This is with reference to the Exchange Notice No. 20120430-36 dated 30th April, 2012 & Notice No. 20120524-15 dated 24th May, 2012 whereby the trading members of the Exchange were informed about the procedure to be followed by new as well as existing algo trading members for conducting the AT system audits and obtaining the approval of the Exchange.
In addition to the above-mentioned circulars, trading members are now hereby informed that ‘Algorithmic Trading System Audit report’ received from their CISA (Certified Information System Auditors) qualified auditors for obtaining the Exchange approval should also contain the Algo Audit information (as per Annexure 1) as the covering page of Auditors AT algo audit report.
In case of any clarification regarding this circular, members may kindly get in touch with following official :
Mr.Chirag A Sodawaterwalla : 022-22728156, chirag.sodawaterwalla@bseindia.com
For and on behalf of BSE Ltd.,
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Sanjiv Kapur
General Manager
Membership Compliance
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Chirag Sodawaterwalla
Manager
Membership Compliance
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