Trading Interfaces

The Exchange is in the process of implementing a new commodity derivatives platform. Pursuant to the same, there are changes in the trading interfaces. The Exchange has released new trading interfaces, which will be in effect once the new trading platform is live.

Following are the new trading interfaces which will be implemented along with the new trading platform:-

Interactive API
Interface Description Downloads (API + templates/header file)
MCX ETI (Enhanced Trading Interface) Transactional interface for interacting with the Exchange’s trading platform. A proprietary session layer with flat binary encoding is used in order to interface with the exchange. The ETI provides trading functions like Order Handling, Execution Notifications and Drop copy for complete order history of all standard orders of a session.
MCX FIX Transactional interface based solely on FIX protocol for interacting with the Exchange’s trading platform. Designed for participants whose applications are purely FIX based.
Broadcast API
MCX MDI (Market Data Interface) This interface provides netted market data. The updates of the order book are sent at regular intervals; they are not provided for every order book change. On-exchange trades are not reported individually, however statistical information is provided instead.
MCX EMDI (Enhanced Market Data Interface) This interface provides un-netted market data. The updates of the order book are delivered for all order book changes up to a given level; all on-exchange trades are reported individually.
MCX EOBI (Enhanced Order Book Interface) – Tick by Tick Data This interface provides the entire visible order book, by publishing information on each individual order along with executions and state information in real-time and in an un-netted manner. The interface is available for a selected group of derivatives market benchmark products. This interface provides greater transparency and efficiency, together with a high throughput at minimal latency.
Reference Data files (Masters)
MCX Reference Data Files (Masters) It consists of file formats for masters i.e. Instrument Master, participant master, asset master etc.
File formats
MCX File Formats This interface contains various file formats used by the Exchange and its stakeholders.
UCC File Formats This interface document contains various UCC file formats used by the Exchange and its stakeholders.
Trading Interface Templates and Header files
ETI (Enhanced Trading Interface) header file
MDI (Market Data Interface) Sample templates (FAST)
EMDI (Enhanced Market Data Interface) Sample templates (FAST)
Trading Interface – Test Environment
Connectivity Details
Trading Interface – Live Environment
Connectivity Details - (PDC & DRS)

 

In case of any queries or clarification on above new trading interfaces, trading members/vendors are requested to get in touch on following contact details:

MORE IN THIS SECTION

TECHNOLOGY
CONNECTIVITY
DATA FEED

Technology Trust Factors

ISO 22301:2019

Business Continuity Management System

Technology Trust Factors

ISO 27001:2013

Information security Management Standard

Technology Trust Factors

ISO 9001:2015

Quality Management System

Technology Trust Factors

ISO 14001:2015

Environmental Management System

Need Assistance?

Please contact

022-6649 4040
[email protected]

DATAFEED
Products & Services

Know More »