API (Technical Specifications for interfacing with ODIN™)

Application Programming Interface - WFH

(Technical Specifications for interfacing with ODIN™)

Version 1.1

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Table of Contents

Application Programming Interface - WFH ....................................................................1

(Technical Specifications for interfacing with ODIN™) ...................................................1
Version 1.0..................................................................................................................1
1 Change History ......................................................................................................3
2 Introduction ..........................................................................................................4
2.1 Preface............................................................................................................... 4
2.2 Restriction on use and Disclosure of information and Data ................................. 4
3 Session Management .............................................................................................5
3.1 Session Establishment ....................................................................................... 5
3.2 Message Exchange ............................................................................................. 5
3.3 Session Expiry ................................................................................................... 5
3.4 List of Exchanges and Market segment IDs ......................................................... 5
4 Summary of Feed Handler Messages ......................................................................7
4.1 Establishing a WebSocket Connection to the gateway ......................................... 7
4.2 Compression ...................................................................................................... 7
4.3 Interface Protocol ............................................................................................... 8
4.3.1 Session Establishment ................................................................................. 8
4.3.2 Session termination ..................................................................................... 8
4.4 Summary of messages ........................................................................................ 8
4.4.1 Broadcast Message ...................................................................................... 8
4.5 Message Structure ............................................................................................. 9
4.5.1 Message Header ........................................................................................... 9
4.5.2 Message Trailer .......................................................................................... 10
4.5.3 Broadcast Messages ................................................................................... 10
4.5.3.1 Logon Request (Client to WFH) ............................................................. 10
4.5.3.2 Logon Response (WFH to Client): .......................................................... 11
4.5.3.3 Multiple Touchline Request (Client to WFH) .......................................... 12
4.5.3.4 Multiple Touchline Response (WFH to Client) ....................................... 12
4.5.3.5 Best Five Subscription Request (Client to WFH) .................................... 13
4.5.3.6 Best Five Information (WFH to Client)................................................... 13
4.5.3.7 Trade Execution Range (WFH to Client) ................................................ 14
4.5.3.8 Pause/Resume Request (Client to WFH) ............................................... 14
4.5.3.9 BroadcastSocketDisconnect (WFH to Client) ......................................... 15

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1 Change History
Date Message Change Carried out Doc
Version
29/01/2018 Initial API Initial API 1.0
16/02/2022 Logon request update Introduced Broadcast access token 1.1
for validation of connections
initiated by B2C clients

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2 Introduction

2.1 Preface

This document describes the interface message to be used to with the ODIN™ Trading
engine using a web based or a client application.

2.2 Restriction on use and Disclosure of information and Data

No part of this document may be copied, reproduced, stored in a retrieval system, or

transmitted, in any form or by any means whether, electronic, mechanical, or otherwise
without the prior written permission of 63 moons technologies limited(formerly Financial
Technologies India Limited.

Although 63MT has made every effort to provide accurate information at the date of
publication, it does not give any representations or warranties as to the accuracy,
reliability or completeness of the information in this document. Accordingly, 63MT, it
subsidiaries and their employees, officers and contractors shall not, to the extent
permitted by law, be liable for any direct or indirect loss arising in any way (including by
way of negligence) from or in connection with anything provided in or omitted from this
document or from any action taken, or inaction, in reliance on this document.

63MT reserves the right to amend details in this document at any time and without
notice.

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3 Session Management
The client application will be responsible for establishing session with the ODIN trading
engine and manage the life cycle of the same. At the time of login, a token will be given by
the trading engine that will form the basis of the session identification.
Each session will have a defined lifetime (in secs) and unless a heart beat (request) is sent
during this time frame, the session will expire and all operations on the expired token will
return an error.
Following are the stages in the session life cycle.

3.1 Session Establishment

Session is established via a Logon request. The log-on request will be authenticated by
the trading engine and on success the caller will receive a successful logon response
message along with a session TokenId.

3.2 Message Exchange

Message exchange can commence after session has been established with the trading
engine i.e. after successful Logon. All are required to carry the valid TokenId received
during the logon response.

3.3 Session Expiry

Session can be terminated by explicitly sending a LogOff Request message. The trading
engine will then respond with a Logoff Response message and the session will expire. The
session will also expire in case no messages are sent to the trading engine for a specified
duration.

3.4 List of Exchanges and Market segment IDs

The Following is list of Exchanges and their respective Market segment IDs supported by
the API:

Exchange Market Segment ID

NSE Cash 1
NSE Derivatives 2
BSE Cash 3
BSE Derivatives 4
MCX Futures 5
MCX Spot 6

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NCDEX Futures 7
NCDEX Spot 8
NSEL SPOTCOM 9
NSEL COM 10
MSE Curr Futures 11
MSE Curr SPOT 12
NSECDS Futures 13
NSECDS SPOT 14
MSE Cash 15
MSE Derivatives 16
NSE-OFS 33
BSE-OFS 25

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4 Summary of Feed Handler Messages

The method of communicating with Feed Handler is via industry standard WebSocket. Any
platform that supports a connection to WebSocket can access Feed Handler.

Feed Handler and FH have been used interchangeably across the document and should
otherwise mean the same.

4.1 Establishing a WebSocket Connection to the gateway

To establish the WebSocket connection to the gateway complete the following steps:

• Ensure the IP address of the Broadcast Server is available

• Ensure the IP address of a Broadcast Server is visible to the Third Party Application i.e.
first establish that the connectivity is in place by pinging the gateway.
• Connect to the socket using the port number specified.
The gateway IP address and port number will be specified on installation time.
All Broadcast messages & unsolicited messages will be sent on this WebSocket connection. All
subscription requests for broadcast need to be made on WebSocket connection.
Network fragmentation need to be handled at Front End Level

4.2 Compression
Each message between a third party client and Broadcast servers has to be compressed using
Zlib Library. Zlib is industry standard Compression library available for JAVA and MS .net
Platform. Header Packet of Five character needs to prefix with all Compress Message.

How to decode the Message:

• The first bytes of the broadcast packet indicate the whether message is compressed or not. If first
byte contain 5(♣) then message is compressed message and if it contain 2(☻) then it is
uncompressed message.
• Next 5 byte indicate the length of message.
• In case of multiple message, Each message contain header and non-compressed message.

Header Message
500073 Compressed
Data

Header1 Message1 Header2 Message2

200253 Uncompressed 200278 Uncompressed
data data

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4.3 Interface Protocol

Each connection between a Third Party API user i.e. client and the broadcast Server is defined
as a session. An API Interface session is made up of three parts:
• session establishment
• broadcast Suscription
• session termination

4.3.1 Session Establishment

Session establishment is via a 101 Logon request from a Third Party API user. Successful
establishment of the session will be indicated when the API user receives a 102 successful
logon response message on WebSocket.

All Subscribe Feed data will be sent from FH to the user’s systems only once a valid session
has been established.

4.3.2 Session termination

Session termination will occur when an API user disconnect WebSocket.

4.4 Summary of messages

The Following is a summary of messages supported by the native API.

Message Type Message Code

Login Request Message. 101
Login Response message. 102

4.4.1 Broadcast Message

Message Type Message Code

Best Five Subscription Request 127
Best Five Information Response 128
Multiple Touchline Subscription Request 206
Multiple Touchline Subscription Response 209
Index Info Request 1002
Index Info Response 222
Index OHLC Request(indices details request) 224
Index OHLC Response(indices detail response) 225
Top Gainer and Loser Request 157
Top Gainer and Loser Response 158
Most Active Securities Request 159

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Most Active Securities Response 160

4.5 Message Structure

All Messages are composed of the standard header followed by the body.
Native API has been modeled on the lines of FIX i.e. the convention followed is tag=value pair
for any information. The messaging format is ASCII. All the fields are pipe (“|”) separated.

4.5.1 Message Header

Standard message Header

Tag FieldName Req’d Data Comment
type
(Max)
NA MessageStartValue Y Byte This field will be start of the
message. This field doesn’t
contain any tag no.
Default value = 5
Length = 1
This field is not compressed
and has to be prefix at start of
compressed FT message.
63 Version Y String Identify the version number
Currently, this is to be hard-
coded as FIX3.0

64 Message Code Y short This field contains message

type specified in Summary of
message code
For e.g. for Logon Request =
101
Logon Response = 102

65 Message Length Y short Length of the whole message

excluding MessageStartValue
character
66 Message Time O String Date and Time of the message
in following format, time is in

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24 hour format
e.g. hhmmss (24 hour format)

Header and Body will consist of delimited String which looks like the following:

♣63=FIX3.0|64=256|65=73|66=2003-01-01155434|1=11|70=10004|4=1000|97=2|19=

Message Header Body

Remarks:

All Messages will have 1 Byte at the start, which contains byte (1 Byte) for MessageStartValue.

All messages will contain Message Header at the start.

Since data will be formed using Tag and Value Pair, Message Header Length is not fixed.
Message Header will include the following (in sequence):

Version – 63=FIX3.0
Message Code – 64=255
Message Length – 65=99
Message Time – 66 in 24 Hour Format like: 233022

Maximum of 3 Delimiters are used:

“=” Assignment Delimiter for Tag=Value Pair

“|” Field Delimiter
“$” Join Delimiter, this is used when specifying array of values

4.5.2 Message Trailer

There is no message trailer

4.5.3 Broadcast Messages

4.5.3.1 Logon Request (Client to WFH)

This message is sent by the client for establishing a session with WFH for broadcast
subscription. The WFH will authenticate the user by validating
The logon message and respond with a Logon Response message.

Tag FieldName Req’d Data Comment

type
(Max)
MessageHeader Y Message header to be filled with
message code = 101

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400 User type Y Integer 17 = Broadcast for B2C clients

67 User Id Y String Max Len 10
(10)
401 Auth Type Y Integer 1 = Password
2 = Broadcast access token
68 Password/ Y String Password/ Broadcast access
Broadcast access token
token
Password condition:
Password should be between 6
and 8 characters
Password should be
alphanumeric
Special characters not allowed.
e.g.] [ ~ @ # $ % ^ & * ( ) - \ + { }
\/=?`

♣63=FT1.0|64=101|65=75|66=2004-05-04 233022|400=16|67=user1|401=1|68=123456|51=16

Remarks:

The format of the row data field in logon request message (sent by Client) is as follows:

• Message Header with logon request message code and length of the row data field
• User Id, max length is 10 char
• Password and New Password should be between 6 and 8 characters

4.5.3.2 Logon Response (WFH to Client):

For every logon request, WFH will send the Logon response message to Client.

Tag FieldName Req’d Data Comment

type
(Max)
MessageHeader Y Message header to be filled with
message code = 102
70 Logon Status Y Short Value to identify the logon
status.
10000 – Login Successful
97 Days to Expire O Short No. of days for expire. This will
be populated within 15 days of
expiry of the account. In this
case, the logon status will be
10004.
1 Market Segment Id Y Short Login allowed for the user.

Broadcast mechanism is developed over a publish/subscribe model. In order to receive market

information, user of the API will need to subscribe to the security as well as the information.

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4.5.3.3 Multiple Touchline Request (Client to WFH)

The Market Watch is send by User to subscribe/unsubscribe to the touchline broadcast (best
buy qty, buy value, sell qty, sell value.etc) message for any specified security.
Request can be send as Multiple Pair of Segment Id and Token. The Response for Multiple
touchline Request is Market Snapshot Information.
Tag FieldName Req’d Data Comment
type
(Max)
MessageHeader Y Message header to be filled with
message code = 206

1 Segment Id Y Short
7 Security Code Y Long
230 Operation Type Y Short 1 – Subscribe
2 – Unsubscribe

Eg.
63=FT3.0|64=206|65=80|1=1$7=22|1=1$7=1594|1=3$7=505537|1=3$7=500105|1=1$7=55
3|1=3$7=526881|1=3$7=500180|1=1$7=11630|4=1000|230=1

4.5.3.4 Multiple Touchline Response (WFH to Client)

The Market Watch Response is send by WFH whenever the update is received from exchange
for the specified security. This message will give best buy qty, buy price, sell qty, sell value etc.

Tag FieldName Req’d Data Comment

type
(Max)
MessageHeader Y Message header to be filled
with message code = 209
1 Segment Id Y Short
7 Security Code Y Long
2 Buy Qty O Long
5 Sell Qty O Long
3 Buy Price O Long
6 Sell Price O Long
8 Last Trade Price O Long
9 Last Trade Quantity O Long
73 Last Trade Time O String(21)
74 Last Update Time Y String(21)
88 Open Interest N Long
54 NetChangeFromPrevClose O String In Rs
76 Close Price O Long
75 Open Price O Long
77 High Price O Long
78 Low Price O Long
79 Volume O Long
80 Average Traded Price O Long Average Traded Price
currently zero
81 Total Buy Qty O Long currently zero
82 Total Sell Qty O Long currently zero

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93 Life Time High O Long currently zero

94 Life Time Low O Long currently zero
38 Market Type O String Applicable only for NCDEX
spot
E.g
63=FT3.0|64=209|65=272|66=04092012 071138|1=1|73=2012-09-04
152908|7=22|79=121758|8=130035|54=-0.63|9=395|80=130117|74=2012-09-04
152908|2=5|3=130035|5=59|6=130100|81=99436|82=82671|76=130860|75=130770|77=1
30770|78=129615|88=|93=0|94=0|393=-8.25|80=130117|380=0 - 0|399=100

4.5.3.5 Best Five Subscription Request (Client to WFH)

The Best Five Request is send by User to subscribe/Unsubscribe the full broadcast (best five
buy qty, buy value, sell qty, sell value) message for specified security, which includes the
market depth as provided by the exchange.

Tag FieldName Req’d Data Comment

type
(Max)
MessageHeader Y Message header to be filled with
message code = 127
1 Segment Id Y Short
7 Security Code Y Long
230 Operation Type Y Short 1 – Subscribe
2 – Unsubscribe

4.5.3.6 Best Five Information (WFH to Client)

The Best Five Response is sent by WFH whenever the update is received from exchange for
specified security. This message will give top five buy qty, buy price, sell qty, sell value etc.

Tag FieldName Req’d Data type Comment

(Max)
MessageHeader Y Message header to be filled
with message code = 128
1 Segment Id Y Short
7 Security Code Y Long
74 Last Update Time Y Int
73 Last Trade Time O String(21)
8 Last Trade Price O Long
9 Last Trade Quantity O Long
81 Total Buy Qty O Long
82 Total Sell Qty O Long
76 Close Price O Long
75 Open Price O Long
77 High Price O Long
78 Low Price O Long
79 Volume O Long

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80 Average Traded Price O Long Average Traded Price

54 NetChangeFromPrevClose O String In Rs
This substructure will repeat 5 times
11 B/S Flag Y Short 1 for Buy and 2 for Sell
14 Price Y Long B/S Price
12 Quantity Y Long B/S Quantity
37 No. of Orders Y Long This signifies No. Of Buyers
/ Sellers
88 Open Interest N Long
380 Daily Price Range O String
93 Life Time High O String
94 Life Time Low O String
Explanation for above Message:
Last 3 fields will be coming 5 times for both Buy and Sell.

4.5.3.7 Trade Execution Range (WFH to Client)

The Trade Execution Range Response is send by WFH whenever the update is received from
exchange for the specified security. These messages will be given in case subscription is
available for such token either for touchline or Best Five.
Tag FieldName Req’d Data Comment
type
(Max)
MessageHeader Y Message header to be filled
with message code = 155
1 Segment Id Y Short
74 Last Update Time Y String(21)
7 Security Code Y Long
499 Trade Execution Range Y String Eg. 1500.25-1530.65

Example:
"63=FIX3.0|64=155|65=130|66=2015-01-07 094620|1=3|74=2015-01-07
094620|7=1278|499=73.9275-81.7100"
Kindly note that for Refresh Mode TAG 499 will Part of Touchline & Best Five Response.

4.5.3.8 Pause/Resume Request (Client to WFH)

This method can be use to pause or resume the broadcast subscription for user when portal /
app is in minimine mode or broadcast is not needed temporarily. The Pause/Resume message
is send by user to WFH. when App is minimized / Activated for any specified security.
Request can be send as Multiple Pair of Segment Id and Token.
Tag FieldName Req’d Data Comment
type
(Max)
MessageHeader Y Message header to be filled with
message code = 106
230 Operation Type Y Short 1 – Pause
2 – Resume

Eg. 63=FT3.0|64=206|65=80|66=19:02:31|230=1 (for Pause)

63=FT3.0|64=206|65=80|66=19:02:31|230=2 (for Resume)

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4.5.3.9 BroadcastSocketDisconnect (WFH to Client)

This method will be received by client when broadcast socket is disconnected / about to
disconnect due to broadcast instance unavailability. On receiving this message, Client
application shall call MDaaS URL received in logon response to get new broadcast IP & Port.
This process is to be followed only in case of MDaaS flag is received as true during login
response else client application can ignore this message.

Tag FieldName Req’d Data Comment

type
(Max)
MessageHeader Y Message header to be filled with
message code = 1111

Eg. 63=FIX3.0|64=1111

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