MSG_INFO

Data identifying the OTC registration

SectionCode STRING[4] Section code

SectionDesc STRING[36] Section description

InOutFlag ENUM

TI_IN_OUT_FLAG

Indicates whether it is an incoming (IN) OTC registration or an outgoing (OUT) OTC registration

Originator STRUCT

TI_HIST_OTC_MEMBER_INFO

ID of the member the OTC registration originates from

Counterpart STRUCT


ID of the member receiving the OTC registration

Submitter STRUCT


ID of the member submitting the OTC registration

Verb ENUM

TI_VERB

Specifies whether it is a buy or sell OTC registration and is set from the receiving member’s viewpoint. This means that the Verb field has different values for the Originator and the Counterpart, and reflects the type of operation (buy or sell) actually performed by the receiving member.

For Broker and Broker Plus the verb is set from the originator member’s viewpoint.

Comment STRING[100] Free text field

Event ENUM

TI_OTC_REGISTRATION_EVENT

Action applied to the OTC Registration

Status ENUM

TI_OTC_REGISTRATION_STATUS

Status of the registration

OriginatorSubStatus ENUM


Status of the registration from the originator’s point of view




CounterpartSubStatus ENUM


Status of the registration from the counterpart’s point of view

BilateralOnlyFlag ENUM

TI_FLAG

Indicates whether the originator wants to force the trade to be settled bilaterally or not. The counterpart receiving the registration cannot modify this flag

Instrument STRUCT

TI_HIST_INSTRUMENT_INFO


Price DOUBLE Spot Price

Yield DOUBLE Yield


Rate DOUBLE Rate

Qty DOUBLE Quantity


BrokerCode STRING[12] Code of the broker

BrokerDes STRING[36] Description of the broker

BrokerShortDes STRING[12] Short description of the broker

Class Keys


TI_HIST_OTC_REGISTRATION_EXT_Key 1 UNIQUE MsgInfo.MsgId

MsgInfo.MsgDate

Class Queries

TI_HIST_OTC_REGISTRATION_EXT_QUERY_PARAM



RFCQ Trading List

MTS Buy Side Trading List

The TI_RFCQ_BUY_SIDE_TRADING_LIST class provides information about the Trading Lists related to the RFCQs MultiLeg.

This class is available for the Buy Side Members only.

This class is available to the CMF market only.


Class Name TI_RFCQ_BUY_SIDE_TRADING_LIST

Class ID 100201


Data Update DYNAMIC



Trader Profile Definition MARKET_CLASS_LEVEL (TI_MARKET_CLASS_TYPE_Rfcq)



TradingListMsgInfo STRUCT

TI_MSG_INFO (CMF Market Only)

Message Info (Unique ID) of the trading list

RfcqReqId ULONG Unique ID of the RFCQ request




PrivateFg ENUM

TI_FLAG

Flag specifying whether the trading list is private or public.

WorkingTraderId ULONG Unique ID of the trader who is locking the trading list

RFCQType ENUM

TI_RFCQ_TYPE

RFCQ Type

NumOfLegs USHORT Number of bonds in the trading list

TradingList STRUCT

TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO [100]

List of bonds

Comment STRING[100] Free text

ShowCommentFg ENUM

TI_FLAG

Specifies if the comment must be shown to sell side members

Event ENUM

TI_RFCQ_TRADING_LIST_EVENT

Action applied to the trading list

Status ENUM

TI_RFCQ_TRADING_LIST_STATUS

Status of the trading list

UserData STRING [8] Free field used by the client






Class Keys


TI_RFCQ_BUY_SIDE_TRADING_LIST_Key 1 UNIQUE TradingListMsgInfo.MsgId

Class Actions

ADD (Submitting a Trading List)

A Buy Side Member may define the list of legs for a RFCQ Multileg, before to send the RFCQ to the market.

To define a trading list, an ADD (TI_RFCQ_BUY_SIDE_TRADING_LIST) message must be sent, which specifies the following fields:

FIELD NAME NOTES



PrivateFg

RFCQType Mandatory field

NumOfLegs Mandatory field

TradingList Mandatory field

Comment

ShowCommentFg

Event Mandatory field

Must be set at TI_RFCQ_TRADING_LIST_EVENT_Insert

UserData

The following fields must be specified for each element in the Trading List:

FIELD NAME NOTES

TradingList (i).SectionId Mandatory field

TradingList (i).InstrumentId Mandatory field

TradingList (i).InstrumentType Mandatory field

TradingList (i).Verb Mandatory field

TradingList (i).Quantity Mandatory field

TradingList (i).QuotationFg Mandatory field.

TradingList (i).Quotation Mandatory field if TradingList.QuotationFg is TRUE

TradingList (i).DiscloseIoIFg May be set to TI_FLAG_Yes if TradingList.QuotationFg is TRUE

TradingList (i).IoIMatchingQuotes May be set if TradingList.QuotationFg is TRUE

TradingList (i).StageOrderId

TradingList (i).ClientOrderId

TradingList (i).SettlementOffset Mandatory field (if SettlementDate is not specified)

TradingList (i).SettlementDate Mandatory field (if SettlementOffset is not specified)

TradingList (i).AllocationType Mandatory field

TradingList (i).AllocationId It must be set, if AllocationType is different from TI_ALLOCATION_TYPE_Unspecified



FIELD NAME NOTES

TradingList.SettlementInfo

RWT (Changing a Trading List)

A Buy Side Member may change the list of legs for a RFCQ Multileg, before to send the RFCQ to the market.

To update a trading list, a RWT (TI_RFCQ_BUY_SIDE_TRADING_LIST) message must be sent, which specifies the following fields:

FIELD NAME NOTES

TradingListMsgInfo.MsgId Mandatory field



PrivateFg

NumOfLegs Mandatory field

TradingList Mandatory field

Comment

ShowCommentFg


Must be set at TI_RFCQ_TRADING_LIST_EVENT_Update

UserData

The following fields must be specified for each element in the trading list:

FIELD NAME NOTES

TradingList (i).SectionId Mandatory field

TradingList (i).InstrumentId Mandatory field

TradingList (i).InstrumentType Mandatory field

TradingList (i).Verb Mandatory field

TradingList (i).Quantity Mandatory field

TradingList (i).QuotationFg Mandatory field.

TradingList (i).Quotation Mandatory field if TradingList.QuotationFg is TRUE

TradingList (i).DiscloseIoIFg May be set to TRUE if TradingList.QuotationFg is TRUE

TradingList (i).IoIMatchingQuotes May be set if TradingList.QuotationFg is TRUE

TradingList (i).StageOrderId

TradingList (i).ClientOrderId

TradingList (i).SettlementOffset Mandatory field (if SettlementDate is not specified)

TradingList (i).SettlementDate Mandatory field (if SettlementOffset is not specified)

TradingList (i).AllocationType Mandatory field

TradingList (i).AllocationId It must be set, if AllocationType is different from TI_ALLOCATION_TYPE_Unspecified

TradingList.SettlementInfo



RWT (Locking/Unlocking a Trading List)

A Buy Side Member may lock/unlock the list of legs for a RFCQ Multileg, before to send the RFCQ to

the market.

To lock/unlock a trading list, a RWT (TI_RFCQ_BUY_SIDE_TRADING_LIST) message must be sent,


FIELD NAME NOTES





Must be set at TI_RFCQ_TRADING_LIST_EVENT_Lock or

TI_RFCQ_TRADING_LIST_EVENT_Unlock

RWT (Removing a Trading List)

A Buy Side Member may remove the list of legs from a RFCQ Multileg, before to send the RFCQ to

the market.

To delete a trading list, a RWT (TI_RFCQ_BUY_SIDE_TRADING_LIST) message must be sent, which


FIELD NAME NOTES





Must be set at TI_RFCQ_TRADING_LIST_EVENT_Delete



MTS Buy Side Trading List Leg Info

The TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_INFO class provides the Sell Side Members Statuses,

for each leg defined in the Trading List of each RFCQ MultiLeg.




Class Name TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_INFO

Class ID 100206


Data Update DYNAMIC





FIELD TYPE DESCRIPTION


TradingListId ULONG Unique ID of the trading list

RfcqReqId ULONG Unique ID of the RFCQ

LegId ULONG Unique ID of the leg

ParticipatingSellSideNr USHORT Number of sell side members that took part in the RFCQ

ProviderStatus ENUM

TI_RFCQ_PROVIDER_STATUS [20]

Status of each sell side member involved in the RFCQ

LegStatus ENUM

TI_RFCQ_REQUEST_STATUS

Leg status



Class Keys


TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_INFO_Key 1 UNIQUE TradingListId

LegId



MTS Buy Side Trading List Leg Reject

The TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT class allows the Buy Side Members to reject

a single leg defined in the Trading List (RFCQ MultiLeg).




Class Name TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT

Class ID 100217


Data Update DYNAMIC

Data Notification RESPONSE



The response to leg refect request is carried by the SAPActionRes PDU; therefore, no subscription

to the TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT class needs to be started to receive the

response.








Class Keys


TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT_Key 1 UNIQUE TradingListId

LegId

ADD (The Buy Side Rejects a leg)

The Buy Side Member can reject a single leg defined in the trading list; an ADD

(TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT) message must be sent, which specifies the following fields:

FIELD NAME NOTES


TradingListId Mandatory field

RfcqReqId Mandatory field

LegId Mandatory field



MTS Sell Side Trading List

The TI_RFCQ_SELL_SIDE_TRADING_LIST class provides information about the Trading Lists related

to the RFCQs MultiLeg.

This class is available for the Sell Side Members only.



Class Name TI_RFCQ_SELL_SIDE_TRADING_LIST

Class ID 100202


Data Update DYNAMIC










NumOfLegs USHORT Number of bonds in the trading list

TradingList STRUCT

TI_RFCQ_SELL_SIDE_TRADING_LIST_INFO[100]

List of bonds

Comment STRING[100] May include a comment specified by the buy side member





Class Keys


TI_RFCQ_SELL_SIDE_TRADING_LIST_Key 1 UNIQUE TradingListId

SellSideMemberId



MTS Sell Side Trading List Leg Info

The TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_INFO class provides the Sell Side Member Status, for

each leg defined in the Trading List of each RFCQ MultiLeg.




Class Name TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_INFO

Class ID 100207


Data Update DYNAMIC










ProviderStatus ENUM

TI_RFCQ_PROVIDER_STATUS

Status of the sell side member

LegStatus ENUM

TI_RFCQ_STATUS

Leg status



Class Keys


TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_INFO_Key 1 UNIQUE TradingListId

LegId

SellSideMemberId



MTS Sell Side Trading List Leg Reject

The TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT class allows the Sell Side Members to reject

a single leg defined in the Trading List (RFCQ MultiLeg).




Class Name TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT

Class ID 100218


Data Update DYNAMIC

Data Notification RESPONSE



The response to leg refect request is carried by the SAPActionRes PDU; therefore, no subscription

to the TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT class needs to be started to receive the

response.








Class Keys


TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT_Key 1 UNIQUE TradingListId

LegId

SellSideMemberId

ADD (The Sell Side Rejects a leg)

The Sell Side Member can reject a single leg defined in the trading list; an ADD

(TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT) message must be sent, which specifies the

following fields:

FIELD NAME NOTES


TradingListId Mandatory field

RfcqReqId Mandatory field

LegId Mandatory field


SDP Protocol Suite MTS Message Exchange 85

MTS Message Exchange

The MTS data classes that model the exchange of messages are logically grouped as described below.

MTS Free Message Exchange

MTS free messages (class TI_MAIL)

MTS Chat and Messages

MTS Adressable Traders (class TI_ADDRESSABLE_TRADER )

MTS Chat Requests (class TI_CHAT_REQUEST)

MTS Historical Chat Requests (class TI_HIST_CHAT_REQUEST)

MTS Messages (class TI_MESSAGE)

MTS Historical Messages (class TI_HIST_MESSAGE)

MTS Closing Messages (class TI_CLOSING_MESSAGE)

MTS Expression of Interest

MTS Expression of Interest Messages (class TI_EOI_MESSAGE)

MTS Bullettin Board Messages (class TI_BB_MESSAGE)

MTS Historical Expression of Interest Messages (class TI_HIST_EOI_MESSAGE)

MTS Historical Bullettin Board Messages (class TI_HIST_BB_MESSAGE)


86 MTS Message Exchange SDP Protocol Suite


MTS Free Messages

The TI_MAIL class contains the messages generated by system users and sent to other system users.


Class Name TI_MAIL

Class ID 100037


Data Update DYNAMIC



Trader Profile Definition PLATFORM_LEVEL (TI_PLATFORM_CLASS_TYPE_Message)

MARKET_LEVEL (TI_MARKET_CLASS_TYPE_Message) – For PAF Market Only



MemberId ULONG Unique ID of the sending member


TraderName STRING[12] Name of the sending trader

MailDate LDATE Date on which the message was written

MailTime MTIME

UTIME (CMF and STF Markets)

Time at which the message was written

MailExpiryDate LDATE Expiry date of the message

MailType ENUM

TI_MAIL_TYPE

Type of message

AddresseeType ENUM

TI_ADDRESSEE_TYPE

Type of recipient

AddresseeMarketId ULONG Unique ID of the recipient market

AddresseeSectionId ULONG Unique ID of the recipient section

AddresseeMemberId ULONG Unique ID of the recipient member

AddresseeMemberProfile ENUM

TI_MEMBER_PROFILE

ID of the recipient member profile

MailSubject STRING[20] Subject of the message

MailText STRING[865] Text of the message




Class Keys


TI_MAIL_Key 1 UNIQUE MemberId

MailDate

MailTime

Class Filters



TI_MARKET_SECTION_Filter 2 MarketId

SectionId

Class Actions

ADD (Sending a Mail Message)

A trader may send a mail message to one or more of the market members.

To send a mail message, an ADD (TI_MAIL) message must be sent, which specifies the following fields:

FIELD NAME NOTES



AddresseeType Mandatory field

AddresseeMarketId It must be set if AddresseeType = TI_ADDRESSEE_TYPE_AllMembersSingleMarket or TI_ADDRESSEE_TYPE_AllMembersSingleSection or TI_ADDRESSEE_TYPE_ProfileMemberSingleMarket or TI_ADDRESSEE_TYPE_ProfileMemberSingleSection

AddresseeSectionId It must be set if AddresseeType = TI_ADDRESSEE_TYPE_AllMembersSingleSection or TI_ADDRESSEE_TYPE_ProfileMemberSingleSection

AddresseeMemberId It must be set if AddresseeType = TI_ADDRESSEE_TYPE_SingleMemberAllMarket

AddresseeMemberProfile It must be set if AddresseeType = TI_ADDRESSEE_TYPE_ProfileMemberSingleMarket or TI_ADDRESSEE_TYPE_ProfileMemberSingleSection

MailSubject Mandatory field

MailText Mandatory field

UserData




MTS Addressable Traders

The TI_ADDRESSABLE_TRADER class allows to retrieve the list of traders, belonging to a specified member, who are connected and enabled to exchange messages referring to a trading transaction or

to a chat.




Class Name TI_ADDRESSABLE_TRADER

Class ID 100086


Data Update DYNAMIC

Data Notification QUERY








MessageAccessRight ENUM

TI_ACCESS_RIGHT

Specifies whether the trader is allowed to echange messages referring to a trading transaction






Class Keys


TI_ADDRESSABLE_TRADER_Key 1 UNIQUE MemberId

TraderId

Class Queries

TI_ADDRESSABLE_TRADER_QUERY_PARAM



MTS Chat Requests

The TI_CHAT_REQUEST class allows the exchange of messages with no reference to trading

transactions from a member towards MTS (Broker Plus profile) or viceversa.



Class Name TI_CHAT_REQUEST

Class ID 100090


Data Update DYNAMIC






ChatId ULONG Unique ID of the chat

Sender STRUCT

TI_MESSAGE_MEMBER_INFO Sender member data

Recipient STRUCT

TI_MESSAGE_MEMBER_INFO Recipient member data

RefMarketId ULONG Unique ID of the market

Subject STRING[128] Subject of the chat request

Event ENUM

TI_CHAT_REQUEST_EVENT

Action applied to the Chat

Status ENUM

TI_CHAT_REQUEST_STATUS

Chat Status




Class Keys


TI_CHAT_REQUEST_Key 1 UNIQUE ChatId



Class Actions

ADD (Opening a Chat)

To open a chat, the member must send an ADD (TI_CHAT_REQUEST) message, which specifies the following fields:

FIELD NAME NOTES

Sender.MemberId Mandatory field

Sender.TraderId Mandatory field

Recipient.MemberId Mandatory field

Recipient.TraderId

Recipient.TraderName

RefMarketId

Subject

Event It must be set to TI_CHAT_REQUEST_EVENT_Open

RWT (Closing a Chat)

Only the Sender can close a chat. To close a chat, the Sender must send a RWT

(TI_CHAT_REQUEST) message, which specifies the following fields:

FIELD NAME NOTES

ChatId Mandatory field



Event It must be set to TI_CHAT_REQUEST_EVENT_Close



MTS Historical Chat Requests

The TI_HIST_CHAT_REQUEST class allows to retrieve all submitted chat requests, on a particular

day, different from the current day.




Class Name TI_HIST_CHAT_REQUEST

Class ID 100093


Data Update DYNAMIC






ChatId ULONG Unique ID of the chat

Sender STRUCT

TI_HIST_MESSAGE_MEMBER_INFO Sender member data

Recipient STRUCT

TI_HIST_MESSAGE_MEMBER_INFO Recipient member data


Subject STRING[128] Subject of the chat request




Class Keys


TI_HIST_CHAT_REQUEST_Key 1 UNIQUE ChatId

CreationDate

Class Queries

TI_HIST_CHAT_REQUEST_QUERY_PARAM



MTS Messages

The TI_MESSAGE class allows members to exchange messages referring:

to an existing (live) transaction; of course only traders belonging to members involved in the

referenced transaction will be allowed to exchange messages;

to a Chat.



Class Name TI_MESSAGE

Class ID 100091


Data Update DYNAMIC






MsgId ULONG Unique ID of the message


Optional in case of RefTransactionType = Chat

RefTxnType ENUM

TI_MESSAGE_TXN_TYPE Referenced market transaction type

RefTxnId ULONG Unique ID of the referenced market transaction

Sender STRUCT


PrivateFg ENUM

TI_FLAG

Specifies whether the message can be seen only by the sender trader inside the sender member

RecipienType ENUM

TI_MESSAGE_RECIPIENT_TYPE

Single

All (for future use)

Recipient STRUCT

TI_MESSAGE_MEMBER_INFO Recipient member data

Body STRING[512] Message Text



Class Keys


TI_MESSAGE_Key 1 UNIQUE MsgId



Class Actions

ADD (Sending a Message to a chat)

To send a message to a chat, an ADD (TI_MESSAGE) message must be sent, which specifies the following fields:

FIELD NAME NOTES

RefMarketId

RefTxnType It must be set to TI_MESSAGE_TXN_TYPE_Chat

RefTxnType It must be set to ChatId value



PrivateFg

RecipienType It must be set to TI_MESSAGE_RECIPIENT_TYPE_Single

Recipient.MemberId Mandatory field

Recipient.TraderId


Body

Class Actions

ADD (Sending a Message to an existing “live” transaction)

To send a message to an existing “live” transaction, an ADD (TI_MESSAGE) message must be sent,


FIELD NAME NOTES

RefMarketId

RefTxnType It must be set to TI_MESSAGE_TXN_TYPE_OTC or TI_MESSAGE_TXN_TYPE_RFQ

RefTxnType It must be set to RFQId value or OTCId



PrivateFg

RecipienType It must be set to TI_MESSAGE_RECIPIENT_TYPE_Single

Recipient.MemberId Mandatory field.

If RefTxnType = TI_MESSAGE_TXN_TYPE_RFQ and the RFQ is addressed to an anonymous counterparty, the field must be set to Zero

Recipient.TraderId


Body



MTS Historical Messages

The TI_HIST_MESSAGE class allows to retrieve all submitted messages, on a particular day, different

from the current day.




Class Name TI_HIST_MESSAGE

Class ID 100094


Data Update DYNAMIC







RefMarketId ULONG

Unique ID of the market


RefTxnType ENUM



Sender STRUCT

TI_HIST_MESSAGE_MEMBER_INFO Sender member data

PrivateFg ENUM

TI_FLAG

Specifies whether the message can be seen only by the sender trader inside the sender member

RecipientType ENUM

TI_MESSAGE_RECIPIENT_TYPE

Single

All (for future use)

Recipient STRUCT

TI_HIST_MESSAGE_MEMBER_INFO Recipient member data

Body STRING[512] Message Text



Class Keys


TI_HIST_MESSAGE_Key 1 UNIQUE MsgId

CreationDate

Class Queries

TI_HIST_MESSAGE_QUERY_PARAM



MTS Closing Messages

The TI_CLOSING_MESSAGE class allows members to inhibit, from that moment on, the exchange of

messages related to the specified transaction; this action will be allowed only when the referenced

transaction has reached a final status.



Class Name TI_CLOSING_MESSAGE

Class ID 100092


Data Update DYNAMIC









RefTxnType ENUM



Sender STRUCT




Class Keys


TI_CLOSING_MESSAGE_Key 1 UNIQUE MsgId

ADD (Closing an exchange messages)

To close an exchange messages, the member must send an ADD (TI_CLOSING_MESSAGE) message, which specifies the following fields:

FIELD NAME NOTES

RefMarketId Mandatory field

RefTxnType It must be set to TI_MESSAGE_TXN_TYPE_OTC or TI_MESSAGE_TXN_TYPE_RFQ

RefTxnType It must be set to RFQId value or OTCId






MTS Expression of Interest Messages

The TI_EOI_MESSAGE class allows members to send messages referring:

EOI (Expression of Interest) - Only Market Members will be enabled to post this kind of message

Announcements - Only Broker Plus will be enabled to post this kind of message

Generic (simple text).



Class Name TI_EOI_MESSAGE

Class ID 100213


Data Update DYNAMIC



Trader Profile Definition PLATFORM_LEVEL (TI_PLATFORM_CLASS_TYPE_Message) for Announcement and Generic messages.

INSTRUMENT_CLASS_LEVEL (TI_INSTR_CLASS_TYPE_MessageBoard) for EOI [Expression of Interest] messages.



EOIMsg STRUCT

TI_EOI_MESSAGE_INFO Message data

Class Keys


TI_EOI_MESSAGE_Key 1 UNIQUE EOIMsg.MsgInfo.MsgId

Class Actions

ADD (Sending an EOI Message – Only for Market Members)

To send an EOI message, an ADD (TI_EOI_MESSAGE) message must be sent, which specifies the following fields:

FIELD NAME NOTES



Action Mandatory field

RefMsgId It must be set if Action = TI_EOI_ACTION_Respond or TI_EOI_ACTION_Forward

RefMsgDate It must be set if Action = TI_EOI_ACTION_Respond or TI_EOI_ACTION_Forward

MsgType It must be set to TI_EOI_MSG_TYPE_EOI



FIELD NAME NOTES



SendToAllFg

RecipientsLen It must be set if SendToAllFg = TI_FLAG_No

Recipients[i].MemberId It must be set if SendToAllFg = TI_FLAG_No

TransparentFg It must be set to TI_FLAG_Yes or TI_FLAG_No

Text Mandatory field








Instrument.FloatRateId It must specify the ID of the rate type


FieldSetting Mandatory field.

It must be set to TI_RFQ_SETTING_TYPE_Both, if Rate and Qty are both populated.

It must be set to TI_RFQ_SETTING_TYPE_OnlyPrice, if only Rate is populated.

It must be set to TI_RFQ_SETTING_TYPE_OnlyQty, if only Qty is populated.

It must be set to TI_RFQ_SETTING_TYPE_None, if Rate and Qty are both empty.

Qty It may contain the desired Quantity, or nothing

Rate It may contain the desired Rate, or nothing

Event It must be set to TI_EOI_EVENT_Activate

UserInfo

Note 1. How to Identify a Duration

The following table lists the possible modes to identify a duration.

USING A... FIELDS TO BE SPECIFIED

Vanilla Duration Instrument.VanillaId

Couple of Mnemonic Dates Instrument.StartDateId and Instrument.EndDateId

Couple of Broken Dates Instrument.StartDate and Instrument.EndDate

Couple consisting of a Mnemonic Date and a Broken Date

Instrument.StartDate and Instrument.EndDateId

OR

Instrument.StartDateId and Instrument.EndDate



ADD (Sending a Generic Message)

To send a generic message, an ADD (TI_EOI_MESSAGE) message must be sent, which specifies the

following fields:

FIELD NAME NOTES





MsgType It must be set to TI_EOI_MSG_TYPE_Generic



SendToAllFg It must be empty, if Action = TI_EOI_ACTION_Respond.

RecipientsLen It must be empty, if Action = TI_EOI_ACTION_Respond.

It must be set if (SendToAllFg = TI_FLAG_No) and (Action = TI_EOI_ACTION_New or TI_EOI_ACTION_Forward)

Recipients[i].MemberId It must be empty, if Action = TI_EOI_ACTION_Respond.

It must be set if (SendToAllFg = TI_FLAG_No) and (Action = TI_EOI_ACTION_New or TI_EOI_ACTION_Forward)

TransparentFg It must be set to TI_FLAG_Yes



UserInfo

ADD (Sending an Announcement Message – only for Broker Plus)

To send an annoncement message, an ADD (TI_EOI_MESSAGE) message must be sent, which


FIELD NAME NOTES





MsgType It must be set to TI_EOI_MSG_TYPE_Announcement



SendToAllFg

RecipientsLen It must be set if SendToAllFg = TI_FLAG_No

Recipients[i].MemberId It must be set if SendToAllFg = TI_FLAG_No

TransparentFg It must be set to TI_FLAG_Yes



UserInfo



RWT (Disabling a Message)

To disable an EOI message, a RWT (TI_EOI_MESSAGE) message must be sent, which specifies the

following fields:

FIELD NAME NOTES

MsgInfo.MsgId Mandatory field




Event It must be set to TI_EOI_EVENT_Disable

RWT (Deleting a Message – only for Broker Plus)

To delete a message, a RWT (TI_EOI_MESSAGE) message must be sent, which specifies the following fields:

FIELD NAME NOTES

MsgInfo.MsgId Mandatory field




Event It must be set to TI_EOI_EVENT_Cancel



MTS Bulletin Board Messages

The TI_BB_MESSAGE class allows members to receive messages referring:

EOI (Expression of Interest) - Only Market Members will be enabled to post this kind of message

Announcements - Only Broker Plus will be enabled to post this kind of message

Generic (simple text).



Class Name TI_BB_MESSAGE

Class ID 100215


Data Update DYNAMIC







BBMsg STRUCT

TI_BB_MESSAGE_INFO Message data

Class Keys


TI_BB_MESSAGE_Key 1 UNIQUE BBMsg.MsgInfo.MsgId



MTS Historical Expression of Interest Messages

The TI_HIST_EOI_MESSAGE class allows member to retrieve all messages sent during the previous

5 business days (configurable parameter).

No query function is required.



Class Name TI_HIST_EOI_MESSAGE

Class ID 100214


Data Update DYNAMIC







EOIMsg STRUCT

TI_EOI_MESSAGE_INFO Message data

Class Keys


TI_HIST_EOI_MESSAGE_Key 1 UNIQUE EOIMsg.MsgInfo.MsgId

EOIMsg.MsgInfo.MsgDate



MTS Historical Bulletin Board Messages

The TI_HIST_BB_MESSAGE class allows members to retrieve all messages received during the

previous 5 business days (configurable parameter).

No query function is required.



Class Name TI_HIST_BB_MESSAGE

Class ID 100216


Data Update DYNAMIC







BBMsg STRUCT

TI_BB_MESSAGE_INFO Message data

Class Keys


TI_HIST_BB_MESSAGE_Key 1 UNIQUE BBMsg.MsgInfo.MsgId

BBMsg.MsgInfo.MsgDate


SDP Protocol Suite MTS Queries 103

MTS Queries

This chapter describes queries that may be submitted to MTS Service Provider classes to retrieve finite set of records. The queries are as follows:

MTS Addressable Traders Query Parameters (query

TI_ADDRESSABLE_TRADER_QUERY_PARAM)

MTS Historical Message Query Parameters (query TI_HIST_MESSAGE_QUERY_PARAM)

MTS Historical Chat Requests Query Parameters (query

TI_HIST_CHAT_REQUEST_QUERY_PARAM)

MTS Historical Message Query Parameters (query TI_HIST_MESSAGE_QUERY_PARAM)

MTS Historical OTC Transaction Extended Query Parameters (query

TI_HIST_OTC_REGISTRATION_EXT_QUERY_PARAM)


104 MTS Queries SDP Protocol Suite

Chat and Messages Query

MTS Addressable Traders Query Parameters

The TI_ADDRESSABLE_TRADER_QUERY_PARAM data structure allows you to specify the parameters of a query to be submitted to the TI_ADDRESSABLE_TRADER class.


Query Name TI_ADDRESSABLE_TRADER_QUERY_PARAM

Query ID 66

Query Class Params ID 100104

Related Class TI_ADDRESSABLE_TRADER


FIELD NAME FROM/APPLIES TO NOTES

MarketIdOp ENUM TI_QUERY_OP

MarketId MarketId

RefTxnIdOp ENUM TI_QUERY_OP

RefTxnId RefTxnId

RefTxnTypeOp ENUM TI_QUERY_OP

RefTxnType RefTxnType



MTS Historical Chat Requests Query Parameters

The TI_HIST_CHAT_REQUEST_QUERY_PARAM data structure allows you to specify the parameters

of a query to be submitted to the TI_HIST_CHAT_REQUEST class.


Query Name TI_HIST_CHAT_REQUEST_QUERY_PARAM

Query ID 64


Related Class TI_HIST_CHAT_REQUEST



MsgDateFromOp ENUM TI_QUERY_OP

MsgDateFrom CreationDate

MsgDateToOp ENUM TI_QUERY_OP

MsgDateTo CreationDate

SenderMemberCodeOp ENUM TI_QUERY_OP

SenderMemberCode Sender.MemberCode

SenderTraderNameOp ENUM TI_QUERY_OP

SenderTraderName Sender.TraderName

RecipientMemberCodeOp ENUM TI_QUERY_OP

RecipientMemberCode Recipient.MemberCode

RecipientTraderNameOp ENUM TI_QUERY_OP

RecipientTraderName Recipient.TraderName


106 MTS Queries SDP Protocol Suite

MTS Historical Messages Query Parameters

The TI_HIST_MESSAGE_QUERY_PARAM data structure allows you to specify the parameters of a

query to be submitted to the TI_HIST_MESSAGE class.


Query Name TI_HIST_MESSAGE_QUERY_PARAM

Query ID 65


Related Class TI_HIST_MESSAGE




MsgDateFrom MsgDate


MsgDateTo MsgDate

RefTxnTypeOp ENUM TI_QUERY_OP

RefTxnType RefTxnType

RefTxnIdOp ENUM TI_QUERY_OP

RefTxnId RefTxnId

SenderMemberCodeOp ENUM TI_QUERY_OP

SenderMemberCode SenderMemberCode

SenderTraderNameOp ENUM TI_QUERY_OP

SenderTraderName SenderTraderName

RecipientMemberCodeOp ENUM TI_QUERY_OP

RecipientMemberCode RecipientMemberCode

RecipientTraderNameOp ENUM TI_QUERY_OP

RecipientTraderName RecipientTraderName



OTC Trading Query

MTS Historical OTC Transactions Extended Query Parameters

The TI_HIST_OTC_REGISTRATION_EXT_QUERY_PARAM data structure allows you to specify the

parameters of a query to be submitted to the TI_HIST_OTC_REGISTRATION_EXT class.


Query Name TI_HIST_OTC_REGISTRATION_EXT_QUERY_PARAM

Query ID 76


Related Class TI_HIST_OTC_REGISTRATION_EXT




MsgDateFrom MsgDate


MsgDateTo MsgDate

StartDateFromOp ENUM TI_QUERY_OP

StartDateFrom Instrument.StartDate

StartDateToOp ENUM TI_QUERY_OP

StartDateTo Instrument.StartDate

EndDateFromOp ENUM TI_QUERY_OP

EndDateFrom Instrument.EndDate

EndDateToOp ENUM TI_QUERY_OP

EndDateTo Instrument.EndDate

InstrumentCodeOp ENUM TI_QUERY_OP

InstrumentCode Instrument.InstrumentCode

SectionCodeOp ENUM TI_QUERY_OP

SectionCode Instrument.SectionCode


SDP Protocol Suite MTS Enumerates and Substructures 109

MTS Enumerates and

Substructures

This chapter lists the MTS enumerates and substructures.


110 MTS Enumerates and Substructures SDP Protocol Suite

MTS Enumerates

TI_ACCOUNT_INFO_STATUS ENUMERATED VALUE DESCRIPTION

0 - TI_ACCOUNT_INFO_STATUS_Accepted Accepted

1 - TI_ACCOUNT_INFO_STATUS_Invalid Invalid

2 - TI_ACCOUNT_INFO_STATUS_Refused Refused

TI_ADDRESSEE_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_ADDRESSEE_TYPE_AllMembersSingleMarket All Members Single Market

1 – TI_ADDRESSEE_TYPE_AllMembersSingleSection All Members Single Section

2 – TI_ADDRESSEE_TYPE_SingleMemberAllMarket Single Member All Markets

3 – TI_ADDRESSEE_TYPE_ProfileMemberSingleMarket Profile Member Single Market

4 – TI_ADDRESSEE_TYPE_ProfileMemberSingleSection Profile Member Single Section

TI_ALLOCATION_TYPE ENUMERATED VALUE DESCRIPTION

0 - TI_ALLOCATION_TYPE_Unspecified Unspecified

1 - TI_ALLOCATION_TYPE_SingleAccount Single Account

2 - TI_ ALLOCATION _TYPE_PreAllocation Pre-Allocation

TI_CHAT_REQUEST_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_CHAT_REQUEST_EVENT_Open Open

1 – TI_CHAT_REQUEST_EVENT_Close Close

TI_CHAT_REQUEST_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_CHAT_REQUEST_STATUS_Opened Opened

1 – TI_CHAT_REQUEST_STATUS_Closed Closed

TI_CREDIT_PROFILE ENUMERATED VALUE DESCRIPTION

0 – TI_CREDIT_PROFILE_Welcome Welcome

1 – TI_CREDIT_PROFILE_Automatic Automatic

2 – TI_CREDIT_PROFILE_Unwelcome Unwelcome



TI_EOI_ACTION ENUMERATED VALUE DESCRIPTION

0 – TI_EOI_ACTION_NewMessage New Message

1 – TI_EOI_ACTION_Respond Respond

2 – TI_EOI_ACTION_Forward Forward

TI_EOI_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_EOI_EVENT_Activate Activate

1 – TI_EOI_EVENT_Disable Disable

2 – TI_EOI_EVENT_Cancel Cancel

TI_EOI_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_EOI_STATUS_Active Active

1 – TI_EOI_STATUS_Disabled Disabled

2 – TI_EOI_STATUS_Cancellled Cancelled

TI_EOI_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_EOI_MSG_TYPE_Generic Generic

1 – TI_EOI_MSG_TYPE_EOI EOI

2 – TI_EOI_MSG_TYPE_Announcement Announcement

TI_EXEC_TREND ENUMERATED VALUE DESCRIPTION

0 – TI_EXEC_TREND_Equal Equal

1 – TI_EXEC_TREND_LessThan Less Than

2 – TI_EXEC_TREND_GreaterThan Greater Than

3 - TI_EXEC_TREND_NotApplicable Not Applicable

TI_EXCEPTION_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_EXCEPTION_TYPE_NoBondsAllowed No Bonds Allowed

1 – TI_EXCEPTION_TYPE_UBondsAllowed Unseasoned Bonds Allowed

2 – TI_EXCEPTION_TYPE_UBondsNotAllowed Unseasoned Bonds Not Allowed



TI_FILL_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_FILL_STATUS_Active Active

1 – TI_FILL_STATUS_Cancelled Cancelled

2 – TI_FILL_STATUS_Restored Restored

3 – TI_FILL_STATUS_CancelledForSplit Cancelled - Split

4 – TI_FILL_STATUS_Modified Modified

TI_FLAG ENUMERATED VALUE DESCRIPTION

0 – TI_FLAG_No No

1 – TI_FLAG_Yes Yes

TI_IN_OUT_FLAG ENUMERATED VALUE DESCRIPTION

0 – TI_IN_OUT_FLAG_Out Out

1 – TI_IN_OUT_FLAG_In In

TI_LAST_DEAL_VERB ENUMERATED VALUE DESCRIPTION

0 – TI_LAST_DEAL_VERB_Buy Buy

1 – TI_LAST_DEAL_VERB_Sell Sell

2 – TI_LAST_DEAL_VERB_None None

TI_LIMIT_SPREAD_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_LIMIT_SPREAD_TYPE_None None

1 – TI_LIMIT_SPREAD_TYPE_Proceeds Proceeds

2 – TI_LIMIT_SPREAD_TYPE_GrossYield Gross Yield

3 – TI_LIMIT_SPREAD_TYPE_RiskWeightedYield Risk Weight

4 – TI_LIMIT_SPREAD_TYPE_ProceedsWeightedYield Proceeds Weight

TI_LINKED_QUOTE_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_LINKED_QUOTE_STATUS_Deleted Deleted

1 – TI_LINKED_QUOTE_STATUS_Active Active



TI_MAIL_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_MAIL_TYPE_MemberToMember Member To Member

1 – TI_MAIL_TYPE_GovernanceToMember Governance To Member

TI_MARKET_SIDE ENUMERATED VALUE DESCRIPTION

0 – TI_MARKET_SIDE_Bid Bid

1 – TI_MARKET_SIDE_Ask Ask

TI_MASTER_AGREEMENT ENUMERATED VALUE DESCRIPTION

0 – TI_MASTER_AGREEMENT_NONE None

1 – TI_MASTER_AGREEMENT_ISDA ISDA

2 – TI_MASTER_AGREEMENT_AFB_FBF AFB/FBF

3 – TI_MASTER_AGREEMENT_DERV DERV

TI_MEMBER_ACCOUNT_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_MEMBER_ACCOUNT_EVENT_Insert Insert

1 – TI_MEMBER_ACCOUNT_EVENT_Delete Delete

TI_MEMBER_ACCOUNT_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_MEMBER_ACCOUNT_STATUS_Active Active

1 – TI_ MEMBER_ACCOUNT_STATUS_Deleted Deleted

TI_MEMBER_ACCOUNT EXCEPTION_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_MEMBER_ACCOUNT_EXCEPTION_EVENT_Insert Insert

1 – TI_MEMBER_ACCOUNT_EXCEPTION_EVENT_Delete Delete

TI_MEMBER_ACCOUNT_EXCEPTION_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_MEMBER_ACCOUNT_EXCEPTION_STATUS_Active Active

1 – TI_MEMBER_ACCOUNT_EXCEPTION_STATUS_Deleted Deleted



TI_MEMBER_ACCOUNT_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_MEMBER_ACCOUNT_TYPE_None None

1 – TI_MEMBER_ACCOUNT_TYPE_CAP CAP

2 – TI_MEMBER_ACCOUNT_TYPE_COP COP

TI_MEMBER_TRADING_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_MEMBER_TRADING_STATUS_TradeOff Trade Off

All market operations are allowed and the member proposals are not visible on the market.

1 – TI_MEMBER_TRADING_STATUS_TradeOn Trade On

At least one trader has logged on: all market operations are allowed and the member proposals are visible on the market.

2 – TI_MEMBER_TRADING_STATUS_Suspended Suspended

Member suspended by the supervisory bodies: member’s operativeness is blocked until reactivation.

3 – TI_MEMBER_TRADING_STATUS_SuspendedToday Suspended Today

Member suspended by the supervisory bodies: member’s operativeness is blocked for the current trading day.

Reserved for future use.

TI_MESSAGE_RECIPIENT_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_MESSAGE_RECIPIENT_TYPE_Single Single

1 – TI_MESSAGE_RECIPIENT_TYPE_All All

TI_MESSAGE_TXN_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_MESSAGE_TXN_TYPE_None None

1 – TI_MESSAGE_TXN_TYPE_RFQ RFQ

2 – TI_MESSAGE_TXN_TYPE_RFCQ RFCQ

3 – TI_MESSAGE_TXN_TYPE_OTC OTC

4 – TI_MESSAGE_TXN_TYPE_Chat Chat



TI_OTC_REGISTRATION_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_OTC_REGISTRATION_EVENT_Insert Insert

1 – TI_OTC_REGISTRATION_EVENT_Accept Accept

2 – TI_OTC_REGISTRATION_EVENT_Refuse Refuse

3 – TI_OTC_REGISTRATION_EVENT_AcceptOriginator Accept on behalf of Originator (for Broker Plus and Governance profiles only)

4 – TI_OTC_REGISTRATION_EVENT_AcceptCounterpart Accept on behalf of Counterpart (for Broker Plus and Governance profiles only)

5 – TI_OTC_REGISTRATION_EVENT_AcceptBoth Accept on behalf of both counterparts (for Broker Plus and Governance profiles only)

6 – TI_OTC_REGISTRATION_EVENT_RefuseOriginator Refuse on behalf of Originator (for Broker Plus and Governance profiles only)

7 – TI_OTC_REGISTRATION_EVENT_RefuseCounterpart Refuse on behalf of Counterpart (for Broker Plus and Governance profiles only)

8 – TI_OTC_REGISTRATION_EVENT_Cancel Cancel

TI_OTC_REGISTRATION_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_OTC_REGISTRATION_STATUS_Processing Processing

1 – TI_OTC_REGISTRATION_STATUS_Accepted Accepted

2 – TI_OTC_REGISTRATION_STATUS_Refused Refused

3 – TI_OTC_REGISTRATION_STATUS_Locked Locked

4 – TI_OTC_REGISTRATION_STATUS_CancelledByGov Cancelled by Governance

TI_OTC_REGISTRATION_SUBSTATUS ENUMERATED VALUE DESCRIPTION

0 – TI_OTC_REGISTRATION_SUBSTATUS_Processing Processing

1 – TI_OTC_REGISTRATION_SUBSTATUS_Accepted Accepted

2 – TI_OTC_REGISTRATION_SUBSTATUS_Refused Refused

3 – TI_OTC_REGISTRATION_SUBSTATUS_AcceptedOnBehalf Accepted On Behalf (for Broker Plus and Governance profiles only)

4 – TI_OTC_REGISTRATION_SUBSTATUS_RefusedOnBehalf Refused On Behalf (for Broker Plus and Governance profiles only)

TI_POSSIBLE_QUOTING ENUMERATED VALUE DESCRIPTION

0 – TI_POSSIBLE_QUOTING_None None

1 – TI_POSSIBLE_QUOTING_Single Single Side (FAS Orders only)

2 – TI_POSSIBLE_QUOTING_Double Double Side (Proposals Only)

4 – TI_POSSIBLE_QUOTING_Both Both



TI_QUERY_OP

Available operators for setting up query conditions.

ENUMERATED VALUE DESCRIPTION

0 – TI_QUERY_OP_None None.

The query parameter is not included in the query search condition.

1 – TI_QUERY_OP_LT “<”

The query parameter is included in the query search condition using the Less Than operator.

2 – TI_QUERY_OP_LTE “<=”

The query parameter is included in the query search condition using the Less Than Equal operator.

3 – TI_QUERY_OP_GT “>”

The query parameter is included in the query search condition using the Greater Than operator.

4 – TI_QUERY_OP_GTE “>=”

The query parameter is included in the query search condition using the Greater Than Equal operator.

5 – TI_QUERY_OP_EQ “=”

The query parameter is included in the query search condition using the Equal operator.

6 – TI_QUERY_OP_LIKE “Like”

The query parameter is included in the query search condition using the Like operator.

Valid for STRING parameters only.

TI_RELATION_LEVEL ENUMERATED VALUE DESCRIPTION

0 - TI_RELATION_LEVEL_Member “Member”

The sales' customer is the member

1 – TI_RELATION_LEVEL_Trader “Trader”

The sales' customer is a trader of the member – for future use

TI_RELATION_TYPE ENUMERATED VALUE DESCRIPTION

0 - TI_RELATION_TYPE_Undefined “Undefined”

Undefined relationship type

1 – TI_RELATION_TYPE_Primary “Primary”

Primary relationship type

2 – TI_RELATION_TYPE_Secondary “Secondary”

Secondary relationship type

TI_RFCQ_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_EVENT_Accept Accept




1 – TI_RFCQ_ EVENT_Refuse Refuse

TI_RFCQ_MATCHING_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_MATCHING_TYPE_Automatic Live

1 – TI_RFCQ_ MATCHING_TYPE_Manual Subject

TI_RFCQ_INSTRUMENT_CLASS_ENABLE_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_INSTRUMENT_CLASS_ENABLE_EVENT_Insert Insert

1 – TI_RFCQ_INSTRUMENT_CLASS_ENABLE_EVENT Delete Delete

TI_RFCQ_INSTRUMENT_CLASS_ENABLE_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_INSTRUMENT_CLASS_ENABLE_STATUS_Active Active

1 – TI_RFCQ_INSTRUMENT_CLASS_ENABLE_STATUS_Deleted Deleted

TI_RFCQ_ORDER_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_ORDER_STATUS_Processing Pending….

1 – TI_RFCQ_ORDER_STATUS_Refused Reject

2 – TI_RFCQ_ORDER_STATUS_RFCQRefused Reject

3 – TI_RFCQ_ORDER_STATUS_CompletelyFilled Done - Auto

4 – TI_RFCQ_ORDER_STATUS_ManuallyCompletelyFilled Done – Manual

5 – TI_RFCQ_ORDER_STATUS_PartiallyFilled Partialy Filled

For future use

6 – TI_RFCQ_ORDER_STATUS_ZeroFilled Zero Filled

7 – TI_RFCQ_ORDER_STATUS_RefusedForRFCQTimeout Expired

8 – TI_RFCQ_ORDER_STATUS_RefusedForAcceptanceTimeout Timeout

9 – TI_RFCQ_ORDER_STATUS_RefusedBySystem Reject by System

10 – TI_RFCQ_ORDER_STATUS_DeletedByGovernance Reject by Gov.nce

11 - TI_RFCQ_ORDER_STATUS_DeletedForSuspension Reject - Order Suspend



TI_RFCQ_ORDER_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_ORDER_TYPE_Normal At Best - Selected Dealer

1 – TI_RFCQ_ORDER_TYPE_BestPrice At Best

2 – TI_RFCQ_ORDER_TYPE_BestProceeds At Best Proceeds

For future use

3 – TI_RFCQ_ORDER_TYPE_BestGrossYield At Best Gross Yield

For future use

4 – TI_RFCQ_ORDER_TYPE_BestRiskWeightedYield At Best Risk Weight

For future use

5 – TI_RFCQ_ORDER_TYPE_BestProceedsWeightedYield At Best Proceeds Weight

For future use

TI_RFCQ_ORIGIN ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_ORIGIN_FromScratch “ “

1 – TI_RFCQ_ORIGIN_FromDealer From Single Dealer Page

2 – TI_RFCQ_ORIGIN_FromInventory From Inventory

3 – TI_RFCQ_ORIGIN_FromImpliedPrice From Implied Price (STF Market Only)

TI_RFCQ_PROVIDER_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_PROVIDER_STATUS_Processing Pending

1 – TI_RFCQ_PROVIDER_STATUS_Quoting Quote

2 – TI_RFCQ_PROVIDER_STATUS_Accepted Done

3 – TI_RFCQ_PROVIDER_STATUS_Matched DAW

4 – TI_RFCQ_PROVIDER_STATUS_Closed Reject by Client

5 – TI_RFCQ_PROVIDER_STATUS_Refused Reject by Dealer

6 – TI_RFCQ_PROVIDER_STATUS_Timeout Expired

7 – TI_RFCQ_PROVIDER_STATUS_DeletedByGovernance Stop by Gov.nce

8 – TI_RFCQ_PROVIDER_STATUS_InvalidMember Invalid Dealer

9 – TI_RFCQ_PROVIDER_STATUS_Disconnected Dealer not online

10 – TI_RFCQ_PROVIDER_STATUS_NoTradingRelation Dealer not enabled

11 – TI_RFCQ_PROVIDER_STATUS_InvalidAccount Invalid Account

12 – TI_RFCQ_PROVIDER_STATUS_InvalidSettlDate Invalid Settl Date

13 – TI_RFCQ_PROVIDER_STATUS_ClosedByGovernance Dealer Suspended

14 – TI_RFCQ_PROVIDER_STATUS_MemberNotEnabled Dealer Not enabled

15 – TI_RFCQ_PROVIDER_STATUS_RefusedToQuote Reject by Dealer

16 – TI_RFCQ_PROVIDER_STATUS_Quoted Quote

17 - TI_RFCQ_PROVIDER_STATUS_Winner Done

18 – TI_RFCQ_PROVIDER_STATUS_ClosedBySystem Reject by System

19 – TI_RFCQ_PROVIDER_STATUS_DisabledRfcqType Function not enabled




20 – TI_RFCQ_PROVIDER_STATUS_UnseasonedNotEnabled Unseasoned not enabled (CMF Market Only)

TI_RFCQ_QUANTITY_CALCULATION ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_QUANTITY_CALCULATION_UserInput User Input

1 – TI_RFCQ_QUANTITY_CALCULATION_Risk Risk

2 – TI_RFCQ_QUANTITY_CALCULATION_ModifiedDuration Modified Duration

3 – TI_RFCQ_QUANTITY_CALCULATION_Proceeds Proceeds

TI_RFCQ_QUOTE_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_QUOTE_EVENT_Activate Activate

1 – TI_RFCQ_QUOTE_EVENT_Suspend Suspend

TI_RFCQ_QUOTE_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_QUOTE_STATUS_Active Active

1 – TI_RFCQ_QUOTE_STATUS_Suspended Suspended

2 - TI_RFCQ_QUOTE_STATUS_DeletedByGovernance Deleted by Gov.nce

3 - TI_RFCQ_QUOTE_STATUS_CompletelyFilled Done – Auto

4 - TI_RFCQ_QUOTE_STATUS_ManuallyCompletelyFilled Done – Manual

5 - TI_RFCQ_QUOTE_STATUS_Locked Pending Acceptance

6 - TI_RFCQ_QUOTE_STATUS_Deleted Deleted

TI_RFCQ_REQUEST_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_REQUEST_STATUS_Processing Pending

1 – TI_RFCQ_REQUEST_STATUS_Accepted Done

2 – TI_RFCQ_REQUEST_STATUS_LifeTimeout Expired

3 – TI_RFCQ_REQUEST_STATUS_Closed Closed by Client

4 – TI_RFCQ_REQUEST_STATUS_RefusedByAll Reject by All

5 – TI_RFCQ_REQUEST_STATUS_RejectedBySystem Expired

6 – TI_RFCQ_REQUEST_STATUS_ClosedByGovernance Reject by Gov.nce

7 – TI_RFCQ_REQUEST_STATUS_ClosedBySystem Reject by System

8 - TI_RFCQ_REQUEST_STATUS_DeletedByGovernance Stop by Gov.nce

9 - TI_RFCQ_REQUEST_STATUS_Matched DAW (Audit Trail Summary Only)

10 - TI_RFCQ_REQUEST_STATUS_PartiallyAccepted Partially Accepted (Only for Double Sided RFCQ and MultiLeg RFCQ)

11 – TI_RFCQ_REQUEST_STATUS_WaitingForStart Waiting for start (CMF Market - Only for MultiLeg RFCQ)

Due In Time (STF Market)

12 – TI_RFCQ_REQUEST_STATUS_NotTradable Not Tradable




13 – TI_RFCQ_REQUEST_STATUS_ClosedBySponsor Closed By Sponsor (STF Market Only)

TI_RFCQ_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_STATUS_Processing Pending

1 – TI_RFCQ_STATUS_Quoting Live

2 – TI_RFCQ_STATUS_Accepted Done

3 – TI_RFCQ_ STATUS_Matched DAW

4 – TI_RFCQ_STATUS_Closed Closed by Client

5 – TI_RFCQ_ STATUS_Refused Reject by Dealer

6 – TI_RFCQ_ STATUS_LifeTimeout Expired

7 – TI_RFCQ_ STATUS_ClosedByGovernance Reject by Gov.nce

8 – TI_RFCQ_ STATUS_ClosedBySystem Reject by System

9 – TI_RFCQ_STATUS_PartiallyAccepted Done (Only for Double Sided RFCQ and MultiLeg RFCQ)

10 – TI_RFCQ_STATUS_DeletedByGovernance Stop by Gov.nce (Only for Double Sided RFCQ and MultiLeg RFCQ)

11 – TI_RFCQ_STATUS_WaitingForStart Due In Time (Only for MultiLeg RFCQ)

12 - TI_RFCQ_STATUS_TradingNotEnabled Trading Not Enabled (Only for MultiLeg RFCQ)

TI_RFCQ_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TYPE_Outright Outright

1 – TI_RFCQ_TYPE_Switch Switch

2 – TI_RFCQ_TYPE_Butterfly Butterfly-classic

3 – TI_RFCQ_TYPE_MultiLeg MultiLeg

4 – TI_RFCQ_TYPE_ButterflyFree Butterfly-free

5 – TI_RFCQ_TYPE_DoubleSided Double Sided

6 – TI_RFCQ_TYPE_AllRFCQ All RFCQ

7 – TI_RFCQ_TYPE_InventoryOrder Inventory Order

TI_RFCQ_TYPE_EXCEPTION_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TYPE_EXCEPTION_EVENT_Insert Insert

1 – TI_RFCQ_TYPE_EXCEPTION_EVENT_Delete Delete

TI_RFCQ_TYPE_EXCEPTION_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TYPE_EXCEPTION_STATUS_Active Active

1 – TI_RFCQ_TYPE_EXCEPTION_STATUS_Deleted Deleted



TI_RFCQ_TRADING_LIST_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TRADING_LIST_EVENT_Insert Insert

1 – TI_RFCQ_TRADING_LIST_EVENT _Update Update

2 – TI_RFCQ_TRADING_LIST_EVENT _Delete Delete

3 – TI_RFCQ_TRADING_LIST_EVENT _Lock Lock

4 – TI_RFCQ_TRADING_LIST_EVENT _Unlock Unlock

TI_RFCQ_TRADING_LIST_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TRADING_LIST_STATUS_Active Active

1 – TI_RFCQ_TRADING_LIST_STATUS _Deleted Deleted

2 – TI_RFCQ_TRADING_LIST_STATUS_Error Error

3 – TI_RFCQ_TRADING_LIST_STATUS_Locked Locked

4 - TI_RFCQ_TRADING_LIST_STATUS _Processing Processing

5 - TI_RFCQ_TRADING_LIST_STATUS _Done Done

6 - TI_RFCQ_TRADING_LIST_STATUS_DeletedByGovernance Deleted by Gov.nce

TI_RFCQ_TRADING_RELATION_EXCEPTION_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TRADING_RELATION_EXCEPTION_EVENT_Insert Insert

1 – TI_RFCQ_TRADING_RELATION_EXCEPTION_EVENT_Delete Delete

TI_RFCQ_TRADING_RELATION_EXCEPTION_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TRADING_RELATION_EXCEPTION_STATUS_Active Active

1 – TI_RFCQ_TRADING_RELATION_EXCEPTION_STATUS_Deleted Deleted

TI_RFCQ_TRADING_RELATION_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TRADING_RELATION_EVENT_Accept Accept

1 – TI_RFCQ_TRADING_RELATION_EVENT_Refuse Refuse

2 – TI_RFCQ_TRADING_RELATION_EVENT_Revoke Revoke

3 – TI_RFCQ_TRADING_RELATION_EVENT_Reset Reset

4 – TI_RFCQ_TRADING_RELATION_EVENT_Delete Delete (for Governance profile only)



TI_RFCQ_TRADING_RELATION_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_TRADING_RELATION_STATUS_Processing Processing

1 – TI_RFCQ_TRADING_RELATION_STATUS_Accepted Accepted

2 – TI_RFCQ_TRADING_RELATION_STATUS_Revoked Revoked

3 – TI_RFCQ_TRADING_RELATION_STATUS_Refused Refused

4 – TI_RFCQ_TRADING_RELATION_STATUS_DeletedByGovernance Deleted by Gov.nce

TI_RFCQ_REQUEST_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFCQ_EVENT_Insert Insert

1 – TI_RFCQ_EVENT_Close Close

2 – TI_RFCQ_REQUEST_EVENT_CVAOverride CVA Override (STF Market Only)

TI_RFQ_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFQ_EVENT_Insert Insert

1 – TI_RFQ_EVENT_Accept Accept

2 – TI_RFQ_EVENT_Refuse Refuse

3 - TI_RFQ_EVENT_Respond Respond

4 - TI_RFQ_EVENT_Cancel Cancel (REPO Market Only)

TI_RFQ_EXCLUSION_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_RFQ_EXCLUSION_EVENT_Activate Activate

1 – TI_RFQ_EXCLUSION_EVENT_Suspend Suspend

TI_RFQ_EXCLUSION_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFQ_EXCLUSION_STATUS_Active Active

1 – TI_RFQ_EXCLUSION_STATUS_Suspended Suspended

TI_RFQ_SETTING_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_RFQ_SETTING_TYPE_Both Both

1 – TI_RFQ_SETTING_TYPE_OnlyPrice Only Price/Yield/Rate

2 – TI_RFQ_SETTING_TYPE_OnlyQty Only Quantity

3 – TI_RFQ_SETTING_TYPE_None None (for future use)



TI_RFQ_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFQ_STATUS_Processing Processing

1 – TI_RFQ_STATUS_Accepted Accepted

2 – TI_RFQ_STATUS_Refused Refused

3 – TI_RFQ_STATUS_Rejected Rejected by the system

4 – TI_RFQ_STATUS_LifeTimeOut Life Time Out

4 – TI_RFQ_STATUS_Cancelled Cancelled (for REPO market only)

TI_RFQ_SUBSTATUS ENUMERATED VALUE DESCRIPTION

0 – TI_RFQ_SUBSTATUS_Processing Processing

1 – TI_RFQ_SUBSTATUS_Accepted Accepted

2 – TI_RFQ_SUBSTATUS_Refused Refused

3 – TI_RFQ_SUBSTATUS_Timeout Timeout

4 – TI_RFQ_SUBSTATUS_Cancelled Cancelled

5 – TI_RFQ_SUBSTATUS_Suspended Suspended by Governance

6 – TI_RFQ_SUBSTATUS_CutOff Cut Off

7 - TI_RFQ_SUBSTATUS_Responded Responded

TI_STATISTIC_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_STATISTIC_TYPE_Life Life

Statistics refer to the trades made during the entire life of a product (For future use)

1 – TI_STATISTIC_TYPE_Yesterday Yesterday

Statistics refer to the trades made during the last trade day concluded

2 – TI_STATISTIC_TYPE_Today Today

Statistics refer to the trades made during the current trade day

3 – TI_STATISTIC_TYPE_Hour Hour

Statistics refer to the trades made at the specified hour of the current trade day



TI_TRADE_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_TRADE_TYPE_Normal Normal

1 – TI_TRADE_TYPE_RFQ RFQ

2 – TI_TRADE_TYPE_RFCQ RFCQ

3 – TI_TRADE_TYPE_OTC OTC

4 – TI_TRADE_TYPE_MPC Mid Price Crossing

5 – TI_TRADE_TYPE_IO Inventory Order

6 – TI_TRADE_TYPE_Undefined Undefined

7 – TI_TRADE_TYPE_ACM Triparty Auction

TI_TRADER_TRADING_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_TRADER_TRADING_STATUS_LogOff Logoff

1 – TI_TRADER_TRADING_STATUS_Active Active

Trader active. His proposals are visible on the market.

2 – TI_TRADER_TRADING_STATUS_Suspended Suspended

Trader suspended. His proposals are not visible on the market.

3 – TI_TRADER_TRADING_STATUS_FastMarket FastMarket

SWAP Market Only.

Fast Market Status. Is used by the trader to modify the quote type of his own quotes from “Normal” to “Indicative (Automatic)”.



TI_TRADING_CAPS_FUNCTION ENUMERATED VALUE DESCRIPTION

0 – TI_TRADING_CAPS_FUNCTION_FirmQuote Firm quote

1 – TI_TRADING_CAPS_FUNCTION_FASOrders FAS orders

2 – TI_TRADING_CAPS_FUNCTION_Orders FAK/AON orders

3 – TI_TRADING_CAPS_FUNCTION_RFQSend RFQ Send

4 – TI_TRADING_CAPS_FUNCTION_RFQRespond RFQ Respond

5 – TI_TRADING_CAPS_FUNCTION_RFCQSend RFCQ Send

6 – TI_TRADING_CAPS_FUNCTION_RFCQRespond RFCQ Respond

7 – TI_TRADING_CAPS_FUNCTION_MultiLegRFCQSend MultiLeg RFCQ Send

8 – TI_TRADING_CAPS_FUNCTION_MultiLegRFCQRespond MultiLeg RFCQ Respond

9 – TI_TRADING_CAPS_FUNCTION_NotUsed Not Used

10 – TI_TRADING_CAPS_FUNCTION_InventoryQuote Inventory quote

11 – TI_TRADING_CAPS_FUNCTION_StageOrders Stage Orders

12 – TI_TRADING_CAPS_FUNCTION_SplitFill Split Fill

13 – TI_TRADING_CAPS_FUNCTION_StrikerFirmQuote Striker firm quote

14 – TI_TRADING_CAPS_FUNCTION_StrikerFASOrder Striker FAS order

15 – TI_TRADING_CAPS_FUNCTION_MidPriceFASOrder Mid price FAS order

16 – TI_TRADING_CAPS_FUNCTION_MidPriceFOKOrder Mid price FOK order

17 – TI_TRADING_CAPS_FUNCTION_InventoryOrderSend Inventory order send

18 – TI_TRADING_CAPS_FUNCTION_InventoryOrderRespond Inventory order respond

19 – TI_TRADING_CAPS_FUNCTION_AllBVFunctions All Bondvision Functions

TI_TRADING_CAPS_MODALITY ENUMERATED VALUE DESCRIPTION

0 – TI_TRADING_CAPS_MODALITY_MaturityAdjusted Maturity Adjusted

1 – TI_TRADING_CAPS_MODALITY_Nominal Nominal

TI_TRADING_CAPS_MODALITY_SETTING ENUMERATED VALUE DESCRIPTION

0 – TI_TRADING_CAPS_MODALITY_SETTING_Currency Currency

1 – TI_TRADING_CAPS_MODALITY_SETTING_CurrencyEquivalent Currency Equivalent

TI_TRADING_CAPS_EVENT ENUMERATED VALUE DESCRIPTION

0 – TI_TRADING_CAPS_EVENT_Enable Enable

1– TI_TRADING_CAPS_EVENT_Disable Disable

2– TI_TRADING_CAPS_EVENT_Delete Delete



TI_TRADING_CAPS_STATUS ENUMERATED VALUE DESCRIPTION

0 – TI_TRADING_CAPS_STATUS_Enabled Enabled

1– TI_TRADING_CAPS_STATUS_Disabled Disabled

2– TI_TRADING_CAPS_STATUS_Deleted Deleted

TI_TXN_TYPE ENUMERATED VALUE DESCRIPTION

0 – TI_TXN_TYPE_Quote Quote

Single side quote on SWAP market, double side quote on CMF market and proposal on REPO market

1 – TI_TXN_TYPE_Order Order

2 – TI_TXN_TYPE_Rfq Rfq

3 – TI_TXN_TYPE_FasOrder FAS Order

Used only on CMF market

4 – TI_TXN_TYPE_Rfcq RFCQ


5 – TI_TXN_TYPE_RfcqOrder RFCQ Order


6 – TI_TXN_TYPE_RfcqQuote RFCQ Quote


7 – TI_TXN_TYPE_OTC OTC

Used only on REPO market

8 - TI_TXN_TYPE_MidPriceFASOrder Mid Price FAS Order


9 - TI _TXN_TYPE_MidPriceFOKOrder Mid Price FOK Order


10 – TI _TXN_TYPE_InventoryOrder Inventory Order


11– TI _TXN_TYPE_CashOffer Auction Cash Offer


12– TI _TXN_TYPE_CollateralOffer Auction Collateral Offer


TI_VERB ENUMERATED VALUE DESCRIPTION

0 – TI_VERB_Buy Buy

1 – TI_VERB_Sell Sell



MTS Data Substructures

TI_BB_MESSAGE_INFO FIELD NAME TYPE DESCRIPTION

MsgInfo STRUCT

TI_MSG_INFO

Data identifying the EOI message



Action ENUM

TI_EOI_ACTION

Action of message

RefMsgId ULONG Unique ID of the message referenced by this message

RefMsgDate LDATE Date of the referenced message

MsgType ENUM

TI_EOI_TYPE

Message Type

Sender STRUCT

TI_EOI_MEMBER_INFO Sender of message

Text STRING[3072] Text of the message

Verb ENUM

TI_VERB

Sign of the operation

Instrument STRUCT

TI_EOI_INSTRUMENT_INFO


FieldSetting ENUM

TI_RFQ_SETTING_TYPE

Specifies whether or not the rate, quantity, or both,

were specified by the sender of message

Qty DOUBLE Quantity

Rate DOUBLE Rate

Status ENUM

TI_EOI_STATUS

Status of the message

UpdateTime MTIME Time at which the message were last updated

TI_EOI_INSTRUMENT_INFO FIELD TYPE DESCRIPTION

InstrumentId ULONG Unique ID of the tradable instrument

InstrumentCode STRING[12] Alphanumeric code of the instrument

InstrumentDesc STRING[32] Description of the tradable instrument.

InstrumentClassCode STRING[12] Code of the instrument class

InstrumentClassDesc STRING[36] Description of the instrument class

InstrumentType ENUM

TI_INSTRUMENT_TYPE

Type of the instrument

StartDateId ULONG ID of the initial value date

StartDateCode STRING [12] Alphanumeric code of the initial value date

EndDateId ULONG ID of the final value date

EndDateCode STRING [12] Alphanumeric code of the final value date




FloatRateId ULONG ID of the type of rate

FloatRateCode STRING[12] Alphanumeric code of the rate type

VanillaId ULONG Unique ID of the Vanilla

VanillaCode STRING[8] Alphanumeric code of the Vanilla

StartDate LDATE Initial value date

EndDate LDATE Final value date

TI_EOI_MEMBER_INFO FIELD NAME TYPE DESCRIPTION


MemberCode STRING[10] ABI/MTS code of the member

MemberDesc STRING[36] Description of the member

MemberShortDesc STRING[12] Short description of the member



TI_EOI_MESSAGE_INFO FIELD NAME TYPE DESCRIPTION

MsgInfo STRUCT

TI_MSG_INFO

Data identifying the EOI message



Action ENUM

TI_EOI_ACTION

Action of message

RefMsgId ULONG Unique ID of the message referenced by this message

RefMsgDate LDATE Date of the referenced message

MsgType ENUM

TI_EOI_TYPE

Message Type

Sender STRUCT

TI_EOI_MEMBER_INFO Sender of message

SendToAllFg ENUM

TI_FLAG

If set to Yes, the message will be sent to all enabled members on the specified market

RecipientsLen ULONG Number of recipients

Recipients STRUCT

TI_EOI_RECIPIENT_MEMBER_INFO[100]

List of recipients

TransparentFg ENUM

TI_FLAG

Specifies whether the sender identity will be shown to the recipients of the message

Text STRING[3072] Text of the message

Verb ENUM

TI_VERB

Sign of the operation

Instrument STRUCT

TI_EOI_INSTRUMENT_INFO





FieldSetting ENUM

TI_RFQ_SETTING_TYPE

Specifies whether or not the rate, quantity, or both, were specified by the sender of message

Qty DOUBLE Quantity

Rate DOUBLE Rate

Event ENUM

TI_EOI_EVENT

Action applied to the message

Status ENUM

TI_EOI_STATUS

Status of the message

UpdateTime MTIME Time at which the message were last updated

UserInfo STRING [100] Free Text field used by the client

TI_EOI_RECIPIENT_MEMBER_INFO FIELD NAME TYPE DESCRIPTION





TI_HIST_INSTRUMENT_INFO FIELD TYPE DESCRIPTION

InstrumentCode STRING[12] Alphanumeric code of the instrument

InstrumentDesc STRING[32] Description of the tradable instrument.

InstrumentClassCode STRING[12] Code of the instrument class

InstrumentClassDesc STRING[36] Description of the instrument class

InstrumentType ENUM

TI_INSTRUMENT_TYPE


StartDateCode STRING [12] Alphanumeric code of the initial value date

EndDateCode STRING [12] Alphanumeric code of the final value date

FloatRateCode STRING[12] Alphanumeric code of the rate type



VanillaCode STRING[8] Alphanumeric code of the Vanilla



TI_HIST_MESSAGE_MEMBER_INFO FIELD TYPE DESCRIPTION





TI_HIST_OTC_MEMBER_INFO FIELD TYPE DESCRIPTION





ClearingHouseCode STRING[10] ABI/MTS code of the Clearing House

ClearingHouseDesc STRING[36] Description of the Clearing House

ClearingHouseShortDesc STRING[12] Short description of the Clearing House

AccountCode STRING[200] Account information.

AccountInfo STRING[200] Additional account information.





TI_RFCQ_BUY_SIDE_TRADING_LIST_INFO FIELD TYPE DESCRIPTION

SectionId ULONG Unique ID of the section


InstrumentType ENUM

TI_INSTRUMENT_TYPE

Identifier of the tradable instrument type (Bond, Spread, Basis, etc.)

Verb ENUM

TI_VERB

Specifies whether it is a buy or sell operation

(Referred to the member who receives the information)

Quantity DOUBLE Quantity

QuotationFg ENUM

TI_FLAG

Specifies if the quotation is specified

Quotation DOUBLE Price(Yield)

DiscloseIOIFg ENUM

TI_FLAG

If true, quotation must be sent to providers.

IOIMatchingQuotes USHORT Number of quotes triggering auto-matching when best price matches IOI.

StageOrderId ULONG Stage Order ID

ClientOrderId STRING[50] ID of the order within the client institution.

SettlementOffset USHORT Settlement offset expressed as number of days starting from the trading date

SettlementDate LDATE Settlement date

AllocationType ENUM

TI_ALLOCATION_TYPE

Type of allocation

AllocationId ULONG Unique ID of the pre-allocation or of the allocation during the trade splitting phase

MarketAffiliation USHORT [20] Market affiliation

ErrorCode ENUM

TI_ERROR

Error code of the trading list leg

SettlementInfo STRING[200] Settlement information



TI_RFCQ_SELL_SIDE_TRADING_LIST_INFO FIELD TYPE DESCRIPTION



InstrumentType ENUM

TI_INSTRUMENT_TYPE

Identifier of the tradable instrument type (Bond, Spread, Basis, etc.)

Verb ENUM

TI_VERB

Specifies whether it is a buy or sell operation

(Referred to the member who receives the information)

Quantity DOUBLE Quantity

QuotationFg ENUM

TI_FLAG

Specifies if the quotation is specified

Quotation DOUBLE Price(Yield)

SettlementOffset USHORT Settlement offset expressed as number of days starting from the trading date

SettlementDate LDATE Settlement date


MarketAffiliation USHORT Specifies whether the RFCQ, if concluded successfully, will give rise to trades closed on a Regulated Market or an MTF.

SettlementInfo STRING[200] Settlement information

TI_INSTRUMENT_INFO FIELD NAME TYPE DESCRIPTION


InstrumentType ENUM

TI_INSTRUMENT_TYPE


StartDateId ULONG ID of the initial value date

EndDateId ULONG ID of the final value date

FloatRateId ULONG ID of the type of rate



VanillaId ULONG Unique ID of the Vanilla

TI_MESSAGE_MEMBER_INFO FIELD NAME TYPE DESCRIPTION






TI_MSG_INFO FIELD TYPE DESCRIPTION

MsgId ULONG Message ID, unique on each day



MsgDate LDATE Date on which the message was written

MsgTime MTIME


Time at which the message was written

TI_MSG_INFO (STF Market Only) FIELD TYPE DESCRIPTION


MsgInfo STRING [32] FIX Message Information (Reserved to AP-FIX)




MsgTime UTIME (STF Market Only) Time at which the message was written

TI_MSG_INFO (CMF Market Only) FIELD TYPE DESCRIPTION


MsgInfo STRING [32] FIX Message Information (Reserved to AP-FIX)

TimeZone STRUCT

TI_TIME_ZONE

Time zone info




MsgTime UTIME (STF Market Only) Time at which the message was written

TI_OTC_MEMBER_INFO FIELD NAME TYPE DESCRIPTION




ClearingHouseId ULONG Unique ID of the Clearing House

AccountId ULONG Unique ID of he account

UserData STRING [8] Free field used by the client




TI_QUOTE_SEQNO FIELD NAME TYPE DESCRIPTION


SeqNo ULONG Sequence number of the quote


SDP Protocol Suite MTS Service Provider Classes 135

MTS Service Provider Classes

In the following table are listed all the MTS Service Provider classes that are described in this manual. For each SDP class this table provides:

The link to the corresponding paragraph (where the SDP Class is described)

The indication of the SDP Class availability on the various MTS Markets:

PAF Market, i.e. Service Provider MTS_PAF (ServiceProviderId = 2)

CMF Market, i.e. Service Provider MTS_CMF (ServiceProviderId = 3)

REPO and SWAP Markets, i.e. Service Provider MTS_MMF2 (ServiceProviderId = 4)

STF Market, i.e Service Provider MTS_STF (ServiceProviderId = 5)

CLASS NAME CLASS ID PARAGRAPH PAF CMF REPO SWAP STF

MTS Configuration


TI_RFCQ_INSTRUMENT_CLASS_ENABLE

100061 Sell Side Members Enabled to RFCQ for MTS Instrument Classes

TI_SELL_SIDE_MEMBER 100066

List of Members Enabled to Respond to RFCQ’s

TI_RFCQ_TRADING_RELATION

100062 RFCQ Trading Relationship

TI_RFCQ_TRADING_RELATION_EXT

100226 RFCQ Trading Relationship Extended

TI_RFCQ_TRADING_RELATION_EXCEPTION

100063 RFCQ Trading Relationship Exceptions

TI_RFCQ_TRADING_RELATION_EXCEPTION_EXT

100224 RFCQ Trading Relationship Exceptions Extended

TI_RFCQ_TRADING_RELATION_TRADER_EXCEPTION

100095 RFCQ Trading Relationship Trader Exceptions

TI_RFCQ_TYPE_EXCEPTION 100205

RFCQ Trading Relationship Fine Tuning

TI_RFCQ_TRADING_RELATION_TRADER

100078 MTS Buy Side Trader Information

TI_TRADER_INFO 100099 MTS Sell Side Trader Information

TI_MEMBER_ACCOUNT 100064

MTS Member Accounts (Repo Market Only)

MTS Member Accounts (CMF Market Only)

TI_MEMBER_ACCOUNT_EXT 100220 MTS Member Accounts Extended (REPO Market Only)

TI_MEMBER_ACCOUNT_EXCEPTION_EXT

100212 MTS Member Accounts Exceptions Extended (CMF and REPO Markets)


136 MTS Service Provider Classes SDP Protocol Suite


TI_MEMBER_ACCOUNT_INFO 100077 MTS Member Accounts Information (CMF and REPO Markets)

TI_MEMBER_SALES_CONFIG 100068 Sales Configuration

MTS Members and Traders


TI_MEMBER_STATUS 100035 MTS Member Status

TI_TRADER_STATUS 100036 MTS Trader Status

TI_TRADER_GROUP_SUSPENSION

100022 MTS Trader Group Suspension

MTS Trading & Info

MTS Credit Lines

TI_CREDIT_LINE_NCL 100044 NCL Credit Lines

TI_CREDIT_LINE_ECL 100043 ECL Credit Lines

TI_CREDIT_RISK_MANAGEMENT

100023 Credit Risk Management

MTS Trading Caps

TI_TRADING_CAPS 100069 Trading Caps

MTS Linked Quotes

TI_LINKED_QUOTE_GROUP 100026 Linked Quotes Group

RFQ Exclusions

TI_RFQ_EXCLUSION 100088 MTS RFQ Exclusions

OTC Trading

TI_OTC_REGISTRATION_EXT 100210 MTS OTC Registrations Extended

TI_HIST_OTC_REGISTRATION_EXT

100211 Historical OTC Registrations Extended

RFCQ Trading List OTC Trading

TI_RFCQ_BUY_SIDE_TRADING_LIST

100201 MTS Buy Side Trading List

TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_INFO

100206 MTS Buy Side Trading List Leg Info

TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJECT

100217 MTS Buy Side Trading List Leg Reject

TI_RFCQ_SELL_SIDE_TRADING_LIST

100202 MTS Sell Side Trading List

TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_INFO

100207 MTS Sell Side Trading List Leg Info

TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT

100218 MTS Sell Side Trading List Leg Reject

MTS Message Exchange


TI_MAIL 100037 MTS Free Messages


TI_ADDRESSABLE_TRADER 100086 MTS Addressable Traders

TI_CHAT_REQUEST 100090 MTS Chat Requests

TI_HIST_CHAT_REQUEST 100093 MTS Historical Chat Requests

TI_MESSAGE 100091 MTS Messages

TI_HIST_MESSAGE 100094 MTS Historical Messages

TI_CLOSING_MESSAGE 100092 MTS Closing Messages



SDP Protocol Suite MTS Service Provider Classes 137


TI_EOI_MESSAGE 100213 MTS Expression of Interest Messages

TI_BB_MESSAGE 100215 MTS Bulletin Board Messages

TI_HIST_EOI_MESSAGE 100214 MTS Historical Expression of Interest Messages

TI_HIST_BB_MESSAGE 100216 MTS Historical Bulletin Board Messages

MTS Queries

Chat and Messages Query

TI_ADDRESSABLE_TRADER_QUERY_PARAM

66 / 100104 MTS Addressable Traders Query Parameters

TI_HIST_CHAT_REQUEST_QUERY_PARAM

64 / 100102 MTS Historical Chat Requests Query Parameters

TI_HIST_MESSAGE_QUERY_PARAM

65 / 100103 MTS Historical Messages Query Parameters

OTC Trading Query

TI_HIST_OTC_REGISTRATION_EXT_QUERY_PARAM

76 / 100105 MTS Historical OTC Transactions Extended Query Parameters


SDP Protocol Suite Index 139

Index

TI_ADDRESSABLE_TRADER; 88 TI_ADDRESSABLE_TRADER_QUERY_PARAM;

104 TI_BB_MESSAGE; 100

TI_CHAT_REQUEST; 89

TI_CLOSING_MESSAGE; 95 TI_CREDIT_LINE_ECL; 57

TI_CREDIT_LINE_NCL; 56 TI_CREDIT_RISK_MANAGEMENT; 59

TI_EOI_MESSAGE; 96

TI_HIST_BB_MESSAGE; 102 TI_HIST_CHAT_REQUEST; 91

TI_HIST_CHAT_REQUEST_QUERY_PARAM; 105 TI_HIST_EOI_MESSAGE; 101

TI_HIST_MESSAGE; 94 TI_HIST_MESSAGE_QUERY_PARAM; 106

TI_HIST_OTC_REGISTRATION_EXT; 73

TI_HIST_OTC_REGISTRATION_EXT_QUERY_PARAM; 107

TI_LINKED_QUOTE_GROUP; 64 TI_MAIL; 86

TI_MEMBER_ACCOUNT (CMF Market Only); 37

TI_MEMBER_ACCOUNT (Repo Market Only); 35 TI_MEMBER_ACCOUNT_EXCEPTION_EXT (CMF

and REPO Markets); 41 TI_MEMBER_ACCOUNT_EXT (REPO Market

Only); 39

TI_MEMBER_ACCOUNT_INFO; 45 TI_MEMBER_SALES_CONFIG; 47

TI_MEMBER_STATUS; 50 TI_MESSAGE; 92

TI_OTC_REGISTRATION_EXT; 68 TI_RFCQ_BUY_SIDE_TRADING_LIST; 75

TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_INFO

; 79 TI_RFCQ_BUY_SIDE_TRADING_LIST_LEG_REJE

CT; 80 TI_RFCQ_INSTRUMENT_CLASS_ENABLE; 14

TI_RFCQ_SELL_SIDE_TRADING_LIST; 81

TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_INFO; 82

TI_RFCQ_SELL_SIDE_TRADING_LIST_LEG_REJECT; 83

TI_RFCQ_TRADING_RELATION; 17 TI_RFCQ_TRADING_RELATION_EXCEPTION; 23

TI_RFCQ_TRADING_RELATION_EXCEPTION_EX

T; 25 TI_RFCQ_TRADING_RELATION_EXT; 19

TI_RFCQ_TRADING_RELATION_TRADER; 33 TI_RFCQ_TRADING_RELATION_TRADER_EXCEP

TION; 28

TI_RFCQ_TYPE_EXCEPTION; 31 TI_RFQ_EXCLUSION; 66

TI_SELL_SIDE_MEMBER; 16 TI_TRADER_GROUP_SUSPENSION; 54

TI_TRADER_INFO; 34

TI_TRADER_STATUS; 52 TI_TRADING_CAPS; 61

Documents

SDP Protocol Suite - JSE 2 … · TI_EXEC_TREND ... UTIME TimeStamp: the format is “hmmssmmmuuu” instead of “hhmmssmmmuuu” ... The table contained in this paragraph is a summary