The Bombay Stock Exchange (BSE) on July 11, 2023, issued a notification regarding the Enhancement in Contract Master file formats for the Equity Derivatives Segment
This has a reference to the Exchange circulars – no.20230526-54 dated May 26, 2023, no.20230621-48 dated June 21, 2023, and no.20230623-62 dated June 23, 2023, regarding single order quantity limits for index and single stock derivatives contracts.
The following has been stated namely: -
• it has been proposed to provide the single order quantity limit as defined by the Exchange in the contract master files
• it states that the Trading members may kindly note that there shall be no change in the format of the contract master files as one of the existing filler fields shall be used for the same.
• The single-order quantity limit shall be provided in the contract master files of the Equity Derivatives segment as follows -
(i) Contract Master file (EQD_COddmmyy.csv)
(ii) Contract Master file – standardized format (BSE_EQD_CONTRACT_ddmmyyyy.csv)
(iii) Contract Master file for index contracts (EQD_INDEX_COddmmyy.csv)
• The changes in the files have been highlighted in the enclosed file format document as ANNEXURE, along with sample files.
• The Trading members and front-end trading application vendors connecting through ETI API are requested to take note of the same and make necessary changes in their trading application, as appropriate.
• This enhancement shall be made available in the contract master files with effect from the end of day Friday, July 28, 2023 (applicable trading date Monday, July 31, 2023).
[Notification No. 20230711-12]
