Trading Protocols
Exchange provides trading front-ends "NEAT" / "NEAT+". However, if the member desires to customize the trading front-end according to their requirements, members can do so and can develop a Non-NEAT front-end. Alternately, members can also procure Non-NEAT Front-end software solutions from various Vendors / Application Service Providers (ASP) empanelled with the Exchange.
For developing Non-NEAT front-end applications, members/vendors have to refer to Exchange provided documents. These documents describe the protocol to be used for Non-NEAT Front-end (NNF) applications to communicate with the Exchange's Trading System and thus serve as a development guide for the NNF developers.
Using Exchange provided NEAT Adapter application:
Exchange trading system is a 3-tier system with NEAT Adapter (NA) acting as a middle-ware between Front-End and Host End. The NA system consists of a software component running on server class hardware platform which allows access and connectivity to the Exchange trading systems. Exchange provided trading front ends – NEAT / NEATPlus software can connect to NEAT Adapter system, which in turn will communicate with the Exchange trading system, thereby facilitating trading.
Direct Connection using Trimmed Protocol:
As the name suggests, members can connect directly to Exchange without any middle-ware application provided by the Exchange. Member systems must initiate a TCP socket connection to the address given by the exchange. Members can refer to the NNF Trimmed Protocol documents for details regarding connection feature.
The Trimmed Protocol document is the protocol document of the Exchange which describes the general guidelines and message structures / flow required to be implemented for communication with the Exchange trading systems. The protocol has Structures for Order Entry Request, Order Modification /Cancelation Request and Response, Trade Modification, Trade Confirmation, Market data broadcast etc.
Kindly refer the below table for usage of the relevant protocol document:
|
Mode of Connection |
Protocol |
Can be used |
|---|---|---|
|
NEAT Adapter |
- |
"NEAT" / "NEAT Plus" |
|
Direct Connection |
Trimmed |
Only for Non Neat Frontend applications |
| PROTOCOL DOCUMENT | CAPITAL MARKET SEGMENT | FUTURES AND OPTIONS SEGMENT | CURRENCY DERIVATIVES SEGMENT | COMMODITIES DERIVATIVES SEGMENT | SECURITIES LENDING AND BORROWING MARKETS |
|---|---|---|---|---|---|
| Trading Trimmed NNF | Click Here | Click Here | Click Here | Click Here | Click Here |
| Drop Copy - Normal protocol | Click Here | Click Here | Click Here | Click Here | - |
| Multicast Tick By Tick | Click Here | Click Here | Click Here | Click Here | - |
| NOTIS WEB Protocol | Click Here | Click Here | Click Here | Click Here | Click Here |
| Extranet Protocol | Click Here | ||||
Updated on: 14/10/2024
