NATIONAL STOCK EXCHANGE OF INDIA LIMITED DEPARTMENT : FUTURES & OPTIONS Download Ref No : NSE/FAOP/33437
Date : October 18, 2016
Circular Ref. No : 94/2016
All Members, Mock trading (Contingency) on Saturday, November 05, 2016 – No new version release In continuation to our circular 120/2015 (Download No. 31307) dated December 08, 2015, Exchange will be conducting a mock trading (contingency) session in the Futures & Options Segment on Saturday, November 05, 2016 as per the following schedule: Saturday, November 05, 2016 Normal Market Open Normal Market Close Position Limit/Collateral value Set up cut off time Trade modification end time Re-Login Start time Re-Login End time
Time 11:15 hrs 16:00 hrs 16:40 hrs 16:40 hrs 18:00 hrs 18:30 hrs
The following operational instructions are to be noted and acted upon: Annexure -1: Important Instructions regarding mock trading Annexure- 2: Additional stream details for one second frequency Market data broadcast
For and on behalf of National Stock Exchange of India Limited
Khushal Shah Chief Manager Toll Free No 1800-266-00-53
Fax No +91-22-26598155
Email id
[email protected]
Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051
Page 1 of 4
Annexure - 1 Important instructions for mock trading session: 1. Trades resulting from this session shall not attract any obligation in terms of funds and/or securities pay-in and/or pay-out. Kindly do not transfer any data files for this session. 2. Members having approved algorithmic software are required to adhere to circular 073/2013 (Download No. 24585) dated September 27, 2013 for mandatory participation in mock trading (contingency) session. 3. Kindly participate actively in the mock trading session from all trading software and re-login into live environment to check the connectivity and to avoid login problems on Monday, November 07, 2016. 4. Kindly refer to the website of NSE at www.nseindia.com for any information which may be updated by the Exchange on the mock trading session. 5. In case of any queries please call Toll Free no: 1800 266 00 53.
Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051
Page 2 of 4
Annexure – 2 Additional stream details Below table provides new details of one second frequency Market data broadcast (up to 5 depth) including additional streams
Stream FO (Primary) FO (Secondary) FO – Stream A (Primary) FO – Stream A (Secondary) FO – Stream B (Primary) FO – Stream B (Secondary) FO – Stream C (Primary) FO – Stream C (Secondary) FO – Stream D (Primary) FO – Stream D (Secondary) FO – Stream E (Primary) FO – Stream E (Secondary) FO – Stream F (Primary) FO – Stream F (Secondary) FO – Stream G (Primary) FO – Stream G (Secondary) FO – Stream H (Primary) FO – Stream H (Secondary) FO – Stream I (Primary) FO – Stream I (Secondary)
Multicast IP
Port
239.50.50.21 239.50.50.26 239.50.50.22 239.50.50.27 239.50.51.21 239.50.51.121 239.50.51.22
10821 10826 10822 10827 15021 15121 15022
Approx. bandwidth utilization 350 Kbps 350 Kbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps
239.50.51.122
15122
1.5 Mbps
239.50.51.24 239.50.51.124 239.50.51.23 239.50.51.123 239.50.51.25 239.50.51.125 239.50.51.26 239.50.51.126 239.50.51.27 239.50.51.127 239.50.51.28 239.50.51.128
15024 15124 15023 15123 15025 15125 15026 15126 15027 15127 15028 15128
1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps
Security / Contracts Most Active Active NIFTY option contracts NIFTY futures contracts All other Index futures and option contracts (other than NIFTY and BANKNIFTY) Stock futures and Options (For symbol starting S to Z) Stock futures and Options (For symbol starting I to L) BANKNIFTY futures and option contracts Stock futures and Options (For symbol starting A to B) Stock futures and Options (For symbol starting C to H) Stock futures and Options (For symbol starting M to R)
Members are requested to note that the Exchange has introduced 2 additional streams in One second frequency Market data broadcast in FO segment
Stream H Stream I
In view of the same please note the changes in the below streamsStream FO – Stream C (Primary) FO – Stream C (Secondary) FO – Stream D (Primary) FO – Stream D (Secondary) FO – Stream E (Primary) FO – Stream E (Secondary)
Security / Contracts (Old)
Security / Contracts (New)
NIFTY futures contracts. All other Index futures and option contracts (other than NIFTY and BANKNIFTY), Stock futures and Options (For symbol starting C to D)
NIFTY futures contracts. All other Index futures and option contracts (other than NIFTY and BANKNIFTY)
Stock futures and Options (For symbol starting E to M)
Stock futures and Options (For symbol starting S to Z)
Stock futures and Options (For symbol starting N to Z)
Stock futures and Options (For symbol starting I to L)
Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051
Page 3 of 4
The additional FO streams (from H and I) shall be made available to members in LIVE with effect from November 07, 2016.
Members with multiple lease line connectivity can send in their requests to the Exchange to avail this additional streams market data (B to I). Such members are advised to contact on Toll free number 1800 2660 053 or write to us providing Trading Member code, Trading member name and TAP IP at email id
[email protected] for availing this facility. All requests received up to 5:00 p.m. on any working day shall be made effective from the next working day, subject to necessary connectivity being available with such requesting members.
Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051
Page 4 of 4