# Metropolitan Stock Exchange of India Schemas The Metropolitan Stock Exchange of India (MSEI) offers trading in equities, bonds, ETFs, and derivatives. ## MSEI Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * QTE - Best bid / offer quotes * STAT - Static data, e.g. ISIN, description, security type ### MSEI - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### MSEI - DAY Table Schema | Field | Data Type | Description | |--------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | SETTLE_PRICE | double | Settlement price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | OPEN_INT | double | Open interest for futures / options | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### MSEI - QTE Best bid / offer quotes #### MSEI - QTE Table Schema | Field | Data Type | Description | |-------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | EXCH_TIME | nsectime | Event timestamp, as provided by the exchange. For electronic trading this refers to the matching engine timestamp | | BID_PRICE | double | Best bid price. A null value is used if the bid side is empty, or if the best bid is set by unpriced orders (e.g. market orders) | | BID_SIZE | long | Best bid size | | ASK_PRICE | double | Best ask price. A null value is used if the ask side is empty, or if the best ask is set by unpriced orders (e.g. market orders) | | ASK_SIZE | long | Best ask size | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### MSEI - STAT Static data, e.g. ISIN, description, security type #### MSEI - STAT Table Schema | Field | Data Type | Description | |-----------------|-------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | NAME | string[150] | Description of the instrument | | RTS_SYMBOL | string[32] | Ticker symbol used by ICE Data Services | | PRODUCT_CODE | string[10] | Root code of a futures / options product, as specified by the exchange (e.g. CL for Crude Oil futures on NYMEX). For inter-product spreads, PRODUCT_CODE will include both products, e.g. AB-CD for a spread between products AB and CD. | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[20] | Security type, e.g. Equity, ETF, Future | | STRATEGY_TYPE | string[30] | Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly | | CURRENCY | string[3] | Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal). | | EXPIRATION_DATE | string[8] | Date when a derivative expires (YYYYMMDD) | | CONTRACT_SIZE | double | Indicates a derivative’s underlying quantity | | TICK_SIZE_TYPE | string[8] | Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable. | | TICK_SIZE | string[50] | Tick size / minimum price increment. All order prices must be a multiple of the tick size. | | TICK_VALUE | double | Tick value, i.e. the profit / loss per contract resulting from a price movement equal to TICK_SIZE. | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ## MSEI_BARS Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest ### MSEI_BARS - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### MSEI_BARS - DAY Table Schema | Field | Data Type | Description | |--------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | SETTLE_PRICE | double | Settlement price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | OPEN_INT | double | Open interest for futures / options | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ## MSEI_DAILY Database includes the following tick types: * DAY - Daily price and statistical data, e.g. closing price, settlement price, open interest * STAT - Static data, e.g. ISIN, description, security type ### MSEI_DAILY - DAY Daily price and statistical data, e.g. closing price, settlement price, open interest #### MSEI_DAILY - DAY Table Schema | Field | Data Type | Description | |--------------|-------------|----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | OPEN | double | Open price for the current trading day | | HIGH | double | DAY: High price for the current trading day TRD_1M: Price of the highest-priced eligible trade in the current bar interval | | LOW | double | DAY: Low price for the current trading day. TRD_1M: Price of the lowest-priced eligible trade in the current bar interval | | CLOSE | double | Closing price | | SETTLE_PRICE | double | Settlement price | | VOLUME | long | DAY: Total volume traded on the current trading day TRD_1M, VWAP_1H: Total volume of eligible trades in the current bar interval | | OPEN_INT | double | Open interest for futures / options | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. | ### MSEI_DAILY - STAT Static data, e.g. ISIN, description, security type #### MSEI_DAILY - STAT Table Schema | Field | Data Type | Description | |-----------------|-------------|--------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------| | SYMBOL_NAME | string | Symbol Name (Exchange Symbol for Equities & ETFs, and Starting with Exchange Product Code for Derivative Markets followed by expiry and strike as appropriate) | | TIMESTAMP | nsectime | Event Timestamp (typically at a nano-second resolution) | | NAME | string[150] | Description of the instrument | | RTS_SYMBOL | string[32] | Ticker symbol used by ICE Data Services | | PRODUCT_CODE | string[10] | Root code of a futures / options product, as specified by the exchange (e.g. CL for Crude Oil futures on NYMEX). For inter-product spreads, PRODUCT_CODE will include both products, e.g. AB-CD for a spread between products AB and CD. | | MIC | string[4] | Market Identifier Code (MIC, ISO 10383) identifying the market on which the instrument is traded | | OPERATING_MIC | string[4] | Market Identifier Code (MIC, ISO 10383) of the exchange that operates the market on which the instrument is traded | | SEC_TYPE | string[20] | Security type, e.g. Equity, ETF, Future | | STRATEGY_TYPE | string[30] | Type of strategy / spread, e.g. Calendar Spread, Futures Butterfly | | CURRENCY | string[3] | Currency in which the instrument’s price is expressed (or nominal currency for bonds traded as a % of nominal). | | EXPIRATION_DATE | string[8] | Date when a derivative expires (YYYYMMDD) | | CONTRACT_SIZE | double | Indicates a derivative’s underlying quantity | | TICK_SIZE_TYPE | string[8] | Indicates the type of tick size carried by TICK_SIZE. Values are Static or Variable. | | TICK_SIZE | string[50] | Tick size / minimum price increment. All order prices must be a multiple of the tick size. | | TICK_VALUE | double | Tick value, i.e. the profit / loss per contract resulting from a price movement equal to TICK_SIZE. | | OMDSEQ | uint | Sequence number allowing ticks of different types at the same timestamp to be sorted into the correct chronological order. e.g. if a trade and a quote have the same timestamp, the one with the lower value of OMDSEQ arrived first. |