| Field Name |
Data Type |
Tag |
Description |
| Message Header |
| Message Delimiter |
Char (2) |
NA |
ASCII Char (2). This will indicate start of message |
| Exchange Code |
Char(4) |
100 |
Name of the Exchange |
| Message Code |
Integer(3) |
101 |
Type of Message |
| Message Length |
Numeric |
102 |
Length of the whole Message excluding message delimiter character |
| Message Time |
Char(19) |
103 |
Format like: ‘2003-11-27 10:45:25’; |
| Message Body |
| Contract |
Char(3) |
31 |
Contract symbol |
| Expiry |
Char(7) |
33 |
Expiry |
| Buy Qty |
Numeric |
203 |
Buy quantity |
| Buy Price |
Numeric |
205 |
Buy price |
| Sell Qty |
Numeric |
204 |
Sell quantity |
| Sell Price |
Numeric |
206 |
Sell price |
| LTP |
Numeric |
207 |
Last traded price |
| LTQ |
Numeric |
208 |
Last traded quantity |
| Total Qty Traded |
Numeric |
215 |
Total quantity traded |
| Open |
Numeric |
211 |
Open price |
| High |
Numeric |
213 |
High price |
| Low |
Numeric |
214 |
Low price |
| Close |
Numeric |
212 |
Close price |
| PQU |
Char |
223 |
Price quotation unit |
| TU |
Char |
224 |
Trading Unit |
| Total Value |
Numeric |
225 |
Total Traded Value |
| Open Interest |
Numeric |
301 |
Current Open Interest |
| Previous Open Interest |
Numeric |
302 |
Previous Day Open Interest |
| Life Time High |
Numeric |
303 |
Life Time High Price of the Contract |
| Life Time Low |
Numeric |
304 |
Life Time Low Price of the Contract |
| Multiple Factor |
Numeric |
306 |
Multiple Factor for the Contract |
Example of Raw Data for the above Tags:
100=NMCE|101=209|102=252|103=2004-04-22 11:46:54|31=PEPPER|33=15JUL2005|
203=30|205=710000|204=20|206=715000|207=712500|208=10|215=710|211=705 000|213=720000|214=700000|212=715000|223=100 KG|224=1 Ton|
Important Instructions:
- 0x02 indicates the start of packet.
- A heartbeat is sent at every 10 seconds in case there is no data. The heartbeat message data format is as under
0x02|100=NMCE|101=999|*
* 999 in the 101 field, indicates a heartbeat packet.
- Only the commodities and series which are traded during the day are sent
in the Multicast data. However at the end of the day, the close price for all
the commodities whether traded or not during the day is calculated and is
transmitted as multicast once.
- The close price would be updated in the 209 message itself at the end of
the day. The Close price is the settlement price for the day.
Data Feed Transmission from the Exchange:
- The Exchange provides the Data Feed to its Vendors/Members through
VSAT, Leased Line or Internet.
- The Exchange sends the Data Feed as TCP stream on an IP address and a
Port number. The Data Feed shall be on the Real-Time basis in the push
mode.
- The Vendors/Members desirous of availing the NMCE Data Feed are
required to inform the IP address (Real IP / Public IP in case of Internet)
and a port number to the Exchange so that Exchange may start sending the
Data Feed on that IP Address & Port Number.
- The Vendors/Members may develop their own Listener application which
would be running on that particular IP address and listening on that
particular port. The listener application would store the NMCE Data Feed
into the local database.
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