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Тип сообщения – x
Возможные атрибуты сообщения:
Тэг |
Название поля |
Описание |
Тип |
Обязательность |
320 |
SecurityReqID |
Уникальный идентификатор запроса. |
STRING |
Да |
559 |
SecurityListRequestType |
Тип запроса.
Возможные значения:
0 – запрашивается шаблонный инструмент/тикер (будет указан в поле Symbol элемента Instrument),
4 – все шаблонные инструменты. |
INT |
Да |
component |
Instrument |
Наборы полей, описывающих запрашиваемые инструменты. См. пункт Instrument. |
|
Нет |
Ответы
SecurityList - Список тикеров
Тэг |
Название поля |
Описание |
Значение |
320 |
SecurityReqID |
Клиентский идентификатор запроса |
|
322 |
SecurityResponseID |
Идентификатор отчета |
|
393 |
TotNoRelatedSym |
Количество элементов в группе NoRelatedSymGroup |
1 |
55 |
Symbol |
Тикер |
IRS 1Y. Mosprime 3M |
SecurityList - Детализация по тикеру
Тэг |
Название поля |
Описание |
Значение |
320 |
SecurityReqID |
Клиентский идентификатор запроса |
|
322 |
SecurityResponseID |
Идентификатор отчета |
|
393 |
TotNoRelatedSym |
Количество элементов в группе NoRelatedSymGroup |
1 |
55 |
Symbol |
Тикер |
IRS 1Y. Mosprime 3M |
22 |
SecurityIDSource |
Схема идентификации инструмента. |
I |
1185 |
SecurityXML |
Содержит текстовое FpML-описание контракта. |
<?xml version="1.0"?>
<dataDocument xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xmlns:xsd="http://www.w3.org/2001/XMLSchema" actualBuild="5" xmlns="http://www.fpml.org/FpML-5/confirmation">
<onBehalfOf>
<partyReference href="Party1" />
</onBehalfOf>
<trade>
<tradeHeader>
<tradeDate id="TradeDate">2021-09-03</tradeDate>
</tradeHeader>
<swap>
<productType productTypeScheme="http://www.moex.com/spfi/coding-scheme/product-type">IRS</productType>
<swapStream>
<payerPartyReference href="Party1" />
<receiverPartyReference href="Party2" />
<calculationPeriodDates>
<effectiveDate>
<unadjustedDate>2021-09-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2021-09-06</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2022-09-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2022-09-06</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<stubPeriodType>ShortInitial</stubPeriodType>
<calculationPeriodFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalculationPeriodDates" />
<paymentFrequency>
<periodMultiplier>1</periodMultiplier>
<period>T</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>0</initialValue>
<currency>RUB</currency>
</notionalStepSchedule>
</notionalSchedule>
<fixedRateSchedule>
<initialValue>0</initialValue>
</fixedRateSchedule>
<dayCountFraction>ACT/ACT</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
<swapStream>
<payerPartyReference href="Party2" />
<receiverPartyReference href="Party1" />
<calculationPeriodDates>
<effectiveDate>
<unadjustedDate>2021-09-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2021-09-06</adjustedDate>
</effectiveDate>
<terminationDate>
<unadjustedDate>2022-09-06</unadjustedDate>
<dateAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</dateAdjustments>
<adjustedDate>2022-09-06</adjustedDate>
</terminationDate>
<calculationPeriodDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</calculationPeriodDatesAdjustments>
<stubPeriodType>ShortInitial</stubPeriodType>
<calculationPeriodFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
<rollConvention>NONE</rollConvention>
</calculationPeriodFrequency>
</calculationPeriodDates>
<paymentDates>
<calculationPeriodDatesReference href="CalculationPeriodDates1" />
<paymentFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</paymentFrequency>
<payRelativeTo>CalculationPeriodEndDate</payRelativeTo>
<paymentDaysOffset>
<periodMultiplier>0</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
</paymentDaysOffset>
<paymentDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</paymentDatesAdjustments>
</paymentDates>
<resetDates id="ResetDate">
<calculationPeriodDatesReference href="CalculationPeriodDates1" />
<resetRelativeTo>CalculationPeriodStartDate</resetRelativeTo>
<fixingDates>
<periodMultiplier>-1</periodMultiplier>
<period>D</period>
<dayType>Business</dayType>
<businessDayConvention>FOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>MOSPRIME</businessCenter>
</businessCenters>
<dateRelativeTo href="ResetDate" />
</fixingDates>
<resetFrequency>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</resetFrequency>
<resetDatesAdjustments>
<businessDayConvention>MODFOLLOWING</businessDayConvention>
<businessCenters>
<businessCenter>RUS</businessCenter>
<businessCenter>RUMS</businessCenter>
</businessCenters>
</resetDatesAdjustments>
</resetDates>
<calculationPeriodAmount>
<calculation>
<notionalSchedule>
<notionalStepSchedule>
<initialValue>0</initialValue>
<currency>RUB</currency>
</notionalStepSchedule>
</notionalSchedule>
<floatingRateCalculation>
<floatingRateIndex>RUB-MOSPRIME-NFEA</floatingRateIndex>
<indexTenor>
<periodMultiplier>3</periodMultiplier>
<period>M</period>
</indexTenor>
</floatingRateCalculation>
<dayCountFraction>ACT/ACT</dayCountFraction>
</calculation>
</calculationPeriodAmount>
</swapStream>
</swap>
</trade>
<party id="Party1" />
<party id="Party2" />
</dataDocument> |
1184 |
SecurityXMLLen |
Содержит длину строки SecurityXML с FpML-описанием контракта. |
79551 |
15 |
Currency |
Основная валюта контракта. |
RUB |
120 |
SettlCurrency |
Валюта поставки контракта |
|
64 |
SettlDate |
Дата |
|
541 |
MaturityDate |
Дата окончательных расчетов по сделке. |
20220906 |
SecurityList - Ошибка запроса
Тэг |
Название поля |
Описание |
Значение |
320 |
SecurityReqID |
Клиентский идентификатор запроса |
|
322 |
SecurityResponseID |
Идентификатор отчета |
|
560 |
SecurityRequestResult |
|
1 |
393 |
TotNoRelatedSym |
Количество элементов в группе NoRelatedSymGroup |
1 |
58 |
Text |
Тикер |
1 |
SecurityList - ошибки
Причина |
SecurityRequestResult |
Текст |
Идентификатор сообщения был использован ранее |
1 |
Duplicate SequrityReqID |
Некорректный тип запроса |
1 |
{field}={value} not supported |