This is further to Exchange circulars – no.20230526-54 dated May 26, 2023, no.20230621-48 dated June 21, 2023 and no.20230623-62 dated June 23, 2023 regarding single order quantity limits for index and single stock Derivatives contracts. Based on feedback received from market participants, it is proposed to provide the single order quantity limit as defined by the Exchange in the contract master files. Trading members may kindly note that there shall be no change in the format of the contract master files as one of the existing filler fields shall be used for the same.
The single order quantity limit shall be provided in the contract master files of Equity Derivatives segment as follows -
1. Contract Master file (EQD_COddmmyy.csv)
2. Contract Master file – standardised format (BSE_EQD_CONTRACT_ddmmyyyy.csv)
3. Contract Master file for index contracts (EQD_INDEX_COddmmyy.csv)
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Field No.
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Field Name
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Field Description
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41
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Single Order Max Quantity
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Maximum order quantity accepted for each order
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4. Spread Contract Master file – standardised format (BSE_EQD_SPDCONTRACT_ddmmyyyy.csv)
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Field No.
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Field Name
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Field Description
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47
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Single Order Max Quantity
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Maximum order quantity accepted for each order on the spread contract
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The changes in the files have been highlighted in the enclosed file format document as ANNEXURE, along with sample files.
Trading members and front-end trading application vendors connecting through ETI API are requested to take note of the same and make necessary changes in their trading application, as appropriate.
This enhancement shall be made available in the contract master files with effect from end of day Friday, July 28, 2023 (applicable trading date Monday, July 31, 2023).
In case of queries related to the contracts master formats, members may kindly get in touch with the IML Info team as per contact details given below -
For and on behalf of BSE Ltd.,
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Vivek Garg
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Tejash Somaiya
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Senior General Manager
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General Manager
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Trading Development
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Trading Development
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July 11, 2023
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