BSE TECHNICAL SPECIFICATIONS

–––––––––––––––––– BSE TECHNICAL SPECIFICATIONS Record Formats – Version 2.8 Connectivity Information Access to BSE Information via WBAG’s IDF –––––––––––––––––– Version number I/2005 II/2005 I/2007 Effective date/date of modification 01 January 2005 21 November 2005 1 November 2007 BSE Technical Specifications Page 1/35 Budapest Stock Exchange Ltd. Technical Specifications I. Record Formats Version 2.8 Change log Version 2.0 2.1 Date 24-JUL-1999 27-SEP-1999 Change 1. ticker symbol’s length expanded to 12 characters 2. all record rearranged according to change above 3. ‘yield’ field introduced to the trade, best order and statistical records ( APPENDIX A,B, F ) 4. new record introduced for the yields of the best five prices ( APPENDIX I ) 1. spread indicator introduced in trade record 2. "Neg deal indicator" field renamed ( Trade Source Indicator ) ( APPENDIX A ) 1. disseminating MMTS Free Market data 2. settlement date field introduced in Trade records ( APPENDIX A ) 1. New record introduced for indicating the end of data flow (‘Z’ record, new APPENDIX J) 2. Dummy record introduced for heartbeat purposes (‘D’ record, new APPENDIX K) 3. CESI Index record introduced (‘P’ record, new APPENDIX L) 4. DWIX Index record introduced (‘Q’ record, new APPENDIX M) 5. RAX Index record introduced (‘R’ record, new APPENDIX N) 6. New Record type introduced for the Daily Turnover Statistics (‘V’ record, APPENDIX O 7. New fields introduced in the ‘O’ records for the Number of Orders and Number of Firms having Orders at the best Bid/Ask level plus Date field added. (APPENDIX B) 8. Adding a Note to APPENDIX B 9. Date field added to the ‘E’ record plus new Currency field introduced for indicating the name of the currency the security is traded in (APPENDIX G) 10. Adding the BSE’s Ticker Symbol and Bid/Ask Identifier fields to the ‘Y’ record. (APPENDIX I) 11. Adding the Number of Orders and Number of Firms having Orders fields for each of the best 5 price levels in the ‘Y’ record. (APPENDIX I) 12. Change in the Note of APPENDIX I 13. Change in the Note of APPENDIX H 14. Adding Date and Time fields to ‘C’ records (APPENDIX F) 15. Adding a new Appendix Z with a summary table for the service packages available (not part of the specification) 2.2 29-AUG-2000 2.3 01-MAR-2001 2.4 29-JUN-2001 BSE Technical Specifications Page 2/35 Version 2.5 Date 25-JAN-2002 Change 1. Appendices L, M, N for specifying the P, Q and R Index records for CESI, DWIX and RAX indices are deleted. 2. A new Appendix L is added for specifying the new Unified Index record (Record Identifier N). From Version 2.5 on all index values except BUX will be disseminated in the Unified Index records (Record Identifier N). So the CESI, DWIX, RAX, CETOP20, etc. indices will be published in N records containing the given Index Name. From Version 2.5 the introduction of a new index in the DataFeed will not be considered to be a change in the Record Formats specifications if it is forwarded in the N records. 3. Updates in the table of existing service packages in Appendix Z reflecting the above changes and giving a more accurate description for the role of record types E. 1. Introducing a new “Board” field for each record where applicable. The new field holds the name of the board on which the security specified by the “BSE’s Ticker Symbol” field of the encapsulating record is traded. Affected record types are ‘T’, ‘O’, ‘I’, ‘S’, ‘C’, ‘A’, ‘B’ and ‘Y’ records. (See APPENDICES A, B, C, D, F, H and I.) 2. Allowing also 8 bit extended ASCII (ISO-8859-2 Latin2) characters other then alphanumeric in character string type data fields. 3. Extending the length of BSE’s Ticker Symbol field from 12 to 20 characters. Affected record types are ‘T’, ‘O’, ‘I’, ‘S’, ‘C’, ‘E’, ‘A’, ‘B’ and ‘Y’ records. (See APPENDICES A, B, C, D, F, G, H and I.) 4. Extending the length of the BUX identifier and the Index Name field from 12 to 20 characters. Affected record types are ‘X’ and ‘N’ records. (See APPENDICES E and L.) There is no change in the actual denomination of the indices. 5. Extending record length from 130 to 144 characters 1. New APPENDIX G0 is inserted after APPENDIX G with the description of the new record type ‘G’ introduced for disseminating generic security data. The new data fields of the ‘G’ records are: ISIN code, First trading date, Last trading date, Face value, Issue price, Listing date, Listed/Issued quantity. 2. New APPENDIX G1 is inserted with the description of the new record type ‘M’ introduced for disseminating additional Master Data of Cash market securities. 3. New APPENDIX G2 is inserted with the description of the new record type ‘P’ introduced for disseminating payment related Master Data of Cash market securities. 4. New APPENDIX G3 is inserted with the description of the new record type ‘Q’ introduced for disseminating descriptive-text based Master Data of Cash market securities. 5. New APPENDIX G4 is inserted with the description of the new record type ‘R’ introduced for disseminating Master Data of Derivatives market securities. 6. Update of the table in APPENDIX Z to include the new record types ‘G’, ‘M’, ‘P’, ‘Q’ and ‘R’. 7. Change in conventions of sending order book updates: The record type ‘O’, similarly to the ‘A’ and ‘B’ records, will be sent out also when either side of the order book becomes empty. In this case the record will contain zeros in the numeric data fields of empty side. 2.6 15-APR-2004 2.7 17-NOV-2005 BSE Technical Specifications Page 3/35 Version 2.8 Date 1-NOV-2007 Change 1. New APPENDIX A1 is inserted after APENDIX A with the description of the new record type ‘U’ introduced for disseminating OTC Trade data on behalf of contracted BSE members. The data fields of the ‘U’ record are OTC Trade ID, ISIN code, Ticker Symbol, OTC Record Publishing Code, Date of OTC Trade, Time of OTC Trade, Unit Price, Currency, Quantity, Venue Identification, OTC Trade Type, Reference Information, Date of publishing, Time of publishing. The contents of these data fields are the responsibility of the member firm. 2. New vendotc_yyyymmdd.dat file is provided for publishing OTC Trade data. This file contains only ‘U’ records and the closing ‘Z’ records. The new ‘U’ record type will appear only in this file and will not be published in the vendrt_yyyymmdd.dat and vendset_yyyymmdd.dat files. A note explaining the access to the vendotc_yyyymmdd.dat file is inserted among the notes at the end of APPENDIX Z. 3. A note related to subscribers to the buxrt package is inserted at the end of APPENDIX Z. BSE Technical Specifications Page 4/35 Conventions and syntax rules for Appendices • Abbreviations LF: LineFeed ( ASCII 10 ) CR: Carriage Return( ASCII 13 ) SP: Space ( ASCII 32 ) N: Numeric character „0 – 9” ( ASCII 48 – 57 ) A: Extended (8 bit) ASCII characters according to the ISO-8859-2 (Latin2) coding standard For the Hungarian alphabet this standard is equivalent to using MS Code Page 1250 (“Windows Central Europe”) CRC: Cyclic Redundancy Check MMM: Three character length abbreviation of a month ( uppercase in English ) ( JAN,FEB,MAR,APR,MAY,JUN,JUL,AUG,SEP,OCT,NOV,DEC ) DD: Day of month with leading zero ( 01 – 31 ) YYYY: Year including century Record delimiters Start Of Record: LF/LF End Of Record: CR/LF Record Length All records are 144 bytes length including the record delimiters Character fields are left justified and padded with spaces according to their length Numeric fields are right justified and padded with spaces according to their length Date fields are in DD-MMM –YYYY format (date fields in Appendix A1 are in ISO8601 format) Time fields are in 24 hour format ( HH:MM:SS ) according to Budapest’s time zone. Price fields are given in two formats: with fixed decimals (i.e. NNNNN.NNNN means a price field with fix 4 decimals ) with variable decimals ( NNNNNNNNNN. means price field of ten characters with variable number of decimals related to the traded instrument ) • • • • • • • • BSE Technical Specifications Page 5/35 APPENDIX A Trade record format Offset 0 2 3 4 24 25 Length 2 1 1 20 1 1 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Trade Source Indicator Field Format 'T'=Trade AAAAAAAAAAAAAAAAAAAA ‘F’ = Neg. Deal ‘R’ = Spread-spread trade otherwise Space '+', '-' or Space NNNNNNNNNN. NNNNNNNNNNN DD-MMM-YYYY HHMMSS NNNNNNNN. DD-MMM-YYYY NNNNNNNNNN. NNNNNNNNNN. AAAA 26 27 28 38 39 50 51 62 63 69 70 78 79 90 114 124 125 135 137 141 142 Note 1 1 10 1 11 1 11 1 6 1 8 1 11 24 10 1 10 2 4 1 2 SP Trade Price Change Indicator Price SP Trade Size SP Date of Trade SP Time of Trade SP Yield SP Settlement date SP Opening Price SP Last Sale Price/Closing Price SP Board CRC CR LF 1. The „Opening Price” field is redundant. It contains the first trade’s price of a given instrument and it is unchanged during the trade. 2. The „Last Sale Price/Closing Price” field is redundant. It contains the same value as the „Price” field with one exception: in the official trade list the last record of a given instrument contains the closing price of the given instrument according to the BSE’s closing price algorithm. The „Closing statistical price” record ( see App. F ) contains the closing price value among other things. BSE Technical Specifications Page 6/35 APPENDIX A1 OTC Trade record format Offset 0 2 3 4 14 15 27 28 48 49 Length 2 1 1 10 1 12 1 20 1 1 Field Contents LF Record Identifier SP OTC Trade ID SP ISIN code SP Ticker Symbol SP OTC Record Publishing Code SP Date of OTC Trade SP Time of OTC Trade SP Unit Price SP Currency SP Quantity SP Venue Identification Field Format 'U' = OTC Trade reported on behalf of members NNNNNNNNNN AAAAAAAAAAAA AAAAAAAAAAAAAAAAAAAA 'N' = New 'A' = Amend 'C' = Cancel YYYYMMDD HHMMSS NNNNNNNNNNNN. AAA NNNNNNNNNNN AAAAAAAAAAA ISO9362 BIC for Systematic Internalisers 'SI' = if the Systematic Internaliser publishes quarterly statistics 'OTC' = for firms who are not Systematic Internalisers A (single character field) 'D' = Determined trade 'N' = Negotiated deal SP space by default AAAAAAAAAAAA YYYYMMDD HHMMSS 50 51 59 60 66 67 79 80 83 84 96 97 1 8 1 6 1 12 1 3 1 12 1 11 108 109 1 1 SP OTC Trade Type 110 111 123 124 132 133 139 141 142 Note 1 12 1 8 1 6 2 1 2 SP Reference Information SP Date of publishing SP Time of publishing SP CRC CR LF 1. The Ticker Symbol, the OTC Trade Type and the Reference Information fields can be empty (contain spaces). 2. The reported OTC Trade is identified by a unique serial number, the OTC Trade ID. This is a positive integer in the range of 1001 and 2,147,483,647. BSE Technical Specifications Page 7/35 3. The security is identified by the ISIN code. The reporting member may provide the security name in the Ticker Symbol field as additional information. For the securities listed on the BSE the Ticker Symbol is inserted automatically by the Exchange. 4. The OTC Record Publishing Code contains 'N' for newly published records, 'A' for amended records and 'C' for cancelled records. In the latter cases the OTC Trade ID identifies a formerly published record, and all applicable fields except the modified ones are completed again for the cancelled and amended trades just like in the original (N)ew publication. Of course, the modified fields in the amended records will contain the updated value. 5. The real-time publication and the contents of the data fields are the responsibility of the member firm. 6. The format of the date and time fields in the 'U' record is according to the ISO 8601 standard. 7. The price of the OTC trade (Unit Price field) is a 12 character field (optional decimal point included as needed in the format with variable number of decimals). 8. The ‘U’ record type appears only in the vendotc_yyyymmdd.dat file and is not published in the vendrt_yyyymmdd.dat or vendset_yyyymmdd.dat files. (See the notes in APPENDIX Z) 9. The Reference Information field is an optional text field that can be freely used by the member or left empty. BSE Technical Specifications Page 8/35 APPENDIX B Best Order Format Offset 0 2 3 4 24 25 36 37 43 44 45 55 56 67 68 76 77 78 88 89 100 101 109 110 115 116 119 120 125 126 129 137 141 142 Length 2 1 1 20 1 11 1 6 1 1 10 1 11 1 8 1 1 10 1 11 1 8 1 5 1 3 1 5 1 3 8 4 1 2 Field Contents Field Format LF 'O'=Order Record Identifier SP AAAAAAAAAAAAAAAAAAAA BSE’s Ticker Symbol SP DD-MMM-YYYY Date SP HHMMSS Timestamp SP "+" or "-" or space Best Bid Change Indicator NNNNNNNNNN. Best Bid Price SP NNNNNNNNNNN Best Bid Size SP NNNNNNNN. Best Bid’s Yield SP "+" or "-" or space Best Ask Change Indicator NNNNNNNNNN. Best Ask Price SP NNNNNNNNNNN Best Ask Size SP NNNNNNNN. Best Ask’s Yield SP Number of Orders at the Best Bid NNNNN Price SP Number of Firms having Orders at NNN the Best Bid Price SP Number of Orders at the Best Ask NNNNN Price SP Number of Firms having Orders at NNN the Best Ask Price SP AAAA Board CRC CR LF Note: A new ‘O’ record will be sent out if the best Bid/Ask price or size changes. An O record containing zeros in the best price, best size, number of orders and number of firms fields is sent out when one or the other side (or both sides) of the order book for the given security becomes empty (all orders for this security disappear on that side). From Version 2.4 on, the best Bid/Ask size for the Government Securities in the ‘O’ record will appear in the same format as in the B or A records (i.e. multiplied by the nominal multiplier, which means that the measure is Hungarian Forints instead of the number of securities). BSE Technical Specifications Page 9/35 APPENDIX C Open Interest Format in Futures Market Offset 0 2 3 4 24 35 46 51 62 63 69 137 141 142 Length 2 1 1 20 11 11 5 11 1 6 68 4 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Open Interest Size SP Date SP Time SP Board CRC CR LF Field Format 'I'=open interest AAAAAAAAAAAAAAAAAAAA NNNNNNNNNNN DD-MMM-YYYY HHMMSS AAAA BSE Technical Specifications Page 10/35 APPENDIX D Settlement price format in futures market Offset 0 2 3 4 24 25 35 51 62 63 69 137 141 142 Length 2 1 1 20 1 10 16 11 1 6 68 4 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Settlement price SP Date SP Time SP Board CRC CR LF Field Format 'S'=settlement price AAAAAAAAAAAAAAAAAAAA NNNNNNNNNN. DD-MMM-YYYY HHMMSS AAAA BSE Technical Specifications Page 11/35 APPENDIX E Real-time BUX index format Offset 0 2 3 4 24 25 35 51 62 63 69 141 142 Length 2 1 1 20 1 10 16 11 1 6 72 1 2 Field Contents LF Record Identifier SP BUX identifier SP BUX value SP Date SP Time SP CRC CR LF Field Format 'X'=BUX index "BUX" NNNNNNNNN. DD-MMM-YYYY HHMMSS BSE Technical Specifications Page 12/35 APPENDIX F Closing statistical price format Offset 0 2 3 4 24 25 35 36 46 47 57 58 68 69 79 80 88 89 100 101 107 137 141 142 Length 2 1 1 20 1 10 1 10 1 10 1 10 1 10 1 8 1 11 1 6 30 4 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Opening Price SP Closing Price SP Minimum Price SP Maximum Price SP Average Price SP Yield SP Date SP Time SP Board CRC CR LF Field Format ‘C’=Closing Price Data AAAAAAAAAAAAAAAAAAAA NNNNNNNNNN. NNNNNNNNNN. NNNNNNNNNN. NNNNNNNNNN. NNNNNNNNNN. NNNNNNNN. DD-MMM-YYYY HHMMSS AAAA Note: The Yield field contains the closing yield of the given security. BSE Technical Specifications Page 13/35 APPENDIX G Security status format Offset 0 2 3 4 24 25 29 30 33 34 45 46 52 53 54 141 142 Length 2 1 1 20 1 4 1 3 1 11 1 6 1 1 87 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Board SP Currency SP Date SP Timestamp SP Status SP CRC CR LF Field Format ‘E’ AAAAAAAAAAAAAAAAAAAA AAAA AAA DD-MMM-YYYY HHMMSS A=Active, S=Suspended BSE Technical Specifications Page 14/35 APPENDIX G0 Generic Security Data record format Offset 0 2 3 4 24 25 29 30 33 34 45 46 52 53 65 66 77 78 89 90 100 101 104 105 115 116 127 128 139 141 142 Length 2 1 1 20 1 4 1 3 1 11 1 6 1 12 1 11 1 11 1 10 1 3 1 10 1 11 1 11 2 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Board SP Currency SP Date SP Timestamp SP ISIN code SP First trading date SP Last trading date SP Face value SP Face currency SP Issue price SP Listing date SP Listed/Issued quantity SP CRC CR LF Field Format ‘G’ AAAAAAAAAAAAAAAAAAAA AAAA AAA DD-MMM-YYYY HHMMSS AAAAAAAAAAAA DD-MMM-YYYY DD-MMM-YYYY NNNNNNNNNN. AAA NNNNNNNNNN. DD-MMM-YYYY NNNNNNNNNNN Note: Certain fields of the record may be left empty if they are not applicable or not completed for each security. The Face value, Face currency, Issue price, Listing date and the Listed/Issued quantity fields of the record are applicable only for Cash Market securities. These fields are empty for derivative products. The Currency field specifies the currency of the trade, while Face currency field holds the name of the currency in which the Face value is expressed. BSE Technical Specifications Page 15/35 APPENDIX G1 Security Master Data record format for Cash Market Offset 0 2 3 4 24 25 35 36 46 47 52 53 64 65 76 77 88 137 141 142 Length 2 1 1 20 1 10 1 10 1 5 1 11 1 11 1 11 49 4 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Security type SP Security subgroup SP Freefloat SP Date of General Assembly SP Duration start SP Duration end SP Board CRC CR LF Field Format ‘M’ AAAAAAAAAAAAAAAAAAAA AAAAAAAAAA AAAAAAAAAA NNNN. DD-MMM-YYYY DD-MMM-YYYY DD-MMM-YYYY Note: Certain fields of the record may be left empty if they are not applicable or not completed for each security. Example values for the Security type is REGISTERED or BEARER Example values for the Security subgroup field: Description Security subgroup Ordinary Share A EQUITYA Ordinary Share B EQUITYB Compensation note COMPNOTES Investment Fund INVFUNDS Government Bond GVTBONDS T-Bill DISCTBILLS Corporate Bonds CORPBONDS Mortgage Bond MORTGBONDS Bonds of International Financial Institutions FININSTBND MMTS Free Market FREEMARKET The above types and subgroup abbreviations in the table may be changed without notice. Such changes will not be considered as changes of the Record Formats specifications or new versions. The Duration fields are applicable only for debt securities while Freefloat and Date of general assembly is for equities only. BSE Technical Specifications Page 16/35 APPENDIX G2 Payment Data record format for Cash Market Offset 0 2 3 4 24 25 26 27 79 80 132 133 136 137 141 142 Length 2 1 1 20 1 1 1 52 1 52 1 3 1 4 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Dividend/Yield/Rate SP Payment date SP Value paid SP Currency SP Board CRC CR LF Field Format ‘P’ AAAAAAAAAAAAAAAAAAAA A (single character D/Y/R) DD-MMM-YYYY or other string NNNNNNNNNN. or other string AAA or % left justified or empty AAAA Certain fields of the record may be left empty if they are not applicable or not completed for each security. The Payment date, Value paid and Currency fields may hold dividend, yield or rate payment information depending on the kind of security the record belongs to. These fields contain fixed format data for dividend and yield payment but they contain arbitrary descriptive text string for rate payment information. BSE Technical Specifications Page 17/35 APPENDIX G3 Qualifying text data record format for Cash Market Offset 0 2 3 4 24 25 85 86 136 137 141 142 Length 2 1 1 20 1 60 1 50 1 4 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Security name SP Redemption information SP Board CRC CR LF Field Format ‘Q’ AAAAAAAAAAAAAAAAAAAA AAAAAAAAAAAAAAAA... AAAAAAAAAAAAAAAA... AAAA Certain fields of the record may be left empty if they are not applicable or not completed for each security. The Redemption information field contains arbitrary descriptive text string defining the method of redemption payment. BSE Technical Specifications Page 18/35 APPENDIX G4 Master Data record format for Derivatives Market products Offset 0 2 3 4 24 25 35 36 60 61 69 70 81 82 86 87 88 137 141 142 Length 2 1 1 20 1 10 1 24 1 8 1 11 1 4 1 1 49 4 1 2 Field Contents LF Record Identifier SP BSE’s Ticker Symbol SP Strike price SP Minimum price step SP Maturity month or week SP Expiry date SP Instrument/Product ID SP Type for options SP Board CRC CR LF Field Format ‘R’ AAAAAAAAAAAAAAAAAAAA NNNNNNNNNN. NNNNNNNN. or AAAAAAAAA... Mnn-YYYY or Wnn-YYYY DD-MMM-YYYY AAAA “A” for American “E” for European AAAA Certain fields of the record may be left empty if they are not applicable or not completed for each security. The maturity month/week field starts with the “M” character for monthly expiries or character “W” for weekly expiries followed by a two digit number of the given month/week and the four digit calendar year. E.g.: M12-2005 or W51-2005. The minimum price step field contains the minimum price change parameter (tick size) for the given product. A textual notice is inserted into this field if the tick varies with price. BSE Technical Specifications Page 19/35 APPENDIX H Best Bid/Ask 5 level format Offset 0 2 3 4 24 30 40 51 61 72 82 93 103 114 124 135 137 141 142 Length Field Contents 2 LF 1 Record Identifier 1 20 6 10 11 10 11 10 11 10 11 10 11 2 4 1 2 SP BSE’s Ticker Symbol Timestamp Best Bid/Ask Price Best Bid/Ask Quantity 2nd Bid/Ask Price 2nd Bid/Ask Quantity 3rd Bid/Ask Price 3rd Bid/Ask Quantity 4th Bid/Ask Price 4th Bid/Ask Quantity 5th Bid/Ask Price 5th Bid/Ask Quantity SP Board CRC CR LF Field Format 'B/A'= Best 5 Order B = bid, A = Ask AAAAAAAAAAAAAAAAAAAA HHMMSS NNNNNNNNNN. NNNNNNNNNNN NNNNNNNNNN. NNNNNNNNNNN NNNNNNNNNN. NNNNNNNNNNN NNNNNNNNNN. NNNNNNNNNNN NNNNNNNNNN. NNNNNNNNNNN AAAA Note: This record is followed by a ‘Best Bid/Ask 5 level’s yield’ record containing the yields according to the best five price levels. ( See APPENDIX I ) A new ‘A’ or ‘B’ record with a corresponding ‘Y’ record will be sent out if the Bid/Ask price or quantity changes on any of the 5 levels. BSE Technical Specifications Page 20/35 APPENDIX I Best Bid/Ask 5 level’s yield format Offset 0 2 3 4 24 25 31 32 33 34 42 43 51 52 60 61 69 70 78 79 84 85 88 89 94 95 98 99 104 105 108 109 114 115 118 119 124 125 128 137 141 142 Length 2 1 1 20 1 6 1 1 1 8 1 8 1 8 1 8 1 8 1 5 1 3 1 5 1 3 1 5 1 3 1 5 1 3 1 5 1 3 9 4 1 2 Field Contents Field Format LF ‘Y’ Record Identifier SP AAAAAAAAAAAAAAAAAAAA BSE’s Ticker Symbol SP HHMMSS Timestamp SP B = Bid side, A = Ask side Bid/Ask Identifier SP NNNNNNNN. Best Bid/Ask’s Yield SP NNNNNNNN. 2nd Bid/Ask’s Yield SP NNNNNNNN. 3rd Bid/Ask’s Yield SP NNNNNNNN. 4th Bid/Ask’s Yield SP NNNNNNNN. 5th Bid/Ask’s Yield SP Number of Orders at the Best NNNNN Bid/Ask Level SP Number of Firms having Orders at NNN the Best Bid/Ask Level SP Number of Orders at the 2nd NNNNN Bid/Ask Level SP Number of Firms having Orders at NNN the 2nd Bid/Ask Level SP Number of Orders at the 3rd NNNNN Bid/Ask Level SP Number of Firms having Orders at NNN the 3rd Bid/Ask Level SP Number of Orders at the 4th NNNNN Bid/Ask Level SP Number of Firms having Orders at NNN the 4th Bid/Ask Level SP Number of Orders at the 5th NNNNN Bid/Ask Level SP Number of Firms having Orders at NNN the 5th Bid/Ask Level SP AAAA Board CRC CR LF Page 21/35 BSE Technical Specifications Note: This record follows a ‘Best Bid/Ask 5 level’ record (B/A), and contains the yields, number of orders and firms of the best 5 price levels’ of instrument of the preceding record. From the version 2.4 on, the ticker symbol of the given instrument and also the Bid/Ask side identifier is sent out for convenience. BSE Technical Specifications Page 22/35 APPENDIX J Last Record in the Datafeed File format Offset 0 2 3 4 15 16 22 141 142 Length 2 1 1 11 1 6 119 1 2 Field Contents LF Record Identifier SP Date SP Time SP CRC CR LF Field Format 'Z'=last record of the file DD-MMM-YYYY HHMMSS Note: A ‘Z’ record is always appended to the end of the vendrt_yyyymmdd and the vendset_yyyymmdd files meaning that there will be no more information records to be read. BSE Technical Specifications Page 23/35 APPENDIX K Dummy (Heartbeat) Record in the Real-time Feed format Offset 0 2 3 4 15 16 22 141 142 Length 2 1 1 11 1 6 119 1 2 Field Contents LF Record Identifier SP Date SP Time SP CRC CR LF Field Format 'D'= Dummy record DD-MMM-YYYY HHMMSS Note: A ‘D’ record is sent in the real-time feed at least each 5 seconds if there are no other records to be disseminated. It may be useful for checking from a client application program whether the connection is alive in periods such as the pre-opening order entry when the index (BUX) is not calculated. During normal session the X records (BUX) can be used for the same purpose. So it is always guaranteed that either a ‘D’ or an ‘X’ records will be sent out each 5 seconds in case there are no other records to be forwarded. The 5 second period is a default value, this can be configured upon request individually for each vendor firm. Possible choices: the 5 second default not sending this dummy record at all any integer value between 5 and 600 seconds. The ‘D’ records will not be included in the vendrt_yyyymmdd file itself. They will be sent only by the server interface program. This means that in case of a reconnect when reading the file from the beginning these dummy records will not appear again. The ‘D’ records will be sent also after the ‘Z’ record is inserted at the end of file until the connection is alive. BSE Technical Specifications Page 24/35 APPENDIX L Unified Index record format Offset 0 2 3 4 24 25 26 27 28 36 37 38 46 47 48 54 55 66 67 73 141 142 Length 2 1 1 20 1 1 1 1 8 1 1 8 1 1 6 1 11 1 6 68 1 2 Field Contents LF Record Identifier SP Index Name SP Availability SP Change Indicator Value of the Index SP Change Indicator Net Change SP Change Indicator Percentage Change SP Date SP Time SP CRC CR LF Field Format 'N'= Index record AAAAAAAAAAAAAAAAAAAA ‘A’= Available, available otherwise not “+” or “-“ or space NNNNN.NN or spaces “+” or “-“ or space NNNNN.NN or spaces “+” or “-“ or space NNN.NN or spaces DD-MMM-YYYY HHMMSS Note: The Availability field contains ‘A’ if the index value is available, any other character means that at the time of publishing the vendset_yyyymmdd file the result of the index calculation was not available due to some missing input data. The intention is to avoid the delay in publishing the vendset file if some input parameter of the index calculation is missing. If the Availability field contains any character other than ‘A’ (E.g. ‘N’) the information fields following it contain spaces except the Date and Time fields. In such cases the whole record may be ignored or may be used to indicate that the given index was not calculated. Index records with ‘N’ in the Availability field may occur also in the vendrt_yyyymmdd real time file. When the Value of the Index is present (i.e. Available) but the Net Change and/or the Percentage Change field is/are not calculated for that index the given field(s) and the preceding Change Indicator also contain spaces. For example, the record of the DWIX index (calculated only on Thursdays) always contains spaces in the Percentage Change field and in the preceding Change Indicator BSE Technical Specifications Page 25/35 APPENDIX O Daily Turnover Statistics format Offset 0 2 3 4 15 16 22 23 31 32 42 43 53 54 72 73 76 141 142 Length 2 1 1 11 1 6 1 8 1 10 1 10 1 18 1 3 65 1 2 Field Contents LF Record Identifier SP Date SP Time SP Market SP Product Group SP Data Category SP Numeric Value SP Currency SP CRC CR LF Field Format 'V'= Daily Turnover Statistics DD-MMM-YYYY HHMMSS AAAAAAAA (See Note) AAAAAAAAAA (See Note) AAAAAAAAAA (See Note) NNNNNNNNNNNNNNNNNN AAA Note: Each ’V’ record contains a single summary value. Its meaning is defined by the given combination of the Market, Product Group and Data Category fields, as described in the following table. This table will be updated in case of any change in the Market structure of BSE or in the list of traded product groups. Such updates will not be considered to be changes in the Record Format specifications of the BSE DataFeed. When introducing a new Product Group or Data Category, the BSE will notify the Vendors of the updates in mail like in the case of introducing a new security (Ticker Symbol). BSE Technical Specifications Page 26/35 Possible Combinations for the Fields of the Daily Turnover Statistics Records Date DD-MMMYYYY Market CASH FUTURES OPTIONS BSE Product Group TOTAL EQUITYA EQUITYB GVTBONDS DISCTBILLS COMPNOTES INVFOUNDS CORPBONDS FININSTBND MORTGBONDS GVTSECTOTL FREEMARKET EQUITYTOTA TOTAL BUX CURRENCIES EQUITIES INTERESTS TOTAL BUX EQUITIES TOTAL Data Category TURNOVER NOOFTRADES CAPITALIZA LISTEDQTY Value Currency HUF or Spaces TURNOVER NOOFTRADES TURNOVER NOOFTRADES NOOFTRADES Note: In the case of NOOFTRADES and LISTEDQTY Data Categories the Currency field contains spaces. (Exception: Product Groups DISCTBILLS, GVTBONDS and GVTSECTOTL where LISTEDQTY denotes listed nominal value given in HUF, Hungarian Forints.) The and FUTURES FUTURES CURRENCIES TOTAL TURNOVER TURNOVER combinations are not published. The meaning of the abbreviations: COMPNOTES CORPBONDS DISCTBILLS EQUITIES EQUITYA EQUITYB FININSTBND GVTBONDS MORTGBONDS INVFOUNDS FREEMARKET GVTSECTOTL EQUITYTOTA BUX NOOFTRADES BSE Technical Specifications Compensation Notes Corporate Bonds Discount T-Bills Equities Category A equities (stricter listing conditions) Category B equities Bonds of International Financial Institutions Government Bonds Mortgage Bonds Investment Founds MMTS Free Market Government Securities Total (GVTBONDS + DISCTBILLS) Equity Total (EQUITYA + EQUITYB + COMPNOTES + INVFOUNDS) The BUX index of the Budapest Stock Exchange (BSE). Number of Trades Page 27/35 CAPITALIZA LISTEDQTY BSE Capitalization (Listed Quantity x Closing Price) Listed Quantity means the number of listed securities (in case of equities and some other cash market product groups) with the exception of the government bonds and discount T-bills where it means the listed nominal value. If the Market Field is set to „BSE”, the ’V’ record will contain the given total value for all markets of the exchange. (BSE TOTAL NOOFTRADES) The turnover figures sent out as ’V’ records in the vendset_yyyymmdd file according to the initial values of the table above are as follows: BSE CASH CASH CASH CASH CASH CASH FUTURES OPTIONS OPTIONS TOTAL TOTAL TOTAL EQUITYTOTA EQUITYTOTA GVTSECTOTL GVTSECTOTL TOTAL TOTAL TOTAL NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES NOOFTRADES TURNOVER NOOFTRADES CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH EQUITYA EQUITYA EQUITYB EQUITYB CORPBONDS CORPBONDS FININSTBND FININSTBND DISCTBILLS DISCTBILLS INVFOUNDS INVFOUNDS COMPNOTES COMPNOTES FREEMARKET FREEMARKET GVTBONDS GVTBONDS MORTGBONDS MORTGBONDS TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES FUTURES FUTURES FUTURES FUTURES FUTURES BUX BUX CURRENCIES EQUITIES EQUITIES TURNOVER NOOFTRADES NOOFTRADES TURNOVER NOOFTRADES Page 28/35 BSE Technical Specifications FUTURES FUTURES OPTIONS OPTIONS OPTIONS OPTIONS INTERESTS INTERESTS BUX BUX EQUITIES EQUITIES TURNOVER NOOFTRADES TURNOVER NOOFTRADES TURNOVER NOOFTRADES Trading day’s capitalization figures: CASH CASH CASH CASH CASH TOTAL EQUITYTOTA EQUITYTOTA GVTSECTOTL GVTSECTOTL CAPITALIZA CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH CASH EQUITYA EQUITYA EQUITYB EQUITYB CORPBONDS CORPBONDS FININSTBND FININSTBND DISCTBILLS DISCTBILLS INVFOUNDS INVFOUNDS COMPNOTES COMPNOTES FREEMARKET FREEMARKET GVTBONDS GVTBONDS MORTGBONDS MORTGBONDS CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY CAPITALIZA LISTEDQTY Note: CASH GVTSECTOTL TURNOVER + CASH EQUITYTOTA TURNOVER != (not equal) CASH TOTAL TURNOVER CASH GVTSECTOTL NOOFTRADES + CASH EQUITYTOTA NOOFTRADES != (not equal) CASH TOTAL NOOFTRADES CASH GVTSECTOTL CAPITALIZA + CASH EQUITYTOTA CAPITALIZA != (not equal) CASH TOTAL CAPITALIZA BSE Technical Specifications Page 29/35 APPENDIX Z The composition of existing service packages of the BSE Vendor Interface Record types Best price level vendrt vendset x (as they occur) x (endofday list) x (when best price level or size changes) Service packages Best 5 price level Real-time BUX vendrt vendset buxrt buxset x (as they occur) x (endofday list) x (when best price level or size changes) x (when any of the best 5 ask levels or sizes changes) x (when any of the best 5 bid levels or sizes changes) x (sent with every A or B record) x x x (each seconds) x 5 x x (each 5 seconds) x (for the BUX only) T Trade O Best Order End of Day FTP vendset vendset x (endofday list) x (endofday list) A Best Ask 5 level B Best Bid 5 level Y Best Bid/Ask 5 level Yield I Open Interest in Futures S Settlement price in Futures X BUX index x (each seconds) C Closing Price x x x 5 x x x x x x (day’s log of X records) x (for the BUX x only) x BSE Technical Specifications Page 30/35 Record types Best price level vendrt vendset E Security status x (At the x (At the beginning of the beginning or file for each inside of the file security eligible for each security for trading that eligible for day) trading the next plus as status trading day. The changes status is S for each security.) G Generic x (At the x (At the Security Data beginning of the beginning or file for each inside of the file security eligible for each security for trading that eligible for day) trading the next trading day) M Master Data x (At the x (At the beginning of the beginning of the file for each file for each Cash Market Cash Market security eligible security eligible for trading that for trading the day) next trading day) P Payment Data x (At the x (At the beginning of the beginning of the file for each file for each Cash Market Cash Market security eligible security eligible for trading that for trading the day) next trading day) Service packages Best 5 price level vendrt vendset x (At the x (At the beginning of the beginning or file for each inside of the file security eligible for each security for trading that eligible for day) trading the next plus as status trading day. The changes status is S for each security.) x (At the x (At the beginning of the beginning or file for each inside of the file security eligible for each security for trading that eligible for day) trading the next trading day) x (At the x (At the beginning of the beginning of the file for each file for each Cash Market Cash Market security eligible security eligible for trading that for trading the day) next trading day) x (At the x (At the beginning of the beginning of the file for each file for each Cash Market Cash Market security eligible security eligible for trading that for trading the day) next trading day) Real-time BUX buxrt buxset End of Day vendset x (At the beginning of the file for each security eligible for trading the next trading day. The status is S for each security.) FTP vendset x (At the beginning of the file for each security eligible for trading the next trading day. The status is S for each security.) BSE Technical Specifications Page 31/35 Record types Best price level vendrt vendset x (At the x (At the beginning of the beginning of the file for each file for each Cash Market Cash Market security eligible security eligible for trading that for trading the day) next trading day) x (At the x (Inside of the beginning of the file for each file for each Derivatives Derivatives Market security Market security eligible for eligible for trading the next trading that day) trading day) x (last record) x (last record) x (appears each 5 seconds if nothing else was sent) x (N records x (N records containing containing different new different new indices may be indices may be forwarded forwarded without without changing the changing the Record Formats Record Formats specifications) specifications) x (several ‘V’ records about the end of file) Service packages Best 5 price level vendrt vendset x (At the x (At the beginning of the beginning of the file for each file for each Cash Market Cash Market security eligible security eligible for trading that for trading the day) next trading day) x (At the x (Inside of the beginning of the file for each file for each Derivatives Derivatives Market security Market security eligible for eligible for trading the next trading that day) trading day) x (last record) x (last record) x (appears each 5 seconds if nothing else was sent) x (N records x (N records containing containing different new different new indices may be indices may be forwarded forwarded without without changing the changing the Record Formats Record Formats specifications) specifications) x (several ‘V’ records about the end of file) Real-time BUX buxrt buxset End of Day vendset FTP vendset Q Qualifying Text Data R Derivatives Master Data Z Last record D Dummy record N Unified Index record V Daily Turnover and Capitalization x (last record) x (last record) x (appears each 5 seconds if nothing else was sent) x (N records x (day’s log of N containing records) different new indices may be forwarded without changing the Record Formats specifications) x (several ‘V’ records about the end of file) x (last record) x (last record) x (N records containing different new indices may be forwarded without changing the Record Formats specifications) x (several ‘V’ records about the end of file) x (N records containing different new indices may be forwarded without changing the Record Formats specifications) x (several ‘V’ records about the end of file) BSE Technical Specifications Page 32/35 Notes: The vendrt_yyyymmdd.dat real-time file is created at the start of the Real-time Data-feed and continuously appended with new records as the real-time information to be sent out appears in the Data-feed. The contents of the vendrt_yyyymmdd file for the Best price level and the Best 5 price level packages are different. Clients subscribing to the Real-time Index Package (buxrt) have to connect to the vendrt_yyyymmdd.dat real-time file, however they will receive the relevant index values only. (There is no buxrt_yyyymmdd.dat file on the BSE servers.) The vendotc_yyyymmdd.dat file is provided for publishing OTC Trade data on behalf of contracted BSE members in real-time. This file contains only ‘U’ records and the closing ‘Z’ records. The ‘U’ record type appears only in this file and will not be published in the vendrt_yyyymmdd.dat or vendset_yyyymmdd.dat files. Any existing service package can be extended by the subscription for the vendotc real-time file, but it can be purchased separately without subscribing for other packages. The vendotc_yyyymmdd.dat file is created immediately after midnight (GMT+1) and is continuously appended with new records as the real-time OTC information is sent out by contracted members for publication during the day. A few seconds before midnight a ‘Z’ record is added and the day’s file is closed. Having received the ‘Z’ record vendor clients (after a due 1 minute delay) may start a new connection for accessing the new file for the new current date. The ‘D’ dummy records do not appear in the vendrt_yyyymmdd.dat, or vendotc_yyyymmdd.dat files themselves, they are sent only by the server interface, when needed. The delayed service packages are not indicated in the table above, because as far as the contents are concerned they get the same trading information as the real-time packages. The vendset_yyyymmdd end of day file is created after the day’s trading is closed and the end-of-day statistics are available. The vendset_yyyymmdd files in the different service packages have the same contents. BSE Technical Specifications Page 33/35 II. Connectivity Information BSE VIS Network Connectivity BSE Vendor MMTS System Router1 MATÁV MLLN network Primary / Secondary MT 013042 2 Mbit/sec 2 Mbit/sec BSE Vendor Office_Sw2 BSE Vendor VIS 192.168.55.1 Vendor Firewall MATÁV ISDN network Secondary 327-8200 BSE Vendor accessing BSE data via WBAG IDF HUB1 HUB2 EVI 192.168.55.3 256 kbit/sec BSE Vendor accessing BSE data via WBAG IDF WBAG IDF Wienna Router2 2 Mbit/sec BSE Vendor accessing BSE data via WBAG IDF EVI21 192.168.55.4 MATÁV MLLN network Primary / Secondary MT 011017 2 Mbit/sec BSE Vendor BSE Vendor 2 Mbit/sec MATÁV ISDN network Secondary 327-8100 BSE Vendor Connection bandwidth possibilities: 64 kbit/sec 128 kbit/sec 256 kbit/sec Primary connection possibilities: Vendor1 router leased line MT 013042 Vendor2 router leased line MT 011017 Secondary connection possibilities: Vendor1 router ISDN line 327-8200 Vendor2 router ISDN line 327-8100 Vendor2 router leased line MT 011017 BSE Technical Specifications Page 34/35 III. Access to BSE Information via WBAG’s IDF* As from 21 November 2005, BSE offers Distributors an additional Physical and Logical Point of Access. It becomes possible to access BSE Information via the data distribution system (hereinafter: IDF) of Wiener Börse AG (hereinafter: WBAG). Distributors may connect to WBAG’s vendor servers located in Vienna and receive BSE Information in WBAG’s data format. For detailed information on the IDF feed, data formats and connection features, please consult WBAG’S IDF Interface Description (Budapest Stock Exchange on IDF Integrated Datafeed). Dissemination of BSE Information via IDF is conducted under the terms and conditions of the BSE Agreement (the Information Distribution Agreement together with BSE Schedule of Fees, BSE Information Policies, BSE Information Packages and BSE Technical Specifications as published by BSE and amended from time to time in accordance with the Agreement). In particular, the same Information Packages are available and the same fees are applicable as in the case of direct connection to BSE’s vendor servers. Therefore, a Distributor must have a valid BSE Information Distribution Agreement in order to access BSE Information via IDF. It is however necessary, for administrative purposes, for the Distributor to also have a valid Market Data Agreement with WBAG and execute Appendix K of this Market Data Agreement. Please note that service hours for WBAG’s technical and functional helpdesk are between 8:00 and 17:30 on all WBAG trading days. Outside these service hours, as well as on WBAG trading holidays which are trading days on BSE, WBAG’s helpdesk facilities may be limited. * As of 27th of April 2007 ADH replaced IDF, so please consider accordingly. BSE Technical Specifications Page 35/35