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NMCE Data feed Format |
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NMCE Standard Data feed Format |
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NMCE Tag 31 Details |
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NMCE Standard Data feed Format |
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Message format of Data feed: |
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Field Name |
Data Type |
Tag |
Description |
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Message Header |
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Message
Delimiter |
Char (2) |
NA |
ASCII Char (2).
This will indicate start of message |
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Exchange Code |
Char(4) |
100 |
Name of the
Exchange |
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Message Code |
Integer(3) |
101 |
Type of Message |
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Message Length |
Numeric |
102 |
Length of the
whole Message excluding message delimiter
character |
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Message Time |
Char(19) |
103 |
Format like:
‘2003-11-27 10:45:25’ |
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Message Body |
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Contract |
Char(3) |
31 |
Contract symbol |
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Expiry |
Char(7) |
33 |
Expiry |
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BuyQty |
Numeric |
203 |
Buy quantity |
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BuyPrice |
Numeric |
205 |
Buy price |
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Sell Qty |
Numeric |
204 |
Sell quantity |
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SellPrice |
Numeric |
206 |
Sell price |
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LTP |
Numeric |
207 |
Last traded
price |
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LTQ |
Numeric |
208 |
Last traded
quantity |
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TotalQtyTraded |
Numeric |
215 |
Total quantity
traded |
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Open |
Numeric |
211 |
Open price |
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High |
Numeric |
213 |
High price |
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Low |
Numeric |
214 |
Low price |
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Close |
Numeric |
212 |
Close price |
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PQU |
Char |
223 |
Price quotation
unit |
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TU |
Char |
224 |
Trading Unit |
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Total Value |
Numeric |
225 |
Total Traded
Value |
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Open Interest |
Numeric |
301 |
Current Open
Interest |
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Previous Open
Interest |
Numeric |
302 |
Previous Day’s
Open Interest |
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Life Time High |
Numeric |
303 |
Life Time High
Price of the Contract |
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Life Time Low |
Numeric |
304 |
Life Time Low
Price of the Contract |
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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|
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Important
Instructions:
1) 0x02 indicates the start of
packet.
2) A heartbeat is sent at every 10
seconds in case there is no data. The heartbeat
message data
format is as under
Ø
0x02|100=NMCE|101=999|*
*999 in the 101 field, indicates a
heartbeat packet.
3) 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.
4) 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:
ü The
Exchange provides the Data Feed to its
Vendors/Members through VSAT, Leased Line or
Internet.
ü 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.
ü 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.
ü
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.
Top
Download NMCE Standard Data feed Format
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*
NMCE Tag 31 Details |
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NMCE -
Details of Tag 31, PQF, Trading Unit & Multiplier |
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Sr. No. |
Commodity Name |
Code in Tag
31 |
Price
Quotation Factor |
Trading Unit |
Multiplier |
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1 |
ALUMINIUM |
ALM |
1 kg |
250 kg |
250 |
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2 |
CARDAMOM |
CDM |
1 kg |
100 kg |
100 |
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3 |
CASTOR CAKE |
CSC |
1000 kg |
1 MT |
1 |
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4 |
CASTOR OIL |
CSO |
10 kg |
1 MT |
100 |
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5 |
CASTOR SEED 10
MT |
CST |
100 kg |
10 MT |
100 |
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6 |
CHALTHAN SUGAR |
C22 |
100 kg |
10 MT |
100 |
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7 |
CHANA |
CHN |
100 kg |
10 MT |
100 |
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8 |
COCONUT CAKE |
CNC |
1000 kg |
1 MT |
1 |
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9 |
COCONUT OIL |
CNO |
100 kg |
1 MT |
10 |
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10 |
COFFEE ARABICA |
CFA |
100 kg |
1500 kg |
15 |
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11 |
COFFEE ROBUSTA |
CFR |
100 kg |
1500 kg |
15 |
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12 |
COPPER |
COP |
1 kg |
250 kg |
250 |
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13 |
COPRA |
CPS |
100 kg |
1 MT |
10 |
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14 |
COTTON CAKE |
CTC |
1000 kg |
1 MT |
1 |
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15 |
COTTON OIL |
CTO |
10 kg |
1 MT |
100 |
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16 |
COTTON SEED |
CTS |
20 kg |
1 MT |
50 |
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17 |
CRUDE PALM OIL |
CPO |
10 kg |
1 MT |
100 |
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18 |
CUMINSEED |
CMN |
100 kg |
3 MT |
30 |
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19 |
GOLD |
GOL |
10 gm |
100 gm |
10 |
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20 |
GROUNDNUT CAKE |
GRC |
1000 kg |
1 MT |
1 |
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21 |
GROUNDNUT OIL |
GRO |
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