The Bombay Stock Exchange (BSE) on May 28, 2024, notified regarding the Enhancement in the Enhanced Order Book Interface (EOBI) Market Data stream.
The following has been amended namely: -
• In the recent development of Pre-Trade Risk Control – Limit Price Protection (LPP) controls implemented in the Equity Derivatives segment, the applicable LPP range for each contract was disseminated in the incremental stream of data, and the data was sent whenever there was a change in the LPP range.
• It states that the LPP ranges shall also be sent in a snapshot stream as well, and this data shall be sent in the instrument summary message.
• It specifies that the field TradedVolume and No. of Trades shall no longer be an Enum of the field MDEntryType instead it shall be made as a separate independent field.
• It states that these changes shall be made available in the simulation (test) environment for Equity, Equity Derivatives, Currency Derivatives, and EGR segments from June 03, 2024, onwards.
• It is proposed to make the above changes live in the Equity Derivatives segment from Monday, July 01, 2024, onwards (Mock trading session 29th June 2024) and in the Equity, Currency Derivatives & EGR segment from Monday, July 08, 2024, onwards (Mock trading 06th July 2024).
Kindly visit www.bseindia.com/nta.aspx for the EOBI API version 1.3 document and the EOBI layout file.
[Notice no. - 20240528-9]
