Considering the recent development of Pre-Trade Risk Control – Limit Price Protection (LPP) controls implemented in Equity Derivatives segment via circular number 20240405-40, 20240415-40 and 20240420-1 where the applicable LPP range for each contract is disseminated in incremental stream of data. The data is sent whenever there is a change in the LPP range.
Now, in addition to the incremental stream of data, the LPP ranges will also be sent in snapshot stream as well. This data will be sent in the instrument summary message. In the Instrument summary message, an additional Enum Upper Exec Limit and Lower Exec Limit are added for the field MDEntryType.
In addition to the above change, the field TradedVolume and No. Of Trades are no longer an Enum of the field MDEntryType instead it is made as a separate independent field.
New EOBI API version 1.3 is released for the above-mentioned changes. Kindly refer to the change log section for more details on the change. The EOBI API version 1.3 document and the EOBI layout file is made available on the Exchange website - www.bseindia.com/nta.aspx
These changes shall be made available in the simulation (test) environment for Equity, Equity Derivatives, Currency Derivatives and EGR segments from 3rd June 2024 onwards.
It is proposed to make the above changes live in Equity Derivatives segment from Monday 01st July 2024 onwards (Mock trading session 29th June 2024) and in Equity, Currency Derivatives & EGR segment from Monday 8th July 2024 onwards (Mock trading 06th July 2024).
Trading members & third-party trading application vendors are requested to undertake necessary system development and test the changes as applicable.
In case of any query or clarification, kindly get in touch with the support team at bse.tech@bseindia.com
For & On Behalf of BSE Ltd,
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Arvindkumar Iyengar
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Vivek Garg
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Chief General Manager
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Chief General Manager
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I.T. Development
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Trading Development
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May 28, 2024 |