Capital Market Segment Data And Reports Download

Download Ref. No: NSE/CMPT/12516
Circular No:  NSCCL/SEC/2009/0235
Date: June 03, 2009

To
All Members / Custodians

Sub: Discontinuation of Data Files (files with extension DAT) from August 3, 2009

Members are requested to note that w.e.f August 3, 2009 NSCCL shall discontinue download of DAT files for Clearing Front End (CFE). Reports in comma separated (csv) format shall be downloaded from June 8, 2009.
Members may please make the requisite changes in their Back-office systems before July 31, 2009 for loading of the csv reports.

Please refer Annexure I for details of csv reports that shall be downloaded w.e.f. June 8, 2009 and Annexure II for details of DAT and csv files that shall be discontinued w.e.f. August 3, 2009.
Members are requested to take note of the same.

For any further clarifications members may contact NSCCL – Securities Department on the following numbers:
Phone Nos: 26598215, 26598267, 26598268
Fax No: 26598269

For National Securities Clearing Corporation Ltd.

Rana Usman
Asst. Vice President

 

Annexure I

Details of Files Format

1. No-Delivery Trades Report
    File Name - C_memcode_NODEL_SETTYP_DDMMYYYY.csv
    File location - Members Folder/Reports
    Settlement Type
    Settlement No
    Trade Date
    Security Symbol
    Security Series
    Trade No
    Order number/OTR No
    Buy/Sell Flag
    Trade Quantity
    Trade Value
    Custodian Participant Code
    Custodian Code
2. Deliveries Report
    File Name - C_memcode_DLVR_SETTYPNO_DDMMYYYY.csv
    File location - Members Folder/Reports
    Settlement Type
    Settlement Number
    Delivery Centre Code
    Receiving Centre Code
    Delivery Unique ID
    Delivery Date
    Delivery Number
    Receipt Number
    Delivery Trade Number
    Delivery Type
    Security Symbol
    Security Series
    Security Code
    Quantity to Deliver/Quantity to receive
    Quantity Delivered
    Quantity Received (Electronic)
    Quantity Received (Physical)
    Quantity Received
    Delivery Value
    Number of Certificates
    Delivering Custodian code
    Delivering Trading Member
    Delivering Trading Member Branch Number
    Receiving Custodian Code
    Receiving Trading Member
    Receiving Trading Member Branch
    Objection Number
    Corporate Benefit Flag
3. Security Master
    File Name - C_SEC_DDMMYYYY.csv
    File location – Members Folder/Common
    Security Symbol
    Security Series
    Security Description
    Security Code
    Security ISIN
4. Auctions Square off Debit/ Credit Report
    File Name - C_memcode_ASQR_SETTYPNO_D_DDMMYYYY.CSV or
                        C_memcode_ASQR_SETTYPNO_R_DDMMYYYY.CSV
    File Location- Members Folder/Reports
    Security Symbol
    Security Series
    Settlement Type
    Settlement Number
    Square off quantity
    Square off Price
    Square off debit/Credit Amount
5. Auction Difference Report
    File Name - C_memcode_ADIF_SETTYPNO_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Security Symbol
    Security Series
    Settlement Type
    Settlement No
    Trade Qty
    Valuation Amount
    Auction Amount
    Auction Difference Amount
    Total Funds Payable
6. Security Shortages Report
    File Name -  C_memcode_SHRT_SETTYPNO_D_DDMMYYYY.csv or C_memcode_SHRT_SETTYPNO_R_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Serial No
    Settlement Type
    Settlement No
    Security Symbol
    Security Series
    Short quantity
    Valuation price
    Valuation Debit Amount
7. Corporate Action Report
    File Name - C_CORPACT_DDMMYYYY.csv
    File Location- Members Folder/Common
    Security Symbol
    Security Series
    Security Description
    Sec Code
    Record date
    Book Closure start date
    Book Closure end date
    Ex Date
    ND Start Date
    ND End Date
    Settlement Type
    Settlement No
    Corporate Action description
    ISIN Code
    Active/Cancelled flag
8. Daily Funds Statement
    File Name - C_memcode_DFND_DDMMYYYYY.csv
    File Location- Members Folder/Reports
    Summary Txn No
    Segment Indicator
    Bank Txns Received Date
    Transaction Code
    Transaction Description
    Debit/Credit
    Original Amount
    Due Amount    
    Amount Received
    Short Amount
9. Custodian Trades Report
    File Name - C_memcode_CUSTRD_SETTYPNO_DDMMYYYY.csv
    File Location- Custodian / Download
    Settlement Type
    Settlement No
    Custodian Code
    Custodian Participant
    Security Symbol
    Security Series
    Trade Date
    Order number/OTR number
    Buy/Sell Flag
    Quantity
    Price
    Value
    Confirmation flag
10. Trades Report
    File Name - C_memcode_TRD_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Trade Number
    Trade Date
    Trade Time
    Security Symbol
    Security Series
    Security Code
    Security Type
    Buy Trading Member
    Trade Buy Dealer
    Sell Trading Member
    Trade Sell Dealer
    Trade Price
    Trade Quantity
    Buy Order Number
    Sell Order Number
    Buy Custodial Participant Code
    Sell Custodial Participant Code
    Buy Custodian Code
    Sell Custodian Code
    Buy  Account
    Sell Account
    ISIN Code
    Market Type
    No-Delivery flag
    Buy Confirmation Flag
    Sell Confirmation Flag
    Auction Number
    Act Type
    Buy TM Branch
    Sell TM Branch
    Old Buy Custodial Participant Code
    Old Sell Custodial Participant Code
    Old Buy Custodian Code
    Old Sell Custodian Code
11. Order Confirmation Report
    File Name - C_memcode_ORDC_DDMMYYYY.csv
    File Location- Custodian / Download
    Settlement Type
    Settlement Number
    Security Symbol
    Security Series
    Order/OTR number
    Buy/Sell Flag
    Trade Quantity
    Trade Value
    Weighted Avg Price
    CP Code
    TM Code
12. Daily Obligation Report
    File Name - C_memcode_DOBG_SETTYPNO_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Settlement Type
    Settlement No
    Trading Member Code
    Trading Member Branch Code
    Custodian Participant Code
    Custodian Code
    Security Symbol
    Security Series
    Security Code
    Obligation Date
    No Delivery Security Flag
    Daily Buy Volume
    Daily Sell Volume
    Daily Buy Amount
    Daily Sell Amount
    Cumulative Buy Volume
    Cumulative Sell Volume
    Cumulative Buy Amount
    Cumulative Sell Amount
    Final Obligation Flag
13. Final Obligation Report
    File Name - C_memcode_FOBG_SETTYPNO_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Settlement Type
    Settlement No
    Trading Member Code
    Trading Member Branch Code
    Custodian Participant Code
    Custodian Code
    Security Symbol
    Security Series
    Security Code
    Obligation Date
    No Delivery Security Flag
    Daily Buy Volume
    Daily Sell Volume
    Daily Buy Amount
    Daily Sell Amount
    Cumulative Buy Volume
    Cumulative Sell Volume
    Cumulative Buy Amount
    Cumulative Sell Amount
    Final Obligation Flag
14. Settlement Calendar
    File Name - C_STC_MONYYYY_DDMMYYYY.csv
    File Location- Members Folder/Common
    Settlement Type
    Settlement No
    Trade Start Date
    Trade End Date
    Funds Payin Date
    Funds Payout Date
    Security Payin Date
    Security Payout Date
    Final Obligation Date
    Settlement Merge Number
    Settlement Active (Y/N)
    Settlement Special (Y/N)
15. Bank Summary Report
    File Name – C_memcode_DFNS_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Summary Transaction Number
    Description
    Transaction Code
    Debit/Credit
    From Account Number
    To Account Number
    Amount
16. Net Daily Obligation Report
    File Name - C_memcode_NDOBG_SETTYPNO_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Security Symbol
    Security Series
    Cumulative Buy Quantity
    Cumulative Buy Value
    Cumulative Sell Quantity
    Cumulative Sell Value
    Net Quantity
    Net Value
17. Net Final Obligation Report
    File Name - C_memcode_NFOBG_SETTYPNO_DDMMYYYY.csv
    File Location- Members Folder/Reports
    Security Symbol
    Security Series
    Cumulative Buy Quantity
    Cumulative Buy Value
    Cumulative Sell Quantity
    Cumulative Sell Value
    Net Quantity
    Net Value

Annexure II

Following DAT files sent to members and custodians will be discontinued

Data file for Members (in zip format)  -
F_<Membercode>_C<YYMMDD><BatchNo.>.DAT
Master File for Members (in zip format) - <MemberCode>_900101.DAT

Data file for Custodians (in zip format) -
F_<Custodiancode>_C<YYMMDD><BatchNo.>.DAT
Master File for Custodians - <Custodiancode>_900101.DAT
Back-office file for Custodians –
B_<Custodiancode>_<YYMMDD><BatchNo.>.DAT

Following csv reports, which are getting generated through CFE, will be discontinued -

  1. Trades
  2. Obligations
  3. Deliveries
  4. Corporate Actions
  5. Settlement Periods
  6. Bank Summary
  7. Bank Transactions
  8. Securities Report
  9. Physical ISIN Codes