SURAT KEPUTUSAN DIREKSI PT BURSA EFEK INDONESIA …

www.idx.co.id Indonesia Stock Exchange Building, Tower I, 6th Floor, Jl. Jend. Sudirman Kav.52-53, Jakarta 12190 – Indonesia Phone :+62 21 515 0515, Fax: +62 21 515 0330, Toll Free: 0800 100 9000, Email : [email protected]

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SURAT KEPUTUSAN DIREKSI PT BURSA EFEK INDONESIA

Nomor : Kep-00014/BEI/01-2021 Perihal : Perubahan Pedoman Remote Trading Tgl. Dikeluarkan : 25 Januari 2021 Tgl. Diberlakukan : 25 Januari 2021 Menimbang : a. bahwa PT Bursa Efek Indonesia telah menerbitkan Keputusan Direksi

PT Bursa Efek Indonesia Nomor: Kep-00098/BEI/12-2016 tanggal 15 Desember 2016 perihal Panduan Remote Trading untuk mengatur Calon Anggota Bursa Efek dan Anggota Bursa Efek untuk memiliki Perangkat Remote Trading dan Prosedur Operasi Standar pelaksanaan Remote Trading sesuai dengan ketentuan Bursa.

b. bahwa sejalan dengan perkembangan teknologi informasi, maka Bursa perlu menyesuaikan hal-hal terkait perkembangan terkini dari sistem perdagangan yang dapat mengakomodasi High Frequency Trading dan memberikan pedoman yang lebih terstruktur agar dengan mudah dapat diikuti oleh Calon Anggota Bursa Efek dan Anggota Bursa Efek;

c. bahwa berdasarkan pertimbangan sebagaimana dimaksud dalam huruf a. dan b. di atas, maka dipandang perlu untuk melakukan perubahan Pedoman Remote Trading dalam Keputusan Direksi PT Bursa Efek Indonesia.

Mengingat : 1. Undang-undang Nomor 8 Tahun 1995 tentang Pasar Modal (Lembaran

Negara Republik Indonesia Tahun 1995 Nomor 64, Tambahan Lembaran Negara Republik Indonesia Nomor 3608);

2. Undang-Undang Nomor 11 Tahun 2008 tentang Informasi dan

Transaksi Elektronik (Lembaran Negara Republik Indonesia Tahun 2008 Nomor 58, Tambahan Lembaran Negara Repulik Indonesia Nomor 4843) sebagaimana telah diubah dengan Undang-Undang Nomor 19 Tahun 2016 (Lembaran Negara Republik Indonesia Tahun 2016 Nomor 251, Tambahan Lembaran Negara Repulik Indonesia Nomor 5952);

3. Peraturan Pemerintah Nomor 45 Tahun 1995 tentang Penyelenggaraan

Kegiatan Di Bidang Pasar Modal (Lembaran Negara Republik Indonesia Tahun 1995 Nomor 86, Tambahan Lembaran Negara Republik Indonesia Nomor 3617) sebagaimana telah diubah dengan Peraturan Pemerintah Nomor 12 Tahun 2004 (Lembaran Negara Republik Indonesia Tahun 2004 Nomor 27, Tambahan Lembaran Negara Republik Indonesia Nomor 4372);


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4. Peraturan Pemerintah Nomor 71 Tahun 2019 tentang Penyelenggaraan Sistem dan Transaksi Elektronik (Lembaran Negara Republik Indonesia Tahun 2019 Nomor 185, Tambahan Lembaran Negara Repulik Indonesia Nomor 6400);

5. Peraturan Otoritas Jasa Keuangan Nomor 50/POJK.04/2020 tentang Pengendalian Internal Perusahaan Efek Yang Melakukan Kegiatan Usaha Sebagai Perantara Pedagang Efek (Lembaran Negara Republik Indonesia Tahun 2020 Nomor 274, Tambahan Lembaran Negara Republik Indonesia Nomor 6587);

6. Peraturan Menteri Komunikasi dan Informatika Republik Indonesia Nomor 20 Tahun 2016 tentang Perlindungan Data Pribadi Dalam Sistem Elektronik (Berita Negara Republik Indonesia Tahun 2016 Nomor 1829);

7. Peraturan Menteri Komunikasi dan Informatika Republik Indonesia Nomor 5 Tahun 2020 tentang Penyelenggara Sistem Elektronik Lingkup Privat (Berita Negara Republik Indonesia Tahun 2020 Nomor 1376);

8. Peraturan Nomor III-A tentang Keanggotaan Bursa (Lampiran Keputusan Direksi PT Bursa Efek Indonesia Nomor: Kep- 00184/BEI/12-2018 tanggal 28 Desember 2018);

9. Peraturan Nomor II-A tentang Perdagangan Efek Bersifat Ekuitas (Lampiran Keputusan Direksi PT Bursa Efek Indonesia Nomor: Kep-00108/BEI/12-2020 tanggal 4 Desember 2020).

MEMUTUSKAN:

Menetapkan : 1. Perubahan Pedoman Remote Trading sebagaimana terlampir dalam

Keputusan ini.

2. Dengan diberlakukannya Keputusan ini, maka Keputusan Direksi PT Bursa Efek Indonesia Nomor: Kep-00098/BEI/12-2016 tanggal 15 Desember 2016 perihal Panduan Remote Trading dinyatakan dicabut dan tidak berlaku.

3. Bagi Anggota Bursa yang telah menyediakan sendiri perangkat Remote

Trading (Mandiri) saat berlakunya Keputusan ini, wajib untuk melakukan penyesuaian atas pemenuhan ketentuan sebagaimana ditetapkan dalam Bab IV lampiran keputusan ini, paling lambat 30 September 2022.


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4. Keputusan ini efektif sejak tanggal diberlakukan.

Hormat kami,

Inarno Djajadi Direktur Utama

Laksono W. Widodo Direktur

Tembusan: 1. Yth. Kepala Eksekutif Pengawas Pasar Modal, Otoritas Jasa Keuangan 2. Yth. Deputi Komisioner Pengawas Pasar Modal I, Otoritas Jasa Keuangan 3. Yth. Deputi Komisioner Pengawas Pasar Modal II, Otoritas Jasa Keuangan 4. Yth. Kepala Departemen Pengawasan Pasar Modal 2A, Otoritas Jasa Keuangan 5. Yth. Direktur Pengawasan Lembaga Efek, Otoritas Jasa Keuangan 6. Yth. Direktur Pengawasan Transaksi Efek, Otoritas Jasa Keuangan 7. Yth. Dewan Komisaris PT Bursa Efek Indonesia

PEDOMAN

REMOTE TRADING

Gedung Bursa Efek Indonesia Tower 1, Lantai 6

Jl. Jendral Sudirman Kav 52-53 Jakarta 12190 INDONESIA

Phone: +62-21-5150515 Fax: +62-21-5150430

Edisi Januari 2021

LAMPIRAN Keputusan Direksi PT Bursa Efek Indonesia Nomor : Kep-00098/BEI/12-2016 Tanggal ditetapkan : 15 Desember 2016 Tanggal diberlakukan : 15 Desember 2016 Diubah dengan LAMPIRAN Keputusan Direksi PT Bursa Efek Indonesia Nomor : Kep-00014/BEI/01-2021 Tanggal ditetapkan : 25 Januari 2021 Tanggal diberlakukan : 25 Januari 2021

DAFTAR ISI

DAFTAR ISI.......................................................................................................................................... ii DAFTAR GAMBAR ............................................................................................................................ iii PENDAHULUAN ................................................................................................................................ iv DEFINISI ............................................................................................................................................... v I. UMUM ........................................................................................................................................... 1 II. JATS DAN SISTEM REMOTE TRADING ................................................................................ 1 III. PERSIAPAN IMPLEMENTASI ................................................................................................. 2 A. Menyediakan sendiri perangkat Remote Trading (Mandiri) .................................................... 2 B. Menggunakan Jasa Mediator Remote Trading........................................................................... 3

IV. SARANA DAN PRASARANA .................................................................................................... 4 A. Catu Daya ...................................................................................................................................... 4 B. Ruangan Khusus ........................................................................................................................... 5 C. Link Fiber Optic (Link-FO) .......................................................................................................... 5 D. Perangkat Remote Trading Anggota Bursa Efek ....................................................................... 5

V. BROKERAGE OFFICE SYSTEM (BOFIS) ................................................................................ 8 A. Front Office System ....................................................................................................................... 8 B. Back Office System ........................................................................................................................ 9 C. Risk Management .......................................................................................................................... 9 D. Sistem Pengawasan ....................................................................................................................... 9

VI. OPERASIONAL ........................................................................................................................... 9 A. IT Officer ....................................................................................................................................... 9 B. Prosedur Operasi Standar (POS) ................................................................................................ 9 C. Pemeliharaan ............................................................................................................................... 10 D. Dokumentasi ................................................................................................................................ 10

VII. NETWORK & SECURITY .......................................................................................................... 10 A. Network Diagram ......................................................................................................................... 10 B. Kebijakan Keamanan ................................................................................................................. 14

VIII. PENANGANAN GANGGUAN DAN/ATAU KERUSAKAN SISTEM PERDAGANGAN 16 IX. LEGAL ........................................................................................................................................ 16 A. Sub License Agreement ............................................................................................................... 16 B. Service Level Agreement (SLA) .................................................................................................. 16 C. Kontrak ........................................................................................................................................ 16 D. Independent Reviewer .................................................................................................................. 16

X. MEDIA KOMUNIKASI ANTARA BURSA DENGAN ANGGOTA BURSA EFEK .......... 17 A. Bursa ............................................................................................................................................ 17 B. Anggota Bursa Efek .................................................................................................................... 17

DAFTAR GAMBAR

Gambar 1 : Sistem Remote Trading ........................................................................................................ 1 Gambar 2 : Network Diagram Anggota Bursa Efek ............................................................................. 11 Gambar 3 : Mediator Remote Trading dengan Front Office dan Online Trading ................................ 12 Gambar 4 : Mediator Remote Trading dengan Front Office ................................................................. 13 Gambar 5 : Network Diagram BCP Anggota Bursa Efek..................................................................... 13 Gambar 6 : Network Diagram BCP Anggota Bursa Efek yang menggunakan jasa Mediator Remote Trading .................................................................................................................................................. 14

PENDAHULUAN

Pedoman Remote Trading ini disusun sebagai acuan bagi Anggota Bursa Efek dalam penyelenggaraan perdagangan secara Remote Trading. Bursa dapat melakukan review dari waktu ke waktu terhadap Pedoman Remote Trading ini dan menuangkan perubahannya dalam dokumen Pedoman Remote Trading yang telah diperbaharui. Anggota Bursa Efek wajib mengetahui, membaca, memahami dan menaati Pedoman ini. Independent Reviewer wajib menggunakan Pedoman ini sebagai acuan dalam melakukan review atas kesiapan sistem Remote Trading Anggota Bursa Efek.

DEFINISI

Anggota Bursa Efek adalah Perantara Pedagang Efek yang telah memperoleh izin usaha dari Otoritas Jasa Keuangan dan telah memperoleh persetujuan keanggotaan Bursa untuk mempergunakan sistem dan/atau sarana Bursa dalam rangka melakukan kegiatan perdagangan Efek di Bursa sesuai dengan Peraturan Bursa.

Area Testing Anggota Bursa Efek

adalah fasilitas yang disediakan oleh Bursa untuk digunakan sebagai sarana pengujian dalam pengembangan sistem Remote Trading Anggota Bursa Efek.

Brokerage Office System (BOFIS)

adalah sistem perusahaan efek yang meliputi front office sampai dengan back office termasuk pengendalian risiko yang digunakan untuk mendukung pelaksanaan Remote Trading dan operasional sebagai Anggota Bursa Efek dan telah memperoleh pernyataan layak oleh Bursa.

Bukti Otentikasi adalah kode yang dikeluarkan oleh perangkat sertifikat elektronik (yaitu RSA Secure-ID Token) yang diberikan oleh Bursa kepada Anggota Bursa Efek yang dipergunakan oleh IT Officer RT untuk mengoperasikan JATS Client.

Bursa adalah PT Bursa Efek Indonesia.

Business Continuity Plan (BCP)

adalah proses pengorganisasian sumber daya dan prosedur yang memuat rangkaian kegiatan yang terencana dan terkoordinir baik secara terotomatisasi maupun manual guna mengidentifikasikan potensi gangguan, menurunkan potensi gangguan dan penanggulangan dampak dari gangguan untuk meyakinkan bahwa kelangsungan operasi fungsi-fungsi utama perusahaan tetap dapat berlangsung dalam hal terjadi gangguan termasuk proses pemulihan keadaan setelah gangguan tersebut berlalu.

Control Self Assesment (CSA)

adalah proses penilaian kesesuaian kontrol utama dari proses bisnis berdasarkan ketentuan dari Bursa yang dilakukan oleh Anggota Bursa Efek.

Disaster Recovery Center (DRC)

adalah suatu lokasi alternatif atau area bisnis yang mendukung penerusan dan pemulihan bisnis suatu organisasi dalam rangka terjadinya bencana atau disrupsi bisnis.

Hari Bursa adalah hari diselenggarakannya perdagangan Efek di Bursa yaitu hari Senin sampai dengan hari Jumat, kecuali hari tersebut merupakan hari libur nasional atau dinyatakan sebagai hari libur Bursa oleh Bursa.

Independent Reviewer adalah konsultan yang memiliki tenaga ahli bersertifikat Certified Information System Auditor (CISA), yang disetujui oleh Bursa dan terdaftar di Bursa untuk melaksanakan review atas kelayakan sistem calon Anggota Bursa Efek atau sistem Anggota Bursa Efek.

Information Technology Officer for RT (IT Officer RT)

adalah pegawai Anggota Bursa Efek yang ditunjuk oleh Anggota Bursa Efek yang bertugas dan bertanggung jawab untuk memastikan kesiapan dan kelancaran operasional Perangkat Remote Trading Anggota Bursa Efek.

JAClient adalah aplikasi untuk melakukan remote akses JATS Client yang diberikan oleh Bursa kepada Anggota Bursa Efek.

Jakarta Automated Trading System (JATS)

adalah sistem perdagangan Efek yang berlaku di Bursa untuk perdagangan yang dilakukan secara otomasi dengan menggunakan sarana komputer.

Jaringan Publik adalah jaringan selain yang digunakan untuk keperluan Remote Trading atau jaringan selain yang ditentukan oleh Bursa.

Jaringan Terpadu Pasar Modal (JTPM)

adalah jaringan khusus sebagai sarana komunikasi yang disediakan oleh pihak yang ditunjuk oleh Bursa, PT Kliring Penjaminan Efek Indonesia, PT Kustodian Sentral Efek Indonesia untuk keperluan pasar modal.

JATS Client adalah sarana di Anggota Bursa Efek yang terdiri dari perangkat lunak dan perangkat keras yang digunakan oleh Anggota Bursa Efek untuk mengakses JATS melalui JTPM dan terminal Remote Trading sesuai dengan Pedoman Remote Trading.

Jumpbox adalah perangkat yang digunakan oleh Anggota Bursa Efek untuk mengakses JATS Client yang berada pada zona keamanan terpisah.

Kondisi Darurat adalah suatu keadaan atau peristiwa yang terjadi di luar kehendak dan/atau kemampuan Bursa yang menyebabkan tidak dapat dilangsungkannya perdagangan Efek di Bursa secara teratur, wajar dan efisien.

KPEI adalah PT Kliring Penjaminan Efek Indonesia.

KSEI adalah PT Kustodian Sentral Efek Indonesia.

Live adalah kondisi dimana sistem Remote Trading sudah dapat dipergunakan untuk melakukan perdagangan.

Mediator Remote Trading adalah pihak yang telah mendapatkan persetujuan dari Bursa untuk menyediakan jasa dan perangkat Remote Trading Anggota Bursa Efek.

Mock Trading adalah fasilitas yang disediakan oleh Bursa berupa simulasi perdagangan yang dapat digunakan sebagai sarana pengujian bagi Bursa maupun Anggota Bursa Efek pada area produksi Bursa.

Password adalah sandi lewat yang melekat pada User-ID yang digunakan oleh Anggota Bursa Efek untuk memperoleh otorisasi perdagangan di JATS.

Pedoman Remote Trading adalah pedoman yang dikeluarkan oleh Bursa yang memuat persyaratan teknis, tata cara pelaksanaan, dan infrastuktur Remote Trading.

Perangkat Remote Trading Anggota Bursa Efek

adalah fasilitas Remote Trading yang berada di Anggota Bursa Efek.

Perangkat Remote Trading Bursa

adalah fasilitas Remote Trading yang berada di Bursa.

Pra-Live adalah pengujian koneksi sistem Remote Trading hasil pengembangan Anggota Bursa Efek untuk memastikan sistem Remote Trading tersebut dapat dipergunakan saat Live.

Pre-Shared Key adalah kode rahasia yang ditetapkan oleh Bursa yang diberikan kepada Anggota Bursa Efek dan dimasukkan sebagai parameter VPN tunnel firewall Remote Trading Anggota Bursa Efek untuk membentuk jalur koneksi yang aman.

Remote Trading adalah perdagangan Efek secara elektronik yang diselenggarakan oleh Bursa.

Secure Channel Adalah koneksi jaringan yang tahan terhadap gangguan kerusakan dan kebocoran data.

Self Regulatory Organization (SRO)

Adalah Bursa, KPEI, dan KSEI.

Time Server adalah perangkat yang menerbitkan waktu yang dapat digunakan Anggota Bursa Efek sebagai acuan waktu perdagangan.

User-ID adalah tanda pengenal yang diberikan oleh Bursa kepada Anggota Bursa Efek untuk digunakan bersamaan dengan Password dan Connection Name, dalam melakukan perdagangan Efek di Bursa melalui JATS.

Waktu JATS adalah waktu yang tertera pada JATS.

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I. UMUM Dalam melakukan aktivitas perdagangan, seluruh Anggota Bursa Efek wajib menyediakan Perangkat Remote Trading Anggota Bursa Efek secara mandiri atau menggunakan jasa Mediator Remote Trading (MRT).

II. JATS DAN SISTEM REMOTE TRADING

RM TL Porto

LEASEDLINE

(Secure Channel)

LAN Back Office

SYN

C-B

O

Auth Gateway

FIX5 Server

Datafeed Server

ITCH Server

DC2 BEI

DC1 BEI

TCCAB

DRC AB

KSEI

KPEI

Internet (Secure

Channel)

OUCH Server

JONES

QUOTE

`

`

`

Branch Office AB

`

`

Terminal BO

Gambar 1 : Sistem Remote Trading

Dalam pelaksanaan perdagangan Efek, Bursa menyediakan hal-hal sebagai berikut: 1. Sarana yang ditempatkan di Bursa:

a. Perangkat lunak JATS; b. Perangkat Remote Trading Bursa; c. Perangkat pengamanan sistem: Firewall, Intrusion Prevention System (IPS), Authentication

Server, dan Virtual Private Network (VPN); 2. Sarana di kantor Anggota Bursa Efek atau di kantor Mediator Remote Trading:

a. Kit instalasi dalam bentuk media digital yang berisikan, antara lain perangkat lunak FIX-Engine, Real Secure Channel (RSA) ACE gateway client, Network Time Protocol (NTP) client, FIX-Engine API, Remote Access JATS Client, VPN Client di Area Testing Anggota Bursa Efek, Pedoman Remote Trading dan dokumen-dokumen pendukung lainnya.

b. RSA Secure-ID Token dan User-ID RSA; c. User-ID dan Password JATS; d. Skema konfigurasi:

1) IP Address; 2) Port aplikasi JATS Client, RSA dan NTP di firewall;

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3) Parameter aplikasi JATS Client yang ditentukan oleh Bursa; 4) Pre-shared-key;

e. Pedoman konfigurasi firewall pada lampiran 3 Pedoman ini.

3. Unit Layanan Perdagangan

4. Sub License Agreement penggunaan FIX-Engine

Dalam hal terjadi gangguan pada sistem perdagangan, Bursa dapat mengalihkan operasionalnya ke DRC.

III. PERSIAPAN IMPLEMENTASI

Bagi Anggota Bursa Efek yang menyediakan Perangkat Remote Trading secara mandiri maupun menggunakan Mediator Remote Trading berlaku ketentuan sebagai berikut: A. Menyediakan sendiri perangkat Remote Trading (Mandiri)

1. Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib mengajukan permohonan

implementasi Remote Trading sebagai Anggota Bursa Efek melalui surat resmi kepada Bursa dengan melampirkan Formulir yang ada pada lampiran 13 Pedoman ini.

2. Berdasarkan surat permohonan yang disampaikan oleh Calon Anggota Bursa Efek atau Anggota Bursa Efek, Bursa akan melakukan penelaahan terhadap dokumen yang disampaikan dalam jangka waktu paling lambat 5 (lima) Hari Bursa setelah dokumen diterima oleh Bursa.

3. Calon Anggota Bursa Efek atau Anggota Bursa Efek yang memenuhi persayaratan, maka Bursa akan menyampaikan surat konfirmasi dan memberikan: a. Kit instalasi dalam bentuk media digital yang berisikan, antara lain perangkat lunak FIX-

Engine, Real Secure Channel (RSA) ACE gateway client, Network Time Protocol (NTP) client, FIX-Engine API, Remote Access JATS Client, VPN Client di Area Testing Anggota Bursa Efek, Pedoman Remote Trading dan dokumen-dokumen pendukung lainnya;

b. User-ID dan Password Area Testing Anggota Bursa Efek; c. Parameter setting network dan application Area Testing Anggota Bursa Efek; d. Pre-Shared Key untuk VPN Client di Area Testing Anggota Bursa Efek;

4. Calon Anggota Bursa Efek atau Anggota Bursa Efek melakukan tahapan sebagai berikut: a. Menyiapkan Perangkat Remote Trading; b. Melakukan koordinasi dengan penyelenggara JTPM untuk menyiapkan link Fiber Optic

antara Bursa ke Anggota Bursa Efek; c. Menyiapkan Brokerage Office System (BOFIS).

5. Calon Anggota Bursa Efek atau Anggota Bursa Efek menyampaikan ke Bursa hal-hal sebagai berikut: a. Rencana jadwal implementasi; b. Independent Reviewer yang ditunjuk; c. Data IT Officer yang ditunjuk; d. Desain konfigurasi sistem Remote Trading yang sesuai dengan ketentuan pada Pedoman

ini. 6. Calon Anggota Bursa Efek atau Anggota Bursa Efek melakukan pengembangan sistem Remote

Trading di Area Pengembangan dengan koneksi ke Area Pengembangan Bursa. 7. Calon Anggota Bursa Efek atau Anggota Bursa Efek menyampaikan ke Bursa status kesiapan

operasi sesuai dengan checklist kesiapan sistem Remote Trading sesuai Lampiran 15 Pedoman ini.

8. Bursa akan memberikan: a. Jadwal pengujian di Area Testing Anggota Bursa Efek dan area produksi Bursa; b. User-ID dan Password untuk Mock Trading (jika dibutuhkan); c. Token RSA (jika dibutuhkan);

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d. Parameter setting network dan application area produksi Bursa (jika dibutuhkan). 9. Independent Reviewer melakukan review atas kesiapan sistem Remote Trading calon Anggota

Bursa Efek atau Anggota Bursa Efek. 10. Calon Anggota Bursa Efek atau Anggota Bursa Efek melakukan pengujian di Area Testing

Anggota Bursa Efek dan area produksi Bursa di-review oleh Independent Reviewer. 11. Setelah selesai melakukan pengujian di area produksi Bursa, Calon Anggota Bursa Efek atau

Anggota Bursa Efek tidak diperbolehkan untuk melakukan perubahan terhadap sistem Remote Trading (system freezed).

12. Independent Reviewer wajib mempresentasikan hasil pengujian atas kesiapan Perangkat Remote Trading Calon Anggota Bursa Efek atau Anggota Bursa Efek paling lambat 5 (lima) Hari Bursa sejak pelaksanaan pengujian.

13. Calon Anggota Bursa Efek atau Anggota Bursa Efek menyampaikan hasil review oleh Independent Reviewer kepada Bursa paling lambat 45 Hari Bursa terhitung dari pengujian terakhir dilakukan.

14. Bursa melakukan evaluasi terhadap laporan hasil review independent reviewer dan Bursa akan menyatakan kesiapan atau ketidaksiapan sistem Remote Trading Calon Anggota Bursa Efek atau Anggota Bursa Efek.

15. Apabila sistem Remote Trading Calon Anggota Bursa Efek atau Anggota Bursa Efek dinyatakan tidak siap, maka Calon Anggota Bursa Efek atau Anggota Bursa Efek harus melakukan perbaikan dan pengujian kembali serta di-review oleh Independent reviewer.

16. Khusus Anggota Bursa Efek yang menggunakan FIXEngine yang disediakan oleh Bursa wajib menandatangani 2 (dua) rangkap Sub License Agreement dan mengembalikan 1 (satu) rangkap kepada Bursa.

17. Bursa akan memberikan: a. Lisensi penggunaan FIXEngine khusus Anggota Bursa Efek yang menggunakan

FIXEngine yang disediakan oleh Bursa; b. Jadwal persiapan Live (Pra-Live); c. User-ID dan Password.

18. Apabila dalam proses Pra-Live tidak berjalan dengan baik maka Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib melaporkan penyebab kegagalan dari proses Pra-Live dan Bursa akan melakukan penjadwalan ulang (penundaan) Pra-Live.

19. Apabila dalam proses Pra-Live berjalan dengan baik maka Bursa akan memberikan pernyataan Live beserta tanggal efektif Live.

B. Menggunakan Jasa Mediator Remote Trading 1. Calon Anggota Bursa Efek atau Anggota Bursa Efek yang akan menggunakan jasa Mediator

Remote Trading wajib mengajukan permohonan implementasi Remote Trading sebagai Anggota Bursa Efek Pengguna Mediator Remote Trading melalui surat resmi kepada Bursa dan ditembuskan kepada Mediator Remote Trading.

2. Bursa akan memberikan: a. Pedoman Remote Trading khusus untuk calon Anggota Bursa Efek; b. User-ID dan Password JATS Area Testing Anggota Bursa Efek; c. Parameter application Area Testing Anggota Bursa Efek; d. RSA Secure-ID Token dan User-ID RSA (jika diperlukan);

3. Calon Anggota Bursa Efek atau Anggota Bursa Efek melakukan koordinasi dengan Mediator Remote Trading yang ditunjuk untuk: a. Mempersiapkan jaringan Remote Trading antara Calon Anggota Bursa Efek atau Anggota

Bursa Efek dengan Mediator Remote Trading; b. Mempersiapkan Brokerage Office System (BOFIS); c. Melakukan instalasi dan konfigurasi sistem Remote Trading.

4. Calon Anggota Bursa Efek atau Anggota Bursa Efek menyampaikan ke Bursa hal-hal sebagai berikut: a. Rencana jadwal implementasi; b. Data IT Officer yang ditunjuk;

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c. Desain konfigurasi sistem Remote Trading; d. Kesiapan operasi berupa hasil checklist kesiapan sistem Remote Trading sesuai Lampiran

16 Pedoman ini. 5. Calon Anggota Bursa Efek atau Anggota Bursa Efek melakukan pengujian di Area Testing

Anggota Bursa Efek didampingi personel Mediator Remote Trading. 6. Calon Anggota Bursa Efek atau Anggota Bursa Efek melakukan pengujian di area produksi

Bursa didampingi personel Mediator Remote Trading. 7. Setelah selesai melakukan pengujian di area produksi Bursa, Calon Anggota Bursa Efek atau

Anggota Bursa Efek dan Mediator Remote Trading tidak diperbolehkan untuk melakukan perubahan terhadap sistem Remote Trading (system freezed).

8. Independent Reviewer wajib mempresentasikan hasil pengujian atas kesiapan Perangkat Remote Trading Calon Anggota Bursa Efek atau Anggota Bursa Efek yang disediakan oleh Mediator Remote Trading paling lambat 5 (lima) Hari Bursa sejak pelaksanaan pengujian.

9. Calon Anggota Bursa Efek atau Anggota Bursa Efek menyampaikan hasil review oleh Independent Reviewer kepada Bursa paling lambat 45 Hari Bursa terhitung dari pengujian terakhir dilakukan.

10. Bursa akan menyatakan kesiapan atau ketidaksiapan sistem Remote Trading Calon Anggota Bursa Efek atau Anggota Bursa Efek berdasarkan surat pernyataan kesiapan sistem Remote Trading Anggota Bursa Efek dari Mediator Remote Trading dan/atau Independent Reviewer disertai hasil pengujian dan checklist kesiapan operasi Calon Anggota Bursa Efek atau Anggota Bursa Efek koneksi tidak langsung.

11. Apabila sistem Remote Trading Calon Anggota Bursa Efek atau Anggota Bursa Efek dinyatakan tidak siap oleh Bursa, maka Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib melakukan perbaikan dan pengujian kembali sesuai dengan jadwal yang diberikan oleh Bursa.

12. Bursa akan memberikan: a. Jadwal persiapan Live (Pra-Live) b. User-ID dan Password

13. Apabila dalam proses Pra-Live tidak berjalan dengan baik maka Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib melaporkan penyebab kegagalan dari proses Pra-Live dan Bursa akan melakukan penjadwalan ulang (penundaan) Pra-Live.

14. Apabila dalam proses Pra-Live berjalan dengan baik maka Bursa akan memberikan pernyataan Live beserta tanggal efektif Live.

Catatan: x Bagi Anggota Bursa Efek yang menggunakan jasa Mediator Remote Trading dalam penyediaan

Perangkat Remote Trading Anggota Bursa Efek dan akan berubah menjadi Anggota Bursa Efek yang menyediakan Perangkat Remote Trading Anggota Bursa Efek secara mandiri mengacu pada ketentuan III. A Pedoman ini dan melampirkan formulir yang ada pada lampiran 14.

x Bagi Anggota Bursa Efek yang menyediakan Perangkat Remote Trading Anggota Bursa Efek secara mandiri dan akan berubah menjadi pengguna Mediator Remote Trading dalam penyediaan Perangkat Remote Trading Anggota Bursa Efek mengacu pada ketentuan III. B Pedoman ini dan melampirkan formulir yang ada pada lampiran 14.

IV. SARANA DAN PRASARANA Bagi Calon Anggota Bursa Efek atau Anggota Bursa Efek yang Menyediakan Perangkat Remote Trading Anggota Bursa Efek secara mandiri wajib menyediakan sarana dan prasarana berikut: A. Catu Daya

Calon Anggota Bursa Efek atau Anggota Bursa Efek harus memastikan ketersediaan alternatif catu daya cadangan seperti Uninterruptible Power Suppy (UPS) dan generator listrik untuk kelangsungan operasi sistem Remote Trading.

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B. Ruangan Khusus Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib menyediakan ruangan khusus yang memiliki sistem pengamanan memadai untuk menempatkan Perangkat Remote Trading Anggota Bursa Efek. Ruangan Khusus dapat berlokasi di kantor Anggota Bursa Efek atau di tempat penyedia data center (colocation), dengan ketentuan sebagai berikut: 1. Lokasi ruangan khusus harus memperhatikan faktor lokasi bebas risiko banjir dan tidak

berdekatan dengan sumber api atau kegiatan yang berpotensi menyebabkan kebakaran. 2. Menerapkan mekanisme pengendalian akses ke dalam ruangan khusus dimana akses ke

ruangan khusus hanya diberikan kepada personel yang berwenang. Setiap akses ke ruangan tersebut wajib tercatat pada sistem access control dan disimpan dalam jangka waktu 1 (satu) tahun. Dalam hal Calon Anggota Bursa Efek atau Anggota Bursa Efek tidak menerapkan sistem access control terotomasi maka Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib menerapkan prosedur yang dapat membuktikan personel yang mengakses beserta personel yang memberikan otorisasi setiap kali mengakses ruangan tersebut.

3. Pihak luar Anggota Bursa Efek (tamu dan/atau vendor) yang mengakses ruangan khusus harus berdasarkan kebutuhan bisnis dan wajib mengisi Buku Log serta wajib didampingi oleh personel Teknologi Informasi (TI).

4. Butir 2 dan 3 di atas wajib dievaluasi secara berkala oleh pemberi otorisasi/pihak yang ditunjuk Anggota Bursa Efek.

5. Fasilitas ruangan khusus hanya dipergunakan untuk operasional perangkat TI. Ruangan khusus ini terpisah dengan ruangan kerja dan tidak digunakan untuk menyimpan barang yang tidak terkait dengan sistem produksi.

6. Instalasi kabel listrik maupun kabel data tidak bersinggungan dengan jalur air sehingga tidak menyebabkan short circuit.

7. Struktur ruangan khusus telah memperhitungkan ketahanan terhadap beban perangkat dan keamanan bagi petugas.

8. Ruangan khusus yang digunakan oleh Calon Anggota Bursa Efek atau Anggota Bursa Efek yang digunakan untuk operasional Remote Trading memenuhi paling kurang standar Tier 2 menggunakan referensi ANSI/TIA-942, meliputi: a. Memiliki tingkat ketersediaan catu daya, cooling, dan akses minimal sebesar 99.74% atau

hanya memiliki toleransi downtime selama 22 jam dalam satu tahun. b. Menyediakan environment dengan temperatur 65 hingga 80 derajat Fahrenheit atau sekitar

18 hingga 27 derajat celcius, kelembaban antara 40% - 60% rH, dan tersedianya fire suppression system.

C. Link Fiber Optic (Link-FO)

Untuk menghubungkan jaringan sistem Remote Trading yang ada di Calon Anggota Bursa Efek atau Anggota Bursa Efek ke Bursa, Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib mempunyai Link-FO dengan ketentuan sebagai berikut: 1. Minimal 2 (dua) Link-FO dengan jalur berbeda yang disediakan dan dikelola oleh

penyelenggara JTPM yang telah ditunjuk oleh Bursa 2. Dikonfigurasi automatic failover; 3. Diuji bersama dengan penyelenggara JTPM secara berkala minimal 1 (satu) kali dalam 1 (satu)

tahun, guna menjaga kelangsungan operasi terhadap gangguan jaringan.

D. Perangkat Remote Trading Anggota Bursa Efek

Calon Anggota Bursa Efek atau Anggota Bursa Efek wajib memiliki perangkat Remote Trading antara lain Fiber Driver (dalam hal penyelenggara JTPM masih menggunakan solusi Fiber Driver), Router, Switch, Firewall, dan JATS Client yang spesifikasi minimalnya dapat dilihat pada Lampiran 2: Spesifikasi Perangkat Pendukung Remote Trading. 1. Fiber Driver

Merupakan perangkat yang berfungsi untuk mengkonversi paket data dari jaringan Fiber Optic ke jaringan Ethernet atau sebaliknya. Ketentuan Bursa terkait dengan penggunaan Fiber Driver di Anggota Bursa Efek adalah sebagai berikut:

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a. Perangkat Fiber Driver harus terpisah secara fisik dan logic dari Fiber Driver lainnya dan tidak digunakan untuk kebutuhan lain (dedicated).

b. Perangkat Fiber Driver harus mendukung konversi media Fiber Optic (100/1000 Base FX) ke komponen protokol Ethernet, dengan fungsi 100/1000Base-FX to 100/1000Base-TX.

c. Perangkat Fiber Driver wajib dikonfigurasi dan dikelola oleh penyelenggara JTPM yang ditunjuk oleh Bursa.

d. Kuantitas 2 (dua) Unit Fiber Driver di main site (lokasi utama) sesuai dengan ketentuan redundancy link ke penyelenggara JTPM dan minimal 1 (satu) Unit Fiber Driver di DR Site (lokasi alternatif).

e. Untuk Connector port/link minimum adalah sebagai berikut: 1) 1 (satu) port 100/1000Base-TX. 2) 1 (satu) port 100/1000Base-FX.

f. Perangkat Fiber Driver belum mencapai end of support dan memastikan perangkat yang digunakan merupakan perangkat Fiber Driver.

2. Router

Anggota Bursa Efek wajib memiliki minimal 2 (dua) unit perangkat router di main site (lokasi utama) dan minimal 1 (satu) Unit di DR Site (lokasi alternatif) untuk menghubungkan JTPM ke Jaringan Anggota Bursa Efek. Perangkat router dikonfigurasi untuk mendukung mekanisme automatic failover jika terjadi gangguan pada link utama. a. Penggunaan perangkat router secara fisik maupun logic, harus terpisah dari perangkat

router lainnya (dedicated), misalnya router untuk koneksi ke Bursa tidak digabungkan dengan koneksi internet atau keperluan lainnya.

b. Perangkat router diwajibkan untuk dikonfigurasi dan dikelola oleh penyelenggara JTPM yang ditunjuk oleh Bursa.

c. Perangkat router setidaknya mendukung hal-hal sebagai berikut: 1) Tiga (3) integrated 100/1000 Ethernet ports RJ-45 untuk koneksi dual link dengan

konfigurasi automatic switching; 2) Mendukung routing protokol OSPF (Open Shortest Path First) minimal versi 2 dan

dengan OSPF Authentication; 3) Simple Network Management Protocol (SNMP) untuk proses monitoring /

availability; 4) Multi Protocol Label Switching (MPLS) dan Virtual Private Network (VPN) Support.

d. Menggunakan router yang direkomendasikan oleh provider JTPM dengan tipe sesuai dengan Lampiran 2 Pedoman ini.

e. Perangkat router belum mencapai end of support dan memastikan perangkat yang digunakan merupakan perangkat router dan termasuk dalam gartner magic quadran tahun berjalan.

3. Switch

Anggota Bursa Efek wajib memiliki minimal 2 (dua) unit perangkat switch untuk mendukung proses automatic failover dan membagi jaringan sesuai dengan produk-produk yang digunakan oleh Anggota Bursa Efek. a. Penggunaan perangkat switch secara fisik maupun logic, harus terpisah dari perangkat

lainnya (dedicated), switch untuk koneksi ke SRO tidak digabungkan dengan koneksi internet atau keperluan di luar SRO.

b. Menggunakan manageable switch dengan 24 ports integrated 100/1000 Ethernet ports RJ-45 sesuai dengan Lampiran 2 Pedoman ini.

c. Perangkat switch belum mencapai end of support dan memastikan perangkat yang digunakan merupakan perangkat switch dan termasuk dalam gartner magic quadran tahun berjalan.

4. Firewall

Anggota Bursa Efek wajib memiliki Firewall yang dapat mendukung (support) VPN Site-to-Site. Kebijakan Bursa terkait penggunaan Firewall adalah sebagai berikut:

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a. Penggunaan perangkat Firewall harus dedicated untuk keperluan Remote Trading baik secara fisik dan logic, misalnya: 1) Firewall untuk koneksi RT tidak digabungkan dengan koneksi internet; 2) Firewall untuk koneksi ke RT tidak digabungkan dengan koneksi datafeed/CTP/SRO

lainnya. b. Semua packet message dari Anggota Bursa Efek ke Bursa harus melalui VPN; c. Koneksi VPN tidak menerapkan Network Address Translation (NAT); d. Menjalankan feature logging untuk memonitor arus paket yang menuju, melalui, dan/atau

keluar dari interface Firewall. Buffer logging bisa menampung log firewall selama jam perdagangan;

e. Login ke Firewall hanya dapat dilakukan pada perangkat Firewall secara langsung dan/ atau dapat dilakukan melalui akses ke port management firewall yang terkoneksi ke jaringan out of band secara jarak jauh dengan melakukan registrasi dan pembatasan IP address yang menggunakan closed circuit, dengan tambahan secure channel bila memungkinkan. Khusus untuk akses ke DRC AB masih diijinkan menggunakan teknologi VPN di atas jaringan public dengan catatan AB wajib memastikan keamanan perangkat VPN telah terkonfigurasi dengan baik, jika tidak digunakan maka harus disable;

f. Mempunyai fungsi packet filtering (dapat melakukan analisis dan menolak/membuang paket yang masuk/keluar dari jaringan internal sesuai kebijakan yang telah ditetapkan oleh Anggota Bursa Efek);

g. Mempunyai fungsi sebagai application gateway (dapat menerapkan mekanisme keamanan pada aplikasi spesifik, misalnya File Transfer Protocol (FTP), Telnet);

h. Mempunyai fungsi sebagai circuit-level gateway (dapat menerapkan mekanisme keamanan pada level Transmission Control Protocol (TCP)/User Datagram Protocol (UDP);

i. Mempunyai fungsi Network Address Translation (NAT) yang dapat menyembunyikan internal network dari luar;

j. Upgradeable (dapat dilakukan update/patching dengan versi baru secara mudah); k. Memiliki throughput yang dapat menjamin response time yang cepat; l. Support VPN sesuai dengan spesifikasi dalam Lampiran 2: Spesifikasi minimal perangkat

Pendukung Remote Trading: m. Semua akses dari Anggota Bursa Efek ke JTPM adalah enable all dan akses dari JTPM ke

Anggota Bursa Efek adalah filter/block; n. Pedoman konfigurasi dan Firewall Policy dapat dilihat dalam Lampiran 3: Konfigurasi

dan Firewall Policy. o. Perangkat firewall belum mencapai end of support dan memastikan perangkat yang

digunakan merupakan perangkat firewall dan termasuk dalam gartner magic quadran tahun berjalan.

5. JATS Client

a. Server JATS Client Anggota Bursa Efek harus memiliki server JATS Client dengan ketentuan sebagai berikut: 1) Server JATS Client harus berupa server physical (physical host), tidak running di atas

virtualisasi; 2) Server JATS Client hanya dipergunakan untuk keperluan JATS-Remote Trading dan

tidak digunakan untuk kebutuhan lainnya (dedicated); 3) Pemasangan server JATS Client sesuai dengan diagram jaringan yang ditetapkan oleh

Bursa; 4) Konfigurasi server JATS Client:

a) IP Forwarding, Remote Access, Telnet, FTP services di JATS Client dimatikan (disable).

b) Domain Name Server (DNS) di JATS Client tidak perlu diisi; c) JATS Client bukan merupakan anggota domain server manapun; d) Remote Access ke JATS Client (apabila diperlukan) dapat dilakukan dengan

ketentuan sebagai berikut: i. Oleh personel yang memiliki otoritas;

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ii. Hanya boleh dilakukan dari kantor Anggota Bursa Efek; iii. Menggunakan secured channel; dan iv. Dilakukan dengan menggunakan aplikasi JAClient melalui Jumpbox. v.

b. Aplikasi Server JATS Client

1) JATS Client Adalah aplikasi berbasis FIX Protocol yang diberikan Bursa dan dapat dipergunakan oleh seluruh Anggota Bursa Efek untuk melakukan perdagangan Remote Trading. Source JATS Client diberikan bersama dokumentasinya berupa Kit dalam bentuk media digital. Pedoman instalasi dan konfigurasi JATS Client terdapat dalam Lampiran 4: Instalasi dan Konfigurasi Perangkat Remote Trading AB. Khusus untuk FIX5, Anggota Bursa Efek dapat menggunakan aplikasi EL-TRADER FIX Engine yang dikembangkan sendiri dan memenuhi Lampiran 11 Pedoman ini mengenai struktur messaging FIX5.

2) ACE Gateway Client

Adalah aplikasi yang diberikan oleh Bursa dan wajib digunakan untuk melakukan proses otentikasi JATS Client ke Bursa dengan menggunakan RSA Secure-ID Token (token RSA). User Transaksional Anggota Bursa Efek tidak dapat login ke JATS apabila tidak melakukan proses otentikasi terlebih dahulu. Source aplikasi ACE Gateway Client berada dalam Kit yang diberikan Bursa. Pedoman instalasi ACE Gateway Client terdapat dalam Lampiran 5: Instalasi ACE Gateway Client. Dalam melakukan otentikasi JATS Client, Anggota Bursa Efek diwajibkan memasukkan kombinasi antara pin yang dibuat sendiri oleh Anggota Bursa Efek dan angka yang muncul pada token RSA. Otentikasi JATS Client dengan token RSA cukup dilakukan 1 (satu) hari satu kali, yaitu sebelum Anggota Bursa Efek melakukan login ke JATS. Bursa akan memberikan token RSA baik dalam bentuk soft token maupun hard token dan harus diaktivasi terlebih dahulu oleh Anggota Bursa Efek, sebelum dapat digunakan untuk proses otentikasi. Pedoman instalasi aplikasi soft token RSA terdapat dalam Lampiran 6: Instalasi Aplikasi RSA Secure-ID Software Token dan Pedoman aktivasi token RSA terdapat dalam Lampiran 7: Aktivasi Token RSA.

3) Aplikasi NTP Client

Menggunakan aplikasi untuk melakukan sinkronisasi waktu secara otomatis antara JATS Client dengan time server di Bursa. Anggota Bursa Efek disarankan untuk melakukan sinkronisasi waktu terhadap semua peralatan dan aplikasi pendukung Remote Trading ke JATS Client.

4) Antivirus

Anggota Bursa Efek wajib memiliki aplikasi Antivirus dan di-install di JATS Client dengan ketentuan: a) Aplikasi Antivirus berlisensi b) Signature Antivirus pada JATS Client harus di-update secara offline minimal 1

(satu) minggu 1 (satu) kali dan dilakukan secara manual tanpa terkoneksi langsung ke internet (dengan menggunakan media perantara seperti external disk).

c) Antivirus real time dinonaktifkan (disable), dilakukan scanning sehari sekali di luar jam perdagangan.

V. BROKERAGE OFFICE SYSTEM (BOFIS)

A. Front Office System

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1. Aplikasi front office system yang dipilih oleh Anggota Bursa Efek wajib mengakomodasi seluruh ORI dan QRI serta specification dari FIX5, ITCH, dan OUCH yang ada pada Lampiran 8A, 8B, 9A, 9B, 10, 11, dan 12 Pedoman ini. a. Versi messaging JATS (ORI, QRI, dan Specification) mengikuti perkembangan dari waktu

ke waktu yang ditentukan oleh Bursa. b. Tipe message yang harus diproses oleh aplikasi adalah tipe-tipe message yang termasuk ke

dalam kategori Mandatory. 2. Aplikasi front office system paling kurang memiliki:

a. Fungsi order/Negdeal/advertisement entry management; b. Fungsi user account management; c. Fungsi monitoring pelaksanaan order; d. Fungsi monitoring market information (optional); e. Sistem validasi atas order yang diterima sebelum diteruskan ke Bursa. f. Integrasi minimal secara batching dari front office ke back office. g. Fasilitas audit trail dan logging data.

Pada aplikasi FIX Engine, OUCH Engine, dan ITCH Engine harus memiliki audit Trail dan logging data.

B. Back Office System

Anggota Bursa Efek wajib memiliki aplikasi back office system yang mempunyai fungsi-fungsi antara lain pembukuan, kustodian dan penyelesaian sesuai dengan Peraturan Nomor III-A tentang Keanggotaan Bursa serta terintegrasi secara real time dari back office system ke front office system.

C. Risk Management

Anggota Bursa Efek wajib memiliki sistem manajemen risiko yang digunakan untuk menjalankan pemantauan dan pengelolaan risiko. Seluruh order yang disampaikan Anggota Bursa Efek ke JATS telah melalui proses manajemen risiko.

D. Sistem Pengawasan

Anggota Bursa Efek harus selalu melakukan pemantauan terhadap aktivitas perdagangan Efek baik untuk kepentingan nasabah maupun kepentingan sendiri melalui sistem pengawasan Anggota Bursa Efek dan wajib melaporkan kepada Bursa apabila dari hasil pemantauan yang dilakukan terdapat indikasi adanya transaksi perdagangan efek yang tidak wajar.

VI. OPERASIONAL A. IT Officer

Anggota Bursa Efek wajib mempunyai IT Officer yang bertugas dan bertanggung jawab untuk memastikan kesiapan dan kelancaran operasional Perangkat Remote Trading Anggota Bursa Efek. IT Officer juga bertindak sebagai penghubung antara Bursa dengan Anggota Bursa Efek terkait dengan Brokerage Office System termasuk Remote Trading.

B. Prosedur Operasi Standar (POS)

Untuk menjaga kelangsungan operasional perangkat Remote Trading, Anggota Bursa Efek yang menyediakan Perangkat Remote Trading Anggota Bursa Efek secara mandiri wajib memiliki sekurang-kurangnya: 1. Prosedur operasional harian antara lain meliputi sinkronisasi waktu ke Bursa, otentikasi

menggunakan RSA Secure-ID token, start up - shut down perangkat Remote Trading, monitoring operasional, sinkronisasi data ke DRC, housekeeping dan backup - recovery.

2. Prosedur operasional non rutin atau berkala antara lain meliputi update antivirus, change password dan maintenance perangkat Remote Trading dan aplikasi yang digunakan Anggota Bursa Efek.

3. Prosedur yang memastikan kelangsungan layanan (Business Continuity Plan), sebagaimana diatur dalam Pedoman BCP.

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4. Prosedur penanganan gangguan dan masalah pada perangkat Remote Trading. 5. Prosedur penanganan order mulai dari penerimaan sampai dengan memasukkan order ke dalam

perangkat Remote Trading. 6. Prosedur untuk perubahan atau perbaikan (Change Management) di sisi Anggota Bursa Efek.

Setiap perubahan atau perbaikan yang membutuhkan upaya Bursa untuk menyediakan lingkungan pengujian atau kemungkinan berpengaruh terhadap sistem Bursa, harus mendapatkan persetujuan dari Bursa. Perubahan atau perbaikan tersebut meliputi: a. Perangkat Remote Trading Anggota Bursa Efek; b. Server dan aplikasi Front Office; c. Server dan aplikasi Risk Management; d. Server dan aplikasi Back Office.

7. Prosedur keamanan informasi (Information Security Procedures) yang contohnya mencakup proses pemberian, perubahan dan penghapusan user account termasuk hak dan wewenang yang melekat pada user account (Access Levelling).

8. Prosedur pemeliharaan Perangkat Remote Trading Anggota Bursa Efek.

C. Pemeliharaan Bagi Anggota Bursa Efek yang menyediakan Perangkat Remote Trading Anggota Bursa Efek secara mandiri, wajib memiliki kontrak pemeliharaan sekurang-kurangnya: 1. Kontrak pemeliharaan dengan vendor atau senantiasa memiliki tenaga ahli untuk memelihara

perangkat Remote Trading dan aplikasi yang digunakan. 2. Kontrak escrow dengan vendor untuk menjaga ketersediaan keseluruhan aplikasi terkait dengan

aktivitas perdagangan yang digunakan oleh Anggota Bursa Efek.

D. Dokumentasi Anggota Bursa Efek wajib mempunyai dokumentasi sistem Remote Trading berupa hard copy dan soft copy yang lengkap dan mutakhir serta tersimpan dengan baik.

VII. NETWORK & SECURITY

A. Network Diagram Dalam rangka menjaga keamanan Perangkat Remote Trading Anggota Bursa Efek dan Perangkat Remote Trading Bursa, Bursa menetapkan standar konfigurasi jaringan Anggota Bursa Efek, sebagai berikut: 1. Bagi Anggota Bursa Efek yang menyediakan Perangkat Remote Trading Anggota Bursa Efek

secara mandiri: a. Wajib mempunyai minimal 2 (dua) Link-FO yang terhubung ke JTPM dengan jalur yang

berbeda yang dibuktikan dengan pernyataan dari penyelenggara JTPM. Link-FO harus disediakan serta dikelola oleh Penyelenggara JTPM yang telah ditunjuk oleh Bursa. Guna menjaga kelangsungan operasi terhadap gangguan jaringan, dua Link-FO tersebut harus dikonfigurasi sehingga mendukung kapabilitas failover secara otomatis. Konfigurasi failover harus diuji secara berkala minimal satu kali dalam satu tahun.

b. Bandwidth JTPM digunakan bersama-sama dengan Bursa, PT Kustodian Sentral Efek Indonesia, PT Kliring Penjaminan Efek Indonesia yang pembagiannya sesuai dengan Lampiran 1 Pedoman ini. Catatan: Bursa sewaktu-waktu dapat melakukan perubahan pembagian besaran bandwidth sesuai dengan kebutuhan dan perkembangan teknologi sistem perdagangan.

c. Firewall dan server JATS Client yang digunakan untuk sistem Remote Trading tidak terkoneksi langsung dengan internet.

d. Memiliki desain sistem Remote Trading (network diagram) yang sesuai dengan network diagram di bawah ini dan telah mendapatkan persetujuan Bursa.

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Gambar 2 : Network Diagram Anggota Bursa Efek

Keterangan gambar: 1) Server JATS Client wajib mempunyai dua network, yang pertama terhubung ke arah

firewall Remote Trading dan yang ke dua terhubung ke arah server Remote Trading. 2) Koneksi dari server back office ke server front office wajib melalui firewall dan hanya

bisa mengakses server front office. Dalam hal back office dan front office tergabung dalam satu server yang sama maka Anggota Bursa Efek wajib memasang firewall antara server JATS Client dan server back office.

3) Koneksi client online trading dan/atau client DMA wajib melalui firewall. 4) Remote access hanya bisa dilakukan melalui secure channel berupa VPN (minimal

enkripsi SHA256). 5) Portal VPN Anggota Bursa Efek harus dilakukan penetration test sebelum digunakan

dan pada masa produksi dilakukan penetration test secara berkala (1 tahun sekali). 6) Perangkat VPN tidak harus dedicated, dapat menggunakan server/perangkat security

existing (contoh: firewall). 7) VPN hanya digunakan untuk akses Jumpbox. Akses ke Jumpbox hanya menggunakan

remote access protocol berbasis SSL (Secure Socket Layer). 8) Jumpbox hanya digunakan untuk Remote Access Anggota Bursa Efek sehari hari yang

berkaitan dengan operasional rutin.

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9) Akses ke JATS client melalui Jumpbox hanya menggunakan aplikasi JAClient. Akses Jumpbox ke area lain menggunakan remote access protocol berbasis SSL (Secure Socket Layer).

e. Jaringan yang terhubung ke Jaringan Publik wajib diisolasi, sehingga apabila Jaringan

Anggota Bursa Efek berhasil dilakukan penetrasi melalui Jaringan Publik, maka penetrasi diharapkan tidak menjalar hingga Jaringan yang terhubung ke BOFIS (aplikasi back office dan front office Anggota Bursa Efek), server JATS Client maupun ke Bursa.

f. Perangkat router yang terhubung ke JTPM diwajibkan redundant, sedangkan untuk perangkat yang lain disarankan redundant.

g. Konfigurasi koneksi antar perangkat jaringan wajib menggunakan Link State “Fixed” bukan “Auto Negotiation.”

2. Bagi Anggota Bursa Efek yang menggunakan jasa Mediator Remote Trading: a. Wajib mempunyai minimal 2 (dua) Link-Secure Channel yang terhubung ke jaringan

penyedia MRT dengan jalur yang berbeda yang dibuktikan dengan pernyataan dari penyelenggara jaringan. Link-Secure Channel harus disediakan serta dikelola oleh penyelenggara jaringan. Guna menjaga kelangsungan opersi terhadap gangguan jaringan, dua Link-Secured Channel tersebut haris dikonfigurasi untuk dialihkan secara otomatis jika terjadi gangguan (automatic failover) dan diuji secara berkala minimal satu kali dalam satu tahun.

b. Jaringan yang terhubung ke Jaringan Publik harus diisolasi, sehingga apabila Jaringan Anggota Bursa Efek berhasil dilakukan penetrasi melalui Jaringan Publik, maka penetrasi diharapkan tidak menjalar hingga internal yang dimiliki oleh Anggota Bursa Efek. Bursa sangat merekomendasikan untuk melakukan penambahan perangkat Intrusion Prevention System (IPS) atau Intrusion Detedtion System (IDS).

c. Konfigurasi koneksi antar perangkat jaringan harus menggunakan Link State Fi ed bukan A to Negotiation.

d. Memiliki desain sistem Remote Trading (network diagram) yang sesuai dengan network diagram layanan Mediator Remote Trading yang dipilih oleh Anggota Bursa Efek, diantaranya:

i. Menggunakan Mediator Remote Trading dengan layanan Front Office dan Online Trading.

Gambar 3 : Mediator Remote Trading dengan Front Office dan Online Trading

ii. Menggunakan Mediator Remote Trading dengan layanan Front Office.

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Gambar 4 : Mediator Remote Trading dengan Front Office

3. Network Diagram BCP Anggota Bursa Efek a. Anggota Bursa Efek yang menyediakan Perangkat Remote Trading Anggota Bursa Efek

secara mandiri.

LEASEDLINE

(Secure Channel)

SYNC

-BO

TCCAB

Internet (Secure

Channel)

`

`

`

Branch Office AB

LEASEDLINE

(Secure Channel)

SYNC

-BO

DRC AB

Internet (Secure

Channel)

`

`

`

RM TL Porto

`

`

Terminal BO

RM TL Porto

`

`

Terminal BO

LAN Back Office

LAN Back Office

Gambar 5 : Network Diagram BCP Anggota Bursa Efek

1) Dalam hal terjadi gangguan pada TCC maka Anggota Bursa Efek yang menyediakan

Perangkat Remote Trading Anggota Bursa Efek secara mandiri dapat menggunakan working space area yang dimiliki. Working space area dapat berlokasi di data center AB atau pada lokasi lain.

2) Apabila working space area AB berbeda lokasi dengan data center yang dimilki, maka koneksi antara working space area dan data center harus menggunakan secure channel.

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b. Anggota Bursa Efek yang menggunakan jasa Mediator Remote Trading dalam penyediaan

Perangkat Remote Trading Anggota Bursa Efek Dalam hal terjadi gangguan pada main site AB maka Anggota Bursa Efek yang menggunakan jasa Mediator Remote Trading dalam penyediaan Perangkat Remote Trading Anggota Bursa Efek dapat menggunakan working space area yang dimiliki. Working space area dapat berlokasi di kantor Mediator Remote Trading atau pada lokasi lain.

Gambar 6 : Network Diagram BCP Anggota Bursa Efek yang menggunakan jasa Mediator Remote Trading

B. Kebijakan Keamanan

Untuk menjaga keamanan dan kelangsungan sistem Remote Trading Anggota Bursa Efek, Bursa menetapkan standardisasi keamanan dan policy sistem Remote Trading yang sesuai dengan standar ISO 27001 antara lain: 1. Organisasi Keamanan (Security Organization)

a. Memiliki struktur organisasi keamanan. b. Memiliki prosedur monitoring, pelaporan serta eskalasi bila terjadi gangguan terhadap

keamanan sistem. c. Adanya personel Anggota Bursa Efek yang bertanggung jawab terhadap aspek keamanan

informasi. 2. Pemisahan Wewenang Pekerjaan (Segregation of Duties)

a. Fungsi dan ruang lingkup pekerjaan operasional (production) dan pengembangan (development) harus dipisahkan.

b. Aktivitas dan akses antara administrator dan operator dipisahkan. 3. Keamanan Fisik (Physical Security)

a. Seluruh perangkat sistem Remote Trading harus diletakkan dalam ruangan khusus. b. Akses ke dalam ruangan dan rak perangkat Sistem Remote Trading Anggota Bursa Efek

wajib dibatasi kepada pihak yang berwenang dan dimonitor melalui Buku Log serta dapat diakses oleh IT Officer yang ditunjuk oleh Anggota Bursa Efek.

c. Ruangan dan rak perangkat Sistem Remote Trading Anggota Bursa Efek harus selalu dalam keadaan terkunci dan terjaga dari pihak luar.

d. Dalam hal Anggota Bursa Efek menggunakan jasa pihak ketiga untuk penempatan perangkat Sistem Remote Trading (Colocation), maka apabila tidak mendapatkan ruangan khusus, rak perangkat Sistem Remote Trading harus selalu dalam keadaan terkunci dan terjaga dari pihak yang tidak memiliki hak akses terhadap perangkat Sistem Remote Trading.

e. Pihak luar Anggota Bursa Efek (tamu atau vendor) yang mengakses ke dalam ruangan dan rak perangkat Sistem Remote Trading Anggota Bursa Efek harus berdasarkan kebutuhan bisnis, wajib mengisi Buku Log dan ditemani oleh personel TI.

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f. Dilakukan audit/review secara berkala terhadap efektivitas keamanan fisik Anggota Bursa Efek yang diterapkan.

4. Keamanan Perangkat Keras (Hardware) dan Perangkat Lunak (Software) a. Akses ke hardware harus dibatasi sehingga panel untuk mematikan atau menyalakan

perangkat hanya dapat diakses/dilakukan oleh personel yang mempunyai otoritas. b. Sistem operasi pada server dan perangkat jaringan yang digunakan harus melalui tahap

hardening (hanya menggunakan port, service, aplikasi yang dipakai, Service Pack terbaru, dan Security Patch terbaru), contoh Windows Security Hardening Guide dari Microsoft, IOS Safe dari Cisco.

c. Sistem operasi yang digunakan harus melalui tahap hardening (hanya menggunakan port, service, aplikasi yang dipakai, Service Pack terbaru, dan Security Patch terbaru), contoh Windows Security Hardening Guide dari Microsoft.

d. Melakukan evaluasi hardening secara berkala. e. Flash disk atau removable storage disc tidak diperkenankan digunakan sebagai sarana

akses pertukaran file dalam lingkungan perangkat Remote Trading. 5. Kebijakan Account, Password, dan Audit

a. Memastikan bahwa 1 (satu) user account hanya berlaku untuk 1 orang dan tidak di-share dengan pihak lain.

b. Wajib mengganti nama account default, terutama account administrator (built-in administrator), Account guest: disable.

c. Kebijakan Password 1) Min. enforced password history: 13 password remembered 2) Max. Password age: 90 days 3) Min. Password age: 0 day 4) Min. password length: 10 characters 5) Password must meet complexity requirements: yes /enable 6) Store password using rev. Encryption: disable 7) User must change password at next logon: enable ( � )

d. Kebijakan Account Lockout 1) Account Lockout duration: 0 minute 2) Account Lockout threshold: 3 invalid logon attempts 3) Reset account lockout counter after: 1,440 minutes

e. Kebijakan Audit 1) Audit account logon events: success, failure 2) Audit account management: success, failure 3) Audit directory service access: success, failure 4) Audit logon events: success, failure 5) Audit object access: success, failure 6) Audit policy change: success 7) Audit privilege use: No audit 8) Audit process tracking: No audit 9) Audit system events: success

f. User Rights & Privilege Assignment 1) Access to this computer from the network: Administrators, Backup Operators, Power

Users, Users, Authenticated Users. 2) Log on locally (server): Administrator, Backup Operator, Power Users. 3) Shutdown the system: Administrators.

g. Security Options 1) Set additional restrictions for anonymous connections: Do not allow enumeration of

SAM accounts and shares. 2) Allow shutdown without logon: Disable. 3) Digitally sign server communication (when possible): enable. 4) Disabling caching of logon information: 0. 5) Recovery console Allow automatic administrative logon: disable. 6) Recovery console Allow floppy copy and access to all drive and folders: enable.

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7) Send unencrypted password to connect to third-party SMB servers: disable. 8) Strengthen default permissions of global system objects (e.g. symbolic links): enable.

6. Dalam hal Anggota Bursa Efek menggunakan Operating System (OS) Linux, maka terkait dengan aspek security Anggota Bursa Efek wajib menggunakan pedoman produk atau common practice dari OS Linux

7. Pengaturan IP Address Standarisasi pengaturan IP dan port address dilakukan oleh Bursa.

VIII. PENANGANAN GANGGUAN DAN/ATAU KERUSAKAN SISTEM PERDAGANGAN 1. Dalam hal terjadi kerusakan dan/atau gangguan yang menyebabkan putusnya hubungan antara

JATS Client dan JATS, Anggota Bursa Efek dapat melakukan konfirmasi ke Bursa atas status order dan/atau transaksi yang telah dilakukan oleh Anggota Bursa Efek tersebut sebelum terjadi gangguan.

2. Untuk mengantisipasi gangguan atau kerusakan sistem, Anggota Bursa Efek wajib memiliki:

a. Bussiness Continuity Plan (BCP) termasuk prosedur penanganan gangguan atau kerusakan sistem, sebagaimana diatur dalam Pedoman BCP.

b. Prosedur pelaksanaan titip jual dan/atau beli.

3. Dalam hal Anggota Bursa Efek telah menjalankan prosedur BCP, namun tetap belum dapat memasukkan order ke JATS maka Anggota Bursa Efek dapat melakukan titip jual dan/atau titip beli kepada Anggota Bursa Efek lain (sebagaimana diatur dalam Peraturan Bursa Nomor II-A tentang Perdagangan Efek Bersifat Ekuitas)

4. Dalam hal terjadi Kondisi Darurat, Bursa berpedoman pada Pedoman Kelangsungan Perdagangan di Bursa Efek Indonesia Dalam Kondisi Darurat.

IX. LEGAL

A. Sub License Agreement

Anggota Bursa Efek yang menyediakan sendiri perangkat Remote Trading (Mandiri) atau menggunakan Mediator Remote Trading telah menandatangani dan mengembalikan ke Bursa Sub License Agreement FIX Engine, sebagai bukti bahwa Anggota Bursa Efek telah mengerti, menyetujui dan menyepakati penggunaan FIX Engine sesuai dengan klausula dalam Sub License Agreement.

B. Service Level Agreement (SLA)

Anggota Bursa Efek wajib memiliki SLA dengan pihak ketiga, seperti SLA ketersediaan jaringan Remote Trading Anggota Bursa Efek oleh Penyelenggara JTPM, SLA ketersediaan listrik, sistem pendinginan, keamanan fisik oleh penyedia Data Center bagi Anggota Bursa Efek pengguna colocation.

C. Kontrak

Mempunyai kontrak pemeliharaan terhadap perangkat dan aplikasi sistem Remote Trading serta infrastruktur lainnya yang menggunakan layanan pihak ketiga.

D. Independent Reviewer Telah menunjuk Independent Reviewer yang terdaftar di Bursa untuk melakukan audit atas kelayakan operasi sistem Remote Trading. Daftar Independent Reviewer yang telah terdaftar di Bursa dapat dilihat pada situs resmi PT Bursa Efek Indonesia.

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X. MEDIA KOMUNIKASI ANTARA BURSA DENGAN ANGGOTA BURSA EFEK

Guna mendukung kelancaran komunikasi antara Bursa dengan Anggota Bursa Efek, Bursa menetapkan sarana komunikasi antara lain:

A. Bursa Helpdesk Remote Trading Bursa Telepon: 021-5150515 ext. 8450 Email: [email protected]

B. Anggota Bursa Efek

1. Telepon Anggota Bursa Efek wajib menyampaikan nomor telepon termasuk nomor handphone direksi, IT Officer, PIC DTB group dan PIC Kondisi Darurat.

2. E-mail

Anggota Bursa Efek wajib menyampaikan e-mail group yang terdiri dari direksi group, IT Officer group, Compliance Officer group, PIC DTB group dan PIC Kondisi Darurat group.

3. Aplikasi messenger

Aplikasi messenger yang dapat digunakan Anggota Bursa Efek dengan Bursa yakni WhatsApp messenger.

Apabila terjadi perubahan pada petugas yang ditunjuk menjadi PIC, Anggota Bursa Efek wajib segera menyampaikan data perubahan tersebut ke Bursa dan pihak terkait.

Lampiran 1 Pedoman Remote Trading

Rincian Bandwidth JTPM A. Bandwidth JTPM sebesar 10 Mbps digunakan bersama-sama dengan SRO yang pembagiannya

sebagai berikut:

SRO Application Bandwidth BEI RT priority traffic

70% dari total bandwidth dengan batas bawah 1 Mbps

Datafeed 1,5 Mbps C P (PL E, PD , MOFIDS, ETP)

768 Kbps

Derivatif 256 Kbps KPEI 3,25 Mbps KSEI 3,25 Mbps Link Sinkronisasi Main Site AB dengan DR Site AB

1 Mbps

B. Bandwidth JTPM sebesar 22 Mbps digunakan bersama-sama dengan SRO yang pembagiannya

sebagai berikut:

SRO Application Bandwidth BEI RT priority traffic

70% dari total bandwidth dengan batas bawah 1 Mbps

Datafeed 8,5 Mbps C P (PL E, PD , MOFIDS, ETP)

768 Kbps

Derivatif 256 Kbps KPEI 3,25 Mbps KSEI 8,25 Mbps Link Sinkronisasi TCC AB dengan DRC AB

1 Mbps


Spesifikasi Perangkat Pendukung Remote Trading

1. Fiber Driver

Komponen Keterangan Function 100/1000Base-FX to 100/1000Base-TX Protocol Ethernet Quantity 4 (empat) Unit Fiber Driver (untuk redundancy

koneksi ke NSP) Connector port/link 1 port 100/1000Base-TX

1 port 100/1000Base-FX

2. Router

Komponen Keterangan Port Interface 3 integrated 100/1000 Ethernet ports RJ-45 Throughput Minimal 12.000 – 15.000 pps DRAM Memory Minimal 512 MB Software option IOS IP feature set bundled with chassis

3. Switch

Komponen Keterangan Switch Manageable Manageable Console Port/Speed 115.2 Kbps Port Interface 24 integrated 100/1000 Ethernet ports RJ-

45 DRAM Memory Minimal 64 MB Support VLAN (IEEE 802.1Q)

4. Firewall

Komponen Firewall Keterangan Jumlah Port LAN 4 Port dengan kecepatan 100/1000 Mbps Encryption Algorithm 3DES Authentication Algorithm MD-5 Diffie-Hellman Group Group 2 (1024 bit) Encapsulation Protocol ESP

5. Server JATS Client

Komponen Spesifikasi Minimum

CPU Processor Intel Xeon 2.0 GHz atau setara Memory 8 GB Hard Disk Drive 80 GB (SSD Recommended with SATA Interface) LAN Card 2 unit Ethernet 100/1000 MB, RJ45 Connector Operating System Windows Server/Linux RedHat berlisensi dan masih

mendapatkan dukungan dari principal


Konfigurasi dan Firewall Policy

I. POLICY

A. Koneksi Main Site Anggota Bursa ke DC1 Bursa

Remote Trading

Interface Outside (Public) 172.19.X.Y Nilai X dan Y berbeda untuk setiap AB dan ditentukan oleh Bursa

Peer 172.20.2.198 Digital Certificate None (Use Pre Shared Keys) Certificate Transmission Identify Certificate Only Pre Shared Key * * Sesuai informasi yang

diberikan Bursa Authentication MD-5 Encryption 3DES IKE Proposal IKE-3DES-MD5 Routing None

IPSec Parameters Equity:

Local Network:

Remote Network Network Address Equity 172.18.2.0 Wildcard Mask Equity 0.0.0.255

Authentication Algorithm ESP/MD5/HMAC-128 Encryption Algorithm 3DES-168 Encapsulation Mode Tunnel Perfect Forward Secrecy Disable Lifetime Measurement Time Data Lifetime 4608000 kb Time Lifetime 86400 second

Network Address Equity 172.21.A.B

Nilai A dan B berbeda untuk setiap AB dan ditentukan oleh Bursa

Wildcard Mask Equity 0.0.0.7


B. Koneksi Main Site Anggota Bursa ke DC2 (DRC) Bursa

Remote Trading Interface Outside (Public) 172.19.X.Y Nilai X dan Y berbeda

untuk setiap AB dan ditentukan oleh Bursa



IPSec Parameters Equity: Authentication Algorithm ESP/MD5/HMAC-128 Encryption Algorithm 3DES-168 Encapsulation Mode Tunnel Perfect Forward Secrecy Disable Lifetime Measurement Time Data Lifetime 4608000 kb Time Lifetime 86400 second

Local Network Network Address Equity 172.21.A.B





C. Koneksi DRC Anggota Bursa ke DC1 Bursa

Remote Trading Interface Outside (Public)

DRC Elitery/GTN : 172.19.X.Y DRC Mandiri: 172.19.X.Y

Nilai X dan Y berbeda untuk setiap AB dan ditentukan oleh Bursa




Local Network Network Address Equity DRC Elitery/GTN : 172.34.A.B

DRC Mandiri : 172.27.A.B Nilai A dan B berbeda untuk setiap AB dan ditentukan oleh Bursa



D. Koneksi DRC Anggota Bursa ke DC2 (DRC) Bursa Remote Trading Interface Outside (Public) Elitery/GTN: 172.19.X.Y

Mandiri: 172.19.X.Y Nilai X dan Y berbeda untuk setiap AB dan ditentukan oleh Bursa

Peer 172.20.4.198 Digital Certificate None (Use Pre Shared Keys)


Certificate Transmission Identify Certificate Only Pre Shared Key * * Sesuai informasi yang



Local Nework Network Address Equity Elitery/GTN: 172.34.A.B

Mandiri: 172.27.A.B




II. PANDUAN KONFIGURASI FIREWALL

Konfigurasi Firewall Remote Trading (ASA Software Version 9.x)

!--- Interface interface GigabitEthernet1/1

nameif inside

security-level 100

ip address <IP LAN> 255.255.255.248

interface GigabitEthernet1/2

nameif outside

security-level 0

ip address <IP P2P Firewall-Router> 255.255.255.248


!--- Object Network

object network INSIDE_HOST

subnet <LAN Network> 255.255.255.248

object network VPN_HOST1

subnet 172.18.2.0 255.255.255.0

object network VPN_HOST2

subnet 172.18.4.0 255.255.255.0

!--- Access List access-list outside_1_cryptomap extended permit ip <LAN Network>

255.255.255.248

172.18.2.0 255.255.255.0

access-list outside_2_cryptomap extended permit ip <LAN Network>

255.255.255.248

172.18.4.0 255.255.255.0

access-list outside_access_in extended permit icmp any any

access-list outside_access_in extended permit ip any any

access-list inside_access_in extended permit icmp any any

access-list inside_access_in extended permit ip any any

access-group inside_access_in in interface inside

access-group outside_access_in in interface outside

!--- Network Address Translation nat (inside,outside) source static INSIDE_HOST INSIDE_HOST destination

static

VPN_HOST1 VPN_HOST1

nat (inside,outside) source static INSIDE_HOST INSIDE_HOST destination

static

VPN_HOST2 VPN_HOST2

!--- Routing route outside 0.0.0.0 0.0.0.0 <IP P2P Router-Firewall> 1

!--- Defines IPSec encryption and authentication algorithms. crypto ipsec ikev1 transform-set beicset esp-3des esp-md5-hmac

crypto ipsec security-association lifetime seconds 3600

!--- Defines crypto map. crypto map outside_map 1 match address outside_1_cryptomap

crypto map outside_map 1 set peer 172.20.2.198


crypto map outside_map 1 set ikev1 transform-set beiset

crypto map outside_map 1 set security-association lifetime seconds 3600

crypto map outside_map 1 set security-association lifetime kilobytes

4608000

crypto map outside_map 2 match address outside_2_cryptomap

crypto map outside_map 2 set peer 172.20.4.198

crypto map outside_map 2 set ikev1 transform-set beiset

crypto map outside_map 2 set security-association lifetime seconds 3600

crypto map outside_map 2 set security-association lifetime kilobytes

4608000

!--- Apply crypto map on the outside interface.

crypto map outside_map interface outside

crypto ikev1 enable outside

!--- Defines pre-shared secret used for IKE authentication. tunnel-group 172.20.2.198 type ipsec-l2l

tunnel-group 172.20.2.198 ipsec-attributes

ikev1 pre-shared-key * * Sesuai informasi yang diberikan Bursa tunnel-group 172.20.4.198 type ipsec-l2l

tunnel-group 172.20.4.198 ipsec-attributes

ikev1 pre-shared-key * * Sesuai informasi yang diberikan Bursa !--- Defines ISAKMP policy. crypto ikev1 policy 10

authentication pre-share

encryption 3des

hash md5

group 2

lifetime 86400

Lampiran 4 Pedoman Remote Trading Instalasi dan Konfigurasi Perangkat Remote Trading Anggota Bursa Efek Aplikasi Perangkat Remote Trading Anggota Bursa merupakan Aplikasi FIX Engine dan/atau OUCH Client dan/atau ITCH Client yang harus digunakan Anggota Bursa Efek (AB) untuk dapat melakukan perdagangan Remote Trading. Untuk mengelola risiko, Bursa dapat menerapkan pembatasan pengiriman pesanan per-detik oleh AB. I. INSTALASI

A. FIX4.2 AB wajib melakukan pemisahan instalasi aplikasi Perangkat Remote Trading Anggota Bursa Efek untuk melakukan koneksi ke TCC Bursa atau DRC Bursa dengan menggunakan folder yang berbeda. 1. TCC

a. Copy dan Paste folder JONEC dari Distribution Kit yang diberikan Bursa, ke c:\ di mesin Perangkat Remote Trading AB yang mengadap ke Bursa.

b. Ubah nama folder JONEC menjadi JONECEquity_TCC. Folder JONECEquity_TCC digunakan AB untuk melakukan koneksi ke TCC Bursa

c. Buka folder: /JONECEquity_TCC/Directory/ElTrader/Engine/Config d. Ubah nama enginenetwork.JONECEquity_TCC menjadi enginenetwork.xml e. AB perlu melakukan konfigurasi parameter FIX4.2 sesuai dengan parameter yang telah

diberikan Bursa, meliputi: Connection Name, IP Address dan Port aplikasi dalam file . .

2. DRC

a. Copy dan Paste folder JONEC dari Distribution Kit yang diberikan Bursa, ke c:\ di mesin JONEC AB.

b. Ubah nama folder JONEC menjadi JONECEquity_DRC. Folder JONECEquity_DRC digunakan AB untuk melakukan koneksi ke DRC Bursa.

c. Buka folder: /JONECEquity_DRC/Directory/ElTrader/Engine/Config d. Ubah nama enginenetwork.JONECEquity_DRC menjadi enginenetwork.xml e. AB perlu melakukan konfigurasi parameter FIX4.2 sesuai dengan parameter yang telah


B. FIX4.4

AB wajib melakukan pemisahan instalasi aplikasi Perangkat Remote Trading Anggota Bursa Efek untuk melakukan koneksi ke TCC Bursa atau DRC Bursa dengan menggunakan folder yang berbeda. 1. TCC


b. Ubah nama folder JONEC menjadi JONECDerivatif_TCC. Folder JONECDerivatif_TCC digunakan AB untuk melakukan koneksi ke TCC Bursa

c. Buka folder: /JONECDerivatif_TCC/Directory/ElTrader/Engine/Config d. Ubah nama enginenetwork.JONECDerivatif_TCC menjadi enginenetwork.xml e. AB perlu melakukan konfigurasi parameter FIX4.4 sesuai dengan parameter yang telah



2. DRC


b. Ubah nama folder JONEC menjadi JONECDerivatif_DRC. Folder JONECDerivatif_DRC digunakan AB untuk melakukan koneksi ke DRC Bursa.

c. Buka folder: /JONECDerivatif_DRC/Directory/ElTrader/Engine/Config d. Ubah nama enginenetwork.JONECDerivatif_DRC menjadi enginenetwork.xml e. AB perlu melakukan konfigurasi parameter FIX4.4 sesuai dengan parameter yang telah


C. FIX5

1. DC1

a. Unduh file JONEC FIX5 dari http://www.idxdata3.co.id/DistributionKIT/ElTraderFIXEngine8.4_win64.rar

b. Ekstrak file tersebut kemudian ubah nama folder ElTraderFIXEngine8.4_win64 menjadi JONEC_FIX5DC1

c. AB perlu melakukan konfigurasi parameter FIX5 sesuai dengan parameter yang telah diberikan oleh Bursa, meliputi Connection Name, IP Address, ID, Target, dan Port untuk disesuikan pada enginenetwork.xml.

2. JONEC FIX5 DC2 a. Unduh file JONEC FIX5 dari

http://www.idxdata3.co.id/DistributionKIT/ElTraderFIXEngine8.4_win64.rar b. Ekstrak file tersebut kemudian ubah nama folder ElTraderFIXEngine8.4_win64

menjadi JONEC_FIX5DC2 c. AB perlu melakukan konfigurasi parameter FIX5 sesuai dengan parameter yang telah

diberikan oleh Bursa, meliputi Connection Name, IP Address, ID, Target, dan Port untuk disesuikan pada enginenetwork.xml.

3. NATIVE FIX5

AB perlu melakukan konfigurasi parameter FIX Engine sesuai dengan parameter yang telah diberikan oleh Bursa, meliputi Connection Name, IP Address, ID, Target, dan Port.

D. OUCH Client AB perlu melakukan konfigurasi parameter OUCH Engine sesuai dengan parameter yang telah diberikan oleh Bursa dalam Lampiran 11 Pedoman ini, meliputi Connection Name, IP Address, ID, Target, Port, dan konfigurasi lainnya.

E. ITCH Client AB perlu melakukan konfigurasi parameter OUCH Engine sesuai dengan parameter yang telah diberikan oleh Bursa dalam Lampiran 10 Pedoman ini, meliputi Connection Name, IP Address, ID, Target, Port, dan konfigurasi lainnya.

II. KONFIGURASI

Sebelum melakukan konfigurasi Perangkat Remote Trading Anggota Bursa Efek, AB perlu memastikan kelengkapan dokumentasi parameter setting yang diberikan Bursa dan kesesuaian perangkat. Guna melakukan penyesuaian konfigurasi (enginenetwork.xml), AB dapat menggunakan tools engine network configurator yang terdapat dalam folder JONEC.


A. Panduan Konfigurasi FIX4.2

1. JONECEquity_TCC

Berikut ini langkah-langkah yang perlu dilakukan AB dalam melakukan perubahan enginenetwork.xml pada JONECEquity_TCC.

No Langkah Perubahan Keterangan 1 Windows:

dari folder /JONECEquity_TCC /win32/bin, jalankan file ELTS .

Linux: dari folder /JONECEquity_TCC/linux64/bin, jalankan file ELTS .

2 Windows: dari folder /JONECEquity_TCC /win32/bin, jalankan file E N C .

Linux: dari folder /JONECEquity_TCC/linux64/bin, jalankan file E N C .

3 K M O

4 Buka folder: /ElTrader/Engine/Config pada jendela Open C , . kolom sebelah kanan atau double Click .

5 K T C FIX Connection Name.

Koneksi XX_01_001_toJONES dan XX_01_002_toJONES digunakan sebagai koneksi Transaksional XX_01_901_toMARTINS digunakan sebagai koneksi Market Info


6 P XX 01 001_toJONES, lalu klik properties atau double Click koneksi XX_01_001 JONES

Koneksi XX_01_001_toJONES digunakan untuk melakukan koneksi ke JONES SERVER Bursa

7 U XX N C - ID AB .

Pastikan value pada kolom:

x Protocol = FIX.4.2-JSX x Mode = client x Comp ID = XX_01 *XX diganti dengan kode AB x Comp Sub ID = 001 *Sesuai dengan urutan koneksi


x Target ID = JONES *Dapat diisi dengan JONES atau MARTINS, disesuaikan dengan fungsi koneksi

x Heartbeat (sec.) = 45 x Transmission time (sec.) = 7 x Publish Sent Msgs di-check mark x Handle Resent Request di-check mark

8 Klik T S L

9 Pilih JONES_TCC, lalu klik properties atau Double Click JONES TCC

JONES_TCC adalah server JONES main di Bursa

10 Uba R A 172.18.2.XXX R XXXX B .

IP Address JONES_TCC dan Remote port disesuaikan dengan

yang diberikan Bursa. Contoh, Remote Address: 172.18.2.193, Remote port: 8083

11 K OK, S L

12 P JONES BACKUP , Double Click JONES BACKUP

JONES_BACKUP adalah server JONES backup yang berfungsi sebagai JONES Cadangan bila terjadi gangguan pada JONES main


13 Uba R A 172.18.2.XXX R P XXXX JONES BACKUP

Bursa.

IP Address JONES_BACKUP dan Remote port disesuaikan dengan


14 K OK, C

15 Untuk koneksi XX 01 002 JONES XX 01 901 MARTINS ,

atas mulai langkah 8 sampai 14.

Koneksi XX_01_901_toMARTINS digunakan untuk melakukan koneksi ke QUOTE SERVER Bursa. IP Address QUOTE SERVER dan JONES berbeda.

16 Klik OK, C

17 C T E


18 P C E , Double Click C E .

19 Pastikan bahwa: Mode : Client; Available Connection : XX_01_901_toMARTINS; Associated Connection : XX_01_001_toJONES; XX_01_002_toJONES. (koneksi to JONES ada di sebelah kanan dan koneksi toMARTINS ada di sebelah kiri).

XX adalah Kode AB masing-masing

20 K OK, E

21 P C E QS , Double Click C E QS .


22 Pastikan bahwa:

Mode : Client; Available Connection : XX_01_001_toJONES; XX_01_002_toJONES; Associated Connection : XX_01_901_toMARTINS. (koneksi to JONES ada di sebelah kiri dan koneksi toMARTINS ada di sebelah kanan).


23 K OK, E

24 Simpan perubahan yang telah dilakukan dengan melakukan S

25 Tutup semua ELTS .

26 Update/perubahan setting parameter tersebut baru akan aktif setelah dilakukan restart “ELTService.bat untuk Windows atau “ELTService.sh untuk Linux.

2. JONECEquity_DRC Berikut ini langkah-langkah yang perlu dilakukan AB dalam melakukan perubahan enginenetwork.xml pada JONECEquity_DRC.

No Langkah Perubahan Keterangan 1 Dari folder /JONECEquity_DRC /win32/bin, jalankan file

ELTS . atau dari folder /JONECEquity_DRC/linux64/bin, jalankan file ELTS .

2 Dari /JONECEquity_DRC /win32/bin, jalankan file E N C .

atau dari folder /JONECEquity_DRC/linux64/bin, jalankan file E N C .

3 K M O

4 Buka folder: /ElTrader/Engine/Config pada jendela Open C , . kolom sebelah kanan atau double Click .









x Protocol = FIX.4.2-JSX x Mode = client x Comp ID = XX_01 *XX diganti dengan kode AB x Comp Sub ID = 001 *Sesuai dengan urutan koneksi x Target ID = JONES *Dapat diisi dengan JONES atau MARTINS,

disesuaikan dengan fungsi koneksi x Heartbeat (sec.) = 45 x Transmission time (sec.) = 7 x Publish Sent Msgs di-check mark x Handle Resent Request di-check mark

8 K T S L


9 Pilih JONES_DRC, lalu klik properties atau Double Click JONES DRC

JONES_DRC adalah server JONES main di Bursa

10 Ubah R A 172.18.4.XXX R XXXX B .

IP Address JONES_DRC dan Remote port disesuaikan dengan


11 K OK, S L

12 P JONES BACKUP , properties atau Double Click JONES BACKUP



13 U R A 172.18.4.XXX R P XXXX JONES BACKUP i yang diberikan

Bursa.



14 K OK, C

15 Untuk koneksi XX 01 002 JONES dan XX 01 901 MARTINS ,


Koneksi XX_01_901_toMARTINS digunakan untuk melakukan koneksi ke QUOTE SERVER Bursa. IP Address QUOTE SERVER dan JONES berbeda.

16 Kl OK, C

17 C T E





20 K OK, E



22 Pastikan bahwa: Mode : Client; Available Connection : XX_01_001_toJONES; XX_01_002_toJONES; Associated Connection : XX_01_901_toMARTINS. (koneksi to JONES ada di sebelah kiri dan koneksi toMARTINS ada di sebelah kanan).


23 K OK, E


25 Tutup semua proses ELTS .


B. Panduan Konfigurasi FIX4.4

Berikut ini langkah-langkah yang perlu dilakukan untuk perubahan koneksi ke TCC Bursa. 1. JONECDerivatif_TCC

Berikut ini langkah-langkah yang perlu dilakukan AB dalam melakukan perubahan enginenetwork.xml pada JONECDerivatif_TCC.


dari folder / JONECDerivatif_TCC /win32/bin, jalankan file ELTS .

Linux dari folder / JONECDerivatif_TCC /linux64/bin, jalankan file ELTS .

2 Windows: dari /JONECDerivatif_TCC/win32/bin, jalankan file E N C .

Linux: dari folder / JONECDerivatif_TCC /linux64/bin, jalankan file E N C .

3 K M O


4 Buka folder: /ElTrader/Engine/Config pada jendela Open C , . ada di kolom sebelah kanan atau double Click .





7 U XX lo N C - ID AB .



x Protocol = FIX.4.4-IDX x Mode = client x Comp ID = XX_11 *XX diganti dengan kode AB x Comp Sub ID = 001 *Sesuai dengan urutan koneksi x Target ID = JONES *Dapat diisi dengan JONES atau MARTINS,


8 K T S L

9 Pilih JONES_TCC, lalu klik properties atau Double Click JONES TCC

JONES_TCC adalah server JONES main di Bursa


10 U R A 172.17.1.XXX R XXXX B .

IP Address JONES_DRC dan Remote port disesuaikan dengan


11 K OK, S L



13 U R A 172.17.1.XXX R P XXXX JONES BACKUP

Bursa.



14 K OK, C

15 Untuk koneksi XX 11 002 JONES XX 11 901 MARTINS ,


Koneksi XX_11_901_toMARTINS digunakan untuk melakukan koneksi ke QUOTE SERVER Bursa.


IP Address QUOTE SERVER dan JONES berbeda.

16 K OK, C

17 C T E




20 K OK, E



22 Pastikan bahwa: Mode : Client; Available Connection : XX_11_001_toJONES; XX_11_002_toJONES; Associated Connection : XX_11_901_toMARTINS. (koneksi to JONES ada di sebelah kiri dan koneksi toMARTINS ada di sebelah kanan).


23 K OK, E


25 T ELTS .


2. JONECDerivatif_DRC Berikut ini langkah-langkah yang perlu dilakukan AB dalam melakukan perubahan enginenetwork.xml pada JONECDerivatif_DRC.


dari folder /JONECDerivatif_DRC /win32/bin, jalankan file ELTS .

Linux: dari folder /JONECDerivatif_DRC/linux64/bin, jalankan file ELTS .

2 Windows: dari /JONECDerivatif_DRC /win32/bin, jalankan file E N C .

Linux: dari folder /JONECDerivatif_DRC/linux64/bin, jalankan file E N C .

3 K M O

4 Buka folder: /ElTrader/Engine/Config pada jendela Open Conf , . kolom sebelah kanan atau double Click .




6 P XX 11_001_toJONES, lalu klik properties atau double Click koneksi XX_11_001 JONES




x Protocol = FIX.4.4-IDX x Mode = client x Comp ID = XX_11 *XX diganti dengan kode AB x Comp Sub ID = 001 *Sesuai dengan urutan koneksi x Target ID = JONES *Dapat diisi dengan JONES atau MARTINS,


8 K T S L

9 Pilih JONES_DRC, lalu klik properties atau Double Click JONES DRC

JONES_DRC adalah server JONES main di Bursa

10 U R A 172.17.3.XXX R XXXX B .

IP Address JONES_DRC dan Remote port


disesuaikan dengan


11 K OK, S L



13 U R A 172.18.4.XXX R P XXXX JONES BACKUP

Bursa.



14 K OK, C

15 U XX 11 002 JONES XX 11_901 MARTINS , a seperti di


Koneksi XX_11_901_toMARTINS digunakan untuk melakukan koneksi ke QUOTE SERVER Bursa.


IP Address QUOTE SERVER dan JONES berbeda.

16 K OK, C

17 C T E




20 K OK, E



22 Pastikan bahwa: Mode : Client; Available Connection : XX_11_001_toJONES; XX_11_002_toJONES; Associated Connection : XX_11_901_toMARTINS. (koneksi toJONES ada di sebelah kiri dan koneksi toMARTINS ada di sebelah kanan).


23 Klik OK, E


25 T ELTS .


C. Panduan Konfigurasi FIX5 Sebelum melakukan konfigurasi Perangkat Remote Trading Anggota Bursa Efek, AB perlu memastikan kelengkapan dokumentasi parameter setting yang diberikan Bursa dan kesesuaian perangkat. Guna melakukan penyesuaian konfigurasi (enginenetwork.xml), AB dapat

JONEC. 1. Panduan Konfigurasi FIX5 DC1

Berikut ini langkah-langlah yang perlu dilakukan AB dalam melakukan perubahan enginenetwork.xml pada JONEC_FIX5DC1.

No.

Langkah Perubahan Keterangan

1. WINDOWS: dari folder /JONEC_FIX5DC1/win64/bin, jalankan file ELTS .

LINUX: dari folder /JONEC_FIX5DC1/linux64/bin, jalankan file ELTS .

2. WINDOWS:


dari folder /JONEC_FIX5DC1/win64/bin, jalankan file E N C .

LINUX: dari folder /JONEC_FIX5DC1/linux64/bin, jalankan file E N C .

3. Klik M O 4. Buka folder: /Eltrader/Engine/Config pada jendela Open

C , . kolom sebelah kanan atau double click .

5. K C daftar FIX Connection Name.

Koneksi XX_01 digunakan sebagai koneksi FIX5 Anggota Bursa


6. Pilih kon XX 01, lalu klik properties atau double Click koneksi XX_01

Koneksi XX_01 digunakan untuk melakukan koneksi ke Bursa

7. U XX N C - ID AB .


Protocol = FIXT.1.1


Mode = client Comp ID = XX *XX diganti dengan kode AB Target ID = IDX Heartbeat (sec.) = 45 Transmission time (sec.) = 7 Publish Sent Msgs di-check mark Handle Resent Request di-check mark

8. K T S L

9. Pilih FIX5_MAIN, lalu klik properties atau Double Click FIX5 MAIN

FIX5_MAIN adalah server main di Bursa

10. U R A 172.18.2.XXX R XXXX B .

IP Address FIX5_MAIN dan Remote port disesuaikan dengan

diberikan Bursa. Contoh, Remote Address: 172.18.2.193, Remote port: 8083

11. K OK, S L

12. P FIX5 BACKUP , Double Click FIX5 BACKUP

FIX5_BACKUP adalah server backup yang berfungsi sebagai Cadangan bila


terjadi gangguan pada server main

13. U R A 172.18.2.XXX R P XXXX FIX5 BACKUP B .

IP Address FIX5_BACKUP dan Remote port disesuaikan dengan


14. K OK C


15. E

16. P C E , Double Click C E .

17. Pastikan bahwa: Mode : Client; Associated Connection = XX_01;

XX adalah kode AB

18. K OK, E

19. Simpan perubahan yang telah dilakukan dengan melakukan klik S

20. T ELTS .

21. Update/perubahan setting parameter tersebut baru akan aktif setelah dilakukan restart “ELTService.bat untuk Windows atau “ELTService.sh untuk Linux.

2. Panduan Konfigurasi DC2


Berikut ini langkah-langkah yang perlu dilakukan AB dalam melakukan perubahan enginenetwork.xml pada JONEC_FIX5DC2.

No.

Langkah Perubahan Keterangan

1. WINDOWS: dari folder /JONEC_FIX5DC2/win64/bin, jalankan file ELTS .

LINUX: dari folder /JONEC_FIX5DC2/linux64/bin, jalankan file ELTS .

2. WINDOWS: dari folder /JONEC_FIX5DC2/win64/bin, jalankan file E N C .

LINUX: dari folder /JONEC_FIX5DC2/linux64/bin, jalankan file E N C .

3. K M O 4. Buka folder: /Eltrader/Engine/Config pada jendela Open

C , . kolom sebelah kanan atau double click .


5. K C FIX Connection Name.

Koneksi XX_01 digunakan sebagai koneksi FIX5 Anggota Bursa

6. Pilih kon XX 01, lalu klik properties atau double Click koneksi XX_01

Koneksi XX_01 digunakan untuk melakukan koneksi ke Bursa

7. U XX N C - ID AB .


Protocol = FIXT.1.1 Mode = client Comp ID = XX *XX diganti dengan kode AB


Target ID = IDX Heartbeat (sec.) = 45 Transmission time (sec.) = 7 Publish Sent Msgs di-check mark Handle Resent Request di-check mark

8. K T S L

9. Pilih FIX5_DC2, lalu klik properties atau Double Click FIX5 MAIN

FIX5_DC2 adalah server main di Bursa

10. U R A 172.18.2.XXX R XXXX B .

IP Address FIX5_DC2 dan Remote port disesuaikan dengan


11. K OK, S L

12. P FIX5 BACKUP , Double Click FIX5 BACKUP

FIX5_BACKUP adalah server backup yang berfungsi sebagai Cadangan bila terjadi gangguan pada server main


13. U R A 172.18.2.XXX R P XXXX FIX5 BACKUP B .

IP Address FIX5_BACKUP dan Remote port disesuaikan dengan


14. K OK C


15. E

16. P C E , Double Click C E .

17. Pastikan bahwa:

Mode : Client; Associated Connection = XX_01;

XX adalah kode AB

18. K OK, E

19. Simpan perubahan yang telah dilakukan dengan melakukan klik S

20. T ELTS .

21. Update/perubahan setting parameter tersebut baru akan aktif setelah dilakukan restart “ELTService.bat untuk Windows atau “ELTService.sh untuk Linux.

3. Native FIX Session a. SenderCompID dan TargetCompID


FIX Client harus mengirimkan tag di bawah ini pada message header TAG NAME REQUIRED FORMAT KETERANGAN

49 SenderCompID Y String Kode AB

56 TargetCompID Y String IDX

b. SenderSubID

Setiap inbound message yang masuk ke Bursa harus memiliki SenderSubID (tag 50). SenderSubID ini merupakan username yang diberikan oleh Bursa. SenderSubID akan dikirimkan juga dalam message yang dikirim dari Bursa (Outbound) pada TargetSubID (tag 57).

c. IP dan Port Bursa akan menyediakan dua server FIX5 di DC1 dan dua server FIX5 di DC2 yang memiliki IP yang berbeda dan masing-masing koneksi yang diberikan kepada AB akan mempunyai Port yang unik.

d. User Authentication Setiap transaksi bisnis pada FIX Inbound Application Message harus mempunyai username yang diset pada tag SenderSubID. Format username untuk SenderSubID adalah xxft1001 dimana xx merupakan kode AB. User harus terautentikasi supaya transaksi dapat diterima. Logon message yang diautentikasi adalah username (tag 553) dengan format xxfc1001 dimana xx adalah kode AB dan password (tag 554).

e. Heartbeat Interval Aplikasi client dapat mengirim heartbeat interval pada logon message tag HeartBtlnt (108). Sistem mengizinkan heartbeat interval lebih besar dari 10 detik. Nilai yang direkomendasikan adalah 30 detik. Apabila client mengirimkan HeartBtInt di luar nilai kisaran maka server akan me-reply dengan nilai default (30), hal ini terjadi pada logon pertama awal hari.

f. Failover dan Message Recovery Message recovery pada solusi ini adalah berdasarkan Application Sequencing. Pada saat inisialisasi atau di tengah FIX Session, message gaps mungkin terjadi yang terdeteksi dari incoming sequence number. Setiap client harus me-maintain dua sequence number untuk setiap FIX Session, masing-masing untuk incoming dan outgoing message dimana nilai sequence number 1 pertama kali dimulainya FIX Session dan akan bertambah untuk messages berikutnya. Mengenai Seqeunce Gap dijelaskan pada Lampiran 9 Pedoman ini. AB dapat memilih koneksi ke server main FIX5 atau ke backup FIX5 Bursa sehingga session akan tereplikasi dan terjaga apabila terjadi fault pada salah satu server. Apabila terjadi fault pada server main FIX5 Bursa, Failover dilakukan dengan cara kembali menyambungkan koneksi ke server backup FIX5.

4. OUCH Client a. Requirement

OUCH digunakan secara luas dengan mempertimbangkan standar industri dengan messaging yang low latency. transport layer point-to-point menggunakan SoupBinTCP. SoupBinTCPv3.0 akan digunakan pada transport layer antara Bursa dan client untuk protokol ITCH dan OUCH.


b. Konektivitas

Koneksi dari client ke Bursa harus menggunakan SoupBinTCP versi 3.0. masing-masing client akan diberikan SoupUserCode dan port yang unik untuk tiap koneksi yang diberikan.

c. Fault Redundancy Untuk setiap username yang diberikan oleh Bursa dapat terhubung ke dua server OUCH. Server OUCH ini sebagai mirror satu dengan yang lainnya untuk fault redundancy. Dengan konfigurasi yang diberikan oleh Bursa, AB dapat terhubung ke server OUCH 1 atau ke server OUCH 2. AB tidak diperbolehkan terhubung ke kedua server tersebut secara bersamaan untuk satu username. Server akan melakukan logout koneksi yang pertama ketika koneksi yang kedua berhasil terhubung.

d. SoupBinTCP SoupBinTCP adalah protokol point-to-point yang ringan, dibangun pada TCP/IP socket yang berisi satu set messages dari server ke client secara realtime dan berurutan. SoupBinTCP menggaransi client akan menerima messages dari server sacara berurutan, bahkan apabila terjadi kegagalan pada koneksi socket TCP/IP. i. SoupBinTCP Logical Packets

1. Dua byte big-endian yang mengindikasikan panjang dari packets. 2. Single byte header yang mengindikasikan tipe packet 3. Payload dari message Dua byte packet Packet Type Variable-length payload

ii. Heartbeat

SoupBinTCP menggunakan logical heartbeat packets yang secara cepat dapat mendeteksi kegagalan link. Client harus mengirim heartbeat packet setiap 1 detik sejak pertama kali menerima atau mengirim data. Hal ini untuk meyakinkan bahwa link selalu terhubung. Setelah mengirimkan login request dan berhasil login, client harus mengirimkan packet heartbeat. Apabila server tidak menerima packet dari client dalam rentang waktu tertentu (15 detik), hal ini dapat memutuskan koneksi socket dan client harus membuat koneksi baru. Packet Heartbeat dari server: Name Offset Length Value Notes Packet Length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “H Server Heartbeat

iii. Sequenced Data Packet

Sequenced Data Packet adalah bagian yang membawa data message dari server ke client. Name Offset Length Value Notes Packet length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “S Sequenced Data Packed Message 3 Variable Any Defined by higher-level

protocol

iv. End of Session Server menginformasikan bahwa session telah diakhiri dengan cara mengirimkan End of Session Message. Hal ini menandakan, bahwa tidak akan ada lagi message yang dikirim pada session tersebut. Client harus reconnect dan login dengan menggunakan Session ID yang baru atau kosong (spasi) Session ID untuk mulai menerima messages untuk session yang baru.


Packet End of Session: Name Offset Length Value Notes Packet Length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “Z End Of Session Packet

v. Tipe Packet SoupBinTCP

1. Debug Packet Debug packet dapat dikirim dari sisi Bursa atau sisi AB untuk koneksi SoupBinTCP kapan saja. Debug packet dimaksudkan untuk menyediakan text yang terbaca oleh manusia yang dapat membantu dalam mendebug sebuah permasalahan. Debug packet dapat diabaikan oleh client dan server. Name Offset Length Value Notes Packet Length

0 2 Integer Number of bytes after this field untilthe next packet

Packet Type 2 1 “+ Debug Packet Text 3 Variable Aphanumeric Free form human

readable text

2. Packets Logical yang dikirim oleh SoupBinTCP Server a. Packet Login Accepted

Server SoupBinTCP mengirim packet login accepted untuk merespon penerimaan login request yang valid dari client. Packet ini akan selalu menjadi non-debug packet yang dikirim oleh server setelah login request yang sukses. Name Offset Length Value Notes Packet Length

0 2 Integer Number of bytes after this field until the next packet

Packet Type 2 1 “A Login Accepted Packet Session 3 10 Alphanumeric The sequence number in

ASCII of the next Sequenced Message to be sent. Left padded with spaces.

b. Login Rejected

Server SoupBinTCP mengirimkan packet ini untuk merespon packet invalid Login Request dari client. Server akan menutup koneksi socket setelah mengirimkan packet Login Reject. Packet Login yang ditolak akan menjadi satu-satunya non-debug packet yang dikirim dalam kasus login attempt yang gagal. Name Offset Length Value Notes Packet length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “J Login Rejected Packet Reject Reason Code

3 1 Alpha See login Reject Code

Kode login rejected: KODE KETERANGAN A Tidak terotorisasi. Terdapat kesalahan username dan

kombinasi password pada Login Request. S Session not available atau terdapat kesalahan pada packet

Login Request


3. Logical Packet yang dikirim oleh Client a. Packet Login Request

Client SoupBinTCP harus mengirimkan Packet Login Request setelah koneksi TCP/IP socket ke server terbentuk dengan segera. Server akan mengakhiri koneksi TCP/IP apabila tidak menerima packet login request dalam rentang waktu 15 detik. Bursa akan memberikan username berupa SoupUserCode dengan format XXOU01 dimana XX merupakan kode AB. Login Request Packet: Name Offset Length Value Notes Packet Lenth 0 2 Integer Number of bytes after

this field until the next packet

Packet Type 2 1 “L Login Request Packet Username 3 6 Alphanumeric Username Password 9 10 Alphanumeric Password Requested Session

19 10 Alphanumeric Specifies the session the client would like to log into, or all blanks to log into the currently active session.

Requested Sequence Number

29 20 Numeric Specifies the next sequence number in ASCII the client wants to receive upon connection, or 0 to start receiving the most recently generated message.

b. Unsequenced Data Packets

Usequenced Data Packet akan membawa data dari client ke server, akan tetapi sequence numbernya tidak perlu dihitung. Name Offset Length Value Notes Packet Length


Packet Type 2 1 “U Unsequenced Data Packet Message 3 Variable Any Define by OUCH

Specification

c. Packet Client Heartbeat Client harus mengirimkan Packet Heartbeat setelah 1 detik ketika tidak ada yang dikirim ke server. Server akan berasumsi bahwa link terputus apabila tidak menerima apapun dalam rentang waktu 15 detik. Client Heartbeat Packet: Name Offset Length Value Notes Packet Length


Packet Type 2 1 “R Client Heartbeat Packet

d. Packet Logout Request Client dapat mengirimkan Packet Logout Request untuk mengakhiri koneksi ke OUCH. Packet Logout request:


Name Offset Length Value Notes Packet Length

0 2 Binary Number of bytes after this field until the next packet

Packet Type 2 1 “O Logout Request Packet

5. ITCH Client a. Requirement

ITCH digunakan secara luas dengan mempertimbangkan standar industri dengan messaging yang low latency. transport layer point-to-point menggunakan SoupBinTCP. SoupBinTCPv3.0 akan digunakan pada transport layer antara Bursa dan client untuk protokol ITCH dan OUCH.

b. Konektivitas Koneksi dari client ke Bursa harus menggunakan SoupBinTCP versi 3.0. masing-masing client akan diberikan SoupUserCode dan port yang unik untuk tiap ITCH Message Set. Jenis-jenis ITCH Message Set dijelaskan pada dokumen Lampiran 11 poin 3 Pedoman ini.

c. Fault Redundancy Untuk setiap username yang diberikan oleh Bursa dapat terhubung ke dua server ITCH. Server ITCH ini sebagai mirror satu dengan yang lainnya untuk fault redundancy. Dengan konfigurasi yang diberikan oleh Bursa, AB dapat terhubung ke server ITCH 1 atau ke server ITCH 2. AB tidak diperbolehkan terhubung ke kedua server tersebut secara bersamaan untuk satu username. Server akan melakukan logout koneksi yang pertama ketika koneksi yang kedua berhasil terhubung.

d. SoupBinTCP SoupBinTCP adalah protokol point-to-point yang ringan, dibangun pada TCP/IP socket yang berisi satu set messages dari server ke client secara realtime dan berurutan. SoupBinTCP menggaransi client akan menerima messages dari server sacara berurutan, bahkan apabila terjadi kegagalan pada koneksi socket TCP/IP. i. SoupBinTCP Logical Packets

1. Dua byte big-endian yang mengindikasikan panjang dari packets. 2. Single byte header yang mengindikasikan tipe packet 3. Payload dari message Dua byte packet Packet Type Variable-length payload

ii. Heartbeat

SoupBinTCP menggunakan logical heartbeat packets yang secara cepat dapat mendeteksi kegagalan link. Client harus mengirim heartbeat packet setiap 1 detik sejak pertama kali menerima atau mengirim data. Hal ini untuk meyakinkan bahwa link selalu terhubung. Setelah mengirimkan login request dan berhasil login, client harus mengirimkan packet heartbeat. Apabila server tidak menerima packet dari client dalam rentang waktu tertentu (15 detik), hal ini dapat memutuskan koneksi socket dan client harus membuat koneksi baru. Packet Heartbeat dari server: Name Offset Length Value Notes Packet Length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “H Server Heartbeat

iii. Sequenced Data Packet

Sequenced Data Packet adalah bagian yang membawa data message dari server ke client.


Name Offset Length Value Notes Packet length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “S Sequenced Data Packed Message 3 Variable Any Defined by higher-level

protocol

iv. End of Session Server menginformasikan bahwa session telah diakhiri dengan cara mengirimkan End of Session Message. Hal ini menandakan, bahwa tidak akan ada lagi message yang dikirim pada session tersebut. Client harus reconnect dan login dengan menggunakan Session ID yang baru atau kosong (spasi) Session ID untuk mulai menerima messages untuk session yang baru. Packet End of Session: Name Offset Length Value Notes Packet Length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “Z End Of Session Packet

v. Tipe Packet SoupBinTCP

1. Debug Packet Debug packet dapat dikirim dari sisi Bursa atau sisi AB untuk koneksi SoupBinTCP kapan saja. Debug packet dimaksudkan untuk menyediakan text yang terbaca oleh manusia yang dapat membantu dalam mendebug sebuah permasalahan. Debug packet dapat diabaikan oleh client dan server. Name Offset Length Value Notes Packet Length

0 2 Integer Number of bytes after this field untilthe next packet

Packet Type 2 1 “+ Debug Packet Text 3 Variable Aphanumeric Free form human

readable text

2. Packets Logical yang dikirim oleh SoupBinTCP Server a. Packet Login Accepted

Server SoupBinTCP mengirim packet login accepted untuk merespon penerimaan login request yang valid dari client. Packet ini akan selalu menjadi non-debug packet yang dikirim oleh server setelah login request yang sukses. Name Offset Length Value Notes Packet Length


Packet Type 2 1 “A Login Accepted Packet Session 3 10 Alphanumeric The sequence number in

ASCII of the next Sequenced Message to be sent. Left padded with spaces.

b. Login Rejected

Server SoupBinTCP mengirimkan packet ini untuk merespon packet invalid Login Request dari client. Server akan menutup koneksi socket setelah mengirimkan packet Login Reject. Packet Login yang ditolak akan menjadi


satu-satunya non-debug packet yang dikirim dalam kasus login attempt yang gagal. Name Offset Length Value Notes Packet length 0 2 Integer Number of bytes after this

field until the next packet Packet Type 2 1 “J Login Rejected Packet Reject Reason Code

3 1 Alpha See login Reject Code

Kode login rejected: KODE KETERANGAN A Tidak terotorisasi. Terdapat kesalahan username dan

kombinasi password pada Login Request. S Session not available atau terdapat kesalahan pada packet

Login Request

3. Logical Packet yang dikirim oleh Client a. Packet Login Request

Client SoupBinTCP harus mengirimkan Packet Login Request setelah koneksi TCP/IP socket ke server terbentuk dengan segera. Server akan mengakhiri koneksi TCP/IP apabila tidak menerima packet login request dalam rentang waktu 15 detik. Bursa akan memberikan username berupa SoupUserCode dengan format XXOU01 dimana XX merupakan kode AB. Login Request Packet: Name Offset Length Value Notes Packet Lenth 0 2 Integer Number of bytes after

this field until the next packet

Packet Type 2 1 “L Login Request Packet Username 3 6 Alphanumeric Username Password 9 10 Alphanumeric Password Requested Session

19 10 Alphanumeric Specifies the session the client would like to log into, or all blanks to log into the currently active session.

Requested Sequence Number

29 20 Numeric Specifies the next sequence number in ASCII the client wants to receive upon connection, or 0 to start receiving the most recently generated message.

b. Packet Client Heartbeat

Client harus mengirimkan Packet Heartbeat setelah 1 detik ketika tidak ada yang dikirim ke server. Server akan berasumsi bahwa link terputus apabila tidak menerima apapun dalam rentang waktu 15 detik. Client Heartbeat Packet: Name Offset Length Value Notes Packet Length


Packet Type 2 1 “R Client Heartbeat Packet


c. Packet Logout Request

Client dapat mengirimkan Packet Logout Request untuk mengakhiri koneksi ke OUCH. Packet Logout request: Name Offset Length Value Notes Packet Length

0 2 Binary Number of bytes after this field until the next packet

Packet Type 2 1 “O Logout Request Packet

III. FASILITAS FIXENGINE PADA PERANGKAT REMOTE TRADING ANGGOTA BURSA EFEK Aplikasi FIXEngine menyediakan fasilitas berupa tools seperti: Engine View Network Configurator, Message Flow Monitor, Message LogAnalyzer, dan lain-lain. Untuk dapat menjalankan fasilitas tersebut terlebih dahulu harus menjalankan ELTService.bat yang berada dengan folder JONEC\Win32\bin (satu folder dengan fasilitas tersebut). Berikut adalah fungsi dari fasilitas yang tersedia pada FIXEngine: 1. Engine View adalah fasilitas untuk memonitor dan mengontrol status setiap koneksi. 2. Engine Network Config adalah fasilitas untuk melakukan konfigurasi FIXEngine, seperti

penambahan koneksi. 3. Flow Monitor adalah fasilitas untuk memonitor message flow (alur message keluar dan masuk)

secara realtime di FIXEngine. Tampilan message dapat di customized sesuai dengan keinginan/kebutuhan penguna. Sangat tidak disarankan untuk menggunakan Flow Monitor pada jam perdagangan, karena dapat menurunkan performance.

4. Log Analyzer adalah fasilitas untuk melakukan analisis terhadap message yang ada pada log FIXEngine. Untuk melakukan analisis lebih spesifik dapt melakukan query dan filtering sesuai dengan keinginan. Sangat tidak disarankan untuk menggunakan Log Analyzer pada jam perdagangan, karena dapat menurunkan performance.

5. Fix Metadata Editor adalah fasilitas yang memudahkan pengguna untuk menetapkan/mengatur protocol fix dan fix message. Hanya digunakan untuk melihat struktur metadata. Anggota Bursa Efek dilarang melakukan perubahan metadata.

6. Message Composer adalah fasilitas untuk membuat dan mengirimkan message secara langsung melaui koneksi FIXEngine. Fasilitas ini hanya boleh digunakan untuk pengujian aplikasi klien dan integrasi FIXEngine serta untuk sertifikasi kompatibilitas mesin dengan counterpart.

IV. PENGOPERASIAN

Tata cara aktivasi FIXEngine dilakukan secara berurutan dalam folder JONEC\win32\bin, dengan tahapan sebagai berikut: 1. Melakukan sinkronisasi waktu antara Server Perangkat Remote Trading Anggota Bursa Efek

dan JATS. 2. Menjalankan aplikasi RSA dengan memasukkan userID dan passcode (pin + token code).

3. Dalam menjalankan langkah di bawah, harap merujuk pada nama folder sebagaimana

disebutkan pada butir I.A.1.b / I.A.2.b / I.B.1.b / I.B.2.b / I.C.1.b /I.C.2.b. a. Memastikan folder JONEC data dalam kondisi kosong. b. Menjalankan ELTService.bat. c. Menjalankan JonecStartUp. d. Menjalankan EngineView (opsional).

V. PERSYARATAN LAIN UNTUK AB YANG MENYEDIAKAN FIX5/ITCH/OUCH SENDIRI

1. Ketersediaan dan Fault Tolerance


a. Server Hunting

Apabila terjadi gangguan pada FIX5/OUCH/ITCH server main, maka FIX5/OUCH/ITCH client dapat mencari FIX5/OUCH/ITCH server lainnya yang ada pada daftar IP.

b. Sequence handling FIX5/OUCH/ITCH client harus menjaga dua sequence number (incoming dan outgoing message) pada setiap FIX session. Nilai sequence number selalu dimulai dari angka 1 (satu) setiap pertama kali dimulainya FIX session dan akan bertambah sesuai message yang dikirim dan diterima sampai akhir FIX session.

2. Topologi dan penjelasannya

3. Spesifikasi Perangkat

a. FIX5/OUCH/ITCH client secara fisik dan lojik hanya dipergunakan untuk keperluan koneksi ke sistem perdagangan Bursa dan tidak bercampur dengan keperluan lainnya.

b. Pemasangan FIX5/OUCH/ITCH client sesuai dengan diagram jaringan yang ditetapkan oleh Bursa

4. Automatic Reconnect

FIX5/OUCH/ITCH client memiliki kemampuan mekanisme automatic reconnect apabila terjadi gangguan pada koneksi dengan FIX5/OUCH/ITCH server dengan mengikuti sequence number terakhir.

5. Guaranteed message delivery

FIX5/OUCH/ITCH client akan mendapatkan notifikasi yang mengandung informasi bahwa pengiriman message telah berhasil diterima oleh FIX5/OUCH/ITCH server.


6. Log level Log level adalah pembagian log berdasarkan jenis informasi yang diterima yang sudah di proses oleh sistem. Terdapat 4 jenis informasi log, diantaranya:

a. Debug: Log yang berisikan informasi kecil maupun besar yang dapat digunakan untuk melakukan perbaikan aplikasi

b. Info: Log yang mengandung informasi aktivitas normal seperti informasi login, logout, dan lain sebagainya.

c. Warning: Log yang berisikan informasi terkait kondisi yang hampir melewati batas normal

d. Error: Log yang berisikan informasi terkait kondisi yang bermasalah pada aplikasi

7. User Interface a. Connection Monitor

Interface yang menampilkan informasi meliputi daftar koneksi, IP source, IP destination, status koneksi, dan informasi penting lainnya.

b. Log Analyzer Untuk membaca log transaksi dan administrasi yang ada di database FIX5/OUCH/ITCH client.

c. Flow Monitor Interface yang menampilkan aliran message secara real time dan dapat disesuaikan tampilannya sesuai dengan kebutuhan.

8. Database FIX5/OUCH/ITCH client yang dikembangkan harus compatible dengan semua platform database yang ada, misalnya mssql, postgresql, mysql, dan lain sebagainya.

9. Logging a. Log FIX5

Log file wajib menggunakan format XX_YY.fix dimana XX adalah kode AB dan YY adalah urutan koneksi yang digunakan misalnya untuk AB mandiri yaitu 01, atau untuk AB yang menggunakan MRT yaitu 11. Contoh penamaan untuk AB XX koneksi kedua akan menjadi XX_02.fix. Log yang dihasilkan oleh FIX5 client sesuai dengan spesifikasi yang telah diberikan oleh Bursa.

b. Log OUCH (.log) Log file wajib menggunakan format XX_YY.log dimana XX adalah kode AB dan YY adalah urutan koneksi yang digunakan misalnya untuk AB mandiri yaitu 01, atau untuk AB yang menggunakan MRT yaitu 11. Contoh penamaan untuk AB XX koneksi kedua akan menjadi XX_01.log. Log yang dihasilkan oleh OUCH client sesuai dengan spesifikasi yang telah diberikan oleh Bursa.

c. Log ITCH Log file wajib menggunakan format XX_YY.log dimana XX adalah kode AB dan YY adalah urutan koneksi yang digunakan misalnya untuk AB mandiri yaitu 01, atau untuk AB yang menggunakan MRT yaitu 11. Contoh penamaan untuk AB XX koneksi kedua akan menjadi XX_01.log. Log yang dihasilkan oleh ITCH client sesuai dengan spesifikasi yang telah diberikan oleh Bursa.

Lampiran 5 Pedoman Remote Trading Instalasi ACE Gateway Client ACE Gateway Client merupakan aplikasi yang wajib digunakan oleh Anggota Bursa Efek (AB) koneksi langsung atau Mediator Remote Trading (MRT) dalam melakukan otentikasi FIXEngine ke Bursa dengan menggunakan RSA SecureID Token (Token RSA) yang telah diberikan oleh Bursa. Aplikasi ini harus di-install pada FIXEngine yang digunakan oleh AB koneksi langsung dan MRT untuk melakukan perdagangan Remote Trading. Bursa mempunyai 2 (dua) server otentikasi (ACE Gateway Server) di TCC dan 2 server otentikasi di DRC yang dapat diakses oleh AB dalam melakukan otentikasi FIXEngine. Source Aplikasi Ace Gateway Client berada dalam Distribution Kit dalam bentuk media digital yang diberikan Bursa. I. Instalasi Pada Windows based

Berikut adalah langkah-langkah proses instalasi: 1. Jalankan file aace a e a c e .e e ada Distribution Kit, yang selanjutnya akan muncul

seperti gambar di bawah.

2. Selanjutnya klik Next untuk default installation folder atau browse untuk memilih sendiri destination folder .

3. Klik Next dan tunggu sampai proses instalasi selesai seperti pada gambar dibawah.


4. Klik Finish .

5. Setelah proses instalasi selesai, harus dilakukan beberapa setting parameter sebelum dapat digunakan untuk melakukan otentikasi FIXEngine ke Bursa.

6. Perubahan parameter dilakukan pada file a c. e e dengan menggunakan text editor seperti notepad atau editor lainnya.

7. Perubahan Setting yang perlu dilakukan, yaitu: jonecid=[JONEC_ID]

e =[JONES_IP_1:PORT1, JONES_IP_2:PORT2, ] Contoh: jonecid=XX_01 -------------------> XX adalah kode AB jones=172.18.2.195:2099, 172.18.2.196:2099, 172.18.4.195:2099, 172.18.4.196:2099

8. ec d diisi dengan kode masing-masing AB. Seda a e d dengan IP address ACE Gateway Server dan port yang ditentukan oleh Bursa (2099) dengan karakter e a : .

9. Penambahan ACE Gateway Server cadangan dan ACE Gateway Server yang ada di DRC Bursa dilakukan dengan cara menambah IP address ACE Gateway Server dan port dengan karakter

e a , . C Setting Parameter dapat dilihat di atas.


Pengoperasian RSA ACE Gateway Client

1. Setelah proses instalasi selesai, akan terdapat shortcut RSA ACE Ga e a C e ada e Start - Program. Dengan menjalankan shortcut tersebut, akan muncul seperti gambar berikut :

2. Pada gambar di atas terlihat default IP address server yang dituju, yaitu IP address dan port pertama pada setting agc.properties.

3. IP address Server yang dituju dapat dipilih dengan melakukan drop down menu seperti pada gambar di bawah.

4. U e a a e e a , da a d a a de a e e a b L . De a menekan tombol tersebut, akan muncul layar User Input sebagai berikut.

5. Masukan user-ID yang diberikan bursa, contoh: xxrsa1 (xx adalah kode AB). Selanjutnya klik OK dan akan muncul seperti gambar di bawah.


6. Masukan nomor PIN dan nomer token yang muncul pada Token RSA. Token RSA harus diaktivasi dahulu sesuai dengan Lampiran 5: Aktivasi Token RSA

7. A ab a PASSCODE e eb d e a, a a c e a e e a ba d bawah, lalu klik OK da e otentikasi selesai.

8. A ab a e ad e a a a e a ACCESS DENIED be a ada e a a a e a dilakukan, ulangi proses otentikasi dari awal.

9. Apabila proses otentikasi dirasa sudah benar dan masih ditolak (access denied) atau ada error lain hubungi helpdesk Remote Trading di nomor 021-5150515 ext : 8400.

II. Instalasi Pada Linux based Kebutuhan : Java Runtime Environment (JRE) library 1.6 atau lebih tinggi. Instalasi RSA Client pada platform Linux dilakukan dengan cara: 1. Copy folder RSA Client dari Distribution Kit ke Server FIXEngine.

2. Ubah parameter pada file a c. e e

a. Perubahan Setting yang perlu dilakukan, yaitu: jonecid=[JONEC_ID]

e =[JONES_IP_1:PORT1, JONES_IP_2:PORT2, ]

b. ec d d de a de a - a AB. Seda a e d de a IP address ACE Gateway Server dan port yang ditentukan oleh Bursa (2099) dengan karakter

e a : .

c. Penambahan ACE Gateway Server cadangan dan ACE Gateway Server yang ada di DRC Bursa dilakukan dengan cara menambah IP address ACE Gateway Server dan port dengan a a e e a , .

Contoh Setting Parameter: jonecid=XX_01 -------------------> XX adalah kode AB jones=172.18.2.195:2099, 172.18.2.196:2099, 172.18.4.195:2099, 172.18.4.196:2099


3. Menjalankan RSA Client menggunakan terminal console.

a. Buka Terminal dan masuk ke direktori RSA Client

b. Jalankan file a_c e _c d. ada direktori RSA Client, yang selanjutnya akan muncul seperti gambar di bawah.

c. Masukkan user id


d. Masukkan passcode

e. Muncul notifikasi apabila berhasil


4. Menjalankan RSA Client dengan menggunakan GUI a. Run ./rsa_client_gui.sh dari windows Linux atau dari terminal console, sehingga muncul

gambar sebagai berikut

b. Masukkan UserId

c. Masukkan passcode (pin dan token)

d. Apabila proses otentikasi berhasil, maka akan muncul notifikasi sebagai berikut

e. Apabila terjadi kegagalan otentikasi, maka akan muncul notifiaksi ACCESS DENIED berarti ada kesalahan proses yang dilakukan, ulangi proses otentikasi dari awal

f. Apabila proses otentikasi dirasa sudah benar dan masih ditolak (access denied) atau ada error lain hubungi helpdesk Remote Trading di nomor 021-5150515 ext : 8450


Instalasi Aplikasi RSA Secure-ID Software Token RSA Secure-ID Software Token adalah perangkat lunak otentikasi yang memungkinkan AB mengakses ACE Gateway Client. Software Token ini menghasilkan nomor acak 6 digit tokencode, setiap 60 detik secara berkala. Tokencode ini adalah kata sandi satu kali (OTP) yang nantinya akan diinput bersamaan dengan PIN yang telah ditentukan.

Aplikasi RSA Secure-ID Software Token adalah aplikasi yang dikeluarkan oleh RSA yang berfungsi men-generate Token yang selanjutnya diinputkan AB ke ACE Gateway Client.

Langkah-langkah proses instalasi aplikasi RSA Secure-ID Software Token adalah sebagai berikut:

1) Unduh aplikasi RSA Secure-ID Software Token melalui link https://community.rsa.com/docs/DOC-73395;

2) Lakukan extract file yang telah diunduh sebelumnya dan simpan di lokasi penyimpanan;

3) Jika hasil CertUtil -hashfile RSASecurIDToken502.zip MD5 tidak sama dengan 6a953236913fe4943e1d2514a752538f, ulangi proses download.

4) Ekstrak file RSASecurIDToken502.zip, masuk ke dalam direktori RSASecurIDToken502.Pilih file RSASecurIDToken502x64.msi, lalu double klik.

5) Untuk instalasi lakukan dobel klik pada file RSASecurIDToken502x64.msi, setelah tampilan layar berikut, klik Next


6) Selanjutnya akan muncul tampilan di sebagai berikut:

Pilih I accept dan lanjutkan dengan klik next.

7) Berikutnya akan muncul tampilan berikut, pilih Typical dan klik Next:


8) Setelah itu lakukan proses instalasi dengan klik tombol install seperti tampilan berikut:

9) Setelah klik ombol In all akan muncul proses instalasi sebagai berikut:


10) Langkah selanjutnya adalah melakukan start aplikasi RSA SecurID Software Token dengan checklist Launch RSA SecurID Software Token lalu klik tombol Finish.

11) Langkah selanjutnya adalah dengan memilih/klik pada pilihan import from file seperti tampak pada layar sebagai berikut:


12) Dengan pilihan tersebut, selanjutnya pilih lokasi file Sdtid yang dimiliki pada lokasi penyimpanan, lalu klik open dan berikutnya tekan tombol OK .

13) Selanjutnya akan muncul layar isian password, seperti pada tampilan layar berikut:

Isikan pada Enter Password sesuai dengan password file sdtid yang diberikan.


14) Setelah klik ombol OK elanj n a m nc l di la a ebagai be ik :

15) Klik tombol Change Name, jika memang diinginkan.

16) Selanjutnya akan tampil layar notifikasi, dan aplikasi berhasil running dengan tampilan.


Penggunaan Aplikasi RSA Secure-ID Software Token

Dari All Program - RSA - RSA SecurID Token - RSA SecurID Token, seperti tampak dalam layar tampilan berikut ini.

Klik RSA SecurID Token, dan aplikasi akan berjalan sebagaimana tampak dalam layar tampilan.

*) 8 digit Tokencode yang digunakan pada saat pembuatan dokumen panduan ini hanya berlaku di lingkungan Development.


Aktivasi RSA Secure Token Bursa memberikan userid RSA dan RSA SecureID Token (yang selanjutnya disebut Token RSA) kepada Anggota Bursa Efek untuk melakukan otentikasi Server FIXEngine (Equity dan Derivatif). Sebelum dapat digunakan untuk melakukan otentikasi Server FIXEngine ke Bursa, Token RSA harus disinkronisasi dan diaktivasi terlebih dahulu. Sinkronisasi dan aktivasi Token RSA cukup dilakukan sekali sebelum digunakan. Anggota Bursa Efek dalam melakukan sinkronisasi token RSA harus menghubungi helpdesk Remote Trading. Berikut langkah-langkah yang harus dilakukan untuk aktivasi token RSA.

1. Ja a a A a ACE Ga e a C e a g da e a d Se e FIXEngine, sesuai dengan

Lampiran 4: Instalasi ACE Gateway Client. Sehingga akan muncul tampilan sebagai berikut.

Pilih IP server yang sesuai dengan kebutuhan dari drop-down-list.

Pastikan bahwa IP dan port ACE Gateway Server sesuai dengan daftar yang diberikan Bursa

2. Tekan tombol L g e a e a a e RSA 3. Ma a e d da c c OK.

Format userid adalah xxrsa1, dimana xx adalah kode Anggota Bursa Efek

4. Ma a PASSCODE de ga 6 d g a g a a g c d T e RSA, e d a c c OK.


5. Selanjutnya akan muncul tampilan dialog box seperti di bawah ini sebagai konfirmasi pembuatan pin. Pin ini akan digunakan untuk melakukan otentikasi sehari-hari dengan dikombinasikan nomer yang muncul di Token RSA.

6. Ke da click OK e b a ba .Se a a a a c a a e e d

bawah.

* Tampilan PIN 1234 hanya sebagai contoh. Kemudian, masukkan nomor pin baru yang diinginkan berupa 4-8 digit angka dan click OK .

7. Selanjutnya akan muncul tampilan seperti di bawah ini

* Tampilan PIN 1234 hanya sebagai contoh.

masukkan kembali nomer pin untuk konfirmasi dan click OK


8. Kemudian akan muncul tampilan sebagai berikut apabila proses pembuatan pin berhasil.

* Tampilan PASSCODE 1234422950 hanya sebagai contoh.

9. Hafalkan pin yang telah dibuat dan tunggu sampai angka yang ada pada token RSA berubah. 10. Masukkan nomer pin yang baru dibuat (4-8 digit) + nomer token RSA (6 digit) yang baru berubah

dan click OK 11. J a e a e a da a a e da a f a PASSCODE acce ed

12. Aktivasi Token RSA selesai, click OK

13. Selanjutnya untuk proses otentikasi sehari-hari, setelah menjalankan program ACE Gateway Client cukup memasukan user id seperti pada proses no. 3 dan memasukan passcode (Nomer pin (4-8 digit) + nomer token RSA (6 digit) yang muncul) seperti pada proses no. 9. Setelah muncul PASSCODE accepted seperti pada proses no. 10, click OK

14. Otentikasi RSA cukup dilakukan sekali dalam satu (1) hari untuk masing-masing site dan dapat dilakukan dari Server FIX4.2 atau Server FIX4.4.

Lampiran 8A Pedoman Remote Trading

Order Routing Interface

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Order Routing Interface (ORI) for Equity

Technical Specifications

Version 2.1.0

Indonesia Stock Exchange Building Jl. Sudirman Kav 52-53

Jakarta 12190 INDONESIA

Phone: +62-21-5150515 Fax: +62-21-5150430



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Update Summary NO. VERSION DATE CHANGE 1 1.91 (Beta

Version) 18th July 2008 Updated to X-stream engine interface

2 1.92 4th December 2008 Updated some tag and its value

3 1.94 31st March 2011 Updated Comments and Valid value for tag 376 (Trading ID)

Updated valid value for tag 58 Negotiation Deal Request (Crossing)

Updated some tag and its value

Add new message specification

Delete message that is not currently use

4 1.95 13th September 2011 Add Mass Order Cancel message, Liquidity Provider Order message, and Liquidity Provider Order Cancel message

Updated comment and valid value tag 38 (OrderQty) and 65 (SymbolSfx) for Order Cancel Request

5 2.0 7th November 2011 Add comment for tag 6002 (CurrentPassword) in Logon Request message

Add tag 6090 (LogonReply) and tag 6091 (LogonDesc) for Logon Message

Add valid value margin for tag 54 (Side) in New Order Single (Advertisement) Message

Make length field for tag 55 ( Symbol) consistent for all messages

Add tag 11 (BrokerRef) in value tag 6065 (RefErrorCode) for all MessageType U7

Change JONES time to JATS time for tag (17) ExecID for all messages

Change comment for tag 37 (OrderID) in Negotiation Deal Reply BAD Or Neg. Deal Confirmation BAD

Add Appendix C List field type



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6

2.1.0

18 October 2017 a. Update description for tag 6090 = 2.

b. Update valid value tag 54 for order reply ok and new order reply bad.

c. Change data type tag 11 and tag 60

d. Add board 0OD (Pasar Regular Odd-Lot)

e. Change valid value for tag 6090

f. Add price stabilization value for tag 54 (Side) in New Order Single (Advertisement) Message.

g. Add tag 172 and 64 for

x Negotiation Deal Request

x Negotiation Reply OK

x Negotiation Deal Amend

x Negotiation Deal Amend Reply OK

x Negotiation Deal Confirmation Info

x Negotiation Deal Amended Info

h. Add Price Stabilization and Margin value for tag 54 (side) in New Order Reply Ok, New Order Reply Bad, Order Amend Request, Order Amend Reply Ok, Order Cancel Request



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ORI Messaging Implementation Release Note version 2.1.0 6

Changes from ORI 2.0 to ORI 2.1.0 8

Introduction 9

I. Information Exchange Protocol Concept 9

II. ORI Header 10

III. Administrative Messages 11 1. LOGON 11

x Logon Request 11 x Logon Reply OK1 11 x Logon Reply OK2 12 x Logon Reply BAD 12

2. Logout 13 x Logout Request 13 x Logout Reply OK 13

3. Change Password 13 x Change Password Request 14 x Change Password Reply OK 14 x Change Password Reply BAD 14

IV. Application Messages 15 4. New Order - Single / Advertisement 15

x New Order Request 15 x New Order Reply OK 18 x New Order Reply BAD 19 x Matched Order Reply 20

5. Order Cancel/Replace Request (a.k.a. Order Modification Request) 22 x Order Amend Request 22 x Order Amend Reply OK 23 x Order Amend Reply BAD 25

6. Order Cancel Request 26 x Order Cancel Request 26 x Order Cancel Reply OK 27 x Order Cancel Reply BAD 28

7. Order Mass Cancel 29 x Order Mass Cancel Request 29 x Order Mass Cancel Reply 30

8. Liquidity Provider Order 30 x New Liquidity provider Order Request 31 x Liquidity provider Order Reply 32

9. Liquidity Provider Cancel Request 32 x Liquidity provider Cancel Request 32 x Liquidity provider Cancel Reply OK 33 x Liquidity provider Cancel Reply BAD 33

10. Negotiation Deal 35 x Negotiation Deal Workflow 35 x Negotiation Deal Request (Two Side) 36 x Negotiation Deal Request (Crossing) 37 x Negotiation Deal Confirmation Request 40 x Negotiation Deal Reply OK Or Neg. Deal Confirmation OK 41 x Negotiation Deal Reply BAD Or Neg. Deal Confirmation BAD 42 x MSG Reminder Negotiation Deal 43 x Negotiation Deal Confirmed Info 43

11. Negotiation Deal Amend 45 x Negotiation Deal Amend Request (Two Side) 45 x Negotiation Deal Amend Reply OK 46 x Negotiation Deal Amend Reply BAD 48



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x Negotiation Deal Amended Info 49 12. Cancel Neg. Deal 51

x Negotiation Deal Cancel Request 51 x Negotiation Deal Cancel Reply OK 51 x Negotiation Deal Cancel Reply BAD 52 x Negotiation Deal Canceled Info 53

13. Trading Info 54 14. Possible Duplicate Fix Message 54 15. Unknown JONEC Message 54 16. JONEC Message Interpretation Error 54 17. Broadcast Table Full 55 18. JATS Interpretation Error Reply 55 19. Failed to Send Heartbeat to JATS 56

V. Message Trailer 56

Appendix A 57 Example of Messages 57

Appendix B 58 FIX Documentations 58

.



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Release Note version 2.1.0 October 18th, 2017 Change from ORI Equity version 1.91 to 1.94

Add comment for tag 6002 (CurrentPassword) for message : x Logon Request

Add tag 6090 (LogonReply) and tag 6091 (LogonDesc) for message :

x Logon Message

Add valid value sell short, margin for tag 54 (Side) for message : x New Order Single (Advertisement) Message

Make length field for tag 55 (Symbol) consistent for all message Add tag 11 (BrokerRef) in value tag 6065 (RefErrorCode) for MessageType U7 Change comment for tag 37 (OrderID) for message :

x in Negotiation Deal Reply BAD Or Neg. Deal Confirmation BAD

Change JONES time to JATS time for tag 17 (ExecID) for all mesages Add appendix C, list field type Change from ORI version 1.94 to 1.95 Add new messages:

x Order Mass Cancel Request x Order Mass Cancel Reply x Liquidity Provider Order Request x Liquidity Provider Order Reply x Liquidity Provider Order Cancel Request x Liquidity Provider Order Cancel Reply OK x Liquidity Provider Order Cancel Reply BAD

Update Comment and Valid Value for tag 38 (OrderQty) and tag 65 (SymbolSfx) for message :

x Order Cancel Request Changes from ORI version 1.92 to 1.94 Changes Comments and Valid value for tag 376 for messages:

x New Order Request x Order Amend Request x Negotiation Deal Request (Two Side) x Negotiation Deal Request (Crossing) x Negotiation Deal Confirmation Request x Negotiation Deal Amend Request (Two Side)

Matched Order Reply Valid value for tag 44 (Price) Negotiation Deal Request (Crossing) Comment changes and Valid value for tag 58, sub tag 6 (Counterpart Trading ID) JATS System Message Delete JATS System Message Possible Duplicate Fix Message



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Add new message specification for Possible Duplicate Fix Message Change Unkn n JONEC Me g Unkn n JONEC Me age Update valid value for tag 58 (text) and tag 6065 (RefErrorCode) Change JONEC Me g In e e a i n E JONEC Me age In e e a i n E Update valid value for tag 58 (text) and tag 6065 (RefErrorCode) Unknown JATS Mesg Delete Unknown JATS Mesg Broadcast Table Full Add new message specification for Broadcast table full JATS Interpretation Error Reply Update valid value for tag 58 (Text) and tag 6063 (Error Code), tag 6064 (Error Level) and tag 6065 (RefErrorCode) Failed to Send Heartbeat to JATS Add new message specification for Failed Send Heartbeat to JATS Changes from ORI version 1.91 (Beta Version) to 1.92 Negotiation Deal Request (Two Side), Negotiation Deal Request (Crossing), Negotiation Deal Confirmation Request, Negotiation Deal Reply OK Or Neg. Deal Confirmation OK, Negotiation Deal Amend Request (two side), Negotiation Deal Amended Info, Negotiation Deal Cancel Request page 25-38 Valid value for negotiated deal initiator/counterpart = can both buyer or seller Alur Proses Negotiation Deal page 24 Update Picture Changes to ORI version 1.91(Beta Version) New Order Request page 10 Add option 5= sell short for Tag 54:Side Add Tag 376 Compliance ID for Trade Account Number Order Cancel/Replace Request (Amend) page page 17 Add option 5= sell short for Tag 54:Side Add Tag 376 Compliance ID for Trade Account Number Reply Bad Order Cancel-Withdrawal page 23 Tag 37-filled with failed Order ID to withdraw Negotiation Deal Request (Two Side) page 25 Remove board 65:SymbolSfx 0TS Changes on Tag 11,54, 23, 58 Add Tag 376 Compliance ID for Trade Account Number Negotiation Deal Request (Crossing) page 26 Remove board 65:SymbolSfx 0TS Changes on Tag 11,54, 23, 58 Add Tag 376 Compliance ID for Trade Account Number Negotiation Deal Confirmation Request page 28 Remove board 65:SymbolSfx 0TS Changes on Tag 11,54, 23, 58 Add Tag 376 Compliance ID for Trade Account Number Negotiated Deal Amend Request (Two Side) page 33 Add Tag 376 Compliance ID for Trade Account Number



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Changes on Tag 11, 54,23 Negotiated Deal Amend Request (Crossing) page 34 Add Tag 376 Compliance ID for Trade Account Number Changes on Tag 11, 54,23, 58 Negotiated Deal Amend Reply OK page 36 Changes on Tag 37 Removed Tag 198, (no new order number generated for amended neg.deal) JONEC Mesg Interpretation Error page 44 Changes on Tag 58

Changes from ORI 2.0 to ORI 2.1.0

a. Change valid value for tag 6090

b. Add price stabilization value for tag 54 (Side) in New Order Single (Advertisement) Message.

c. Add tag 172 and 64 for

x Negotiation Deal Request

x Negotiation Reply OK

x Negotiation Deal Amend


x Negotiation Deal Confirmation Info


d. Add Price Stabilization and Margin value for tag 54 (side) in New Order Reply Ok, New Order Reply Bad, Order Amend Request, Order Amend Reply Ok, Order Cancel Request



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Introduction

The IDX Brokerage Server Service provides a service of receiving data, which are transactions to be transmitted from brokerage server to the IDX computer. The main purpose of the data transmission is to send automated order messages. The messages must comply to a certain specification of stock exchange information exchange protocol. This document is intended to be the specification. The data transmission service is available every market day on trading session. On Monday until Thursday the morning trading session starts at 09:00 and ends at 12:00. The afternoon trading session starts at 13:30 and ends at 16:00. On Friday morning trading session starts at 09:00 and ends at 11:30, afternoon trading session starts at 14:00 and ends at 16:00.

I. Information Exchange Protocol Concept

This concept is developed to facilitate the electronic exchange of information related to securities transactions. It is basically adopted from the FIX (Financial Information Exchange) protocol version 4.2, and used partially for IDX purposes. It is used to comm nica e be een e change ading engine and b oke b oke age info ma ion em engine. To ppo compatibility, TCP/IP protocol layer is used as transport protocol. Any physical medium that supports TCP/IP can be used to deliver information. General format for each message:

Header DATA Trailer

The general format of a FIX message is a standard header followed by the message body fields and terminated with a standard trailer. Each message is constructed of a stream of <tag>=<value> fields. Each item/field/column in the message is separated by character ASCII <SOH> (001).

Examples of the messages in their full-length format can be seen at the Appendix A of this document. Data types are mapped to ASCII strings as follows:

x int: Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9" ). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999").

Examples: 723 in field 21 would be mapped int as |21=723|. -723 in field 12 would be mapped int as |12=-723| x float: Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and

"."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits.

x char: Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All char fields are case sensitive (i.e. jakarta is not the same with Jakarta).

x time: Time/date combination in YYYYMMDD-HH:MM:SS format, colons and dash required. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-59.

x date: Date in YYYYMMDD format. Valid values: YYYY = 0000-9999, MM = 01-12, DD = 01-31. The protocol assumes complete ordered delivery of messages between parties. Implementers should consider this when designing message gap fill processes. Two options exist for dealing with gaps, either request all messages subsequent to the last message received or ask for the specific message missed while maintaining an ordered list of all newer messages. For example, if the receiver misses the second of five messages, the application could ignore messages 3 through 5 and generate a resend request for messages 2 through 5. Another option would involve saving messages 3 through 5 and resending only message 2. In both cases, messages 3 through 5 should not be processed before message 2.

The protocol is based on an optimistic model; normal delivery of data is assumed (i.e. no acknowledgment of individual messages) with errors in delivery identified by message sequence number gaps. Each message is identified by a unique



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sequence number. It is the receiving application's responsibility to monitor incoming sequence numbers to identify message gaps for response with resend request messages.

The protocol does not support individual message acknowledgment. However, a number of application messages require explicit application level acceptance or rejection. Orders, cancel requests, cancel/replace requests and allocation require specific application level response, execution reports can be rejected with the DK message but do not require explicit acceptance.

II. ORI Header

Tag Field Name Comments Valid Value 8 BeginString FIX.4.2 (Always unencrypted, must be

first field in message) FIX.4.2-JSX

9 BodyLength (Always unencrypted, must be second field in message)

Calculate by system

35 MsgType (Always unencrypted, must be third field in message)

Depend on Msg to be sent.

49 SenderCompID (Always unencrypted) Sender FIX Engine ID (FIX Engine Setup)

56 TargetCompID (Always unencrypted) Receiver FIX Engine ID (FIX Engine Setup)

34 MsgSeqNum (Can be embedded within encrypted data section.)

FIX Engine supplied.

50 SenderSubID (Can be embedded within encrypted data section.)

Reserved

142 SenderLocationID Sender's LocationID (i.e. geographic location and/or desk) (Can be embedded within encrypted data section.)

Trader IP Address supplied by Broker.

52 SendingTime (Can be embedded within encrypted data section.)

Timestamp from FIX Engine



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III. Administrative Messages

1. LOGON Logon process flow as follow: 1) B oke applica ion end Logon Re e me age o JONEC ( ee Logon Re e able belo ). 2) B oke applica ion ill ecei e Logon Repl OK1 me age f om JONES ia JONEC ( ee Logon Repl OK1 able

below) 3) B oke applica ion ill ecei e econd me age f om JATS ia JONES and JONEC i h condi ion a follo :

a) If logon i cce f ll, b oke applica ion ill ecei e Logon Repl OK2 me age ( ee Logon Repl OK2 able below).

b) If logon i ejec ed, b oke applica ion ill ecei e Logon Repl BAD me age ( ee Logon Repl BAD able below).

4) Session will be disconnected. Summary: x Logon Reply OK will consist of two Logon messages (MsgType=A). x Logon Reply Bad change from MsgType=A to MsgType=5.

Messages structures are as follow:

x Logon Request

Tag Field Name Comments Valid Value Type Standard Header MsgType = A

(Logon)

98 EncryptMethod No encryption 0

See Appendix C

108 HeartBtInt FIX Engine setup (seconds) Supplied by broker

45

6001 UserID ID The User logged onto the JATS

User ID

6002 CurrentPassword The User Current password. Password must meet complexity requirements. Must be combination of alphanumeric characters.

Supplied by broker

Standard Trailer

x Logon Reply OK1

Logon Reply OK1

Broker’s appl

JONEC JONES JATS Logon request

Logon Reply OK2 or Logon Reply BAD



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(Logon)

98 EncryptMethod No encryption 0 See Appendix C 108 HeartBtInt FIX Engine setup (seconds) 45 Standard Trailer

x Logon Reply OK2


(Logon)


See Appendix C

108 HeartBtInt FIX Engine setup (seconds) 45 6001 UserID ID The User logged onto the

JATS NO

6090 LogonReply Is required to change Password 1 = Do not need to change password 2 = Current password expires in n day(s) or Password-change-required (should change password before order entry) 3 = password expired. Password change required for user. user must change password first, if user doe n change pa o d, e ill be forced logout. Password must meet:

- complexity requirements. - combination of alphanumeric

characters. - full length as specified.

6091 LogonDesc Logon Description JATS Message

Standard Trailer

x Logon Reply BAD

Tag Field Name Comments Valid Value Type Standard Header MsgType = 5

(Logout)

58 Text Error message Error message See Appendix C Standard Trailer



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2. Logout Logout Process as follow: 1) B oke applica ion end Logo e e me age o JONEC ( ee Logo Re e belo ). M g T pe = 5, with field

Text=UserId. 2) B oke applica ion ecei e Logo Repl OK f om JONES ( ee Logo Repl OK belo ). M gT pe=5 i h field

Te = Confi m Logo . And e ion di connec ed.

Note:

� Logout Reply Bad is not required.

x Logout Request


(Logout)

58 Text ID The User logged onto the JATS

<userid> See Appendix C

Standard Trailer

x Logout Reply OK

3. Change Password Process flow as follow: 1) B oke applica ion end Change Pa o d Re e o JONEC ( ee Change Pa o d Re e able belo ) 2) B oke applica ion ecei e Change Pa o d Repl OK o Change Pa o d Repl BAD ( ee Change Pa o d

Repl OK o Change Pa o d Repl BAD able belo )


(Logout)

58 Text Return message confi ming logo See Appendix C Standard Trailer

Broker’s appl

JONEC JONES JATS

Logout Reply OK

Logout request



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x Change Password Request

Tag Field Name Comments Valid Value Type Standard Header MsgType = U1 6001 UserID ID The User

logged onto the JATS

User ID

See Appendix C 6002 Current Password The User Current

password

6003 New Password The User New password

6004 Return Value (Single Space) Standard Trailer

x Change Password Reply OK

Tag Field Name Comments Valid Value Type Standard Header MsgType = U1

(Change Password)


(Single Space)


password (Single Space)


(Single Space)

6004 Return Value Text U e pa o d cce f ll changed Standard Trailer

x Change Password Reply BAD

Tag Field Name Comments Valid Value Type Standard Header MsgType = U1 6001 UserID ID The User


(Single Space)




(Single Space)

6004 Return Value Text Error message Standard Trailer

Broker’s appl

JONEC JONES JATS Change Pwd Req

Change Password Reply OK or BAD



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IV. Application Messages The b oke applica ion will either send both tag 65 (SymbolSfx) and tag 48 (SecurityID) or tag 65 (SymbolSfx) only for sending message because it will be rejected by the system if it is inconsistent.

4. New Order - Single / Advertisement

JATSAPI_PESANAN()

JONES TE

result()

JONEC

New Order - Single()

execution report()

x New Order Request

Tag Field Name Comments Valid Value Type Standard Header MsgType = D

(New Order Single)

11 ClOrdID Unique identifier of the order as assigned by Broker.

Broker reference

See Appendix C

109 ClientID Used for firm identification in third-party transactions.

User ID

1 Account Account mnemonic as agreed between broker and institution.

A or I or S or F

21 HandlInst Instructions for order handling on Broker trading floor

=1 for normal order =2 for advertisement

18 ExecInst Order Method See Order Method Table 55 Symbol Ticker symbol Supplied by broker 65 SymbolSfx Board.

for normal order : 0RG : Regular Market 0TN : Cash Market 0OD : Odd-Lot Regular Market No e: 0+boa d code Supplied by broker 0RG, 0TN (without space). for advertisement : 0NG : Negotiation Market

48 SecurityID Security number. Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker

Security number from JATS.



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Tag Field Name Comments Valid Value Type 54 Side Indicating a buy, sell , short sell,

margin order or Price Stabilization 1 = buy 2 = sell 5 = sell short M = margin P = Price Stabilization

See Appendix C

60 TransactTime Time this order request was initiated/released by the trader. Current time Supplied by broker.

yyyyMMdd-HH:mm:ss.SSS

38 OrderQty Either CashOrderQty or OrderQty is required.

Order quantity in LOT Advertisement quantity in share

40 OrdType Order method See Order Method Table 44 Price Required for limit OrdTypes. For

F/X orders, should be he all-in rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

Order price

99 StopPx Req i ed fo O dT pe = S op o O dT pe = S op limi .

Order price

59 TimeInForce Absence of this field indicates Day order.

See order method table

432 ExpireDate Conditionally required if TimeInForce = GTD and ExpireTime is not specified.

Date

58 Text Quantity of recurring order Number of Hidden Quantity (future use)

440 ClearingAccount Clearing Account Number Se o ( ingle pace) 376 ComplianceID ID used to represent this

transaction for compliance Trading-ID purposes

Trading-ID contains 6 digit alpha numeric of SID (from 8th digit to 13th digit). SID is provided by Indonesian Central Securities Depository (KSEI)

Standard Trailer

Order Method Table

No Order Method OrdType ExecInst TimeInForce Remark <40> <18> <59>

1 Market Stop Order Split Blank 1 - - Not Applicable 2 Market Non-stop Order Split Blank 1 - - Future use 3 Market Stop Order Split Day 1 - 0 Not Applicable 4 Market Non-stop Order Split Day 1 - 0 Future use 5 Market Stop Order Split GTC 1 - 1 Not Applicable 6 Market Non-stop Order Split GTC 1 - 1 Future use 7 Market Stop Order Split IOC 1 - 3 Not Applicable 8 Market Non-stop Order Split IOC 1 - 3 Future use



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9 Market Stop Order Split FOK 1 - 4 Not Applicable 10 Market Non-stop Order Split FOK 1 - 4 Future use 11 Market Stop Order Split GTD 1 - 6 Not Applicable 12 Market Non-stop Order Split GTD 1 - 6 Future use 13 Market Stop Order Split Session 1 - S Not Applicable 14 Market Non-stop Order Split Session 1 - S Future use 15 Market Stop Order AON Blank 1 G - Not Applicable 16 Market Non-stop Order AON Blank 1 G - Future use 17 Market Stop Order AON Day 1 G 0 Not Applicable 18 Market Non-stop Order AON Day 1 G 0 Future use 19 Market Stop Order AON GTC 1 G 1 Not Applicable 20 Market Non-stop Order AON GTC 1 G 1 Future use 21 Market Stop Order AON IOC 1 G 3 Not Applicable 22 Market Non-stop Order AON IOC 1 G 3 Future use 23 Market Stop Order AON FOK 1 G 4 Not Applicable 24 Market Non-stop Order AON FOK 1 G 4 Future use 25 Market Stop Order AON GTD 1 G 6 Not Applicable 26 Market Non-stop Order AON GTD 1 G 6 Future use 27 Market Stop Order AON Session 1 G S Not Applicable 28 Market Non-stop Order AON Session 1 G S Future use 29 Limit Stop Order Split Blank 4 - - Future use 30 Limit Non-stop Order Split Blank 7 - - Future use 31 Limit Stop Order Split Day 4 - 0 Future use 32 Limit Non-stop Order Split Day 7 - 0 Current use 33 Limit Stop Order Split GTC 4 - 1 Future use 34 Limit Non-stop Order Split GTC 7 - 1 Future use 35 Limit Stop Order Split IOC 4 - 3 Future use 36 Limit Non-stop Order Split IOC 7 - 3 Future use 37 Limit Stop Order Split FOK 4 - 4 Future use 38 Limit Non-stop Order Split FOK 7 - 4 Future use 39 Limit Stop Order Split GTD 4 - 6 Future use 40 Limit Non-stop Order Split GTD 7 - 6 Future use 41 Limit Stop Order Split Session 4 - S Future use 42 Limit Non-stop Order Split Session 7 - S Current use 43 Limit Stop Order AON Blank 4 G - Future use 44 Limit Non-stop Order AON Blank 7 G - Future use 45 Limit Stop Order AON Day 4 G 0 Future use 46 Limit Non-stop Order AON Day 7 G 0 Future use 47 Limit Stop Order AON GTC 4 G 1 Future use 48 Limit Non-stop Order AON GTC 7 G 1 Future use 49 Limit Stop Order AON IOC 4 G 3 Future use 50 Limit Non-stop Order AON IOC 7 G 3 Future use 51 Limit Stop Order AON FOK 4 G 4 Future use 52 Limit Non-stop Order AON FOK 7 G 4 Future use 53 Limit Stop Order AON GTD 4 G 6 Future use 54 Limit Non-stop Order AON GTD 7 G 6 Future use 55 Limit Stop Order AON Session 4 G S Future use 56 Limit Non-stop Order AON Session 7 G S Future use



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x New Order Reply OK


(Execution Report)

37 OrderID OrderID is required to be unique for each chain of orders.

JATS order number

See Appendix C

11 ClOrdID Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker.

Broker reference

17 ExecID Must be unique for each Execution Report message. JATS time stamp

hhmmsszzz (zzz in millisecond)

20 ExecTransType Identifies transaction type 0 = ne 150 ExecType Describes the type of

execution report. Same possible values as OrdStatus.

0 = ne

39 OrdStatus Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx

0 = ne o 1 fo pa iall ma ched o 2 fo f ll ma ched

55 Symbol Ticker Symbol See ec i code. E ample: TLKM 54 Side Indicating a buy,sell,short

sell, margin order or Price Stabilization

1 = Buy 2 = Sell 5 = Sell short M = Margin P = Price Stabilization

38 OrderQty Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order.

Accepted order quantity in LOT Supplied by JATS Order quantity in LOT Advertisement quantity in share

44 Price Required if specified on the order

Accepted order price Supplied by JATS

151 LeavesQty Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

Balance quantity Supplied by JATS

14 CumQty Currently executed shares for chain of orders.

Matched quantity Supplied by JATS



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Tag Field Name Comments Valid Value Type 6 AvgPx Not Applicable 0

Supplied by fix engine 21 HandlInst 1 - normal order, or

2 - adv 1 - normal order, or 2 adv

31 LastPx Price Price, = 0 32 LastShares Matched Qty Matched Qty, = 0 Standard Trailer

x New Order Reply BAD


(Execution Report)


O de n mbe = 000000000000 (no JATS order number)

See Appendix C


Broker reference

17 ExecID Must be unique for each Execution Report message

JATS time stamp (hhmmsszzz) Zzz= milisecond

20 ExecTransType Identifies transaction type

0 = New 1 = Cancel 2 = Correct 3 = Status

150 ExecType Describes the type of execution report. Same possible values as OrdStatus.

=8 (rejected)


=8 (rejected)

55 Symbol Ticker Symbol See ec i code. E ample: TLKM 54 Side Indicating a buy,sell,short

sell, margin order or Price Stabilization




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151 LeavesQty No LeavesQty Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

0


=0

6 AvgPx Not Applicable =0 21 HandlInst 1 for normal order, 2 - adv 1 or

2 58 Text Error Message Error Message 31 LastPx Price 0 32 LastShares Matched Qty 0 Standard Trailer

x Matched Order Reply

JATSAPI_PESANAN()

JONES TE

result()

JONEC


execution report()

Tag Field Name Req'd Comments Valid Value Type Standard Header Y MsgType = 8

(Execution Report)

37 OrderID Y OrderID is required to be unique for each chain of orders.

JATS order number

See Appendix C

11 ClOrdID N Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker.

Broker reference



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Tag Field Name Req'd Comments Valid Value Type 17 ExecID Y Must be unique for each

Execution Report message


20 ExecTransType Y =0 (new) 0 150 ExecType Y Describes the type of

execution report. Same possible values as OrdStatus. =0 (new)

0

39 OrdStatus Y Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx

1 fo pa iall ma ched o 2 fo f ll matched

55 Symbol Y Ticker Symbol

See security code. Example: TLKM

54 Side Y Side of order


38 OrderQty N Either CashOrderQty or OrderQty is required. Not required for a rejected cash order or an order ack for a cash order.

Accepted order quantity Supplied by JATS Order quantity in LOT Advertisement quantity in share

44 Price N Required if specified on the order

Matched price

151 LeavesQty Y Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.


14 CumQty Y Currently executed shares for chain of orders.


6 AvgPx Y Not Applicable 0 21 HandlInst N 1 for normal order,

2 - adv 1 or 2

31 LastPx Price Price 32 LastShares Matched Qty Matched Qty Standard Trailer Y



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5. Order Cancel/Replace Request (a.k.a. Order Modification Request)

JATSAPI_UBAH_PESANAN()

JONES TE

result()

JONEC

Order Cancel/Replace Request()

execution report()

order cancel reject()

x Order Amend Request

Tag Field Name Comments Valid Value Type

Standard Header MsgType = G (Order Cancel / Replace)

37 OrderID Unique identifier of most recent order as assigned by broker.

JATS order number

See Appendix C

109 ClientID Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

User ID

41 OrigClOrdID ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

Supplied by Broker: It represents old broker order number (old broker ref).

11 ClOrdID Unique identifier of replacement order as assigned by institution. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected.

Supplied by Broker: It represents new broker order number (new broker reff).


A or I or S or F


1 for normal order, 2 - adv

55 Symbol Must match original order


Supplied by broker. 54 Side Must match original side,

however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus




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Tag Field Name Comments Valid Value Type 60 TransactTime Time this order request was

initiated/released by the trader.

yyyyMMdd-HH:mm:ss.SSS Supplied by Broker

See Appendix C

38 OrderQty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Sho ld be he To al In ended O de Q an i (incl ding he amount already executed for this chain of orders)

New order quantity Order quantity in LOT Advertisement quantity in share

40 OrdType Must match original OrdType. See Order Method Table 44 Price Required for limit OrdTypes. For

F/X orders, should be the all-in rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

New price

59 TimeInForce Absence of this field indicates Day order. See Order Method Table

See Order Method Table


Expire date of Order

58 Text Hidden quantity Number of Hidden Quantity (future use)

440 ClearingAccount Clearing Account Number Se o ( ingle pace) 376 ComplianceID ID used to represent this



Standard Trailer

x Order Amend Reply OK


(Execution Report)

37 OrderID OrderID is required to be unique for each chain of orders. = New ORDERNO

New JATS order number

See Appendix C


Broker Reference




0 = New 1 = Cancel 2 = Correct/Amend 3 = Status Valid values: 2



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Tag Field Name Comments Valid Value Type 19 ExecRefID BrokerRef BrokerRef

If tag 20 = 0 then this value is pace

See Appendix C


=5 (replaced/Order replacement)



55 Symbol Ticker Symbol .


54 Side Side of order



New Qty Order quantity in LOT Advertisement quantity in share

44 Price Required if specified on the order Accepted order price 151 LeavesQty Amount of shares open for further

execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

Balance qty. Supplied by JATS


Matched qty. Supplied by JATS

6 AvgPx Not Applicable 0 21 HandlInst 1 for normal order,

2 - adv 1 for normal order, 2 - adv

31 LastPx Price Price 32 LastShares New Qty New Qty Standard Trailer



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x Order Amend Reply BAD


(Cancel Reject)

37 OrderID If C lRejRea on= Unkno n o de , pecif NONE .

O de n mbe = 000000000000 (no JATS order number)

See Appendix C

11 ClOrdID Unique order id assigned by institution to the cancel request or to the replacement order.

Broker Reference

41 OrigClOrdID ClOrdID which could not be canceled/replaced. ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

Se o (blank)

39 OrdStatus OrdStatus value after this cancel reject is applied.

=8 (Rejected)

434 CxlRejResponseTo Identifies the type of request that a Cancel Reject is in response to.

1 - Order Cancel Request 2 - Order Cancel/Replace Request Valid values: 2

58 Text Error Message Text Error Message Standard Trailer



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6. Order Cancel Request

JATSAPI_BATAL_PESANAN()

JONES TE

result()

JONEC

Order Cancel Request()

execution report()


x Order Cancel Request


Standard Header MsgType = F (Order Cancel Request)


Supplied by broker. (broker old order number/old broker ref)

See Appendix C


JATS order number.

11 ClOrdID Unique ID of cancel request as assigned by the institution.

Supplied by broker. (broker order number/broker ref)


A or I or S or F


User ID

55 Symbol Ticker symbol Supplied by broker 65 SymbolSfx Board.

for normal order : 0RG : Pasar Regular 0TN : Pasar Tunai 0OD : Pasar Regular Odd-Lot No e: 0+boa d code Supplied by broker 0RG, 0TN (without space). for advertisement : 0NG : Pasar Negosiasi

48 SecurityID Security number from JATS. Request for list of securities number using Security Request message

(see Security Request message table) Supplied by broker



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Tag Field Name Comments Valid Value Type 54 Side Side of order


See Appendix C

60 TransactTime Time this order request was initiated/released by the trading system.

yyyyMMdd HH:mm:ss.SSS Current time Supplied by broker.

38 OrderQty 1 for withdrawing normal order 2 for withdrawing advertisement

1 or 2

58 Text Consist of 5 fields: 1. Operation (A) char[1], 2. Price Operation Code (=) char[1], 3. Price N[10], 4. User ID char[12] 5. Broker ID char[12].

Valid values: For field operation: A For field Price Operation Code: 2 For field Price : Order price which going to Cancel For field UserID : Owner User ID For field Broker ID: Owner Firm ID

Standard Trailer

x Order Cancel Reply OK


(Execution Report)


JATS order number which going to cancel.

See Appendix C

17 ExecID Must be unique for each Execution Report message.



Valid values: 1 = Cancel

19 ExecRefID BrokerRef BrokerRef If ag 20 = 0 hen hi al e i pace


=4 (cancelled)


=4 (cancelled)

55 Symbol Se o (Single space) Se o (Single pace) 54 Side Se o (Single pace) Se o (Single pace)


0 Balance qty. Supplied by JATS



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Tag Field Name Comments Valid Value Type 14 CumQty Currently executed shares for chain

of orders. 0 Matched qty. Supplied by JATS

See Appendix C 6 AvgPx Not Applicable 0 21 HandlInst 1 for normal order,

2 - adv 1 or 2

58 Text Cancel Status OK 31 LastPx Price 0 32 LastShares New Qty 0 Standard Trailer

x Order Cancel Reply BAD


(Order Cancel Reject)


JATS order number which failed to cancel.

See Appendix C




=8 (Rejected)






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7. Order Mass Cancel

x Order Mass Cancel Request


Standard Header MsgType = q1 (Order Cancel Request)

11 ClOrdID Unique ID of cancel mass request as assigned by the institution.

Supplied by broker.

See Appendix C

6067 MassWithdrawRequestType

Specifies the type of cancellation requested

Valid value 2, 5 and 6 are not implemented yet

1 = Cancel orders for a security 2 = Cancel orders for an Underlying security 5 = Cancel orders for a SecurityType 6 = Cancel orders for a trading session 7 = Cancel all orders/firm 8 = Cancel particular board

55 Symbol Ticker symbol Supplied by broker. 65 SymbolSfx Board.

for normal order : 0RG : Regular Market 0TN : Cash Market 0OD : Odd-Lot Regular Market No e: 0+boa d code Supplied by broker 0RG, 0TN (without space). for advertisement : 0NG : Negotiation Market



336 TradingSessionID Trading Session in which orders are to be canceled

(not implemented yet)



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Tag Field Name Comments Valid Value Type 54 Side Optional qualifier used to indicate

the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. (not implemented yet)


See Appendix C

Standard Trailer

x Order Mass Cancel Reply


Standard Header MsgType = r1 (Order Mass Cancel Reply)

11 ClOrdID Unique ID of cancel mass request as assigned by the institution. In case connection is broken and broker reconnect to IDX, IDX can not provide previous ClOrdID

Supplied by broker.

See Appendix C

6068 MassWithdrawResponse

Indicates the action taken by the counterparty order handling system as a result of the Cancel Request



6069 MassWithdrawRejectReason

Required if MassCancelResponse= 0

0 = Mass Cancel Not Supported 1 = Invalid or unknown Security 98 = Invalid or unknown Board 99 = Other

58 Text Standard Trailer

8. Liquidity Provider Order This order is matchable with other order, include normal order and other liquidity provider order



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x New Liquidity provider Order Request

Tag Field Name Comments Valid Value Type Standard Header MsgType = S

(Quote)

117 QuoteID Unique identifier of the order as assigned by Broker.

Broker Reference

See Appendix C


A or I or S or F

55 Symbol Ticker Symbol See security code. Example: TLKM7700ZZePWYYMMDD

TLKM: underlying securities 7700: strike price ZZ: issuer e: European style PW: Put Warrant YYMMDD: maturity date

65 SymbolSfx Board 0RG : Regular Market 0TN : Cash Market 0OD : Odd-Lot Regular Market No e: 0+boa d code Supplied by broker 0RG, 0TN (without space).

48 Security ID Security number. Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker

62 ValidUntilTime Expiry Time (not implemented yet)

132 BidPx Bid Price

See Appendix C 133 OfferPx Offer Price 134 BidSize Bid Quantity 135 OfferSize Offer Quantity



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Tag Field Name Comments Valid Value Type 376 ComplianceID ID used to represent this



Standard Trailer

x Liquidity provider Order Reply


Standard Header MsgType = b (lowercase) (Quote Acknowledgement)


Broker Reference

See Appendix C

297 QuoteAckStatus Status of the quote acknowledgement

Identifies the status of the quote acknowledgement. Valid values: 0-Accepted 5-Rejected

300 QuoteRejectReason Reason Quote was rejected. Error message if quote rejected or successful

Standard Trailer

9. Liquidity Provider Cancel Request

x Liquidity provider Cancel Request


Standard Header MsgType = Z (Quote Cancel)


Broker Reference

See Appendix C 298 QuoteCancelType Identifies the type of Quote Cancel

request. Valid value 3 and 4 are not implemented yet

Identifies the type of quote cancel. Valid Values: 1 Cancel for Security 3 Cancel for Underlying Security 4 Cancel All Quotes



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Tag Field Name Comments Valid Value Type 295 NoQuoteEntries The number of securities whose

quotes are to be canceled 1

Æ 55 Symbol Ticker Symbol See security code. Example: TLKM7700ZZePWYYMMDD

TLKM : underlying securities 7700: strike price ZZ: issuer e: European style PW: Put Warrant YYMMDD: maturity date

Æ 65 SymbolSfx Board 0RG : Regular Market 0TN : Cash Market 0OD : Odd-Lot Regular Market No e: 0+boa d code Supplied by broker 0RG, 0TN (without space).

Æ 48 Security ID Security number. Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker

Standard Trailer

x Liquidity provider Cancel Reply OK

Tag Field Name Comments Valid Value Type Standard Header MsgType = b (lowercase)

(Quote Acknowledgement)


Broker Reference

See Appendix C 297 QuoteAckStatus Status of the quote

acknowledgement Valid value 3 and 4 are not implemented yet

Identifies the status of the quote acknowledgement. Valid values: 1-Canceled for Symbol(s) 3-Canceled for Underlying 4-Canceled All

Standard Trailer

x Liquidity provider Cancel Reply BAD

Tag Field Name Comments Valid Value Type Standard Header MsgType = b (lowercase)



Broker Reference


acknowledgement Valid value 3 and 4 are not implemented yet




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300 QuoteRejectReason Reason Quote was rejected.

Valid values : 250 - if there are no orders matched with the given criteria to be withdrawn 2 - for invalid board, 313 - for invalid security

Standard Trailer



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10. Negotiation Deal

x Negotiation Deal Workflow



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x Negotiation Deal Request (Two Side)


(New Order)

11 ClOrdID Unique identifier of the order as assigned by institution.

Broker Reference

See Appendix C


User ID


A or I or S or F


3


0NG : Negotiation Market No e: 0+boa d code Supplied by broker. Without space

48 SecurityID Symbol ID Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker



1=Buy (initiator) 2=Sell (initiator)

64 SettlDate Settlement Date

T+3 (YYYYMMDD)

172 SettlDeliveryType Identifies type of settlement

0 = Ve . Pa men : Deli e (if Sell) o Receive (if Buy) vs. (Againts) Payment 1 = F ee : Deli e (if Sell) o Recei e (if Buy) Free

60 TransactTime Time this order request was initiated/released by the trader.

yyyyMMdd-HH:mm:ss.SSS Current time


Order quantity Order quantity in UNIT Advertisement quantity in share

40 OrdType Order type. =E (Previously indicated)



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Tag Field Name Comments Valid Value Type 44 Price Required for limit

OrdTypes. For F/X orders, ho ld be he all-in a e

(spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

Price

23 IOIId Required for Previously Indicated Orders

0 (always zero for initiator)

58 Text Consist of 4 fields: 1. Couterpart UserID

char[12], 2. Match Reference

char[10], 3. Counterpart Account

char[12], 4. Reminder Time

Interval N[4]

Valid Values: 1. For Field Couterpart UserID : JATS

Counterpart user id. Must be different from Tag 109: ClientID.

2. For Match Reference: spaces(10) 3. For Field Counterpart Account:

spaces(12) 4. For Field Reminder Time Interval :

Number of time period (in minutes) for repeat NegDeal Reminder message

See Appendix C

440 ClearingAccount Clearing Account Number

Se o ( ingle pace)

376 ComplianceID ID used to represent this transaction for compliance Trading-ID purposes


Standard Trailer

x Negotiation Deal Request (Crossing)


(New Order)


Broker Reference

See Appendix C


User ID


A or I or S or F


3





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Tag Field Name Comments Valid Value Type 48 SecurityID Symbol ID

Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker



1=Buy (initiator) 2=Sell (initiator)


T+3 (YYYYMMDD)





See Appendix C



40 OrdType Order type. =E (Previously indicated) 44 Price Required for limit



Price


0 (always zero for initiator)

58 Text Consist of 6 fields: 1. Counterpart UserID

char[12], 2. Match Reference

char[10], 3. Counterpart Account

char[12], 4. Reminder Time

Interval N[4] 5. Counterpart Broker

Reference C[20] 6. Counterpart Trading

ID C[15]

Valid Values: 1. For Field Couterpart UserID : JATS

Counterpart user id. Must be the same as Tag 109: Client ID

2. For Match Reference: spaces(10) 3. For Field Counterpart Account: I or A

or S 4. For Field Reminder Time Interval :

Number of time period (in minutes) for repeat NegDeal Reminder message

5. Counterpart Broker Reference 6. Counterpart Trading-ID contains 6

digit alpha numeric of SID (from 8th digit to 13th digit). SID is provided by Indonesian Central Securities Depository (KSEI)


Se o ( ingle pace)



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Tag Field Name Comments Valid Value Type 376 ComplianceID ID used to represent this



Standard Trailer



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x Negotiation Deal Confirmation Request


(New Order)


Broker Reference

See Appendix C


User ID


A or I or S or F


3



48 SecurityID Symbol ID Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker



1=Buy (confirm) 2=Sell (confirm)





40 OrdType Order type. =E (Previously indicated) 44 Price Required for limit



Price


Order Number to confirmed

58 Text Empty

See Appendix C



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Tag Field Name Comments Valid Value Type 440 ClearingAccount Clearing Account

Number Se o ( ingle pace)



Standard Trailer

x Negotiation Deal Reply OK Or Neg. Deal Confirmation OK


(Execution Report)


JATS Deal Number

See Appendix C


Broker reference




=0 (new)


=0 (new)


=0 (new), for NegDeal Reply OK =2, for NegDeal confirm Reply OK

55 Symbol Ticker Symbol Supplied by broker 54 Side Side of order

1=Buy (Initiator/Counterpart) 2=Sell (Initiator/Counterpart)


T+3 (YYYYMMDD)

172 SettlDeliveryType Identifies type of settlement 0 = Ve . Pa men : Deli e (if Sell) or Receive (if Buy) vs. (Againts) Payment 1 = F ee : Deli e (if Sell) o Receive (if Buy) Free



44 Price Required if specified on the order Price of deal



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Tag Field Name Comments Valid Value Type 151 LeavesQty Amount of shares open for

further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

0

14 CumQty Currently executed shares for chain of orders (matched qty)

0

6 AvgPx Not Applicable. 0

See Appendix C


3

Æ 31 LastPx Price Æ 32 LastShares Matched Qty Neg Deal confirm flag b Standard Trailer

x Negotiation Deal Reply BAD Or Neg. Deal Confirmation BAD


(Execution Report)

37 OrderID OrderID is required to be unique for each chain of orders. NoDeal No

The corresponding OrderID

See Appendix C


Broker reference

17 ExecID JATS time stamp JATS time stamp (hhmmsszzz) Zzz= milisecond

20 ExecTransType Identifies transaction type =0 (new)

0

150 ExecType Describes the type of execution report. Same possible values as OrdStatus. =8 (rejected)

8

39 OrdStatus Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx =8 (rejected)

8



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Tag Field Name Comments Valid Value Type 55 Symbol Ticker Symbol


Security code

54 Side Side of order 1=Buy (Counterpart) 2=Sell (Initiator)

1 or 2


0

See Appendix C 14 CumQty Currently executed shares for chain of orders.

0

6 AvgPx Not Applicable 0 21 HandlInst Instructions for order handling on

Broker trading floor

3

58 Text Error Message 31 LastPx Price 0 32 LastShares Matched Qty 0 Standard Trailer

x MSG Reminder Negotiation Deal

Tag Field Name Comments Valid Value Type Standard Header MsgType = U3 58 Text Negdeal reminder "Negotiated Deal no XXXXXX not

confirmed" See Appendix C

Standard Trailer

x Negotiation Deal Confirmed Info


(Execution Report)


JATS deal number

See Appendix C


Broker reference





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Tag Field Name Comments Valid Value Type 20 ExecTransType =0 (new) 0

150 ExecType Describes the type of execution report. Same possible values as OrdStatus. =0 (new)

0

39 OrdStatus Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx 1 fo pa iall ma ched o 2 fo f ll ma ched

1 or 2

See Appendix C

55 Symbol Ticker Symbol See security code. Example: TLKM

54 Side Side of order Valid values: = 1 (buy) (Counterpart) = 2 (Sell) (Initiator)

1 or 2


Accepted deal quantity Supplied by JATS Order quantity in UNIT Advertisement quantity in share

44 Price Required if specified on the order Accepted deal price 64 SettlDate Settlement Date

T+3 (YYYYMMDD)

172 SettlDeliveryType Identifies type of settlement 0 = Ve . Pa men : Deli e (if Sell) or Receive (if Buy) vs. (Againts) Payment 1 = F ee : Deli e (if Sell) o Receive (if Buy) Free

40 OrderType Order Type E = (previously indicated)

E

32 LastShares Matched quantity Matched quantity 31 LastPx Price Price





6 AvgPx Not Applicable 0 21 HandlInst 3 58 Text Text Standard Trailer



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11. Negotiation Deal Amend

x Negotiation Deal Amend Request (Two Side)

Tag Field Name Comments Valid Value Type Standard Header MsgType = G

(Order Cancel / Replace)


JATS Deal Number

See Appendix C


User ID




Supplied by Broker: It represents new broker order number. (broker reference)


A or I or S or F

21 HandlInst Instructions for order handling

on Broker trading floor 3

55 Symbol Must match original order Supplied by broker 54 Side Must match original side,

however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus Supplied by broker. 1 = buy (Counterpart) 2 = sell (Initiator)

1 = buy (Initiator) 2 = sell (Initiator)

60 TransactTime Time this order request was initiated/released by the trader or trading system. Supplied by Broker:

yyyyMMdd-HH:mm:ss.SSS



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Tag Field Name Comments Valid Value Type 38 OrderQty Either CashOrderQty or

OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Should be he To al In ended O de Q an i (incl ding he amo n already executed for this chain of orders)

New deal quantity Order quantity in UNIT Advertisement quantity in share

See Appendix C

40 OrdType Must match original OrdType. See Order Method Table =E (Previously indicated)

E

44 Price Required for limit OrdTypes. For F/X orders, should be the all-in a e ( po a e adj ed

for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

New price of deal


T+3 (YYYYMMDD)

172 SettlDeliveryType Identifies type of settlement 0 = Ve . Pa men : Deli e (if Sell) or Receive (if Buy) vs. (Againts) Payment 1 = F ee : Deli e (if Sell) o Recei e (if Buy) Free

58 Text Consists of 2 fields: Counterpart User ID char[12], Reminder Time Interval N[4]

1. For Field Couterpart UserID : JATS Counterpart user id. Must be different from Tag 109: ClientID.

2. For Field Reminder Time Interval: Number of time period (in minutes) for repeat NegDeal Reminder message


Se o (single space)



Standard Trailer



(Execution Report)

37 OrderID OrderID is required to be unique for each chain of orders. = New Deal Number

Same JATS Deal Number See Appendix C



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Tag Field Name Comments Valid Value Type 198 SecondaryOrderID Can be used to provide order

id used by exchange or executing system. = Previous Deal Number

Empty (No new Order Number is generated)


Broker Reference

See Appendix C



20 ExecTransType Identifies transaction type =2 (correct)

2

19 ExecRefID BrokerRef 150 ExecType Describes the type of

execution report. Same possible values as OrdStatus. =5 (replace)

5

39 OrdStatus Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx =5 (replace)

5

55 Symbol Ticker Symbol See security code. Example: TLKM

Security code

54 Side Side of order Valid values: 1=Buy 2=Sell

1 Or 2


New Qty Order quantity in UNIT Advertisement quantity in share


Price


T+3 (YYYYMMDD)

172 SettlDeliveryType Identifies type of settlement 0 = Ve . Pa men : Deli e (if Sell) or Receive (if Buy) vs. (Againts) Payment 1 = F ee : Deli e (if Sell) o Recei e (if Buy) Free



1/20/21

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Tag Field Name Comments Valid Value Type 151 LeavesQty Amount of shares open for

further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0



Matched qty

6 AvgPx Not Applicable. 0 21 HandlInst Instructions for order handling

on Broker trading floor

3

31 LastPx Price Price 32 LastShares Matched Qty New Qty Standard Trailer

x Negotiation Deal Amend Reply BAD


(Cancel Reject)


000000000000 (no JATS deal number)

See Appendix C

198 SecondaryOrderID Can be used to provide order id used by exchange or executing system. It represents old deal number

Previous JATS deal number


Broker Reference


Se o


8 = (Rejected)


1-Order Cancel Request 2-Order Cancel/Replace Request Valid values: 2

58 Text Error Message Text Error Message 31 LastPx Price 0 32 LastShares Matched Qty 0 Standard Trailer



1/20/21

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(Execution Report)

37 OrderID OrderID is required to be unique for each chain of orders. = New Deal Number

New JATS Deal Number

See Appendix C 198 SecondaryOrderID Can be used to provide

order id used by exchange or executing system. = Previous Deal Number

Previous JATS Deal Number


Broker Reference

See Appendix C




=2 (correct)

19 ExecRefID BrokerRef BrokerRef 150 ExecType Describes the type of


=5 (replace)


=5 (replace)

55 Symbol Ticker Symbol See ec i code. E ample: TLKM 54 Side Side of order

1=Buy 2=Sell


T+3 (YYYYMMDD)




New Qty Order quantity in UNIT Advertisement quantity in share


Price

40 OrderType Order Type = E (previously indicated) 31 LastPx Price Price, = 0 32 LastShares Matched Qty Matched Qty, = 0 14 CumQty Currently executed shares

for chain of orders. Qty



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Tag Field Name Comments Valid Value Type 6 AvgPx Not Applicable. 0 21 HandlInst Instructions for order

handling on Broker trading floor

3

58 Text Text Standard Trailer



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12. Cancel Neg. Deal

x Negotiation Deal Cancel Request

Tag Field Name Comments Valid Value Type Standard Header MsgType = F

(Order Cancel Request)


Supplied by broker (old broker reference)

See Appendix C


JATS Deal Number


Supplied by broker (broker reference)


User ID

55 Symbol Ticker symbol Supplied by broker 54 Side Side of order

1 = Buy 2 = Sell Supplied by broker

60 TransactTime Time this order request was initiated/released by the trader or trading system.

yyyyMMdd-HH:mm:ss.SSS Supplied by broker

38 OrderQty =1 for withdrawing order =2 for withdrawing neg. deal

=1 for withdrawing order =2 for withdrawing neg. deal

58 Text User ID char[12] and Broker ID char[12].

User ID char[12] and Broker ID char[12].

Standard Trailer

x Negotiation Deal Cancel Reply OK


(Execution Report)


See Appendix C



20 ExecTransType =1 (cancel) 1 19 ExecRefID BrokerRef BrokerRef



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Tag Field Name Comments Valid Value Type 150 ExecType Describes the type of


=4 (cancelled)

See Appendix C


=4 (cancelled)

55 Symbol Ticker Symbol

Se o

54 Side Se o Se o 151 LeavesQty Amount of shares open for

further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

0


0

6 AvgPx Not Applicable 0 21 HandlInst Instructions for order

handling on Broker trading floor

3

58 Text Cancel Status OK Text 31 LastPx Price 0 32 LastShares Matched Qty 0 Standard Trailer

x Negotiation Deal Cancel Reply BAD


(Order Cancel Reject)


NONE

See Appendix C




=8 (Rejected)



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Tag Field Name Comments Valid Value Type 434 CxlRejResponseTo Identifies the type of

request that a Cancel Reject is in response to.

1 - Order Cancel Request 2 - Order Cancel/Replace Request Valid values:1

See Appendix C

58 Text Error Message Text Standard Trailer

x Negotiation Deal Canceled Info


(Execution Report)


Cancelled no. Neg Deal

See Appendix C



20 ExecTransType =1 (cancel) =1 (cancel) 19 ExecRefID BrokerRef BrokerRef


=4 (cancelled)


=4 (cancelled)

55 Symbol Ticker Symbol Ticker Symbol 54 Side 1 = Buy

2 = Sell

1 = Buy 2 = Sell

40 OrderType Order Type = E (previously indicated) 31 LastPx Price Price, = 0 32 LastShares Matched Qty Matched Qty, = 0


0


0

6 AvgPx Not Applicable 0 21 HandlInst Instructions for order handling

on Broker trading floor 3

58 Text Cancel Status OK Text Standard Trailer



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13. Trading Info

Used for JATS information distribution such as: stock suspend, user suspend, direct warning from JATS administrator to spesific trader/all traders.

Tag Field Name Comments Valid Value Type Standard Header MsgType = h

(Trading Info)

336 TradingSessionID TradingSessionID JSX

See Appendix C 340 TradSesStatus 1 = halt

2 = open 3 = close

1 = halt 2 = open 3 = close

58 Text Broadcast Message Standard Trailer

14. Possible Duplicate Fix Message

Used to inform brokerage firm that there is possible duplicate fix message for previous trader message request.

Tag Field Name Comments Valid Value Type Standard Header MsgType = U7 6063 Error Code Error Code 1

See Appendix C

6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Possible Duplicate/ Resend Message is

Rejected + BrokerRef 58 Error Message Error Message Fix Interpretation Error

6066 Previous request FIX MsgType FIX MsgType Standard Trailer

15. Unknown JONEC Message

U ed o info m b oke applica ion ha me age hich i en o JONES ia JONEC i nkno n. Make sure that it is comply with the message rule.


See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Tags value on Fix Message + BrokerRef

58 Error Message Unknown FIX Message Unknown FIX Message 6066 Previous request Null Null

Standard Trailer

16. JONEC Message Interpretation Error

Warning that specific message type which already sent to JATS cannot identified tag by tag or some ag didn follo ORI le .



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See Appendix C

6064 Error Level Error Level 1 6065 Ref Error Code Tag 65 = ORG = In alid

Board Tag 48 = YY = In alid

Security E o a Tag XX = YY

+ BrokerRef

Tag 65 = ORG Tag 48 = 15000 E o a Tag XX = YY

+ BrokerRef

58 Error Message FIX Msg Interpretation Error

In alid Boa d In alid Sec i FIX M g In e p e a ion E o

6066 Previous request Previous request Null Standard Trailer

17. Broadcast Table Full

Warning if JONES can not receive broadcast message from JATS because broadcast table is full


6063 Error Code Error Code 3

See Appendix C

6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code B oadca Table F ll . B oke ef: +

previous sent BrokerRef 58 Error Message Unknown JATS Mesg Broadcast Table Full


18. JATS Interpretation Error Reply

Warning if specific reply message type from JATS to JONES cannot devided into Fix tags.


6063 Error Code 5 = JATS Interpretation Error

5

See Appendix C

6064 Error Level 1 = JATS Interpretation Error

1

6065 Ref Error Code Ref Error Code Broadcast Fix Message + BrokerRef

58 Error Message JATS Interpretation Error

JATS In e p e a ion E o Canno end fi BC Me age o

JONEC




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19. Failed to Send Heartbeat to JATS

Warning if JONES cannot send heartbeat to JATS for the user connection..



See Appendix C

6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Error Connection to JATS on User sent

Heartbeat to JATS + BrokerRef 58 Error Message Text Failed to send JATS


V. Message Trailer

Each message is terminated by a standard trailer. The trailer is used to segregate messages and contains the three digit character representation of the Checksum value. The message trailer format is as follows:

Message Trailer

Tag Field Name Type Description 10 CheckSum Char Three byte, simple checksum (see Appendix B for description).

ALWAYS THE LAST FIELD IN RECORD; i.e. serves, with the trailing <SOH>, as the end-of-record delimiter. Always defined as three characters.

Trailer example: The characters are: '10=212<SOH>



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Appendix A

Example of Messages The general format for each message, no matter what the DATA type is, should be like this:

Header DATA Trailer

Please note that each item/field/column in the message is separated by character ASCII <SOH> (001), so the representation of <SOH> in this document, is only for ease of use purpose. Upon implementation, the <SOH> is really a one byte ASCII character. Here is some examples : LOGON MESSAGE (see logon request table) Logon message will consists of header, data, and trailer. The data part: (please refer to data type, for this example is logon data type) 98=2<SOH> Æ encrypt method 108=45<SOH> Æ heartbeat 95=22<SOH> Æ raw data length 96=MyUserID0001MyPas o d<SOH> Æ raw data The trailer string: 10=212<SOH> Æ three bytes checksum The full-length format of the above logon message is: [Heade ]<SOH>98=2<SOH>108=45<SOH>95=22<SOH>96=M U e ID0001M Pa o d<SOH>10=212<SOH>



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Appendix B

FIX Documentations

Since the Financial Information Exchange/FIX was initiated by an organization of institutions and brokers interested in streamlining their trading processes, the specification of FIX protocol messages can be referred at their online resources at: http://www.fixprotocol.org/specification/fix-42.html Some of useful information in it:

x Introduction to FIX x FIX Message Format x FIX Field Definitions x More detailed explanations on FIX Messages x Business Terms x Etc.

Appendix C



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List Field Type

Tag Field Name Type Tag Field Name Type

1 Account C[12] 132 BidPx N[16]

6 AvgPx N[16] 133 OfferPx N[16]

10 CheckSum C[3] 134 BidSize N[16]

11 ClOrdID C[20] 135 OfferSize N[16]

14 CumQty N[16] 150 ExecType N[1]

17 ExecID N[9] 150 ExecType N[1]

18 ExecInst C[1] 151 LeavesQty N[16]

19 ExecRefID C[15] 198 SecondaryOrderID N[12]

20 ExecTransType N[1] 295 NoQuoteEntries N[1]

21 HandlInst N[1] 297 QuoteAckStatus C[1]

23 IOIId N[12] 298 QuoteCancelType N[1]

31 LastPx N[16] 300 QuoteRejectReason C[255]

32 LastShares N[16] 336 TradingSessionID C[12]

37 OrderID C[12] 340 TradSesStatus N[1]

38 OrderQty N[16] 376 ComplianceID C[15]

39 OrdStatus N[1] 432 ExpireDate N[8]

40 OrdType C[16] 434 CxlRejResponseTo N[1]

41 OrigClOrdID C[20] 440 ClearingAccount C[10]

44 Price N[16] 6001 UserID C[12]

48 SecurityID C[12] 6002 CurrentPassword C[10]

54 Side C[1] 6002 Current Password C[10]

55 Symbol C[21] 6003 New Password C[10]

58 Text C[255] 6004 Return Value C[255]

59 TimeInForce C[1] 6063 Error Code N[1]

60 TransactTime DATETIME 6064 Error Level N[1]

62 ValidUntilTime C[17] 6065 Ref Error Code C[255]

65 SymbolSfx C[3] 6066 Previous request C[2]

98 EncryptMethod N[1] 6067 MassWithdrawRequestType C[1]

99 StopPx N[16] 6068 MassWithdrawResponse C[1]

108 HeartBtInt N[3] 6069 MassWithdrawRejectReason C[2]

109 ClientID C[12] 6090 LogonReply C[1]

117 QuoteID C[20] 6091 LogonDesc C[255]



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-End of Document-

Lampiran 8B Pedoman Remote Trading

Order Routing Interface Derivative version 1.50

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Order Routing Interface (ORI) Derivative


Version 1.50.1



Phone: +62-21-5150515 Fax: +62-21-5150430



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Update Summary NO. VERSION DATE CHANGE 1 1.00 11th May 2011 Adding message definition for market maker.

2 1.10 8th June 2011 Adding tag 77 (PositionEffect) to transactional messages.

3 1.10a 16 June 2011 Change JSX to IDX

4 1.20 4th July 2011 Adding description for market maker order

5 1.30 13th September 2011 Change FIX (Financial Information Exchange) protocol to version 4.4

Replace tag 77 (PositionEffect) for New Order Sinlge, Order Cancel/Replace Request, Order Cancel Request

Adding tag 6067 (LogonReply) and tag 6068 (LogonDesc) for Logon Reply OK2

Adding tag 1 (Account) and tag 376 (ComplianceID) for market maker order message

Adding message definition for Mass Order Cancel

Adding tag 452 (PartyRole) for New Order Single, Order Cancel/Replace Request, Order Cancel Request

Replace tag 109 (ClientID) and tag 440 (ClearingAccount) and replace both with tag 452 (PartyRole) for New Order Single, Order Cancel/Replace Request, Order Cancel Request

Replace tag 20 (ExecTransType) and replace with tag 150 (ExecType) for New Order Single, Order Cancel/Replace Request, Order Cancel Request

6 1.31 1st November 2011 Add new tag 453 (NoPartyIDs) in New OrderSingle message, Order Cancel/Replace Request (a.k.a. Order Modification Request), Order Cancel Request Move tag 452 (PartyRole) to be subgroup of tag 453 (NoPartyIDs) in New Order Single message, Order Cancel/Replace Request (a.k.a. Order Modification Request), Order Cancel Request Add subgroup of tag 453 (NoPartyIDs) that consist of tag 452 (PartyRole), 447 (PartyIDSource) and tag 448 (PartyID) in New Order Single message, Order



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Cancel/Replace Request (a.k.a. Order Modification Request), Order Cancel Request

Change JONES time to JATS time for tag (17) ExecID for Order List message and Trade List message

Change tag 6001 to 553, tag 6002 to 554 and tag 6003 to 925


7 1.50 1st November 2012 Add Market Maker Order Reply OK message Add Market Maker Order Reply BAD message Add tag 553 to Order Mass Cancel Request message Change the datatype of tag 117

8 1.50.1 25th November 2016 Change valid value for tag 6090



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Release Note version 1.50.1 5

Introduction 7

I. Information Exchange Protocol Concept 7

II. ORI Header 8

III. Administrative Messages 9 1. LOGON 9




IV. Application Messages 13 4. New Order - Single 13

x New Order Request 13 x New Order Reply OK 16 x New Order Reply BAD 17 x Matched Order Reply 18

5. Order Cancel/Replace Request (a.k.a. Order Modification Request) 19 x Order Amend Request 19 x Order Amend Reply OK 21 x Order Amend Reply BAD 22

6. Order Cancel Request 23 x Order Cancel Request 23 x Order Cancel Reply OK 24 x Order Cancel Reply BAD 25

7. Market Maker Order 25 x New Marker Maker Order Request 25 x Marker Maker Order Reply OK 26 x Marker Maker Order Reply BAD 26

8. Market Maker Cancel Request 27 x Market Maker Cancel Request 27 x Market Maker Cancel Reply OK 27 x Market Maker Cancel Reply BAD 28

9. Order Mass Cancel 28 x Order Mass Cancel Request 29 x Order Mass Cancel Reply 30

10. Trading Info 30 11. Possible Duplicate Fix Message 30 12. Unknown JONEC Message 31 13. JONEC Message Interpretation Error 31 14. Broadcast Table Full 31 15. JATS Interpretation Error Reply 32 16. Failed to Send Heartbeat to JATS 32

V. Message Trailer 32



Apendix C 35 List Field Type 35



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Release Note version 1.50.1 November 25th, 2016 Change from ORI Derivative version 1.00 to 1.50.1 Changes to ORI Derivative version 1.00 Adding message definition for messages:

x New Market Maker Order Request x Market Maker Order Reply x Market Maker Cancel Request x Market Maker Cancel Reply OK x Market Maker Cancel Reply BAD

Changes to ORI Derivative version 1.10 Adding tag 77(PositionEffect) for messages:

x New Order Request x New Order Reply OK x New Order Reply BAD x Matched Order Reply x Order Amend Request x Order Amend Reply OK x Order Amend Reply BAD x Order Cancel Reply OK x Order Cancel Reply BAD

Changes to ORI Derivative version 1.10a

x Change JSX to IDX

Changes to ORI Derivative version 1.20 Adding description for messages:

x Market Maker Order

Changes to ORI Derivative version 1.30 Change FIX Protocol to version 4.4 Replace tag 77(PositionEffect) for messages :

x New Order Request x New Order Reply OK x New Order Reply BAD x Matched Order Reply x Order Amend Request x Order Amend Reply OK x Order Amend Reply BAD x Order Cancel Reply OK x Order Cancel Reply BAD

Adding tag 6067(LogonReply) and tag 6068(LogonDesc) for message :

x Logon Reply OK2 Adding tag 1(Account) and tag 376(ComplianceID) for messages :

x New Market Maker Order Request Adding message definition for messages:

x Mass Cancel Order Request



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x Mass Cancel Order Reply

Adding tag 452(PartyRole) for messages: x New Order Request x Order Amend Request x Order Cancel Request

Replace tag 109 (ClientID) and tag 440 (ClearingAccount) and replace both with tag 452 (PartyRole) for messages:

x New Order Request x Order Amend Request x Order Cancel Request

Replace tag 20 (ExecTransType) and replace with tag 150 (ExecType) for messages:

x New Order Reply OK x New Order Reply BAD x Matched Order Reply x Order Amend Reply OK x Order Cancel Reply OK

Changes to ORI Derivative version 1.31

Add new tag 453 (NoPartyIDs) for message : x New Order -Single x Order Cancel/Replace Request (a.k.a. Order Modification Request) x Order Cancel Request

Move tag 452 (PartyRole) to be subgroup of tag 453 (NoPartyIDs) for message : x New Order -Single x Order Cancel/Replace Request (a.k.a. Order Modification Request) x Order Cancel Request

Add subgroup of tag 453 (NoPartyIDs) that consist of tag 452 (PartyRole), 447 (PartyIDSource) and tag 448 (PartyID) for message :

x New Order -Single x Order Cancel/Replace Request (a.k.a. Order Modification Request) x Order Cancel Request

Change JONES time to JATS time for tag 17 (ExecID) for messages :

x Order List x Trade List

Changes to ORI Derivative version 1.40

x Add tag 553 to Order Mass Cancel Request message x Add Market Maker Order Reply OK message x Add Market Maker Order Reply BAD message x Change the datatype of tag 117

Changes to ORI Derivative version 1.50.1

x Change valid value for tag 6090



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Introduction


I. Information Exchange Protocol Concept

This concept is developed to facilitate the electronic exchange of information related to securities transactions. It is basically adopted from the FIX (Financial Information Exchange) protocol version 4.4, and used partially for IDX p rpo e . I i ed o comm nica e be een e change rading engine and broker brokerage informa ion em engine. To support compatibility, TCP/IP protocol layer is used as transport protocol. Any physical medium that supports TCP/IP can be used to deliver information. General format for each message:

Header DATA Trailer











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The protocol is based on an optimistic model; normal delivery of data is assumed (i.e. no acknowledgment of individual messages) with errors in delivery identified by message sequence number gaps. Each message is identified by a unique sequence number. It is the receiving application's responsibility to monitor incoming sequence numbers to identify message gaps for response with resend request messages.


II. ORI Header Tag Field Name Comments Valid Value

8 BeginString FIX.4.4 (Always unencrypted, must be first field in message)

FIX.4.4-IDX


Calculate by system








Reserved







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III. Administrative Messages

1. LOGON Logon process flow as follow: 1) Broker applica ion end Logon Req e me age o JONEC ( ee Logon Req e able belo ). 2) Broker applica ion ill recei e Logon Repl OK1 me age from JONES ia JONEC ( ee Logon Repl OK1 able

below) 3) Broker applica ion ill recei e econd message from JATS via JONES and JONEC with condition as follow:

a) If logon i cce f ll, broker applica ion ill recei e Logon Repl OK2 me age ( ee Logon Repl OK2 able below).

b) If logon i rejec ed, broker applica ion ill recei e Logon Repl BAD me age ( ee Logon Repl BAD able below).



x Logon Request Tag Field Name Comments Valid Value Type Standard Header MsgType = A

(Logon)


See Appendix C


45


User ID

554 CurrentPassword The User Current password.

Password must meet complexity requirements. Minimum password length is 8. Must be combination of alphanumeric characters.

Supplied by broker

Standard Trailer

Logon Reply OK1

Broker’s appl





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x Logon Reply OK1 Tag Field Name Comments Valid Value Type Standard Header MsgType = A

(Logon)



(Logon)


See Appendix C


JATS NO

6090 LogonReply Is required to change Password 1 = Do not need to change password 2 = Current password expires in n day(s) or Password-change-required (should change password before order entry) 3 = password expired. Password change required for user. user must change password first, if user doe n change password, user will be forced logout. Password must meet complexity requirements. Minimum password length is 8. Must be combination of alphanumeric characters

6091 LogonDesc Logon Description Logon cce f ll for LogonRepl = 1 Pa ord change req ired for

LogonReply = 2 Pa ord e pired for LogonRepl = 3

Standard Trailer

x Logon Reply BAD


(Logout)


2. Logout Logout Process as follow: 1) Broker applica ion end Logo req e me age o JONEC ( ee Logo Req e belo ). M g T pe = 5, i h field

Text=UserId.



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2) Broker applica ion recei e Logo Repl OK from JONES ( ee Logo Repl OK belo ). MsgType=5 with field Te = Confirm Logo . And e ion di connec ed.

Note:


x Logout Request Tag Field Name Comments Valid Value Type Standard Header MsgType = 5

(Logout)

58 Text ID The User logged onto the JATS


Standard Trailer

x Logout Reply OK

3. Change Password Process flow as follow: 1) Broker applica ion end Change Pa ord Req e o JONEC ( ee Change Pa ord Req e able belo ) 2) Broker applica ion recei e Change Pa ord Repl OK or Change Pa ord Repl BAD ( ee Change Pa ord

Repl OK or Change Pa ord Repl BAD able belo )


(Logout)

58 Text Return message c nfi ming l g See Appendix C Standard Trailer

Broker’s appl



Broker’s appl

JONEC JONES JATS

Logout Reply OK

Logout request



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x Change Password Request Tag Field Name Comments Valid Value Type Standard Header MsgType = U1 553 UserID ID The User


User ID


password



x Change Password Reply OK Tag Field Name Comments Valid Value Type Standard Header MsgType = U1

(Change Password)


(Single Space)




(Single Space)

6004 Return Value Text U er pa ord cce f ll changed Standard Trailer

x Change Password Reply BAD Tag Field Name Comments Valid Value Type Standard Header MsgType = U1 553 UserID ID The User


(Single Space)




(Single Space)




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IV. Application Messages

4. New Order - Single

JATSAPI_PESANAN()

JONES TE

result()

JONEC


execution report()

x New Order Request


(New Order Single)

11 ClOrdID Unique identifier of the order as assigned by Broker.

Broker reference

See Appendix C

453 NoPartyIDs Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries

Number of PartyID (448), PartyIDSource (447), and PartyRole (452) entries in this message

Æ 452 PartyRole Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCo mpID).

1 = Exec Broker 3 = Client ID 4 = ClearingAccount

Æ 447 PartyIDSource Identifies class or source of the PartyID (448) value.

D = Proprietary/Custom code

Æ 448 PartyID Party identifier/code. Value of Exec Broker or Client ID or ClearingAccount


A or I or S or F


=1 for normal order

18 ExecInst Order Method See Order Method Table 55 Symbol Ticker symbol Supplied by broker 65 SymbolSfx Board.

for normal order : 0RO : Option 0RF : Index Future No e: 0+board code Supplied by broker



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Tag Field Name Comments Valid Value Type 48 SecurityID Security number. Request for list of

securities number using Security Request message (see Security Request message table) Supplied by broker


See Appendix C

54 Side Indicating a buy or sell order 1 = buy 2 = sell

60 TransactTime Time this order request was initiated/released by the trader. Current time Supplied by broker.

38 OrderQty Either CashOrderQty or OrderQty is required

Order quantity in LOT

40 OrdType Order method See Order Method Table 44 Price Required for limit OrdTypes. For

F/X de , h ld be he all-in rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

Order price

99 StopPx Req i ed f O dT e = S O dT e = S limi .

Order price

59 TimeInForce Absence of this field indicates Day order.

See order method table


Date

58 Text Quantity of recurring order Number of Hidden Quantity (future use)



Standard Trailer

Order Method Table


1 Market Stop Order Split Blank 1 - - Not Applicable 2 Market Non-stop Order Split Blank 1 - - Future use 3 Market Stop Order Split Day 1 - 0 Not Applicable 4 Market Non-stop Order Split Day 1 - 0 Future use 5 Market Stop Order Split GTC 1 - 1 Not Applicable 6 Market Non-stop Order Split GTC 1 - 1 Future use 7 Market Stop Order Split IOC 1 - 3 Not Applicable 8 Market Non-stop Order Split IOC 1 - 3 Future use



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9 Market Stop Order Split FOK 1 - 4 Not Applicable 10 Market Non-stop Order Split FOK 1 - 4 Future use 11 Market Stop Order Split GTD 1 - 6 Not Applicable 12 Market Non-stop Order Split GTD 1 - 6 Future use 13 Market Stop Order Split Session 1 - S Not Applicable 14 Market Non-stop Order Split Session 1 - S Future use 15 Market Stop Order AON Blank 1 G - Not Applicable 16 Market Non-stop Order AON Blank 1 G - Future use 17 Market Stop Order AON Day 1 G 0 Not Applicable 18 Market Non-stop Order AON Day 1 G 0 Future use 19 Market Stop Order AON GTC 1 G 1 Not Applicable 20 Market Non-stop Order AON GTC 1 G 1 Future use 21 Market Stop Order AON IOC 1 G 3 Not Applicable 22 Market Non-stop Order AON IOC 1 G 3 Future use 23 Market Stop Order AON FOK 1 G 4 Not Applicable 24 Market Non-stop Order AON FOK 1 G 4 Future use 25 Market Stop Order AON GTD 1 G 6 Not Applicable 26 Market Non-stop Order AON GTD 1 G 6 Future use 27 Market Stop Order AON Session 1 G S Not Applicable 28 Market Non-stop Order AON Session 1 G S Future use 29 Limit Stop Order Split Blank 4 - - Future use 30 Limit Non-stop Order Split Blank 7 - - Future use 31 Limit Stop Order Split Day 4 - 0 Future use 32 Limit Non-stop Order Split Day 7 - 0 Current use 33 Limit Stop Order Split GTC 4 - 1 Future use 34 Limit Non-stop Order Split GTC 7 - 1 Future use 35 Limit Stop Order Split IOC 4 - 3 Future use 36 Limit Non-stop Order Split IOC 7 - 3 Future use 37 Limit Stop Order Split FOK 4 - 4 Future use 38 Limit Non-stop Order Split FOK 7 - 4 Future use 39 Limit Stop Order Split GTD 4 - 6 Future use 40 Limit Non-stop Order Split GTD 7 - 6 Future use 41 Limit Stop Order Split Session 4 - S Future use 42 Limit Non-stop Order Split Session 7 - S Current use 43 Limit Stop Order AON Blank 4 G - Future use 44 Limit Non-stop Order AON Blank 7 G - Future use 45 Limit Stop Order AON Day 4 G 0 Future use 46 Limit Non-stop Order AON Day 7 G 0 Future use 47 Limit Stop Order AON GTC 4 G 1 Future use 48 Limit Non-stop Order AON GTC 7 G 1 Future use 49 Limit Stop Order AON IOC 4 G 3 Future use 50 Limit Non-stop Order AON IOC 7 G 3 Future use 51 Limit Stop Order AON FOK 4 G 4 Future use 52 Limit Non-stop Order AON FOK 7 G 4 Future use 53 Limit Stop Order AON GTD 4 G 6 Future use 54 Limit Non-stop Order AON GTD 7 G 6 Future use 55 Limit Stop Order AON Session 4 G S Future use 56 Limit Non-stop Order AON Session 7 G S Future use



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x New Order Reply OK Tag Field Name Comments Valid Value Type Standard Header MsgType = 8

(Execution Report)


JATS order number

See Appendix C


Broker reference

17 ExecID Must be unique for each Execution Report message. JATS time stamp

hhmmsszzz (zzz in millisecond)


0 = ne


0 = ne or 1 for par iall ma ched or 2 for fully matched

55 Symbol Ticker Symbol See security code. Example: TLKMN17700C or LQ45K1

54 Side Side of order (buy/sell)

1 = buy 2 = sell


Accepted order quantity in LOT Supplied by JATS Order quantity in LOT


Accepted order price Supplied by JATS





6 AvgPx Not Applicable 0 Supplied by fix engine



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Tag Field Name Comments Valid Value Type 21 HandlInst 1 - normal order 1 - normal order

See Appendix C 31 LastPx Price Price, = 0 32 LastShares Matched Qty Matched Qty, = 0 Standard Trailer

x New Order Reply BAD Tag Field Name Comments Valid Value Type Standard Header MsgType = 8

(Execution Report)


Order n mber = 000000000000 (no JATS order number)

See Appendix C


Broker reference




=8 (rejected)


=8 (rejected)

55 Symbol Ticker Symbol See security code. Example: TLKMN17700C OR LQ45K1

54 Side Side of order buy/sell 1=Buy 2=Sell

151 LeavesQty No LeavesQty Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.

0


=0

6 AvgPx Not Applicable =0 21 HandlInst 1 for normal order 1 58 Text Error Message Error Message 31 LastPx Price 0 32 LastShares Matched Qty 0 Standard Trailer



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x Matched Order Reply

JATSAPI_PESANAN()

JONES TE

result()

JONEC


execution report()

Tag Field Name Req'd Comments Valid Value Type Standard Header Y MsgType = 8

(Execution Report)


JATS order number

See Appendix C

11 ClOrdID N Required for executions against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker.

Broker reference

17 ExecID Y Must be unique for each Execution Report message

JATS time stamp (hhmmsszzz) Zzz= millisecond

150 ExecType Y Describes the type of execution report. Same possible values as OrdStatus. =0 (new)

0

39 OrdStatus Y Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx

1 for par iall ma ched or 2 for f ll ma ched

55 Symbol Y Ticker Symbol

See security code. Example: TLKMN17700C OR LQ45K1

54 Side Y Side of order

1 = Buy 2 = Sell



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Tag Field Name Req'd Comments Valid Value Type 38 OrderQty N Either CashOrderQty or

OrderQty is required. Not required for a rejected cash order or an order ack for a cash order.

Accepted order quantity Supplied by JATS Order quantity in LOT

See Appendix C

44 Price N Required if specified on the order

Matched price

151 LeavesQty Y Amount of shares open for further execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.


14 CumQty Y Currently executed shares for chain of orders.


6 AvgPx Y Not Applicable 0 21 HandlInst N 1 for normal order,

2 - adv 1 or 2

31 LastPx Price Price 32 LastShares Matched Qty Matched Qty Standard Trailer Y

5. Order Cancel/Replace Request (a.k.a. Order Modification Request)

JATSAPI_UBAH_PESANAN()

JONES TE

result()

JONEC

Order Cancel/Replace Request()

execution report()


x Order Amend Request


Standard Header MsgType = G (Order Cancel / Replace)


JATS order number See Appendix C



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Tag Field Name Comments Valid Value Type 453 NoPartyIDs Number of PartyID (448),

PartyIDSource (447), and PartyRole (452) entries


See Appendix C









Supplied by Broker: It represents new broker order number (new broker reff).


A or I or S or F


1 for normal order,

55 Symbol Must match original order


Supplied by broker. 54 Side Must match original side,

however, Buy and Buy Minus can be interchanged as well as Sell and Sell Plus

1=Buy 2=Sell 5= sell short Supplied by broker.


Hhmmssms Supplied by Broker

38 OrderQty Either CashOrderQty or OrderQty is required. Note that either, but not both, CashOrderQty or OrderQty should be specified. Sh ld be he T al In ended O de Q an i (incl ding he amount already executed for this chain of orders)

New order quantity Order quantity in LOT Advertisement quantity in share

40 OrdType Must match original OrdType. See Order Method Table 44 Price Required for limit OrdTypes. For

F/X de , h ld be he all-in rate (spot rate adjusted for forward points). Can be used to specify a limit price for a pegged order, previously indicated, etc.

New price



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Tag Field Name Comments Valid Value Type 59 TimeInForce Absence of this field indicates

Day order. See Order Method Table

See Order Method Table

See Appendix C


Expire date of Order

58 Text Hidden quantity Number of Hidden Quantity (future use)



Standard Trailer

x Order Amend Reply OK Tag Field Name Comments Valid Value Type Standard Header MsgType = 8

(Execution Report)

37 OrderID OrderID is required to be unique for each chain of orders. = New ORDERNO

New JATS order number

See Appendix C


Broker Reference



19 ExecRefID BrokerRef BrokerRef If tag 20 = 0 then this value is pace





55 Symbol Ticker Symbol .



1=Buy 2=Sell


New Qty Order quantity in LOT

44 Price Required if specified on the order Accepted order price



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Tag Field Name Comments Valid Value Type 151 LeavesQty Amount of shares open for further

execution. If the OrdStatus is Canceled, DoneForTheDay, Expired, Calculated, or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty - CumQty.


See Appendix C 14 CumQty Currently executed shares for chain

of orders. Matched qty. Supplied by JATS

6 AvgPx Not Applicable 0 21 HandlInst 1 for normal order 1 for normal order 31 LastPx Price Price 32 LastShares New Qty New Qty Standard Trailer

x Order Amend Reply BAD Tag Field Name Comments Valid Value Type

Standard Header MsgType = 9 (Cancel Reject)

37 OrderID If C lRejRea n= Unkn n de , ecif NONE .

Order n mber= 000000000000 (no JATS order number)

See Appendix C


Broker Reference


Se o (blank)


=8 (Rejected)






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6. Order Cancel Request

JATSAPI_BATAL_PESANAN()

JONES TE

result()

JONEC

Order Cancel Request()

execution report()


x Order Cancel Request


Standard Header MsgType = F (Order Cancel Request)


Supplied by broker. (broker old order number/old broker ref)

See Appendix C


JATS order number.


Supplied by broker. (broker order number/broker ref)


A or I or S or F









for normal order : 0RO : Option 0RF : Future No e: 0+board code Supplied by broker



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Tag Field Name Comments Valid Value Type 48 SecurityID Security number from JATS.

Request for list of securities number using Security Request message

(see Security Request message table) Supplied by broker

See Appendix C 54 Side Side of order

1=Buy 2=Sell

60 TransactTime Time this order request was initiated/released by the trading system. Date only.

Current time Supplied by broker.

38 OrderQty 1 for withdrawing order 1 58 Text Standard Trailer

x Order Cancel Reply OK Tag Field Name Comments Valid Value Type Standard Header MsgType = 8

(Execution Report)


JATS order number which going to cancel.

See Appendix C

17 ExecID Must be unique for each Execution Report message.


19 ExecRefID BrokerRef BrokerRef If ag 20 = 0 hen hi al e i pace


=4 (cancelled)


=4 (cancelled)

55 Symbol Se o (Single pace) Se o (Single pace) 54 Side Side of order

1=Buy 2=Sell


0 Balance qty. Supplied by JATS


0 Matched qty. Supplied by JATS

6 AvgPx Not Applicable 0 21 HandlInst 1 for normal order 1 58 Text Cancel Status OK 31 LastPx Price 0 32 LastShares New Qty 0 Standard Trailer



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x Order Cancel Reply BAD Tag Field Name Comments Valid Value Type

Standard Header MsgType = 9 (Order Cancel Reject)

37 OrderID If C lRejRea n= Unkn n de , ecif NONE .

JATS order number which failed to cancel.

See Appendix C




=8 (Rejected)




7. Market Maker Order This order is matchable with other order, include normal order and other market maker order

x New Marker Maker Order Request

Tag Field Name Comments Valid Value Type Standard Header MsgType = S

(Quote)


Broker Reference

See Appendix C 1 Account Account mnemonic as agreed

between broker and institution. A or I or S or F



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Tag Field Name Comments Valid Value Type 55 Symbol Ticker Symbol See security code. Example:

TLKMN17700C or LQ45K1

See Appendix C

65 SymbolSfx Board 0RO : Op ion, or 0RF : Inde F re

48 Security ID Security number. Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker

62 ValidUntilTime Expiry Time (not implemented yet) 132 BidPx Bid Price 133 OfferPx Offer Price 134 BidSize Bid Quantity 135 OfferSize Offer Quantity 376 ComplianceID ID used to represent this



Standard Trailer

x Marker Maker Order Reply OK




Broker Reference


acknowledgement Identifies the status of the quote acknowledgement. Valid values: 0-Accepted

Standard Trailer

x Marker Maker Order Reply BAD




Broker Reference

See Appendix C

297 QuoteAckStatus Status of the quote acknowledgement

Identifies the status of the quote acknowledgement. Valid values: 5-Rejected

300 QuoteRejectReason Reason Quote was rejected. Error message if quote rejected or successful




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8. Market Maker Cancel Request

x Market Maker Cancel Request


Standard Header MsgType = Z (Quote Cancel)


Broker Reference

See Appendix C

298 QuoteCancelType Identifies the type of Quote Cancel request. Valid value 3 and 4 are not implemented yet

Identifies the type of quote cancel. Valid Values: 1 Cancel for Symbol(s) 3 Cancel for Underlying Symbol 4 Cancel All Quotes

295 NoQuoteEntries The number of securities whose quotes are to be canceled

1

Æ 55 Symbol Ticker Symbol See security code. Example: TLKMN17700C or LQ45K1

Æ 65 SymbolSfx Board 0RO : Op ion, or 0RF : Inde F re

Æ 48 Security ID Security number. Request for list of securities number using Security Request message (see Security Request message table) Supplied by broker

Standard Trailer

x Market Maker Cancel Reply OK Tag Field Name Comments Valid Value Type Standard Header MsgType = b (lowercase)



Broker Reference See Appendix C



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Tag Field Name Comments Valid Value Type 297 QuoteAckStatus Status of the quote

acknowledgement Valid value 3 and 4 are not impmemented yet


Standard Trailer

x Market Maker Cancel Reply BAD Tag Field Name Comments Valid Value Type



Broker Reference

See Appendix C

297 QuoteAckStatus Status of the quote acknowledgement Valid value 3 and 4 are not impmemented yet


300 QuoteRejectReason Reason Quote was rejected. Valid values : 250 - if there are no orders matched with the given criteria to be withdrawn 2 - for invalid board, 313 - for invalid security

Standard Trailer

9. Order Mass Cancel



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x Order Mass Cancel Request Tag Field Name Comments Valid Value Type

Standard Header MsgType = q (Order Cancel Request)


Supplied by broker.

See Appendix C

530 MassCancelRequestType

Specifies the type of cancellation requested Valid value 2, 5 and 6 are not implemented yet


553 UserID ID The User logged onto the JATS User ID 55 Symbol Ticker symbol Supplied by broker 65 SymbolSfx Board.

for normal order : 0RO : Option 0RF : Index Future No e: 0+board code Supplied by broker



336 TradingSessionID Trading Session in which orders are to be canceled

(not implemented yet)

54 Side Optional qualifier used to indicate the side of the market for which orders are to be canceled. Absence of this field indicates that orders are to be canceled regardless of side. (not implemented yet)

1 = Buy 2 = Sell 3 = Buy minus 4 = Sell plus 5 = Sell short 6 = Sell short exempt 7 = Undisclosed (valid for IOI and List Order messages only) 8 = Cross (orders where counterparty is an exchange, valid for all messages except IOIs) 9 = Cross short A = Cross short exempt B = "As Defined" (for use with multileg instruments) C = "Opposite" (for use with multileg instruments) D = Subscribe (e.g. CIV) E = Redeem (e.g. CIV) F = Lend (FINANCING - identifies direction of collateral) G = Borrow (FINANCING - identifies direction of collateral)

Standard Trailer



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x Order Mass Cancel Reply


Standard Header MsgType = r (Order Cancel Request)


Supplied by broker.

See Appendix C

531 MassCancelResponse Indicates the action taken by the counterparty order handling system as a result of the Cancel Request



532 MassCancelRejectReason

Required if MassCancelResponse= 0

0 = Mass Cancel Not Supported 1 = Invalid or unknown Security 98 = Invalid or unknown Board 99 = Other


10. Trading Info

Used for JATS information distribution such as: stock suspend, user suspend, direct warning from JATS administrator to spesific trader/all traders.


(Trading Info)

336 TradingSessionID TradingSessionID IDX

See Appendix C 340 TradSesStatus 1 = halt

2 = open 3 = close

1 = halt 2 = open 3 = close

58 Text Broadcast Message Standard Trailer




See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Possible Duplicate/ Resend Message is




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U ed o inform broker applica ion ha me age hich i en o JONES ia JONEC i nkno n. Make sure it complies the message rule.


See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Tags value on Fix Message

58 Error Message Unknown FIX Message Unknown FIX Message 6066 Previous request Null Null

Standard Trailer


Warning that specific message type which already sent to JATS cannot identified tag by tag or some ag didn follo ORI r le .


See Appendix C



Security Error at Tag XX = YY

Tag 65 = ORG Tag 48 = 15000 Error a Tag XX = YY


In alid Board In alid Sec ri FIX M g In erpre a ion Error



Warning if JONES cannot receiver broadcast message from JATS, because broadcast table is full



See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Broadca Table F ll . Brokerref: +

previous sent BrokerRef 58 Error Message Unknown JATS Mesg Broadcast Table Full



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15. JATS Interpretation Error Reply

Warning if specific reply message type from JATS to JONES cannot devided into Fix tags. Tag Field Name Comments Valid Value Type Standard Header MsgType = U7


5

See Appendix C


1

6065 Ref Error Code Ref Error Code Broadcast Fix Message


JATS Interpretation Error Canno end fi BC Me age o

JONEC


16. Failed to Send Heartbeat to JATS

Warning if JONES cannot send heartbeat to JATS for the user connection. Tag Field Name Comments Valid Value Type Standard Header MsgType = U7


See Appendix C


Heartbeat to JATS 58 Error Message Text Failed to send JATS


V. Message Trailer


Message Trailer





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Appendix A


Header DATA Trailer

Please note that each item/field/column in the message is separated by character ASCII <SOH> (001), so the representation of <SOH> in this document, is only for ease of use purpose. Upon implementation, the <SOH> is really a one byte ASCII character. Here is some examples : LOGON MESSAGE (see logon request table) Logon message will consists of header, data, and trailer. The data part: (please refer to data type, for this example is logon data type) 98=2<SOH> Æ encrypt method 108=45<SOH> Æ heartbeat 95=22<SOH> Æ raw data length 96=MyUserID0001MyPassword<SOH> Æ raw data The trailer string: 10=212<SOH> Æ three bytes checksum The full-length format of the above logon message is: [Header]<SOH>98=2<SOH>108=45<SOH>95=22<SOH>96=M U erID0001M Pa ord<SOH>10=212<SOH>



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Appendix B

FIX Documentations





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Apendix C

List Field Type Tag Field Name Type

Tag Field Name Type

1 Account C[12]

132 BidPx N[16]

6 AvgPx N[16]

133 OfferPx N[16]

10 CheckSum C[3]

134 BidSize N[16]

11 ClOrdID C[15]

135 OfferSize N[16]

14 CumQty N[16]

150 ExecType N[1]

17 ExecID N[9]

150 ExecType N[1]

18 ExecInst C[1]

151 LeavesQty N[16]

19 ExecRefID C[15]

198 SecondaryOrderID N[12]

20 ExecTransType N[1]

295 NoQuoteEntries N[1]

21 HandlInst N[1]

297 QuoteAckStatus C[1]

23 IOIId N[12]

298 QuoteCancelType N[1]

31 LastPx N[16]

300 QuoteRejectReason C[255]

32 LastShares N[16]

336 TradingSessionID C[12]

37 OrderID C[12]

340 TradSesStatus N[1]

38 OrderQty N[16]

376 ComplianceID C[15]

39 OrdStatus N[1]

432 ExpireDate N[8]

40 OrdType C[16]

434 CxlRejResponseTo N[1]

41 OrigClOrdID C[20]

440 ClearingAccount C[10]

44 Price N[16]

553 UserID C[12]

48 SecurityID C[12]

554 CurrentPassword C[10]

54 Side C[1]

554 Current Password C[10]

55 Symbol C[21]

925 New Password C[10]

58 Text C[255]

6004 Return Value C[255]

59 TimeInForce C[1]

6063 Error Code N[1]

60 TransactTime N[9]

6064 Error Level N[1]

62 ValidUntilTime C[17]

6065 Ref Error Code C[255]

65 SymbolSfx C[3]

6066 Previous request C[2]

98 EncryptMethod N[1]

6067 MassWithdrawRequestType C[1]

99 StopPx N[16]

6068 MassWithdrawResponse C[1]

108 HeartBtInt N[3]

6069 MassWithdrawRejectReason C[2]

109 ClientID C[12]

6090 LogonReply C[1]

117 QuoteID C[15] 6091 LogonDesc C[255]


Quote Routing Interface

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Quote Routing Interface (QRI) for Equity


Version 2.1.0



Phone: +62-21-5150515 Fax: +62-21-5150430



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Update Summary NO. VERSION DATE CHANGE 1 1.91 (Beta

Version) 18th July 2008 Updated to X-stream engine interface

2 1.92 4th December 2008 Updated some tag and its value

3 1.94 31st March 2011 Updated Comments and Valid value for tag 376 (Trading ID)

Updated valid value for tag 58 Neg. List Message

Updated some tag and its value

Add new message specification

Delete message that is not currently use

4 2.0 7th November 2011 Add comment for tag 6002 (CurrentPassword) in Logon Request message

Add tag 6090 (LogonReply) and tag 6091 (LogonDesc) in Logon Message

Make length field for tag 55 ( Symbol) consistent for all messages

Add tag 11 (BrokerRef) in value tag 6065 (RefErrorCode) for all MessageType U7

Change comment for tag 6021 (PreviousDate) and tag 6022 (PreviousPrice) in Securities Message

Add tag 6071 (Remarks2) and tag 6070 (DelistingDate) for Securities message

Add new valid value for Pre Closing and Post Closing for tag 326 (SecurityTradingStatus) for Securities message

Change JONES time to JATS time for tag 17 (ExecID)


5 2.1.0

18th October 2017


x Add tag 172 to Negotiation Deal List Message

x Add valid value price stabilization for tag 54 (Side) in Order List Message

x Add Price Stabilization and Margin value for tag 54 (side) in Order List message and Trade List message

x Remove Market order value in tag 40 for order list message



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QRI Messaging Implementation Release Note version 2.1.0 4

I. Introduction 6

II. Information Exchange Protocol Concept 6

III. QRI Header 7

IV. Administrative Messages 8 1. LOGON 8




V. Application Messages 12 4. Order List Subscription (Subscribe or Unsubscribe) 12 5. Order List Message 13 6. Trade List Subscription (Subscribe or Unsubscribe) 15 7. Trade List Message 15 8. Negotiation Deal List Subscription (Subscribe or Unsubscribe) 18 9. Negotiation Deal List Message 18 10. Securities Subscription (Subscribe or Unsubscribe) 20 11. Securities Message 21 12. Trading Limit Subscription (Subscribe or Unsubscribe) 23 13. Trading Limit Message 23 14. Security Attribute Subscription (Subscribe or Unsubscribe) 24 15. Security Attribute Message 24 16. Advertising Subscription (Subscribe or Unsubscribe) 25 17. Advertising Message 26 18. News Message 28 19. Trading Info Reply Message 28 20. Possible Duplicate Fix Message 28 21. Unknown JONEC Message 29 22. JONEC Message Interpretation Error 29 23. Broadcast Table Full 29 24. JATS Interpretation Error Reply Message 30 25. Empty Security List 30 26. Failed to send Heartbeat to JATS 30 27. Market Info Reply Ok Message 31 28. Market Info Reply Bad Message 31

VI. Message Trailer 31



Appendix C 35 List Field Type 35



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Release Note version 2.1.0 August, 22th 2017 Changes from QRI version 1.94 to 2.1.0

Add comment for tag 6002 (CurrentPassword) for message : x Logon Request

Add tag 6090 (LogonReply) and tag 6091 (LogonDesc), for messages:

x Logon Message

Make length field for tag 55 (Symbol) for all messages Add tag 11 (BrokerRef) in value tag 6065 (RefErrorCode) for MessageType U7

Change comment for tag 6021 (PreviousDate) and tag 6022 (PreviousPrice) in Securities message Add tag 6071 (Remarks2) and tag 6070 (DelistingDate) for message :

x Securities

Add new valid value for Pre Closing and Post Closing for tag 326 (SecurityTradingStatus) for message : x Securities

Change JONES time to JATS time for tag 17 (ExecID) for all messages Add Appendix C, List field type Changes from QRI version 1.92 to 1.94 Changes Comments and Valid value for tag 376, for messages:

x Order List Message x Trade List Message x Neg. Deal List Message

Negotiation Deal List Message Update value for tag 58 JATS TimeOut Reply Message Delete JATS TimeOut Reply Message News Message Adding news message definition Possible Duplicate Fix Message Add new message specification for Possible Duplicate Fix Message Cha ge Unknown JONEC Mesg Re Me age U k JONEC Me age Update valid value for tag 58 (text ) and tag 6065 (RefErrorCode) Cha ge JONEC Mesg Interpretation Error Re Me age JONEC Me age I e e a i E Update valid value for tag 58 (text ) and tag 6065 (RefErrorCode)

Unknown JATS Mesg Reply Message Delete Unknown JATS Mesg Reply Message Broadcast Table Full Add new message specification for Broadcast table full JATS Interpretation Error Reply Message Update valid value for tag 58 (text ) and tag 6063(Error Code) , tag 6064 (Error Level) and tag 6065 (RefErrorCode)



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Empty Security List Add new message specification for Empty Security List. Failed Send Heartbeat to JATS Add new message specification for Failed Send Heartbeat to JATS. Market Info Reply Ok Message Add new message specification for market info reply ok message. Market Info Reply Bad Message Update valid value for tag 58 (text ) and tag 6063(Error Code) , tag 6064 (Error Level) and tag 6065 (RefErrorCode) Changes from QRI version 1.91 (Beta Version) to 1.92 Negotiation Deal List Message page 15 Change valid value for tag 14 CumQty=0 Add Tag 38 Securities Message page 18 Explanation of order methods (tag 6013) Changes to QRI version 1.91(Beta Version) Order List Message page 11 Add Tag 21 HandInst=1(Normal Order) Add Tag 376 Compliance ID for Trade Account Number Changes on Tag 54

Trade List Message page 15 Add Tag 376 Compliance ID for Trade Account Number Negotiated Deal List Message page 16 Change on tag 150, 39 Add Tag 376 Compliance ID for Trade Account Number Advertising List Message page 23 Change the message structure, same format as Order List with Tag 21 HandInst=2 (Advertising) Change ORI version to 2.1.0 Change valid value for tag 6090 Add tag 172 to Negotiation Deal List Message Add Price Stabilization and Margin value for tag 54 (side) in Order List message and Trade List message Remove Market order value in tag 40 for order list message



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I. Introduction


II. Information Exchange Protocol Concept

This concept is developed to facilitate the electronic exchange of information related to securities transactions. It is basically adopted from the FIX (Financial Information Exchange) protocol version 4.2, and used partially for IDX purposes. It is sed o comm nica e be een e change s rading engine and broker s brokerage informa ion s s em engine. To support compatibility, TCP/IP protocol layer is used as transport protocol. Any physical medium that supports TCP/IP can be used to deliver information. General format for each message:

Header DATA Trailer











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III. QRI Header Tag Field Name Comments Valid Value


FIX.4.2-JSX


Calculated by system








Reserved







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IV. Administrative Messages

1. LOGON Logon process flow as follow: 1) Broker s applica ion sends Logon Req es message o JONEC (see Logon Req es s able belo ). 2) Broker s applica ion ill recei e Logon Repl OK1 message from JONES ia JONEC (see Logon Repl OK1 s able

below) 3) Broker s applica ion ill recei e second message from JATS ia JONES and JONEC i h condi ion as follo :

a) If logon is s ccesf ll, broker s applica ion ill recei e Logon Repl OK2 message (see Logon Repl OK2 s able below).

b) If logon is rejec ed, broker s applica ion ill recei e Logon Repl BAD message (see Logon Repl BAD s able below).




(Logon)


See Appendix C


45


User ID



Supplied by broker

Standard Trailer

Logon Reply OK1

Broker’s appl





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(Logon)


x Logon Reply OK2


(Logon)


See Appendix C


JATS NO

6090 LogonReply Is required to change Password 1 = Do not need to change password 2 = Current password expires in n day(s) or Password-change-required (should change password before order entry) 3 = password expired. Password change required for user. user must change password first, if user doesn change pass ord, ser ill be forced logout. Password must meet complexity requirements. Minimum password length is 8. Must be combination of alphanumeric characters

6091 LogonDesc Logon Description JATS Message Standard Trailer

x Logon Reply BAD


(Logout)


2. Logout Logout Process as follow: 1) Broker s applica ion sends Logo req es message o JONEC (see Logo Req es belo ). Msg T pe = 5, i h field

Text=UserId. 2) Broker s applica ion recei es Logo Repl OK from JONES (see Logo Repl OK belo ). MsgT pe=5 with field

Te = Confirm Logo . And session disconnec ed.



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Note:


x Logout Request


(Logout)

58 Text UserID the User logged onto the JATS


Standard Trailer

x Logout Reply OK

3. Change Password Process flow as follow: 1) Broker s applica ion sends Change Pass ord Req es o JONEC (see Change Pass ord Req es s able belo ) 2) Broker s applica ion recei es Change Pass ord Repl OK or Change Pass ord Repl BAD (see Change Pass ord

Repl OK s or Change Pass ord Repl BAD s able belo )


(Logout)

58 Text Return message confirming logout See Appendix C Standard Trailer

Broker’s appl



Broker’s appl

JONEC JONES JATS

Logout Reply OK

Logout request



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User ID


password




(Change Password)


(Single Space)




(Single Space)

6004 Return Value Text User pass ord s ccessf ll changed Standard Trailer



(Single Space)




(Single Space)




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V. Application Messages

4. Order List Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 6001 USERID ID The User logged onto the

JATS User ID

See Appendix C

6050 REQTYPE Subscription type : O=Order Subscript T=Trade Subscript N=Neg Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript B= Advertising Subscript

O Supplied by broker

6051 SEQNUM Sequence number 0 6052 LAST Required if REQTYPE = O

Required if REQTYPE = T Required if REQTYPE = N

0

Standard Trailer



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5. Order List Message


(Execution Report)


Jats Order number

See Appendix C


Broker Reference


=1 for normal order

41 OrigClOrdID Conditionally required for response to an electronic Cancel or Cancel/Replace request (ExecType=PendingCancel, Replaced, or Canceled). ClOrdID of the previous order (NOT the initial order of the day) when canceling or replacing an order.

Original JATS number / linked order


User ID

76 ExecBroker Used for firm identification in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

ExecBrokerID



20 ExecTransType =3 (Status) =3 (Status) 150 ExecType Describes the type of


See order request table


2 matched order (M) 4 cancelled order (W) 0 open order (O) 5 amended order (A)

1 Account Required for executions against electronically submitted orders which were assigned an account by the institution


64 FutSettDate Required when SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)

Settledate

55 Symbol Set to single Space



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Tag Field Name Comments Valid Value Type 65 SymbolSfx 0RG 0RG

See Appendix C

48 SecurityID Sec req Sec req 54 Side Side of order



Order qty Order quantity in LOT Advertisement quantity in share

40 OrdType 1 Market Order 7 Limit or Better

1 Market Order or 7 Limit or Better


Price

59 TimeInForce Absence of this field indicates Day order

0 Day order S Session order 7 Limit Or Better


Expire Date

18 ExecInst Can contain multiple instructions, space delimited.



0

6 AvgPx Not Applicable 0 75 TradeDate Used when reporting other

than current day trades. Matching time stamp

60 TransactTime Time the transaction represented by this ExecutionReport occurred

58 Text 440 ClearingAccount 376 ComplianceID ID used to represent this



Standard Trailer



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6. Trade List Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 6001 USERID ID The User logged onto

the JATS User ID

See Appendix C

6050 REQTYPE Subscription type : O=Order Subscript T=Trade Subscript N=Neg Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript B= Advertising Subscript

T Supplied by broker

6051 SEQNUM JATS Sequence number 0 6052 LAST Required if ReqType = O

Required if ReqType = T Required if ReqType = N

0

54 Side Required if ReqType = T

1

Standard Trailer

7. Trade List Message


(Execution Report)



See Appendix C

198 SecondaryOrderID Can be used to provide order id used by exchange or executing system.

Trade number


Jats Order number


Tradetime

168 EffectiveTime Time specified on the order at which the order should be considered valid

JATS Order date + JATS Order time

54 Side Side of trade




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Tag Field Name Comments Valid Value Type 11 ClOrdID Required for executions

against electronically submitted orders which were assigned an ID by the institution. Not required for orders manually entered by the broker.

Broker Reference


User ID

See Appendix C


Broker ID

Æ 337 ContraTrader Counterpart userid Æ 375 ContraBroker First field in repeating

group. Required if NoContraBrokers > 0.

Counterpart broker ID


I or A or S or F

55 Symbol Symbol 65 SymbolSfx See order request table Symbolsfx 48 SecurityID Sec Req 44 Price Required if specified on

the order Price


Matched qty

58 Text Value traded N[16]+ Accruedint N[16](future use) + domicile Char[1](future use)+ cpdomicile Char[1] (future use)

440 ClearingAccount Set to (single space) 64 FutSettDate Required when

SettlmntTyp = 6 (Future) or SettlmntTyp = 8 (Sellers Option)

Settlement date

150 ExecType Describes the type of execution report. Same possible values as OrdStatus. Valid value: 2 = normal match 6 = pending cancel 4 = cancelled = withdrawn R = crossed

2 or 6 or 4 or R



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Tag Field Name Comments Valid Value Type 31 LastPx Price of this (last) fill. Not

required for ExecTransType = 3 (Status), Should represent the all-in (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at.

Regular board price

See Appendix C

382 NoContraBrokers Number of ContraBrokers repeating group instances.

1

20 ExecTransType =3 (Status) 3 39 OrdStatus Describes the current

state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx Valid value: 2 = normal match 6 = pending cancel 4 = cancelled = withdrawn R = crossed

2 or 6 or 4 or R


0

6 AvgPx Not Applicable 0 376 ComplianceID ID used to represent this



Standard Trailer



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8. Negotiation Deal List Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 6001 USERID ID The User logged onto

the JATS User ID

See Appendix C

6050 REQTYPE Subscription Type : O=Order Subscript T=Trade Subscript N=Neg Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript B= Advertising Subscript

N Supplied by broker

6051 SEQNUM 0 6052 LAST Required if REQTYPE = O

Required if REQTYPE = T Required if REQTYPE = N

0

Standard Trailer

9. Negotiation Deal List Message Tag Field Name Comments Valid Value Type

Standard Header MsgType = 8 (Execution Report)


JATS deal number

See Appendix C


Broker Reference


User ID


Broker ID


1

Æ 375 ContraBroker First field in repeating group. Required if NoContraBrokers > 0.


Æ 337 ContraTrader Counterpart userID



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Tag Field Name Comments Valid Value Type 17 ExecID Must be unique for each

Execution Report message


See Appendix C

20 ExecTransType =3 (Status) 3 150 ExecType Describes the type of

execution report. It is recommended to use OrdStatus instead of ExecType

0 for Unconfirmed deal 2 for Matched deal 4 for withdrawn deal

39 OrdStatus Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx 0 (new/not matched) D Confirmed Deal 2 (filled/matched) 4 (canceled/withdrawn)

0 for Unconfirmed deal D for Confirmed deal 2 for Matched deal 4 for withdrawn deal


I or A or S or F


T+3 (YYYYMMDD)


0 = Vers s. Pa men : Deli er (if Sell) or Receive (if Buy) vs. (Againts) Payment 1 = Free : Deli er (if Sell) or Recei e (if B ) Free

55 Symbol Symbol 65 SymbolSfx Symbolsfx 48 SecurityID Sec Req 54 Side Side of deal or buy/sell

1=Buy (Counterpart) 2=Sell (Initiator)

1 or 2 or


Neg deal price


Confirm time



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required for ExecTransType = 3 (Status), Should represent the all-in (LastSpotRate + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecTransType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at.

Regular board price

See Appendix C


0


0

6 AvgPx Not Applicable 0 58 Text Domicile (future use) +

Space[1] + Counterpart Trading-ID + space[1]

Space[1] + Space[1] + Counterpart Trading-ID + space[1]

440 ClearingAccount Set to (single space) 376 ComplianceID ID used to represent this



38 OrderQty Negdeal quantity Negdeal quantity Standard Trailer

10. Securities Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 6001 USERID ID The User logged onto

the JATS User ID

See Appendix C


E Supplied by Broker

6051 SEQNUM Sequence number 0



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65 SymbolSfx Required if REQTYPE = E Required if REQTYPE = C

See new order request table

See Appendix C 6009 MARKETCODE Required if REQTYPE = E EQ for equit market

EQ

Standard Trailer Hint : User can only subscribes securites list from one board in the same time. In order to get the securities list from another board, user must unsubscribe the active securities subscription and then subscribe securities list from another board.

11. Securities Message Tag Field Name Comments Valid Value

Type

Standard Header MsgType = U4 ( Security Report )

6005 Record Number N / A 1

See Appendix C

48 SecurityID See order request table See order request table 55 Symbol See order request table See order request table 6006 REMARKS Security remarks Security remarks 6071 REMARKS2 Security remarks2 Security remarks2 6007 SHORTNAME Security shortname Security shortname 6008 STATUS A (active) or S (Suspended) A (active) or S (Suspended) 326 SecurityTradingStatus N (not available) -> 2 (Trading Halt)

O (open price period) -> 14 (ITS Pre-Opening) T (trading normally)-> 17(Ready Trade) C (closed for trading) -> 18(Not Available for trading) P (pre-close trading)-> 24 S (post trading) ->25

N (not available) -> 2 (Trading Halt) O (open price period) -> 14 (ITS Pre-Opening) T (trading normally)-> 17(Ready Trade) C (closed for trading) -> 18(Not Available for trading) P (pre-close trading)-> 24 S (post trading) ->25

6009 MARKETCODE Market code for security Market code for security 6010 INSTRCODE Instrument table for security -. INDS

-. ORDI - ORDI_PREOPEN -. RGHI -. WARI -. MUTI for mutual fund ETF

65 SymbolSfx 0 + Board Code, ithout space 0 + Board Code, i ho space 6012 SECTORCODE Sector Sector 6013 ORDERMETHODS Order method Order method 6014 LOTSIZE Size from Lot Size from Lot 6015 MINIMUMSTEP N / A 0 6018 FACEVALUE FACEVALUE FACEVALUE 6019 FACEUNIT FACEUNIT FACEUNIT 6020 EARNINGS EARNINGS EARNINGS 6021 PREVIOUSDATE PREVIOUSDATE

Null when first trading date PREVIOUSDATE Null when first trading date

6022 PREVIOUSPRICE PREVIOUSPRICE Null when first trading date

PREVIOUSPRICE Null when first trading date

6023 PRICEFORMAT PRICEFORMAT PRICEFORMAT



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Tag Field Name Comments Valid Value

Type

6024 DECIMALS DECIMALS DECIMALS

See Appendix C

6025 QUANTITYLIMIT N / A 0 6028 VOLTRADED N / A 0 6029 VALTRADED N / A 0 6030 YIELD YIELD YIELD 158 AccruedInterestRate AccruedInterestRate AccruedInterestRate 6032 PRIMARYDIST PRIMARYDIST PRIMARYDIST 6033 FOREIGNLIMIT FOREIGNLIMIT FOREIGNLIMIT 6034 FOREIGNLEVEL N / A 0 6035 FOREIGNAVAIL N / A 0 6036 INDEX INDEX INDEX 6037 OPENORDERS N / A 0 6038 LISTEDSIZE LISTEDSIZE LISTEDSIZE 6039 TRADEABLESIZE TRADEABLESIZE TRADEABLESIZE 6040 AVGLAST Average closing price Average closing price 6041 LISTINGDATE LISTINGDATE LISTINGDATE 6070 DELISTINGDATE DELISTINGDATE

Applicable for Warrant and Right DELISTINGDATE

6048 COUPONFREQ COUPONFREQ COUPONFREQ 6042 LASTRECORD LASTRECORD 0 for all record

1 for last record Standard Trailer Explanation of OrderMethods (tag 6013): market (0), --@ Market orders match at the best possible price. limit (1), --@ A limit order is placed in a matching queue where it will remain until it is filled or expires according to the specifiedtime. It can be matched at the limit or a better price oco (2), --@ The order is part of a one-cancels-the-othergroup negdeal (3), --@ A negotiated deal is an order, which is to be matched by a known counter party. Such deals have usually been verbally arranged prior to entry cross (4), --@ An order where the buy and sell side are the same firm marketmaker (5), --@ Indicates this is an order entered by a Market Maker. Market Makers may enter simultaneous bid and offer prices on certain securities NOT USED (6), --@ignore this bit orbetter (7), --@ Or Better orders will ignore reasonable price checks undisclosed (8), --@ Indicates that the system considers the undisclosed quantity available for matching at all times, unlike the Hidden Order Method, which allows only the visible quantity to be matched buyin (9), --@ A special form of order used to take over another trader's position (or part of that position) due to short selling yield (10), --@ For fixed interest securities only. Matching occurs when the expected yield for the security matches the specified yield. hidden (11), --@ The order quantity that is invisible to the market. Only the visible quantity is available for matching stop (12), --@ An order to buy if price rises to the price entered against the order, or sell if price falls to the price specified in the order settledate (13), --@ Allows the user to enter a date for settlement that overrides the systems default settlement period. Settlement date is calculated as T+ N days. notrdacc (14), --@ Indicates the order does not require a trading account or account type fodetails (15), --@ Indicates that clearing details must be entered with the order fillallornone (16), --@ The full quantity of the order must be filled before the order will match. fillpartmin (17), --@ The specified quantity of the order must be filled before the order will match. fillzeromin (18), --@ Any quantity of the order can be filled to match the order. public (19), --@ Specify whether user details should be public to the market system when the trader who entered the order logs off or is disconnected from the Trader Workplace. When an order is purged, its status is changed to Withdrawn cab (20), --@ CAB orders are closing orders for contracts that have no value. These must be entered with a price of 0.01



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compgenorder (21), --@ Computer generated order goodtilltime (22), --@ The order is valid until a specified time session (23), --@ Order that is valid for the current trading session or for a specified session only day (24), --@ An order which is valid for the full day's trading goodtilldate (25), --@ The order is valid until the specified date goodtillcancelled (26), --@ The order is valid until cancelled by the trader or firm manager immwithdraw (27), --@ The order is either filled as much as possible, or in its entirely upon entering the order book depending on the 'All or None' flag. Otherwise the order is withdrawn completely. tracking (28), --@ order's price tracks another secboard's price manual (29), --@ if set, order trades manually, not automatically automatic (30), --@ if set, order trades automatically efpnegdeal (31), --@ Exchage for Physical type of Neg Deal blknegdeal (32), --@ Block Trade type of Neg Deal NOT USED (33), --@ignore this bit short (34), --@ if set, orders are short-sell orders

12. Trading Limit Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 6001 USERID ID The User logged onto

the JATS User ID

See Appendix C


L Supplied by broker

6051 SEQNUM Sequence Number 0 76 ExecBroker Used for firm identification

in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCompID).

Broker ID

Standard Trailer

13. Trading Limit Message Tag Field Name Comments Valid Value

Type

Standard Header MsgType = U6 6051 SEQNUM Sequence Number Sequence Number

See Appendix C


Broker ID

15 Currency Currency Code. Ex: RPH Currency Code. Ex: RPH 6054 TAG KPEI KPEI 6055 DESCRIPTION Description of record Description of record



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6056 OPENBAL Opening cash balance. The firs charac er is ei her + or -

Opening cash balance. The first character is ei her + or -

See Appendix C

6057 CURRENTPOS Current cash position taking into account matched trades and negotiated deals. The firs charac er is ei her + or -

Current cash position taking into account matched trades and negotiated deals. The firs charac er is ei her + or -

6058 PLANNEDPOS Current cash position taking into open order. The first charac er is ei her + or -

Current cash position taking into open order. The firs charac er is ei her + or -

6059 LIMIT1 0 0 6060 LIMIT1SET N N 6061 LIMIT2 Limit value. It is the maximal

value of field PlannedPos Limit value. It is the maximal value of field PlannedPos

6062 LIMIT2SET Y Y Standard Trailer

14. Security Attribute Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 6001 USERID ID The User logged onto the

JATS User ID

See Appendix C


C

6051 SEQNUM Sequence Number 0 65 SymbolSfx 0 + Board Code

0RG (without space). 0 + Board Code (RG only)

0RG (without space). 48 SecurityID Required if REQTYPE = E

Required if REQTYPE = B Required if REQTYPE = C

Security Number

6009 MARKETCODE Required if REQTYPE = E Required if REQTYPE = C

EQ

BOARD Board Id Board Id Standard Trailer

15. Security Attribute Message Tag Field Name Comments Valid Value

Type

Standard Header MsgType = U5 ( Security_Change_Report )

6051 SEQNUM N[10] Sequence number See Appendix C



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6044 SECINDEX N[6] Security index

See Appendix C

48 SecurityID C[12] Sec. req 65 SymbolSfx C[3] without space 6045 NoSecCReport N[2] Number of attribute in this message (N) Æ 6046 SecCReport

Code Attribute code [1 s/d N] (see attribute table)

Attribute code [1 s/d N] (see attribute table)

Æ 6047 SecCReportData

Atribute Data [1 s/d N] (see attribute table). Code e attribute (individual index) is N[9]. this format if shown in the application must be change to decimal format (4.5)

Atribute Data [1 s/d N] (see attribute table). Code e attribute (individual index) is N[9]. this format if shown in the application must be change to decimal format (4.5)

Standard Trailer Attribute Table Attribute Code

Type Data

B C[1] A (active) or S (suspended) C N[9] Best bid D N[10] Bid quantity at best bid price level G N[9] Best Offer H N[10] Offer quantity at best offer price level K N[9] Open price for security today L N[9] Highest traded price for security today M N[9] Lowest traded price for security today N N[9] Last traded price for security today

16. Advertising Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 6001 USERID ID The User logged onto the

JATS User ID

See Appendix C

6051 SEQNUM Sequence number 0 48 SecurityID Required if REQTYPE = E

Required if REQTYPE = B Required if REQTYPE = C

Security number


B Supplied by broker

65 SymbolSfx Boad Code (NG only) 0 + NG 0NG (without space).

Standard Trailer



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17. Advertising Message Tag Field Name Comments Valid Value Type

Standard Header MsgType = 8 (Execution Report)


Jats Order number

See Appendix C


Broker Reference


=2 for Advertisement




User ID


ExecBrokerID



20 ExecTransType =3 (Status) =3 (Status) 150 ExecType Describes the type of




4 cancelled order (W) 0 open order (O) 5 amended order (A)




Settledate

55 Symbol Set to single Space



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Tag Field Name Comments Valid Value Type 65 SymbolSfx 0RG 0NG

See Appendix C

48 SecurityID Sec req Sec req 54 Side Side of order

1 = Buy 2 = Sell






Price




Expire Date




0




58 Text 440 ClearingAccount

Standard Trailer



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18. News Message

Used to inform news message from exchange. Tag Field Name Comments Valid Value

Type

Standard Header MsgType = B 33 LinesOfText Number of news in this

message (N) Number of news in this message (N)

See Appendix C

Æ 58 Text News title Free format Æ 354 EncodedText

Len Value=8 8

Æ 355 EncodedText News number News number 42 OrigTime News release time from

JATS Datetime

148 Headline Consist of 3 fields: 1. Type C[3] 2. Underscore Char[1] 3. Symbol

Valid values: 1. REP or GEN: REP=Company Reports, GEN=General Announcements. 2. Underscore = _ . 3. Symbol = tag 55.

Standard Trailer

19. Trading Info Reply Message

Used to inform the stock suspend, user suspend, or direct warning from trading administrator to certain trader/all traders.


(Trading Info)

336 TradingSessionID TradingSessionID JSX

See Appendix C 340 TradSesStatus Halt 1 58 Text Stock suspend or user

suspend or direct warning from trading administrator

<trading information>

Standard Trailer




See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Possible Duplicate/ Resend Message is

Rejected + BrokerRef



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58 Error Message Error Message Fix Interpretation Error See Appendix C



Used o inform broker s applica ion ha message hich is sen o JONES ia JONEC is nkno n. Make sure it complies the message rule.


See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Tags value on Fix Message + BorkerRef

58 Error Message Unknown FIX Mesg Unknown FIX Message 6066 Previous request Null Null

Standard Trailer


Warning for trader that specific message type which already sent to JATS cannot identified tag by tag or some ag didn follo ORI r les.



See Appendix C



Security Error a Tag XX = YY

+ BrokerRef


+ BrokerRef


In alid Board In alid Sec ri FIX Msg In erpre a ion Error



Warning if JONES cannot receive broadcast message from JATS, because broadcast table is full


6063 Error Code Error Code 1 See Appendix C



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6064 Error Level Error Level 1

See Appendix C 6065 Ref Error Code Ref Error Code Broadcas B ffer F ll (MARTINS)

58 Error Message Unknown JATS Mesg Broadcast Buffer Full 6066 Previous request FIX MsgType FIX MsgType

Standard Trailer

24. JATS Interpretation Error Reply Message

Used to inform the internal error in IDX s Applica ion. JATS s message canno di ides in o JONES message standard.



5

See Appendix C


1

6065 Ref Error Code Ref Error Code Broadcast Fix Message + BrokerRef


JATS Interpretation Error Canno send fi BC Message o JONEC

6066 Previous request FIX MsgType FIX MsgType

Standard Trailer

25. Empty Security List

Message for trader for the last security for specific board. Tag Field Name Comments Valid Value Type Standard Header MsgType = U7


See Appendix C 6064 Error Level Error Level 0 6065 Ref Error Code Ref Error Code Board Code + BrokerRef

58 Error Message Text Empty Security Request 6066 Previous request FIX MsgType FIX MsgType

Standard Trailer

26. Failed to send Heartbeat to JATS

Warning if JONES cannot send hearbeat to JATS for the user connection.. Tag Field Name Comments Valid Value Type Standard Header MsgType = U7

6063 Error Code Error Code 3 See Appendix C

6064 Error Level Error Level 1



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6065 Ref Error Code Ref Error Code Error Connection to JATS on User sent Heartbeat to JATS

See Appendix C 58 Error Message Text Failed to send JATS 6066 Previous request FIX MsgType FIX MsgType

Standard Trailer

27. Market Info Reply Ok Message

Used to inform that the market information request served Tag Field Name Comments Valid Value Type Standard Header MsgType = U7


See Appendix C

6064 Error Level Error Level 0 6065 Ref Error Code Ref Error Code Tag 65 = + board

Tag 48 = + sec ri + BrokerRef

58 Error Message Explanation S bscrip ion S ccess S bscrip ion Failed

"Unsubscription Success" "Unsubscription Failed"


28. Market Info Reply Bad Message Used to inform that the market information request cannot be served



See Appendix C

6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Tag XX = YY + BrokerRef

58 Error Message Explanation Invalid Subscription :: <reason why the request message cannot be served>


VI. Message Trailer


Message Trailer



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Appendix A


Header DATA Trailer

Please note that each item/field/column in the message is separated by character ASCII <SOH> (001), so the representation of <SOH> in this document, is only for ease of use purpose. Upon implementation, the <SOH> is really a one byte ASCII character. Here is some examples : LOGON MESSAGE (see logon request table) Logon message will consists of header, data, and trailer. The data part: (please refer to data type, for this example is logon data type) 98=2<SOH> Æ encrypt method 108=45<SOH> Æ heartbeat 95=22<SOH> Æ raw data length 96=M UserID0001M Pass ord<SOH> Æ raw data The trailer string: 10=212<SOH> Æ three bytes checksum The full-length format of the above logon message is: [Header]<SOH>98=2<SOH>108=45<SOH>95=22<SOH>96=M UserID0001M Pass ord<SOH>10=212<SOH>



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Appendix B

FIX Documentations





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Appendix C

List Field Type

Tag Field Name Type

Tag Field Name Type

1 Account C[12]

150 ExecType N[1]

6 AvgPx N[16]

151 LeavesQty N[16]

11 ClOrdID C[15]

158 AccruedInterestRate N[16]

14 CumQty N[16]

168 EffectiveTime C[17]

15 Currency C[4]


17 ExecID N[9]

326 SecurityTradingStatus C[1]

18 ExecInst C[1]



337 ContraTrader C[12]

21 HandlInst N[1]


31 LastPx N[16]

354 EncodedTextLen N[1]

33 LinesOfText N[5]

355 EncodeText N[8]

37 OrderID N[12]

375 ContraBroker C[12]

38 OrderQty N[16]


39 OrdStatus N[1]

382 NoContraBrokers N[1]

40 OrdType N[1]

432 ExpireDate N[8]



42 OrigTime C[17]

6001 USERID C[12]

44 Price N[16]


48 SecurityID C[12]


54 Side C[1]


55 Symbol C[21]

6005 Record Number N[8]

58 Text C[255]

6006 REMARKS C[255]

59 TimeInForce C[1]

6007 SHORTNAME C[21]


6008 STATUS C[1]

64 FutSettDate N[8]

6009 MARKETCODE C[4]

65 SymbolSfx C[3]

6010 INSTRCODE C[12]

75 TradeDate C[17]

6012 SECTORCODE C[4]

76 ExecBroker C[12]

6013 ORDERMETHODS C[35]


6014 LOTSIZE N[8]

108 HeartBtInt N[3]

6015 MINIMUMSTEP N[9]

109 ClientID C[12]

6018 FACEVALUE N[16]

148 Headline C[25]

6019 FACEUNIT C[4]



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6019 FACEUNIT C[4]

6046 Attribute code [1 s/d N] C[1]

6020 EARNINGS N[16]

6047 Atribute Data [1 s/d N] C[1]

6021 PREVIOUSDATE N[8]

6048 COUPONFREQ N[9]

6022 PREVIOUSPRICE N[9]

6050 REQTYPE C[1]

6023 PRICEFORMAT C[12]

6051 SEQNUM N[10]

6024 DECIMALS N[2]

6052 LAST N[12]

6025 QUANTITYLIMIT N[10]

6054 TAG C[4]

6028 VOLTRADED N[16]

6055 DESCRIPTION C[30]

6029 VALTRADED N[16]

6056 OPENBAL N[+/-][16]

6030 YIELD N[9]

6057 CURRENTPOS N[+/-][16]

6032 PRIMARYDIST C[1]

6058 PLANNEDPOS N[+/-][16]

6033 FOREIGNLIMIT N[10]

6059 LIMIT1 N[+/-][16]

6034 FOREIGNLEVEL N[16]

6060 LIMIT1SET C[1]

6035 FOREIGNAVAIL N[16]

6061 LIMIT2 N[+/-][16]

6036 INDEX N[9]

6062 LIMIT2SET C[1]

6037 OPENORDERS N[7]


6038 LISTEDSIZE N[12]


6039 TRADEABLESIZE N[12]


6040 AVGLAST N[9]


6041 LISTINGDATE N[8]

6070 DELISTINGDATE N[8]

6042 LASTRECORD C[1]

6071 REMARKS2 C[255]

6044 SECINDEX N[6]

6090 LogonReply N[1]

6045 NoSecCReport N[2]

6091 LogonDesc C[255]



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- End of Document -


Quote Routing Interface Derivative version 1.41

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Quote Routing Interface (QRI) Derivative


Version 1.41.1



Phone: +62-21-5150515 Fax: +62-21-5150430



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Update Summary NO. VERSION DATE CHANGE 1 1.00 11th May 2011 Adding tag 146, 202, 201, 200, 205 for

Securities Message

2 1.10 8th June 2011 Adding tag 77 (PositionEffect) for Order and Trade List Message

3 1.10a 16th June 2011 Change JSX to IDX

4 1.20 4th July 2011 Adding tag 299 (QuoteEntryID) for Order List Message

5 1.30 13th September 2011 Change FIX (Financial Information Exchange) protocol to version 4.4

Remove tag 77 (PositionEffect) for Order and Trade List Message

Update comment tag 31 (LastPx) for Trade List Message

Adding tag 6067 (LogonReply) and tag 6068 (LogonDesc) for Logon Reply OK2

Adding tag 452 (PartyRole), tag 447 (PartySourceID), tag 448 (PartyID) for Order List Message, Trade List Message, Trading Limit Subscription, Trading Limit Message

Adding tag 461 (CFICode) and tag 541 (MaturityDate) for Securities Message

Remove tag 109 (ClientID) and replace it with tag 452 (PartyRole) for Order List Message, Trade List Message

Remove tag 440 (ClearingAccount) and replace it with tag 452 (PartyRole) for Order List Message, Trade List Message

Remove tag 201 (PutOrCall) and replace it with tag 461 (CFICode) for Securities Message

Remove tag 20 (ExecTransType) and replace value with value in tag 150 (ExecType) for Order List Message, Trade List Message

Remove tag 76 (ExecBroker) and replace it with tag 452 (PartyRole), tag 447 (PartySourceId, tag 448 (PartyID) for Order List Message, Trade List Message, Trading Limit Subscription, Trading Limit Message

6 1.40 24th January 2012 Add new tag 453 (NoPartyIDs) in Order List message, Trade List message, Trading Limit Subscription message, Trading Limit message



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Move tag 452 (PartyRole) to be subgroup of tag 453 (NoPartyIDs) in Order List message, Trade List message, Trading Limit Subscription message, Trading Limit message

Add subgroup of tag 453 (NoPartyIDs) that consist of tag 452 (PartyRole), 447 (PartyIDSource) and tag 448 (PartyID) in Order List message, Trade List message, Trading Limit Subscription message, Trading Limit message

Change JONES time to JATS time for tag (17) ExecID for Order List message and Trade List message

Change tag 6001 to 553, tag 6002 to 554 and tag 6003 to 925


7 1.41 30th October 2012 Add valid value of tag 340

8 1.41.1 25th November 2016 Change valid value for tag 6090



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QRI Messaging Implementation Release Note version 1.41.1 5

I. Introduction 7

II. Information Exchange Protocol Concept 7

III. QRI Header 8

IV. Administrative Messages 9 1. LOGON 9




V. Application Messages 12 4. Order List Subscription (Subscribe or Unsubscribe) 12 5. Order List Message 14 6. Trade List Subscription (Subscribe or Unsubscribe) 16 7. Trade List Message 16 8. Securities Subscription (Subscribe or Unsubscribe) 18 9. Securities Message 19 10. Trading Limit Subscription (Subscribe or Unsubscribe) 21 11. Trading Limit Message 22 12. Security Attribute Subscription (Subscribe or Unsubscribe) 22 13. Security Attribute Message 23 14. News Message 24 15. Trading Info Reply Message 24 16. Possible Duplicate Fix Message 25 17. Unknown JONEC Message 25 18. JONEC Message Interpretation Error 25 19. Broadcast Table Full 26 20. JATS Interpretation Error Reply Message 26 21. Empty Security List 26 22. Failed to send Heartbeat to JATS 26 23. Market Info Reply Ok Message 27 24. Market Info Reply Bad Message 27

VI. Message Trailer 28



Appendix C 31 List Field Type 31



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Release Note version 1.41.1 November 25th , 2016 Change from QRI Derivative version 1.00 to 1.41.1 Changes to QRI Derivative version 1.00 Adding tag 146, 202, 201, 200, 205 for Securities Message Changes to QRI Derivative version 1.10 Adding tag 77 (PositionEffect) for messages:

x Order List Message x Trade List Message

Changes to QRI Derivative version 1.10a

x Change JSX to IDX

Changes to QRI Derivative version 1.20 Adding tag 299 (QuoteEntryID) for messages:

x Order List Message Changes to QRI Derivative version 1.30 Change FIX Protocol to version 4.4 Removing tag 77 (PositionEffect) for messages:


Update comment tag 31 (LastPx) for message: x Order List Message

Adding tag 6067(LogonReply) and tag 6068(LogonDesc) for message :

x Logon Reply OK2 Adding tag 452 (PartyRole), tag 447 (PartySourceID), tag 448 (PartyID) for messages:

x Order List Message x Trade List Message x Trading Limit Subscription x Trading Limit Message

Adding tag 461 (CFICode) for messages:

x Securities Message

Adding tag 541(MaturityDate) for messages: x Securities Message

Removing tag 109 (ClientID) and replace with tag 452 (PartyRole) for messages:


Removing tag 440 (ClearingAccount) and replace with tag 452 (PartyRole) for messages:


Removing tag 201 (PutOrCall) and replace with tag 461 (CFICode) for messages:



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x Securities Message Removing tag 20 (ExecTransType) and replace with tag 150 (ExecType) for messages:


Removing tag 76 (ExecBroker) and replace with tag 452 (PartyRole), tag 447 (PartySourceID), tag 448 (PartyID) for messages:

x Order List Message x Trade List Message x Trading Limit Subscription x Trading Limit Message

Changes to QRI Derivative version 1.40

Add new tag 453 (NoPartyIDs) for message : x Order List x Trade List x Trading Limit Subscription x Trading Limit

Move tag 452 (PartyRole) to be subgroup of tag 453 (NoPartyIDs) for message : x Order List x Trade List x Trading Limit Subscription x Trading Limit

Add subgroup of tag 453 (NoPartyIDs) that consist of tag 452 (PartyRole), 447 (PartyIDSource) and tag 448 (PartyID) for message :

x Order List x Trade List x Trading Limit Subscription x Trading Limit

Change JONES time to JATS time for tag 17 (ExecID) for messages :

x Order List x Trade List

Change to QRI Derivative version 1.41

x Add valid value of tag 340

Change to QRI Derivative version 1.41.1




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I. Introduction


II. Information Exchange Protocol Concept

This concept is developed to facilitate the electronic exchange of information related to securities transactions. It is basically adopted from the FIX (Financial Information Exchange) protocol version 4.4, and used partially for IDX p rposes. I is sed o comm nica e be een e change s rading engine and broker s brokerage informa ion s s em engine. To support compatibility, TCP/IP protocol layer is used as transport protocol. Any physical medium that supports TCP/IP can be used to deliver information. General format for each message:

Header DATA Trailer











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III. QRI Header Tag Field Name Comments Valid Value


FIX.4.2-IDX


Calculate by system








Reserved







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IV. Administrative Messages

1. LOGON Logon process flow as follow: 1) Broker s applica ion sends Logon Req es message o JONEC (see Logon Req es s able belo ). 2) Broker s applica ion will recei e Logon Repl OK1 message from JONES ia JONEC (see Logon Repl OK1 s able

below) 3) Broker s applica ion ill recei e second message from JATS ia JONES and JONEC i h condi ion as follo :

a) If logon is s ccesf ll, broker s applica ion ill recei e Logon Repl OK2 message (see Logon Repl OK2 s able below).

b) If logon is rejec ed, broker s applica ion ill recei e Logon Repl BAD message (see Logon Repl BAD s able below).




(Logon)


See Appendix C


45


User ID



Supplied by broker

Standard Trailer

Logon Reply OK1

Broker’s appl





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(Logon)



(Logon)


See Appendix C


JATS NO

6090 LogonReply Is required to change Password 1 = Do not need to change password 2 = Current password expires in n day(s) or Password-change-required (should change password before order entry) 3 = password expired. Password change required for user. user must change password first, if user doesn change pass ord, ser ill be forced logout. Password must meet complexity requirements. Minimum password length is 8. Must be combination of alphanumeric characters

6091 LogonDesc Logon Description Logon s ccessf ll for LogonRepl = 1 Pass ord change req ired for

LogonReply = 2 Pass ord e pired for LogonRepl = 3

Standard Trailer

x Logon Reply BAD


(Logout)


2. Logout Logout Process as follow: 1) Broker s applica ion sends Logo req es message o JONEC (see Logo Req est below). Msg Type = 5, with field

Text=UserId.



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2) Broker s applica ion recei es Logo Repl OK from JONES (see Logo Repl OK belo ). MsgT pe=5 i h field Te = Confirm Logo . And session disconnec ed.

Note:


x Logout Request


(Logout)

58 Text UserID the User logged onto the JATS


Standard Trailer

x Logout Reply OK

3. Change Password Process flow as follow: 1) Broker s applica ion sends Change Pass ord Req es o JONEC (see Change Pass ord Req es s able belo ) 2) Broker s applica ion recei es Change Pass ord Repl OK or Change Pass ord Repl BAD (see Change Pass ord

Repl OK s or Change Pass ord Repl BAD s able belo )


(Logout)

58 Text Return message c f g g See Appendix C Standard Trailer

Broker’s appl



Broker’s appl

JONEC JONES JATS

Logout Reply OK

Logout request



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User ID


password




(Change Password)


(Single Space)




(Single Space)

6004 Return Value Text User pass ord s ccessf ll changed Standard Trailer



(Single Space)




(Single Space)


V. Application Messages

4. Order List Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type



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Standard Header MsgType = U2 553 USERID ID The User logged onto the

JATS User ID

See Appendix C

6050 REQTYPE Subscription type : O=Order Subscript T=Trade Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript

O Supplied by broker

6051 SEQNUM Sequence number 0 6052 LAST Required if REQTYPE = O

Required if REQTYPE = T 0

Standard Trailer



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5. Order List Message


(Execution Report)


Jats Order number

See Appendix C

299 QuoteEntryID Market maker flag 0 - for normal order 1 - for market maker order


Broker Reference


=1 for normal order















2 matched order (M) 4 cancelled order (W) 0 open order (O) 5 amended order (A)





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Tag Field Name Comments Valid Value Type 64 FutSettDate Required when SettlmntTyp =

6 (Future) or SettlmntTyp = 8 (Sellers Option)

Settledate

See Appendix C

55 Symbol Securities Symbol Securities Symbol 65 SymbolSfx 0RO or 0RF 0RO or 0RF 48 SecurityID Security ID Security ID 54 Side Side of order

1 = Buy 2 = Sell






Price




Expire Date




Se




58 Text 376 ComplianceID ID used to represent this



Standard Trailer



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6. Trade List Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 553 USERID ID The User logged onto

the JATS User ID

See Appendix C

6050 REQTYPE Subscription type : O=Order Subscript T=Trade Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript

T Supplied by broker

6051 SEQNUM JATS Sequence number 0 6052 LAST Required if ReqType = O

Required if ReqType = T 0

54 Side Required if ReqType = T

1

Standard Trailer

7. Trade List Message


(Execution Report)



See Appendix C

198 SecondaryOrderID Can be used to provide order id used by exchange or executing system.

Trade number


Jats Order number


Tradetime


JATS Order date + JATS Order time

54 Side Side of trade 1=Buy 2=Sell

1 2


Broker Reference





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Tag Field Name Comments Valid Value Type Æ 452 PartyRole Used for firm identification

in third-party transactions (should not be a substitute for OnBehalfOfCompID/DeliverToCo mpID).


See Appendix C




Æ 337 ContraTrader Counterpart userid Æ 375 ContraBroker First field in repeating

group. Required if NoContraBrokers > 0.



I or A or S or F

55 Symbol Symbol 65 SymbolSfx See order request table Symbolsfx 48 SecurityID Security ID 44 Price Required if specified on

the order Price


Matched qty

58 Text Value traded N[16]+ Accruedint N[16](future use) + domicile Char[1](future use)+ cpdomicile Char[1] (future use)


Settlement date

150 ExecType Describes the type of execution report. Same possible values as OrdStatus. Valid value: 2 = normal match 6 = pending cancel 4 = cancelled = withdrawn R = crossed

2 or 6 or 4 or R



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required for ExecType = 3 (Status), Should represent

e a - (La S Ra e + LastForwardPoints) rate for F/X orders. ). When required, should be "0" for non-fills ("fill" defined as ExecType=New and ExecType=Partial Fill or Fill) unless noted below. If ExecType=Stopped, represents the price stopped/guaranteed/protected at.

Regular board price

See Appendix C


1

39 OrdStatus Describes the current state of a CHAIN of orders, same scope as OrderQty, CumQty, LeavesQty, and AvgPx Valid value: 2 = normal match 6 = pending cancel 4 = cancelled = withdrawn R = crossed

2 or 6 or 4 or R


0

6 AvgPx Not Applicable 0 376 ComplianceID ID used to represent this



Standard Trailer

8. Securities Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 553 USERID ID The User logged onto

the JATS User ID See Appendix C



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6050 REQTYPE Subscription Type : O=Order Subscript T=Trade Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript

E Supplied by Broker

See Appendix C 6051 SEQNUM Sequence number 0 65 SymbolSfx Required if REQTYPE = E

Required if REQTYPE = C 0RO : Option, or

0RF : Index Future 6009 MARKETCODE Required if REQTYPE = E DR for derivative Standard Trailer Hint : User can only subscribes securites list from one board in the same time. In order to get the securities list from another board, user must unsubscribe the active securities subscription and then subscribe securities list from another board.

9. Securities Message Tag Field Name Comments Valid Value

Type

Standard Header MsgType = U4 ( Security Report )

6005 Record Number N / A 1

See Appendix C

48 SecurityID See order request table See order request table 55 Symbol See order request table See order request table 6006 REMARKS Security remarks Security remarks 6007 SHORTNAME Security shortname Security shortname 6008 STATUS A (active) or S (Suspended) A (active) or S (Suspended) 326 SecurityTradingStatus N (not available) -> 2 (Trading Halt)

O (open price period) -> 14 (ITS Pre-Opening) T (trading normally)-> 17(Ready Trade) C (closed for trading) -> 18(Not Available for trading)

N (not available) -> 2 (Trading Halt) O (open price period) -> 14 (ITS Pre-Opening) T (trading normally)-> 17(Ready Trade) C (closed for trading) -> 18(Not Available for trading)

6009 MARKETCODE Market code for security Market code for security 6010 INSTRCODE Instrument table for security - OPTN = Option Instrument

- FUTR = Future Instrument 65 SymbolSfx 0 + B a d C de, ace 0 + Board Code, i ho space 6012 SECTORCODE Sector Sector 6013 ORDERMETHODS Order method Order method 6014 LOTSIZE Size from Lot Size from Lot 6015 MINIMUMSTEP N / A 0 6018 FACEVALUE FACEVALUE FACEVALUE 6019 FACEUNIT FACEUNIT FACEUNIT 6020 EARNINGS EARNINGS EARNINGS 6021 PREVIOUSDATE PREVIOUSDATE PREVIOUSDATE 6022 PREVIOUSPRICE PREVIOUSPRICE PREVIOUSPRICE 6023 PRICEFORMAT PRICEFORMAT PRICEFORMAT 6024 DECIMALS DECIMALS DECIMALS 6025 QUANTITYLIMIT N / A 0 6028 VOLTRADED N / A 0



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Tag Field Name Comments Valid Value

Type

6029 VALTRADED N / A 0

See Appendix C

6030 YIELD YIELD YIELD 158 AccruedInterestRate AccruedInterestRate AccruedInterestRate 6032 PRIMARYDIST PRIMARYDIST PRIMARYDIST 6033 FOREIGNLIMIT FOREIGNLIMIT FOREIGNLIMIT 6034 FOREIGNLEVEL N / A 0 6035 FOREIGNAVAIL N / A 0 6036 INDEX INDEX INDEX 6037 OPENORDERS N / A 0 6038 LISTEDSIZE LISTEDSIZE LISTEDSIZE 6039 TRADEABLESIZE TRADEABLESIZE TRADEABLESIZE 6040 AVGLAST Average closing price Average closing price 6041 LISTINGDATE LISTINGDATE LISTINGDATE 6048 COUPONFREQ COUPONFREQ COUPONFREQ 6042 LASTRECORD LASTRECORD 0 for all record

1 for last record 146 NoRelatedSym Number of legs that make up the

Security 1

Æ 311 UnderlyingSymbol

Underlying Security Symbol

e.g TLKM

Æ 309 UnderlyingSecurityID

Underlying SecurityID Underlying SecurityID

202 StrikePrice Strike Price Strike Price 461 CFICode a standards-based source of

security type values by using values defined in ISO 10962 standard

OCXXXX = Option - Call OPXXXX = Option Put X-1 = Scheme (A:American;E:European) X-2 = Underlying Asset X-3 = Delivery (P:Physical;C:Cash;) X-4 = S:Stdized;N:Non-Std

200 MaturityMonthYear Maturity Month Year Maturity Month Year Format: YYYYMM (i.e. 201105)

541 MaturityDate Maturity Date Maturity Day Valid values: 1-31

Standard Trailer Explanation of OrderMethods (tag 6013): market (0), --@ Market orders match at the best possible price. limit (1), --@ A limit order is placed in a matching queue where it will remain until it is filled or expires according to the specifiedtime. It can be matched at the limit or a better price oco (2), --@ The order is part of a one-cancels-the-othergroup negdeal (3), --@ A negotiated deal is an order, which is tobe matched by a known counter party. Such deals have usually been verballyarranged prior to entry cross (4), --@ An order where the buy and sell side are thesame firm marketmaker (5), --@ Indicates this is an order entered by aMarket Maker. Market Makers may enter simultaneous bid and offer prices on certain securities NOT USED (6), --@ignore this bit orbetter (7), --@ Or Better orders will ignore reasonable price checks undisclosed (8), --@ Indicates that the system considers the undisclosed quantity available for matching at all times, unlike the Hidden Order Method, which allows only the visible quantity to be matched buyin (9), --@ A special form of order used to take over another trader's position (or part of that position) due to short selling



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yield (10), --@ For fixed interest securities only. Matching occurs when the expected yield for the security matches the specified yield. hidden (11), --@ The order quantity that is invisible to the market. Only the visible quantity is available for matching stop (12), --@ An order to buy if price rises to the price entered against the order, or sell if price falls to the price specified in the order settledate (13), --@ Allows the user to enter a date for settlement that overrides the systems default settlement period. Settlement date is calculated as T+ N days. notrdacc (14), --@ Indicates the order does not require a trading account or account type fodetails (15), --@ Indicates that clearing details must be entered with the order fillallornone (16), --@ The full quantity of the order must be filled before the order will match. fillpartmin (17), --@ The specified quantity of the order must be filled before the order will match. fillzeromin (18), --@ Any quantity of the order can be filledto match the order. public (19), --@ Specify whether user details should be public to the market system when the trader who entered the order logs off or is disconnected from the Trader Workplace. When an order is purged, its status is changed to Withdrawn cab (20), --@ CAB orders are closing orders for contracts that have no value. These must be entered with a price of 0.01 compgenorder (21), --@ Computer generated order goodtilltime (22), --@ The order is valid until a specified time session (23), --@ Order that is valid for the current trading session or for a specified session only day (24), --@ An order which is valid for the full day's trading goodtilldate (25), --@ The order is valid until the specified date goodtillcancelled (26), --@ The order is valid until cancelled by the trader or firm manager immwithdraw (27), --@ The order is either filled as much as possible, or in its entirety upon entering the order book depending on the 'All or None' flag. Otherwise the order is withdrawn completely. tracking (28), --@ order's price tracks another secboard's price manual (29), --@ if set, order trades manually, not automatically automatic (30), --@ if set, order trades automatically efpnegdeal (31), --@ Exchage for Physical type of Neg Deal blknegdeal (32), --@ Block Trade type of Neg Deal NOT USED (33), --@ignore this bit short (34), --@ if set, orders are short-sell orders

10. Trading Limit Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 553 USERID ID The User logged onto

the JATS User ID

See Appendix C

6050 REQTYPE Subscription Type : O=Order Subscript T=Trade Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript B= Advertising Subscript

L Supplied by broker

6051 SEQNUM Sequence Number 0 453 NoPartyIDs Number of PartyID (448),

PartyIDSource (447), and PartyRole (452) entries








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Standard Trailer

11. Trading Limit Message Tag Field Name Comments Valid Value

Type

Standard Header MsgType = U6 6051 SEQNUM Sequence Number Sequence Number

See Appendix C





Æ 447 PartyIDSource

Identifies class or source of the PartyID (448) value.



15 Currency Currency Code. Ex: RPH Currency Code. Ex: RPH 6054 TAG KPEI KPEI 6055 DESCRIPTION Description of record Description of record 6056 OPENBAL Opening cash balance. The

firs charac er is ei her + or -

Opening cash balance. The first character is ei her + or -

6057 CURRENTPOS Current cash position taking into account matched trades and negotiated deals. The firs charac er is ei her + or -

Current cash position taking into account matched trades and negotiated deals. The firs charac er is ei her + or -

6058 PLANNEDPOS Current cash position taking into open order. The first character is ei her + or -

Current cash position taking into open order. The firs charac er is ei her + or -

6059 LIMIT1 0 0 6060 LIMIT1SET N N 6061 LIMIT2 Limit value. It is the maximal

value of field PlannedPos Limit value. It is the maximal value of field PlannedPos

6062 LIMIT2SET Y Y Standard Trailer

12. Security Attribute Subscription (Subscribe or Unsubscribe) Tag Field Name Comments Valid Value Type Standard Header MsgType = U2 553 USERID ID The User logged onto the

JATS User ID See Appendix C



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Tag Field Name Comments Valid Value Type 6050 REQTYPE Subscription Type :

O=Order Subscript T=Trade Subscript N=Neg Subscript L=Limit Subscript E=Sec Subscript C=Sec Attribute Subscript B= Advertising Subscript

C

See Appendix C 6051 SEQNUM Sequence Number 0 65 SymbolSfx 0 + B ard Code (without

space). 0RO: Option 0RF: Index Future

0 + Board Code 0RO or 0RF

48 SecurityID Required if REQTYPE = E Required if REQTYPE = B Required if REQTYPE = C

Security Number

6009 MARKETCODE Required if REQTYPE = E Required if REQTYPE = C

DR

BOARD Board Id Board Id Standard Trailer

13. Security Attribute Message Tag Field Name Comments Valid Value

Type

Standard Header MsgType = U5 ( Security_Change_Report )

6051 SEQNUM N[10] Sequence number

See Appendix C

6044 SECINDEX N[6] Security index 48 SecurityID C[12] Sec. req 65 SymbolSfx C[3] 0RO: Option

0RF: Index Future 6045 NoSecCReport N[2] Number of attribute in this message (N) Æ 6046 SecCReport

Code Attribute code [1 to N] (see attribute table)

Attribute code [1 to N] (see attribute table)

Æ 6047 SecCReportData

Atribute Data [1 to N] (see attribute table). Format for attribute code e (individual index) is N[9]. That format should be converted to 5 decimal point if displayed in user application (4.5)

Atribute Data [1 to N] (see attribute table). Format for attribute code e (individual index) is N[9]. That format should be converted to 5 decimal point if displayed in user application (4.5)

Standard Trailer Attribute Table Attribute Code

Type Data

B C[1] A (active) or S (suspended) C N[9] Best bid



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D N[10] Bid quantity at best bid price level G N[9] Best Offer H N[10] Offer quantity at best offer price level K N[9] Open price for security today L N[9] Highest traded price for security today M N[9] Lowest traded price for security today N N[9] Last traded price for security today

14. News Message

Used to inform news message from exchange. Tag Field Name Comments Valid Value

Type

Standard Header MsgType = B 33 LinesOfText Number of news in this

message (N) Number of news in this message (N)

See Appendix C

Æ 58 Text News title Free format Æ 354 EncodedText

Len Value=8 8

Æ 355 EncodedText News number News number 42 OrigTime News release time from

JATS Datetime

148 Headline Consist of 3 fields: 1. Type C[3] 2. Underscore Char[1] 3. Symbol

Valid values: 1. REP or GEN: REP=Company Reports, GEN=General Announcements. 2. Underscore = _ . 3. Symbol = tag 55.

Standard Trailer

15. Trading Info Reply Message

Used to inform the stock suspend or unsuspend, user suspend or unsuspend, or direct warning from trading administrator to certain trader/all traders.


(Trading Info)

336 TradingSessionID TradingSessionID IDX

See Appendix C

340 TradSesStatus Value : 1 = Halt 2 = Open 3 = Close

58 Text Stock suspend or user suspend or direct warning from trading administrator

<trading information>

Standard Trailer



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See Appendix C

6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Possible Duplicate/ Resend Message is




Used o inform broker s application that message which is sent to JONES via JONEC is unknown. Make sure it complies the message rule.


See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Tags value on Fix Message

58 Error Message Unknown FIX Mesg Unknown FIX Message 6066 Previous request Null Null

Standard Trailer


Warning for trader that specific message type which already sent to JATS cannot identified tag by tag or some ag didn follo ORI r les.



See Appendix C



Security Error a Tag XX = YY



In alid Board In alid Sec ri FIX Msg In erpre a ion Error




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Warning if JONES cannot receiver broadcast message from JATS, because broadcast table is full



See Appendix C 6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Broadcas B ffer F ll (MARTINS)

58 Error Message Unknown JATS Mesg Broadcast Buffer Full 6066 Previous request FIX MsgType FIX MsgType

Standard Trailer

20. JATS Interpretation Error Reply Message

Used to inform the internal error in IDX s Applica ion. JATS s message canno di ides in o JONES message standard.



5

See Appendix C


1

6065 Ref Error Code Ref Error Code Broadcast Fix Message


JATS Interpretation Error Canno send fi BC Message o JONEC

6066 Previous request FIX MsgType FIX MsgType

Standard Trailer

21. Empty Security List

Message for trader for the last security for specific board. Tag Field Name Comments Valid Value Type Standard Header MsgType = U7


See Appendix C 6064 Error Level Error Level 0 6065 Ref Error Code Ref Error Code Board Code

58 Error Message Text Empty Security Request 6066 Previous request FIX MsgType FIX MsgType

Standard Trailer

22. Failed to send Heartbeat to JATS



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Warning if JONES cannot send hearbeat to JATS for the user connection. Tag Field Name Comments Valid Value Type Standard Header MsgType = U7


See Appendix C


Heartbeat to JATS 58 Error Message Text Failed to send JATS


23. Market Info Reply Ok Message

Used to inform that the market information request served. Tag Field Name Comments Valid Value Type Standard Header MsgType = U7


See Appendix C

6064 Error Level Error Level 0 6065 Ref Error Code Ref Error Code Tag 65 = + board

Tag 48 = + sec ri 58 Error Message Explanation S bscrip ion S ccess

S bscrip ion Failed "Unsubscription Success" "Unsubscription Failed"


24. Market Info Reply Bad Message Used to inform that the market information request cannot be served.



See Appendix C

6064 Error Level Error Level 1 6065 Ref Error Code Ref Error Code Tag XX = YY

58 Error Message Explanation Invalid Subscription :: <reason why the request message cannot be served>




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VI. Message Trailer


Message Trailer






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Appendix A


Header DATA Trailer

Please note that each item/field/column in the message is separated by character ASCII <SOH> (001), so the representation of <SOH> in this document, is only for ease of use purpose. Upon implementation, the <SOH> is really a one byte ASCII character. Here is some examples : LOGON MESSAGE (see logon request table) Logon message will consists of header, data, and trailer. The data part: (please refer to data type, for this example is logon data type) 98=2<SOH> Æ encrypt method 108=45<SOH> Æ heartbeat 95=22<SOH> Æ raw data length 96=M UserID0001M Pass ord<SOH> Æ raw data The trailer string: 10=212<SOH> Æ three bytes checksum The full-length format of the above logon message is: [Header]<SOH>98=2<SOH>108=45<SOH>95=22<SOH>96=M UserID0001M Pass ord<SOH>10=212<SOH>



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Appendix B

FIX Documentations





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Appendix C

List Field Type

Tag Field Name Type

Tag Field Name Type

1 Account C[12]

150 ExecType N[1]

6 AvgPx N[16]

151 LeavesQty N[16]

11 ClOrdID C[15]

158 AccruedInterestRate N[16]

14 CumQty N[16]

168 EffectiveTime C[17]

15 Currency C[4]


17 ExecID N[9]

326 SecurityTradingStatus C[1]

18 ExecInst C[1]



337 ContraTrader C[12]

21 HandlInst N[1]


31 LastPx N[16]

354 EncodedTextLen N[1]

33 LinesOfText N[5]

355 EncodeText N[8]

37 OrderID N[12]

375 ContraBroker C[12]

38 OrderQty N[16]


39 OrdStatus N[1]

382 NoContraBrokers N[1]

40 OrdType N[1]

432 ExpireDate N[8]



42 OrigTime C[17]

553 USERID C[12]

44 Price N[16]


48 SecurityID C[12]


54 Side C[1]


55 Symbol C[21]

6005 Record Number N[8]

58 Text C[255]

6006 REMARKS C[255]

59 TimeInForce C[1]

6007 SHORTNAME C[21]


6008 STATUS C[1]

64 FutSettDate N[8]

6009 MARKETCODE C[4]

65 SymbolSfx C[3]

6010 INSTRCODE C[12]

75 TradeDate C[17]

6012 SECTORCODE C[4]

76 ExecBroker C[12]

6013 ORDERMETHODS C[35]


6014 LOTSIZE N[8]

108 HeartBtInt N[3]

6015 MINIMUMSTEP N[9]

109 ClientID C[12]

6018 FACEVALUE N[16]

148 Headline C[25]

6019 FACEUNIT C[4]



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6019 FACEUNIT C[4]

6046 Attribute code [1 s/d N] C[1]

6020 EARNINGS N[16]

6047 Atribute Data [1 s/d N] C[1]

6021 PREVIOUSDATE N[8]

6048 COUPONFREQ N[9]

6022 PREVIOUSPRICE N[9]

6050 REQTYPE C[1]

6023 PRICEFORMAT C[12]

6051 SEQNUM N[10]

6024 DECIMALS N[2]

6052 LAST N[12]

6025 QUANTITYLIMIT N[10]

6054 TAG C[4]

6028 VOLTRADED N[16]

6055 DESCRIPTION C[30]

6029 VALTRADED N[16]

6056 OPENBAL N[+/-][16]

6030 YIELD N[9]

6057 CURRENTPOS N[+/-][16]

6032 PRIMARYDIST C[1]

6058 PLANNEDPOS N[+/-][16]

6033 FOREIGNLIMIT N[10]

6059 LIMIT1 N[+/-][16]

6034 FOREIGNLEVEL N[16]

6060 LIMIT1SET C[1]

6035 FOREIGNAVAIL N[16]

6061 LIMIT2 N[+/-][16]

6036 INDEX N[9]

6062 LIMIT2SET C[1]

6037 OPENORDERS N[7]


6038 LISTEDSIZE N[12]


6039 TRADEABLESIZE N[12]


6040 AVGLAST N[9]


6041 LISTINGDATE N[8]

6070 DELISTINGDATE N[8]

6042 LASTRECORD C[1]

6071 REMARKS2 C[255]

6044 SECINDEX N[6]

6090 LogonReply N[1]

6045 NoSecCReport N[2]

6091 LogonDesc C[255]


FIX 5.0 SPECIFICATION


Version 1.10.0



Phone: +62-21-5150515 Fax: +62-21-5150430

IDX X-stream FIX Specification

IDX X-stream FIX Specification CONFIDENTIAL 2 of 41

09 February 2018 Amended

Document History

VERSION DATE SUMMARY OF CHANGES

0.1 2015-09-24 First draft for IDX Design Study

0.2 2015-09-24 Updates post first IDX Design Study.

DisplayQty tag, Triggering and Peg Instruction Component Blocks, NewOrderCross message removed.

Tidy up TradeCaptureReport for NegDeal workflow.

0.3 2015-09-29 Updated with Unang Djajaputra review comments.

0.4 2015-09-30 First draft for IDX review.

0.5 2015-10-29 Updated from review at IDX

0.6 2015-11-12 Third draft released to IDX.

0.7 2015-12-04 Review of third draft by IDX

0.8 2015-12-04 Fourth draft in response to IDX review.

Added PositionRequest (AN) and SettlMethod (1193) for IntrumentBlock in NegDeal workflow.

0.9 2015-12-08 Replace tag 21-HandlInst with tag 529-orderRestrictions

1.0 2015-12-22 First release.

Section 1 Introduction to X stream INET FIX updated.

1.1 2016-02-05 Minor reformat. “Request for Positions (AN)” changed to section 4.3.10 (previously 4.4)

Table 7 – Logon: Changed Required column for password to be Y/N. Outbound message does not require password.

1.2 2016-05-02 Added tag 21 to Table 15, 20 and 32.

Updated comment for tag 529 in Table 32.

Replaced tag 584 with tag 526 in Tables 19 and 20.

Updated the possible value for tag 452-PartyRole in Tables 31 and 32.

1.3 2016-05-19 Added Appendix D – Field length.

Deleted tag 18 as it is not required.

Added possible value for tag 574 in table 32.

Deleted unused possible value for tag 856 = 6 Trade Report Cancel in Table 26.

1.4 2016-11-03 Updated QuoteRejectReason in Table 22 – Mass Quote

Acknowledgement.

Deleted tag 1193, added FinancingDetails block in Table 26 – Trade

Capture Report.

Added possible values for tag 103 in Table 33 – Field Enumerations

Sorted By Tag Name

Added FinancingDetails in Appendix A.4 – FinancingDetails Component

Block.

Updated UTCTimeStamp and UTCTimeOnly to support microseconds in





Appendix C – Fix Data Types.

1.5 2016-12-15 Added Quantity in Lots description in section 4.3 Application.

Updated Table 7 - Logon. Tag 553-Username is not mandatory in logon response (outbound).

1.6 2017-03-09 Updated Table 26 – Trade Capture Report. Removed tag 919 as it already exists in FinancingDetails group.

Updated Table 31 – TrdCapRptSideGrp Component Block. Tag 581 is not mandatory for two-sided negdeal counterparty side.

Updated Table 35 – Field length. Tag 448 recommended length is changed to 20.

1.7 2017-08-23 Updated Table 17 – Order Cancel/Replace Request. Added TimeInForce to OrderCancelReplaceRequest message.

Added Appendix A – Standard Header and Trailer.

Moved definition of Side (tag 54) from Table 15 – New Order Single to Table 35 – Field Enumerations Sorted By Tag Name.

1.8 2017-09-18 Updated Table 7 – Logon. ResetSeqNumFlag not currently supported.

Updated Table 17 – Order Cancel/Replace Request. Added mandatory tag 54 (Side) and added 3-ClientID as possible value of party role in party block.

1.9 2017-10-09 Updated Table 33 – TrdCapRptSideGrp Component Block. ContraTrader PartyRole is now required when confirming Trade Capture Report.

1.10 2018-02-07 Added section 4.9 Trade Capture Workflow.




Contents 1 Introduction to X-stream INET FIX ......................................... 7

2 Session Information ............................................................... 8 2.1 FIX Admin and Infrastructure Messages Supported ............................... 8 2.2 SenderCompID and TargetCompID ..................................................... 8

3 FIX Application Messages ....................................................... 9

4 FIX Message Definitions ....................................................... 10 4.1 Session ......................................................................................... 10

4.1.1 Logon (A) ................................................................................... 10 4.1.2 Logout (5) .................................................................................. 10 4.1.3 Reject (3) .................................................................................. 11 4.1.4 Resend Request (2) ..................................................................... 11 4.1.5 Sequence Reset (Gap Fill) (4) ....................................................... 11 4.1.6 Test Request (1) ......................................................................... 12 4.1.7 Heartbeat (0) ............................................................................. 12

4.2 Infrastructure ................................................................................. 13 4.2.1 Business Message Reject (j) ......................................................... 13

4.3 Application ..................................................................................... 13 4.3.1 New Order Single (D) .................................................................. 13 4.3.2 Order Cancel Request (F) ............................................................. 14 4.3.3 Order Cancel/Replace Request (G) ................................................ 15 4.3.4 Mass Quote (i) ............................................................................ 17 4.3.5 Order Mass Action Request (CA) ................................................... 18 4.3.6 Execution Report (8) ................................................................... 19 4.3.7 Order Cancel Reject (9) ............................................................... 21 4.3.8 Mass Quote Acknowledgement (b) ................................................ 22 4.3.9 Order Mass Action Report (BZ) ..................................................... 23 4.3.10 Request for Positions (AN) ............................................................ 24 4.3.11 Position Report (AP) .................................................................... 24 4.3.12 Trade Capture Report [AE] ........................................................... 25 4.3.13 Trade Capture Report Ack [AR] ..................................................... 26

4.4 Unique ClOrderId (11) ..................................................................... 27 4.5 Order Identification ......................................................................... 27 4.6 Order Modification via Order Cancel/Replace Request .......................... 27 4.7 Order Cancellation .......................................................................... 27 4.8 On-Behalf Order Management .......................................................... 28 4.9 Trade Capture Workflow .................................................................. 28

Appendix A - Standard Header and Trailer ..................................... 30 A.1 Standard Header ............................................................................ 30 A.2 Standard Trailer ............................................................................. 31

Appendix B - Component Blocks .................................................... 32




B.1 Instrument (symbology) Component Block ........................................ 32 B.2 Parties Component Block ................................................................. 32 B.3 TrdCapRptSideGrp Component Block ................................................. 33 B.4 FinancingDetails Component Block .................................................... 33

Appendix C - Field Enumerations Sorted By Tag Name ................... 34

Appendix D - FIX Data Types ......................................................... 38

Appendix E - Field length ............................................................... 41

Figures

Figure 1 - Trade Capture Report workflow diagram ......................................... 29

Tables

Table 1 – FIX Admin Messages Supported ...................................................... 8 Table 2 – FIX Infrastructure Messages Supported ............................................ 8 Table 3 – FIX Client to X-stream FIX Server .................................................... 8 Table 4 – X-stream FIX server to FIX Client .................................................... 8 Table 5 – FIX Inbound Application Messages .................................................. 9 Table 6 – FIX Outbound Application Messages ................................................. 9 Table 7 – Logon ......................................................................................... 10 Table 8 – Logout ........................................................................................ 10 Table 9 – Reject ......................................................................................... 11 Table 10 – Resend Request .......................................................................... 11 Table 11 – Sequence Reset .......................................................................... 12 Table 12 – Test Request .............................................................................. 12 Table 13 – Heartbeat .................................................................................. 13 Table 14 – Business Message Reject ............................................................. 13 Table 15 – New Order Single........................................................................ 13 Table 16 – Order Cancel Request .................................................................. 15 Table 17 – Order Cancel/Replace Request ..................................................... 16 Table 18 – Mass Quote ................................................................................ 17 Table 19 – Order Mass Action Request .......................................................... 18 Table 20 – Execution Report ........................................................................ 19 Table 21 – Order Cancel Reject .................................................................... 21 Table 22 – Mass Quote Acknowledgement ..................................................... 22 Table 23 – Order Mass Action Report ............................................................ 23 Table 24 – RequestForPositions .................................................................... 24 Table 25 – Position Report ........................................................................... 25 Table 26 – Trade Capture Report .................................................................. 25 Table 27 – Trade Capture Report Ack ............................................................ 26 Table 28 – Standard Message Header ........................................................... 30 Table 29 – Standard Message Trailer ............................................................ 31 Table 30 – Instrument Component with Block Symbol and SecuritySubType ...... 32




Table 31 – Instrument Component with X-stream Orderbook Identifier ............. 32 Table 32 – Parties Component Block ............................................................. 32 Table 33 – TrdCapRptSideGrp Component Block ............................................. 33 Table 34 – FinancingDetails Component Block ................................................ 33 Table 35 – Field Enumerations Sorted By Tag Name ....................................... 34 Table 36 – FIX Data Types ........................................................................... 38 Table 37 – Field length ................................................................................ 41




1 Introd ction to X-stream INET FIX

This document provides the Financial Information Exchange (FIX) specification for the X-stream INET trading platform.

As part of the project, market participant feedback will be solicited for this specification. Comments received will be reviewed by IDX and Nasdaq and as a result, this specification may change.

X-stream FIX supports the 5.0 (SP1) protocol. The X-stream FIX server will also support FIX 4.4 clients. However, deprecated FIX 4.4 fields will be replaced with the equivalent FIX 5.0 fields.

It is assumed that the user of this manual is familiar with the FIX protocol standard (which can be found at www.fixprotocol.org).




2 Session Information

X-stream FIX expects the client application to fully comply with the FIX 5.0 specification.

The first message should be a logon message. No additional message should be transmitted until validation of the logon message and SenderCompID (49) is complete.

X-stream FIX does not support encryption or compression.

2.1 FIX Admin and Infrastructure Messages Supported

The standard FIX administrative messages are supported by the X-stream FIX server.

Table 1 – FIX Admin Messages Supported

MESSAGE NAME MSGTYPE

Heartbeat 0

Logon A

Test Request 1

Resend Request 2

Reject 3

Sequence Reset 4

Logout 5

Additionally the Business Reject Message is supported to indicate an application message that cannot be processed by the X-stream FIX server that cannot be rejected by another more suitable message.

Table 2 – FIX Infrastructure Messages Supported

HEADING MSGTYPE

Business Message Reject J

2.2 SenderCompID and TargetCompID

FIX clients should send these tags in the message header.

Table 3 – FIX Client to X-stream FIX Server

TAG NAME REQUIRED FORMAT COMMENTS

49 SenderCompID Y String The ID of the FIX client agreed with the Exchange.

56 TargetCompID Y String The ID of the Exchange.

A FIX client should expect to receive these tags in the message header from the X-stream FIX server at the Exchange.

Table 4 – X-stream FIX server to FIX Client

TAG NAME REQUIRED FORMAT COMMENTS

49 SenderCompID Y String The ID of the Exchange.

56 TargetCompID Y String The ID of the FIX client agreed with the Exchange.




3 FIX Application Messages

X-stream FIX supports the following FIX protocol application messages for Order Management.

Table 5 – FIX Inbound Application Messages

MESSAGE NAME MSGTYPE COMMENTS

New Order Single D Used by participants to submit orders for execution.

Order Cancel Request F Request to cancel a live order.

Order Cancel / Replace Request G Request to amend or cancel a live order.

Mass Quote i Two sided quotes for Liguidity Providers.

Order Mass Action Request CA Supported for cancelling orders at a firm or orderbook level.

Trade Capture Report AE Used in NegDeal workflow.

Table 6 – FIX Outbound Application Messages

MESSAGE NAME MSGTYPE COMMENTS

Execution Report 8 Accept or reject for message D, F or G, order expiry, trade or restatement of overnight orders - if GTD or GTC orders supported.

Order Cancel Reject 9 Failure of message F or G.

Mass Quote Acknowlegdement b Response to Liquidity Provider Mass Quote message.

Order Mass Action Report BZ Acknowledement to an Order Mass Action Request.

Trade Capture Report AE Used in NegDeal workflow.

Trade Capture Report Ack AR Used to as an explicit acknowledgment of the corresponding Trade Capture Report message.

PositionReport AP Current trading limit value for a firm.




4 FIX Message Definitions

4.1 Session

4.1.1 Logon (A)

The logon message authenticates a user establishing a connection to a remote system. The logon message must be the first message sent by the application requesting to initiate a FIX session.

Table 7 – Logon

TAG FIELD NAME REQ D COMMENTS FORMAT

Standard Header Y MsgType = A

98 EncryptMethod Y (Always unencrypted) Int

108 HeartBtInt Y Note same value used by both sides Int

141 ResetSeqNumFlag N Indicates both sides of a FIX session should reset sequence numbers.

Tag is currently not supported and will be ignored.

Boolean

553 Username Y/N The FIX connector username String

554 Password Y/N The FIX connector password. No security exists without transport level encryption.

String

925 NewPassword N New password for the FIX connector String

58 Text Y/N Information eg password expiry and password change required etc

String

1137 DefaultApplVerID Y Specifies the service pack release being applied by default to the message at the session level. The only valid value is 8 = FIX50SP1.

String

Standard Trailer Y

If client HeartBtInt is out of this range, the server will reply the default value (30) if it is the first logon of the day.

4.1.2 Logout (5)

The logout message initiates or confirms the termination of a FIX session. Disconnection without the exchange of logout messages should be interpreted as an abnormal condition.

The logout format is as follows.

Table 8 – Logout


Standard Header Y MsgType = 5

58 Text Y/N Information eg error message etc String

Standard Trailer Y




4.1.3 Reject (3)

The reject message should be issued when a message is received but cannot be properly processed due to a session-level rule violation. An example of when a reject may be appropriate would be the receipt of a message with invalid basic data (e.g. MsgType=&) which successfully passes de-encryption, CheckSum and BodyLength checks. As a rule, messages should be forwarded to the trading application for business level rejections whenever possible.

Rejected messages should be logged and the incoming sequence number incremented.

The reject format is as follows.

Table 9 – Reject



45 RefSeqNum Y MsgSeqNum of rejected message SeqNum

371 RefTagID N The tag number of the FIX field being referenced. Int

372 RefMsgType N The MsgType of the FIX message being referenced. String

373 SessionRejectReason N Code to identify reason for a session-level Reject message.

Int

58 Text N Free format text string String

Standard Trailer Y

4.1.4 Resend Request (2)

The resend request is sent by the receiving application to initiate the retransmission of messages. This function is utilized if a sequence number gap is detected, if the receiving application lost a message, or as a function of the initialization process.

The resend request can be used to request a single message, a range of messages or all messages subsequent to a particular message.

The resend request format is as follows.

Table 10 – Resend Request



7 BeginSeqNo Y SeqNum

16 EndSeqNo Y SeqNum

Standard Trailer Y

4.1.5 Sequence Reset (Gap Fill) (4)

The Sequence Reset message has two modes: Gap Fill mode and Reset mode.

Gap Fill mode

Gap Fill mode is used in response to a Resend Request when one or more messages must be skipped over for the following reasons:

During normal resend processing, the sending application may choose not to send a message (e.g. an aged order). During normal resend processing, a number of administrative messages are skipped and not resent (such as Heart Beats, Test Requests). Gap Fill mode is indicated by GapFillFlag (tag 123) field = “Y”. If the GapFillFlag field is present (and equal to “Y”), the




MsgSeqNum should conform to standard message sequencing rules (i.e. the MsgSeqNum of the Sequence Reset GapFill mode message should represent the beginning MsgSeqNum in the GapFill range because the remote side is expecting that next message sequence number).

Reset mode

Reset mode involves specifying an arbitrarily higher new sequence number to be expected by the receiver of the Sequence Reset-Reset message, and is used to establish a FIX session after an unrecoverable application failure.

Reset mode is indicated by the GapFillFlag (tag 123) field = “N” or if the field is omitted. The Sequence Reset format is as follows.

Table 11 – Sequence Reset



123 GapFillFlag N Boolean

36 NewSeqNo Y SeqNum

Standard Trailer Y

4.1.6 Test Request (1)

The test request message forces a heartbeat from the opposing application. The test request message checks sequence numbers or verifies communication line status. The opposite application responds to the Test Request with a Heartbeat containing the TestReqID.

The TestReqID verifies that the opposite application is generating the heartbeat as the result of Test Request and not a normal timeout. The opposite application includes the TestReqID in the resulting Heartbeat. Any string can be used as the TestReqID (one suggestion is to use a timestamp string). The test request format is as follows.

Table 12 – Test Request



112 TestReqID Y String

Standard Trailer Y

4.1.7 Heartbeat (0)

The Heartbeat monitors the status of the communication link and identifies when the last of a string of messages was not received.

When either end of a FIX connection has not sent any data for [HeartBtInt] seconds, it will transmit a Heartbeat message. When either end of the connection has not received any data for (HeartBtInt + “some reasonable transmission time”) seconds, it will transmit a Test Request message. If there is still no heartbeat message received after (HeartBtInt + “some reasonable transmission time”) seconds then the connection should be considered lost and corrective action be initiated. If HeartBtInt is set to zero then no regular heartbeat messages will be generated. Note that a test request message can still be sent independent of the value of the HeartBtInt, which will force a Heartbeat message.

Heartbeats issued as the result of Test Request must contain the TestReqID transmitted in the Test Request message. This is useful to verify that the Heartbeat is the result of the Test Request and not as the result of a regular timeout.

The heartbeat format is as follows.




Table 13 – Heartbeat



112 TestReqID N Required when the heartbeat is the result of a Test Request message.

String

Standard Trailer Y

4.2 Infrastructure

4.2.1 Business Message Reject (j)

The Business Message Reject message can reject an application-level message which fulfils session-level rules and cannot be rejected via any other means. Note if the message fails a session-level rule (e.g. body length is incorrect), a session-level Reject message should be issued.

Table 14 – Business Message Reject

TAG FIELDNAME REQ D COMMENTS FORMAT

StandardHeader Y MsgType = j (lowercase)

45 RefSeqNum N MsgSeqNum of rejected message SeqNum

372 RefMsgType Y The MsgType of the FIX message being referenced. String

379 BusinessRejectRefID N The value of the business-level “ID” field on the message being referenced. Required unless the corresponding ID field (see list above) was not specified.

String

380 BusinessRejectReason Y Code to identify reason for a Business Message Reject message. Code to identify reason for a Business Message Reject message.

Int

58 Text Y Free format text string String

Standard Trailer Y

4.3 Application

In this section, the Quantity fields have a quantity defined in lots .

4.3.1 New Order Single (D)

The new order message type is used by institutions wishing to electronically submit securities orders for execution.

Table 15 – New Order Single


StandardHeader Y MsgType = D

11 ClOrdID Y Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close

String





periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Maximum length 20 characters.

Component block <Instrument>

Y Insert here the set of “Instrument” (symbology) fields.

Component block <Parties>

Y Insert here the set of “Parties” fields.

Possible PartyRole:

5 = Investor ID (mandatory) – contains SID

3 = Client ID

581 AccountType Y Account Type associated with the order. Int

529 OrderRestrictions

Y/N Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

X-stream will not validate this value but will be echo to downstream backoffice.

MultipleCharValue

21 HandlInst N Instructions for order handling on Broker trading floor Char

38 OrderQty Y Quantity ordered.

Lot size or number of shares if HandlInst indicates advertisement.

Qty

40 OrdType Y Indicates the type of order. Char

44 Price Y/N Required for all limit order types – not required for Market orders.

Price

54 Side Y Side of the market. Char

60 TransactTime Y Time of order creation by Trader. This field is not processed by the Exchange nor is it used as a mechanism to place an order at a future time.

UTCTimeStamp

59 TimeInForce N Indicates time in force techniques that are valid for the specified market segment. Absence of this field indicates a day order.

Char

58 Text N Free Text. Maximum length 30 characters. String

Standard Trailer Y

4.3.2 Order Cancel Request (F)

The order cancel request message requests the cancellation of all of the remaining quantity of an existing order. Note that the Order Cancel/Replace Request should be used to partially cancel (reduce) an order. The request will only be accepted if the order can successfully be withdrawn from the Exchange without executing.

A cancel request is assigned a ClOrdID and is treated as a separate entity. If rejected, the ClOrdID of the cancel request will be sent in the Cancel Reject message, as well as the ClOrdID of the actual order in the OrigClOrdID field. The ClOrdID assigned to the cancel request must be unique amongst the ClOrdID assigned to regular orders and replacement orders.

The live order, to be cancelled, contains the Client ID from the parties block on the New Order Single Message (D).




The format of the cancel request message is:

Table 16 – Order Cancel Request


StandardHeader Y MsgType = F

11 ClOrdID Y Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) This identifier represents the unique identifier for the Order Cancel Request. Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Maximum length 20 characters.

String

37 OrderID Y/N Unique order identifier as assigned by X-stream that identifies the Order to be changed. Maximum length 18 characters.

String

41 OrigClOrdID Y/N ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when cancelling or replacing an order. Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Maximum length 20 characters.

Mandatory if OrderID (37) is not set.

String


Y Insert here the set of “Instrument” (symbology) fields.

54 Side Y Side of the market. This is not validated by X-stream on cancelling an order if the CIOrderID or OrderID is valid for the FIX user.

Char

60 TransactTime Y Time this order request was initiated. This field is not processed by the Exchange nor is it used as a mechanism to cancel an order at a future time.

UTCTimeStamp

Standard Trailer Y

4.3.3 Order Cancel/Replace Request (G)

The order cancel/replace request is used to change the parameters of an existing order.

Do not use this message to cancel the remaining quantity of an outstanding order, use the Order Cancel Request message for this purpose.

Cancel/Replace will be used to change any valid attribute of an open order (i.e. reduce/increase quantity, change limit price, change instructions, etc.).




Table 17 – Order Cancel/Replace Request


StandardHeader Y MsgType = G

11 ClOrdID Y Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Note that this identifier will be used in ClOrdID field of the Cancel Reject message if the replacement request is rejected. Maximum length 20 characters.

String

37 OrderID Y/N Unique identifier of most recent order as assigned by the Exchange. Maximum length 18 characters.

String

41 OrigClOrdID Y/N ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when cancelling or replacing an order. Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID. Maximum length 20 characters.

Mandatory if OrderID (37) is not set.

String

Component block <Instrument> Y Insert here the set of “Instrument” (symbology) fields. Must match original order

Component block <Parties> Y Insert here the set of “Parties” fields.

Possible PartyRole:

5 = Investor ID (mandatory) map to SID

3 = Client ID

581 AccountType Y Account type associated with the replacement order.

Int

38 OrderQty Y Quantity ordered. This value represents the number of shares for equities or par, face or nominal value for Fixed Income instruments.

Qty

40 OrdType Y Indicates the type of order to change to (must follow rules of the Exchange).

Char

44 Price Y/N Required for all limit order types. Price

54 Side Y Side of the market. Char

60 TransactTime Y Time of execution/order creation. This field is not processed by the Exchange nor is it used as a mechanism to amend an order at a future time.

UTCTimeStamp






Char

58 Text N Free Text. Maximum length 30 characters. String

Standard Trailer Y

4.3.4 Mass Quote (i)

The Mass Quote message supports only one QuoteSet per Mass Quote message along with one QuoteEntry. This allows the Liquidity Provider to enter a single buy sell quote pair.

A quote maybe cancelled with bid or offer prices and sizes all set to zero.

Table 18 – Mass Quote


StandardHeader Y MsgType = i

117 QuoteID Y Unique identifier for quote String

Component block <Parties> Y Insert here the set of “Parties” fields.

Possible PartyRole:

5 = Investor ID (mandatory) – contains SID

3 = Client ID

581 AccountType Y Account type associated with the order.

Int

Start of Component block, expanded in line < QuotSetGrp >

296 NoQuoteSets Y The number of sets of quotes in the message – must be set to 1.

NumInGrp

Æ 302 QuoteSetID Y Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1.

Must be the first field in the repeating group.

String

Æ� 304 TotNoQuoteEntries Y Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set.

Int

Æ� Start of Component block, expanded in line < QuotEntryGrp >

Æ� 295 NoQuoteEntries Y The number of quotes for this QuotSet that follow in this message.

Must be set to 1.

NumInGrp

Æ� Æ� 299 QuoteEntryID Y Uniquely identifies the quote across the complete set of all quotes for a given quote provider.

String





Æ� Æ� Component block <Instrument>

Y Insert here the set of "Instrument" (symbology) fields defined in "Common Components of Application Messages.

Æ� Æ� 132 BidPx N Bid price/rate. Price

Æ� Æ� 133 OfferPx N Offer price/rate. Price

Æ� Æ� 134 BidSize N Quantity of bid. Qty

Æ� Æ� 135 OfferSize N Quantity of offer Qty

Æ� End of Component block, expanded in line < QuotEntryGrp >

End of Component block, expanded in line < QuotSetGrp >

Standard Trailer Y

4.3.5 Order Mass Action Request (CA)

The Order Mass Action Request message can be used to request the cancellation of a group of orders that match the criteria specified within the request.

Table 19 – Order Mass Action Request


StandardHeader Y MsgType = CA

11 ClOrdID Y Unique ID of Order Mass Action Request as assigned by the institution. Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.) (identified by SenderCompID (49) or OnBehalfOfCompID (5) as appropriate). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field.

String

526 SecondaryClOrdID Y Value assigned by issuer of Order Mass Action Request to uniquely identify the request. This ID will be returned on the Execution report. This provides the means to reference the initiator of the mass cancel.

String

1373 MassActionType Y Specifies the type of action requested.

3 = Cancel Orders

Int

1374 MassActionScope Y Specifies the scope of the action.

1 = All orders for a security (firm level)

7 = All orders (for a firm)

8 = Cancel particular board (for a firm)

Int






N Insert here the set of “Instrument” (symbology) fields.

60 TransactTime Y Time of mass order action request by Trader. This field is not processed by the Exchange nor is it used to schedule an action at a future time.

UTCTimeStamp

Standard Trailer Y

4.3.6 Execution Report (8)

The execution report message is used to:

1. Confirm the receipt of an order

2. Confirm changes to an existing order (i.e. accept cancel and replace requests)

3. Report order status information

4. Report fill information on working orders

5. Report fill information on tradeable or restricted tradeable quotes

6. Report on rejected order

7. Report on orders activated/deactivated by Market Control

Table 19, entitled Execution Report Returned Tags Based On Scenario follows the Execution Report message description and provides information on which tags are returned in an Execution Report message based on various order management scenarios.

If an Order Status Request is issued for an order with an OrdStatus(39) of either Cancelled, Expired or Filled, only mandatory fields will be provided in resulting Execution Reports. Non-mandatory fields will not be provided.

Table 20 – Execution Report


StandardHeader Y MsgType = 8

11 ClOrdID Y/N Unique identifier for Order as assigned by the buy-side (institution, broker, intermediary etc.). Uniqueness must be guaranteed within a single trading day. Firms, particularly those which electronically submit multi-day orders, trade globally or throughout market close periods, should ensure uniqueness across days, for example by embedding a date within the ClOrdID field. Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID(11).

String

17 ExecID Y Unique identifier of execution message as assigned by the Exchange (will be 0 (zero) for ExecType=I (Order Status)).

String

21 HandlInst N Instructions for order handling on Broker trading floor

char






String

198 SecondaryOrderID

Y OrderID used in combination with the ITCH market data

String

41 OrigClOrdID Y/N Conditionally required for response to a Cancel or Cancel/Replace request

String

150 ExecType Y Type of Execution being reported. Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled) and Trade Amend so TradeCorrect = G

Char

Component block <Parties> N Insert here the set of “Parties” (firm identification) fields.

Component block <Instrument> Y Insert here the set of “Instrument” (symbology) fields.

581 AccountType Y Account type. Int

14 CumQty Y Total matched quantity. Qty

31 LastPx N Price of this fill. Price

32 LastQty N Quantity (e.g. shares) bought/sold on this fill.

Qty

38 OrderQty N Quantity ordered. Qty

39 OrdStatus Y Describes the current state of an order.

Char

40 OrdType N OrderType Char

44 Price N Price on order. Price

54 Side Y/N Side of order. Char


Char

60 TransactTime Y Time of execution/order creation (expressed in Universal Time Coordinated (UTC).

UTCTimeStamp

75 TradeDate N Indicates date of trade referenced in this message in YYYYMMDD format.

LocalMktDate

126 ExpireTime Y/N Conditionally required if TimeInForce = GTD and ExpireDate is not specified.

UTCTimestamp

64 SettlDate N Specific date of trade settlement Settlement Date is in YYYYMMDD format.

LocalMktDate





103 OrdRejReason N For optional use with ExecType = 8 (Rejected). Code to identify reason for order rejection.

Int

151 LeavesQty Y Quantities open for further execution. If the OrdStatus is Cancelled, DoneForTheDay, Expired or Rejected (in which case the order is no longer active) then LeavesQty could be 0, otherwise LeavesQty = OrderQty – CumQty.

Qty

880 TrdMatchID N Identifier assigned by the trading system for a trade. This is the X-stream trade id.

String

1057 AggressorIndicator

N Used to identify whether the order initiator is an aggressor or not in the trade. Valid during continuous trading only.

Boolean

58 Text N Free Text. On an error condition, this will specify X-stream generated error message.

String

529 OrderRestrictions Y/N Restrictions associated with an order. If more than one restriction is applicable to an order, this field can contain multiple instructions separated by space.

X-stream will not validate this value but will be echo to downstream backoffice.

MultipleCharValue

526 SecondaryClOrdID N Value assigned by issuer of Order Mass Action Request cancel.

String

797 CopyMsgIndicator N Drop Copy Boolean

Standard Trailer Y

4.3.7 Order Cancel Reject (9)

The order cancel reject message is issued by the Exchange upon receipt of a cancel request or cancel/replace request message which cannot be honoured. Filled orders cannot be changed.

When rejecting a Cancel/Replace Request (or Cancel Request), the Cancel Reject message should provide the ClOrdID which was specified on the Cancel/Replace Request (or Cancel Request) message for identification, and the OrigClOrdId should be that of the last accepted order except in the case of CxlRejReason = “Other”.

Refer to the Text (58) field for specific information on the reason for the rejection.

The order cancel reject message format is as follows.

Table 21 – Order Cancel Reject


StandardHeader Y MsgType = 9





11 ClOrdID Y Unique identifier for Order as assigned by sell-side (e.g. exchange, ECN). If CxlRejReason=”Unknown order” specify “NONE”.

String

37 OrderID Y Unique identifier of most recent order as assigned by the Exchange. If CxlRejReason=”Unknown order”, specify “NONE”.

String

39 OrdStatus Y Describes the current status of the order Char

41 OrigClOrdID Y/N ClOrdID(11) of the previous non-rejected order (NOT the initial order of the day) when cancelling or replacing an order. Required when referring to orders that where electronically submitted over FIX or otherwise assigned a ClOrdID.

String

60 TransactTime Y Time of order cancellation request rejection by the Exchange.

UTCTimeStamp

102 CxlRejReason Y Code to identify reason for cancel rejection. Only 99 (Other) will be returned. Refer to text (58) for exact reason for rejection.

Int

434 CxlRejResponseTo Y Identifies the type of request that a Cancel Reject is in response to.

Char

58 Text N Specify X-stream generated error message. String

Standard Trailer Y

4.3.8 Mass Quote Acknowledgement (b)

Mass Quote Acknowledgement is used as the application level response to a Mass Quote message. The Mass Quote Acknowledgement contains a field for reporting the reason in the event that the entire quote is rejected (QuoteRejectReason[300]).

Table 22 – Mass Quote Acknowledgement


StandardHeader Y MsgType = b

117 QuoteID Y Unique identifier for quote String

300 QuoteRejectReason N Reason Quote was rejected.

Valid values :

1 = Unknown Symbol

9 = Not authorized to quote security

99 = Other

Int

58 Text N Free format text string String

Start of Component block, expanded in line < QuotSetAckGrp >

296 NoQuoteSets Y The number of sets of quotes in the message

Will be set to 1.

NumInGrp





Æ 302 QuoteSetID Y Sequential number for the Quote Set. For a given QuoteID – assumed to start at 1. Must be the first field in the repeating group.

String

Æ 304 TotNoQuoteEntries N Total number of quotes for the quote set across all messages. Should be the sum of all NoQuoteEntries in each message that has repeating quotes that are part of the same quote set. Required if NoQuoteEntries > 0

Int

Æ� Start of Component block, expanded in line < QuotEntryAckGrp >

Æ 295 NoQuoteEntries Y The number of quotes for this QuotSetAck that follow in this message.

Will be set to 1.

NumInGrp

Æ� Æ 299 QuoteEntryID Y Uniquely identifies the quote across the complete set of all quotes for a given quote provider.

String

Æ� Æ Component block <Instrument> Y Instrument component received in QuotEntryGrp

Æ� Æ 132 BidPx N Bid price/rate. Price

Æ� Æ 133 OfferPx N Offer price/rate. Price

Æ� Æ 134 BidSize N Quantity of bid Qty

Æ� Æ 135 OfferSize N Quantity of offer Qty

Æ� End of Component block, expanded in line < QuotEntryAckGrp >

End of Component block, expanded in line < QuotSetAckGrp >

Standard Trailer Y

4.3.9 Order Mass Action Report (BZ)

The Order Mass Action Report is used to acknowledge an Order Mass Action Request. Note that each order that is affected by the Order Mass Action Request is acknowledged with a separate Execution Report for each order.

Table 23 – Order Mass Action Report


StandardHeader Y MsgType = BZ

11 ClOrdID N ClOrdID provided on the Order Mass Action Request.

String

526 SecondaryClOrdID N Assigned by order originator. String





1369 MassActionReportID Y Unique Identifier for the Order Mass Action Report.

String

1373 MassActionType Y Specifies the type of mass action requested.

3 = Cancel Orders

Int

1374 MassActionScope Y Specifies scope of Order Mass Action Request.

1 = All orders for a security (firm level)

7 = All orders (firm level)

8 = All orders for board (firm level)

Int

1375 MassActionResponse Y Indicates the action taken by the counterparty order handling system as a result of the Action Request.

0 = Rejected – see MassActionRejectReason

1 = Accepted

Int

1376 MassActionRejectReason N Indicates why Order Mass Action Request was rejected. Required if MassActionResponse = 0 Reason Order Mass Action Request was rejected.

Int

60 TransactTime N Equal to time of Order Mass Action Request.

UTCTimeStamp

4.3.10 Request for Positions (AN)

The RequestForPositions message is used to enquire a snapshot for the current Trading Limit values for the User s Firm.

Table 24 – RequestForPositions


StandardHeader Y MsgType = AN

710 PosReqID Y Unique identifier for the Request for Positions String

724 PosReqType Y Only 1 (Trades) is supported Int

263 SubscriptionRequestType N Only 0 (snapshot) is supported Int

Component block <Parties> Y Ignored. Parties

715 ClearingBusinessDate Y Ignored. UTCDate

60 TransactTime Y Ignored. Local Mkt Date

Standard Trailer Y

4.3.11 Position Report (AP)

A PositionReport(AP) reports the current trading limit value for a firm. An initial report or reports may be available at the start of the day when a connector first logs on.




When a Connector logs on the Logon reply will have a message sequence number that reflects any stored PostionReport(s) that have already been generated. The Connector can request these with a ResendRequest.

Table 25 – Position Report

TAG FIELDNAME REQD

COMMENTS FORMAT

StandardHeader Y MsgType = AP

721 PosMaintRptID Y Unique ID for Report String

710 PosReqID Y As supplied in request String

715 ClearingBusinessDate Y Today s date UTCDate

Component block <Parties> Y EnteringFirm Parties

Start of Component block < PositionAmountData >

753 NoPosAmt Y/N Specifies the number of repeating Position Amounts. Set to max of 9.

NumInGrp

Æ� 707 PosAmtType N POOL-LMT, EQTY-LMT and DRVS-LMT

POOL-TRD, EQTY-TRD and DRVS-TRD

POOL-USD, EQTY-USD and DRVS-USD

Available = LMT – TRD - USD

String

Æ� 708 PosAmt N Amount value Int

End of Component block, expanded in line < LinesOfTextGroup >

Standard Trailer Y

4.3.12 Trade Capture Report [AE]

The Trade Capture report will be used to facilitate the NegDeal process.

Table 26 – Trade Capture Report


StandardHeader Y MsgType = AE

571 TradeReportID Y Unique identifier for the Trade Capture Report.

String

17 ExecID N Exchanged assigned Execution ID String

487 TradeReportTransType N Identifies Trade Report message transaction type

0 = New

1 = Cancel

Int

856 TradeReportType N Type of Trade Report

0 = Submit

1 = Alleged

2 = Accept

3 = Decline

Int





572 TradeReportRefID Y/N The TradeReportID that is being referenced for some action, such as confirmation or cancellation.

String

574 MatchType N The point in the matching process at which this trade was matched.

String

880 TrdMatchID N Identifier assigned by the trading system for a trade.

String

64 SettlDate Y/N T+3 (YYYYMMDD) localMktDate

Component block <FinancingDetails>

Y Insert here the set of “FinancingDetails”

Component block <Instrument> Y Insert here the set of “Instrument” (symbology) fields.

31 LastPx Y Trade Price. Price

32 LastQty Y Trade Quantity Qty

60 TransactTime Y/N Time the transaction represented by this Trade Capture Report occurred

UTCTime Stamp

Component block <TrdCapRptSideGrp>

Y Insert here the set of “TrdCapRptSideGrp” fields.

StandardTrailer Y

4.3.13 Trade Capture Report Ack [AR]

The Trade Captue Report Ack will be used by the Exchange to acknowledge or reject a Trade Capture Report from a counterparty.

Table 27 – Trade Capture Report Ack


StandardHeader Y MsgType = AR

571 TradeReportID Y Unique identifier for the Trade Capture Report String

487 TradeReportTransType N Identifies Trade Report message transaction type

0 = New

1 = Cancel

Int

856 TradeReportType N 0 = submit

1 = Alleged

2 = Accept

3 = Decline

6 = Trade Report Cancel

Int

939 TrdRptStatus N 0 = Accepted

1 = Rejected

Int





17 ExecID N Exchanged assigned Execution ID (Trade Identifier)

String

60 TransactTime N Time the transaction represented by this Trade Capture Report Ack occurred

UTCTime Stamp

751 TradeReportRejectReason N Reason for Rejection of Trade Report Int

572 TradeReportRefID N The TradeReportID that is being referenced for some action, such as confirmation or cancellation

String

58 Text N If TradeReportRejectReason is set, text of reason

String

StandardTrailer Y

4.4 Unique ClOrderId (11)

X-stream will only check for uniqueness of ClOrdId(11) on New Order Single, Order Cancel/Replace Request and Order Cancel Request messages for open or traded orders. If a firm has multiple FIX connections, then ClOrdId(11) should be unique across all FIX connections for that firm.

4.5 Order Identification

A FIX order is identified by either by its current ClOrderId using OrigClOrdID (41) for each FIX connection, or by X-stream OrderID (37) for the whole system.

OrderID(37) should be used to identify an order between FIX connections, even if they belong to the same firm. The X-stream (Exchange) OrderID is guaranteed to be unique for all order durations including over-night orders.

If X-stream OrderID (37) is used, OrigClOrdID(41) should be set to “NONE”. OrderID (37) is unique for every order.

Note: OrderID (37) will change after order amendment.

SecondaryOrderID (198) is an extension provided as part of the upgrade to X-stream INET Trading as it does not change if an order is amended and does not lose orderbook priority. It will correspond to the order id on the ITCH Total View feed.

4.6 Order Modification via Order Cancel/Replace Request

Order modification is accomplished through the use of the Order Cancel/Replace Request message. An order modification is not a delta change to order instructions. The values set in the Cancel Replace represent the requested new order state. An Execution Report will relay the new state of the order.

A new ClOrderId must be provided in the Order Cancel/Replace Request message.

4.7 Order Cancellation

x If the user wishes to cancel a single previously sent order, the Order Cancel Request message is used.

x Execution Reports are issued relaying the status of every canceled order.

x In some cases orders may be cancelled in the system without prior request by the user. These will be sent as unsolicited Execution Reports to the client.




x The system will generate cancel messages (Execution Report –IOC/Fok Order Cancel) for every IOC and FoK order.

4.8 On-Behalf Order Management

The FIX session may be used for Order Management in two ways:

x The FIX userId is both operator and user for the transaction.

x The FIX userId is the operator Id operates on-behalf of the user given in SenderSubID (50).

Generally X-stream INET FIX connections operate in on-behalf of mode.

A FIX order message with SenderSubID (50) will send two usernames to the X-stream backend – OperatorId and UserId. X-stream first checks that the OperatorId, the owner of the FIX session, has permission to enter messages on-behalf of the UserId from the SenderSubID (50). The transaction is then processed with the permissions of UserId.

4.9 Trade Capture Workflow

The Trade Capture Report workflow in Figure 1 - Trade Capture Report workflow diagram is used to facilitate the NegDeal process for both two-sided and crossing.

In the two-sided Negotiation Deal, the initiator must specify Entering Firm, Contra Firm and Contra Trader in the Parties block.

In the Crossing Negotiation Deal, the initiator must specify Entering Firm and Contra Firm in the Parties block. Both Entering Firm and Contra Firm must be the same.




Figure 1 - Trade Capture Report workflow diagram

Initiator Marketplace Counterparty

Trade Capture ReportTradeReportID <new>

TradeReportTransType NewTradeReportType Submit ;


TradeReportTransType NewExecID <new>

TradeReportType Alleged

Report deal struck off the

exchange


TradeReportRefID <marketplace s>

TradeReportTransType…“New

ExecID <marketplace s>TradeReportType Accept


ExecID <new>TradeReportRefID <marketplace s>


TradeReportType SubmitExecType Trade


ExecID <new>TradeReportRefID <marketplace s>


TradeReportType SubmitExecType Trade

Counterparty declines...

Trade Capture Report AckTradeReportID <initiator s>

TradeReportTransType NewTrdRptStatus Rejected

TradeReportRejectReason ...

Trade Capture Report AckTradeReportID <initiator s>

TradeReportTransType NewExecID <new>

TrdRptStatus Accepted

(OR)

(OR)


TradeReportRefID <marketplace s>


ExecID <marketplace s>TradeReportType Decline

...or accepts


TradeReportRefID <initiator s>ExecID <Marketplace s>TradeReportTransType…

“NewTradeReportType Decline

Exchange identifies matching interest and fills

Trade Capture ReportTradeReportID <New>

TradeReportTransType NewTradeReportRefID <Initiator s>

ExecID <marketpalce s>TradeReportType Alleged




Appendix A - Standard Header and Trailer

A.1 Standard Header

The standard message header format is as follows.

Table 28 – Standard Message Header


8 BeginString Y Identifies beginning of new message and protocol version. ALWAYS FIRST FIELD IN MESSAGE.

String

9 BodyLength Y Message length, in bytes, forward to the CheckSum field. ALWAYS SECOND FIELD IN MESSAGE.

Int

35 MsgType Y Defines message type. ALWAYS THIRD FIELD IN MESSAGE.

String

1128 ApplVerID N Specifies the service pack release being applied at message level.

String

49 SenderCompID Y Assigned value used to identify firm sending message.

String

56 TargetCompID Y Assigned value used to identify receiving firm.

String

115 OnBehalfOfCompID N Unused. String

116 OnBehalfOfSubID N Unused. String

144 OnBehalfOfLocationID N Unused. String

128 DeliverToCompID N Unused. String

34 MsgSeqNum Y Integer message sequence number. Int

50 SenderSubID N Assigned value used to identify specific message originator (desk, trader, etc.).

String

142 SenderLocationID N Unused. String

57 TargetSubID N Assigned value used to identify specific individual or unit intended to receive message.

String

143 TargetLocationID N Unused. String

129 DeliverToSubID N Unused. String

145 DeliverToLocationID N Unused. String

43 PossDupFlag N Indicates possible retransmission of message with this sequence number. N = Original transmission. Y = Possible duplicate.

Boolean

97 PossResend N Indicates that message may contain information that has been sent under another sequence number. N = Original transmission. Y = Possible resend.

Boolean





52 SendingTime Y Time of message transmission (always expressed in UTC).

UTCTimestamp

122 OrigSendingTime N Original time of message transmission (always expressed in UTC) when transmitting orders as the result of a resend request.

UTCTimestamp

347 MessageEncoding N Unused. String

369 LastMsgSeqNumProcessed N Unused. Int

A.2 Standard Trailer

Each message, administrative or application is terminated by a standard trailer. The trailer is used to segregate messages and contains the three digit character representation of the Checksum value.

The standard message trailer format is as follows.

Table 29 – Standard Message Trailer


10 CheckSum Y (Always unencrypted, always last field in message)

String




Appendix B - Component Blocks

B.1 Instrument (symbology) Component Block

The Instrument component block contains all the fields commonly used to describe a security or instrument. Typically the data elements in this component block are considered the static data of a security which may be commonly found in a security master database (reference database). The Instrument component block can be used to describe any asset type supported by FIX.

The Instrument component, when part of a transaction that is inbound to the Exchange may only contain the following fields:

x Symbol (55)

x SecuritySubType (762)

X-stream may support a non-ASCII representation of a security. In such a case the tags EncodedSecurityDescLen (350) and EncodedSecurityDesc (351) are used with MessageEncoding (347) set in the FIX Standard Header.

Table 30 – Instrument Component with Block Symbol and SecuritySubType


55 Symbol Y Marketplace identifier for a security. String

762 SecuritySubType Y/N In X-stream, this field is used to specify board on which Symbol is listed. Default is RG (regular), NG (negdeal), TN (cash) and RF (regular future) RO (regular option).

String

Table 31 – Instrument Component with X-stream Orderbook Identifier


48 SecurityID Y Unique marketplace assigned integer identifier for an order book. This provides a fast lookup for the orderbook.

String

B.2 Parties Component Block

The Parties component is used to provide identifiers for parties involved in the transaction (e.g. firm, trader, Exchange, etc.).

The Parties component block is used to identify and convey information on the entities both central and peripheral to the financial transaction represented by the FIX message containing the Parties Block. The Parties block allows many different types of entities to be expressed through use of the PartyRole field and identifies the source of the PartyID through the PartyIDSource. Entities can encompass:

Table 32 – Parties Component Block


453 NoPartyIDs N Repeating group below should contain unique combinations of PartyID, PartyIDSource, and PartyRole

NumInGrp

Æ� 448 PartyID N Used to identify source of PartyID. Required if PartyIDSource is specified. Required if NoPartyIDs > 0.

String





Æ� 447 PartyIDSource N Used to identify class source of PartyID value. Required if PartyID is specified. Required if NoPartyIDs > 0.

Char

Æ� 452 PartyRole N Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0.

Int

B.3 TrdCapRptSideGrp Component Block

The TrdCapRptSideGrp component block contains two Parties block for each side.

Table 33 – TrdCapRptSideGrp Component Block


552 NoSides Y Number of sides. NumInGrp

Æ 54 Side Y Side of order. Char

Æ 581 AccountType Y/N Account Type associated with the order

Not mandatory for counterparty side in two-sided negdeal

int

Æ Component block <Parties>

Y Insert here the set of “Parties” fields.

Possible PartyRole values are listed in Table 35 – Field

Enumerations Sorted By Tag Name.

When confirming a Trade Capture Report, it is required that one of the Parties fields contains the ContraTrader (37) PartyRole.

B.4 FinancingDetails Component Block

The FinancingDetails component block contains DeliveryType to identify the settlement delivery type.

Table 34 – FinancingDetails Component Block


919 DeliveryType Y Identifies type of settlement:

1 = Delivery Versus Payment

2 = Delivery Free of Payment

3 – 5 reserved.

Int




Appendix C - Field En merations Sorted B Tag Name

Table 35 – Field Enumerations Sorted By Tag Name


581 AccountType Y 1 = Customer (Indonesian)

3 = House (Indonesian)

100 = Asing (Foreigner)

101 = Asing House (Foreigner)

Int

529 OrderRestrictions Y/N q = Individual investor – Online

r = Individual investor – Sharia

s = Institutional investor – DMA

t = Institutional Investor – Sharia

u = Sales – Online

v= Sales – Sharia

w = Sales – Remote

x = Dealer – Sharia

y = Dealer – Remote

z = House – Remote

Q = Individual investor – Online – Automated Ordering

R = Individual investor – Sharia – Automated Ordering

S = Institutional investor – DMA – Automated Ordering

T = Institutional Investor – Sharia – Automated Ordering

U = Sales – Online – Automated Ordering

V = Sales – Sharia – Automated Ordering

W = Sales – Remote – Automated Ordering

X = Dealer – Sharia – Automated Ordering

Y = Dealaer – Remote – Automated Ordering

Z = House – Remote – Automated Ordering

MultipleCharValue

1057 AggressorIndicator N Used to identify whether the order initiator is an aggressor or not in the trade. Valid values: Y = Order initiator is aggressor N = Order initiator is passive

Boolean





380 BusinessRejectReason Y Valid values: 0 = Other 1 = Unknown ID 2 = Unknown Security 3 = Unknown Message Type 4 = Application not available 5 = Conditionally required field missing 6 = Not Authorized

Int

102 CxlRejReason N Identifies the reason for the cancel rejection. Valid values:

1 = Unknown order

6 = Duplicate order (e.g. duplicate CLOrdID)

99 = Other. Refer to returned Text (58) field for exact reason for rejection.

Int

434 CxlRejResponseTo Y Identifies the type of request that a Cancel Reject is in response to. Valid values are:

1 = Order Cancel Request 2 = Order Cancel/Replace Request

Char

150 ExecType Y Type of Execution being reported. Describes the specific ExecutionRpt (i.e. Pending Cancel) while OrdStatus (39) will always identify the current order status (i.e. Partially Filled)

Valid values: 0 = New 3 = Done for day 4 = Cancelled 5 = Replaced 6 = Pending Cancel (e.g. result of Order Cancel Request) 7 = Stopped 8 = Rejected C = Expired F = Trade (partial fill or fill) H = Trade Cancel

Char

574 MatchType N 1 = One-Party Trade Report 2 = Two-Party Trade Report

String

103 OrdRejReason N For optional use with ExecType = 8 (Rejected). Code to identify reason for order rejection.

Valid values are: 1 = Unknown symbol 5 = Unknown order 6 = Duplicate order (e.g. duplicate CLOrdID) 11 = Unsupported order characteristic 13 = Incorrect quantity

Int





15 = Unknown account(s) 99 = Other. Refer to returned Text (58) field for exact reason for rejection.

39 OrdStatus Y Describes the current state of an order. Valid values are:

0 = New 1 = Partially filled 2 = Filled 4 = Cancelled 5 = Replaced 8 = Rejected C = Expired *** Nasdaq Defined *** X = Order with trigger in the book but not active (e.g. Order has not been triggered).

Char

40 OrdType Y Indicates the type of order. Valid values are:

1 = Market – The Price (44) field is not used, the order executes against the best prices order on the opposite side.

2 = Limit – The Price (44) field is specified and the order will execute at this price or better.

Char

21 HandlInst N Instructions for order handling on Broker trading floor

Valid values are:

2 = advertisement

Char

447 PartyIDSource N Used to identify class source of PartyID value. Required if PartyID is specified. Required if NoPartyIDs > 0.

Valid values are:

C = Participant identifier

Char

452 PartyRole N Identifies the type of PartyID (e.g. Executing Broker). Required if NoPartyIDs > 0. Valid values are:

3 = Client ID 5 = Investor ID (mandatory) – contains SID 7 = Entering Firm 17 = Contra Firm 36 = Entering trader 37 = Contra trader (for 2-sided NegDeal)

Int





54 Side Y Optional qualifier used to indicate the side of the market. Valid values are:

1 = Buy

2 = Sell

5 = Short Sell

M = Margin (only buy) – IDX custom value

P = Price Stabilisation (only buy) – IDX custom value

Char

59 TimeInForce N Indicates time in force techniques that are valid for the specified market segment.

Valid values are: 0 = Day *** Nasdaq Defined *** S = Session

Char




Appendix D - FIX Data T pes

Data types (with the exception of those of type "data") are mapped to ASCII strings as follows.

Table 36 – FIX Data Types

int Sequence of digits without commas or decimals and optional sign character (ASCII characters "-" and "0" - "9"). The sign character utilizes one byte (i.e. positive int is "99999" while negative int is "-99999"). Note that int values may contain leading zeros (e.g. “00023” = “23”).

Examples:

723 in field 21 would be mapped int as |21=723|.

-723 in field 12 would be mapped int as |12=-723|

The following data types are based on int.

Length int field representing the length in bytes. Value must be positive.

TagNum int field representing a field's tag number when using FIX "Tag=Value" syntax. Value must be positive and may not contain leading zeros.

SeqNum int field representing a message sequence number. Value must be positive.

NumInGrp int field representing the number of entries in a repeating group. Value must be positive.

DayOfMonth int field representing a day during a particular month (values 1 to 31).

float Sequence of digits with optional decimal point and sign character (ASCII characters "-", "0" - "9" and "."); the absence of the decimal point within the string will be interpreted as the float representation of an integer value. All float fields must accommodate up to fifteen significant digits. The number of decimal places used should be a factor of business/market needs and mutual agreement between counterparties. Note that float values may contain leading zeros (e.g. “00023.23” = “23.23”) and may contain or omit trailing zeros after the decimal point (e.g. “23.0” = “23.0000” = “23” = "23.").

Note that fields which are derived from float may contain negative values unless explicitly specified otherwise. The following data types are based on float.

Qty float field capable of storing either a whole number (no decimal places) of “shares” (securities denominated in whole units) or a decimal value containing decimal places for non-share quantity asset classes (securities denominated in fractional units).

Price float field representing a price. Note the number of decimal places may vary. For certain asset classes, prices may be negative values. For example, prices for options strategies can be negative under certain market conditions (see FIX Specifications Volume 7: FIX Usage by Product for asset classes that support negative price values).

PriceOffset float field representing a price offset, which can be mathematically added to a "Price". Note the number of decimal places may vary and some fields such as LastForwardPoints may be negative.

Amt float field typically representing a Price times a Qty

Percentage float field representing a percentage (e.g. 0.05 represents 5% and 0.9525 represents 95.25%). Note the number of decimal places may vary.

char Single character value, can include any alphanumeric character or punctuation except the delimiter. All char fields are case sensitive (i.e. m != M).

The following fields are based on char.

Boolean char field containing one of two values:




'Y' = True/Yes

'N' = False/No

String Alpha-numeric free format strings, can include any character or punctuation except the delimiter. All String fields are case sensitive (i.e. morstatt != Morstatt).

MultipleCharValue string field containing one or more space delimited single character values (e.g. |18=2 A F| ).

MultipleStringValue string field containing one or more space delimited multiple character values (e.g. |277=AV AN A| ).

Country string field representing a country using ISO 3166 Country code (2 character) values (see FIX Specifications Volume 6 - Appendix 6-B).

Currency string field representing a currency type using ISO 4217 Currency code (3 character) values (see FIX Specifications Volume 6 - Appendix 6-A).

Exchange string field representing a market or exchange using ISO 10383 Market Identifier Code (MIC) values (see FIX Specifications Volume 6 - Appendix 6-C).

MonthYear string field representing month of a year. An optional day of the month can be appended or an optional week code.

Valid formats:

YYYYMM

YYYYMMDD

YYYYMMWW

Valid values:

YYYY = 0000-9999; MM = 01-12; DD = 01-31; WW = w1, w2, w3, w4, w5.

UTCTimestamp string field representing Time/date combination represented in UTC (Universal Time Coordinated, also known as “GMT”) in either YYYYMMDD-HH:MM:SS (whole seconds), YYYYMMDD-HH:MM:SS.sss (milliseconds), or YYYYMMDD-HH:MM:SS.ssssss (microseconds) format. Colons, dash and period required.

Valid values:

* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second) (without milliseconds).

* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).

* YYYY = 0000-9999, MM = 01-12, DD = 01-31, HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), ssssss=000000-999999 (indicating microseconds).

Leap Seconds: Note that UTC includes corrections for leap seconds, which are inserted to account for slowing of the rotation of the earth. Leap second insertion is declared by the International Earth Rotation Service (IERS) and has, since 1972, only occurred on the night of Dec. 31 or Jun 30. The IERS considers March 31 and September 30 as secondary dates for leap second insertion, but has never utilized these dates. During a leap second insertion, a UTCTimestamp field may read "19981231-23:59:59", "19981231-23:59:60", "19990101-00:00:00". (see http://tycho.usno.navy.mil/leapsec.html)

UTCTimeOnly string field representing Time-only represented in UTC (Universal Time Coordinated, also known as "GMT") in either HH:MM:SS (whole seconds),




HH:MM:SS.sss (milliseconds), or HH:MM:SS.ssssss (microseconds) format. Colons and period required. This special-purpose field is paired with UTCDateOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.

Valid values:

HH = 00-23, MM = 00-60 (60 only if UTC leap second), SS = 00-59. (without milliseconds)

HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000-999 (indicating milliseconds).

HH = 00-23, MM = 00-59, SS = 00-60 (60 only if UTC leap second), sss=000000-999999 (indicating microseconds).

UTCDateOnly string field representing Date represented in UTC (Universal Time Coordinated, also known as “GMT”) in YYYYMMDD format. This special-purpose field is paired with UTCTimeOnly to form a proper UTCTimestamp for bandwidth-sensitive messages.

Valid values:

YYYY = 0000-9999, MM = 01-12, DD = 01-31.

LocalMktDate string field representing a Date of Local Market (as opposed to UTC) in YYYYMMDD format. This is the “normal” date field used by the FIX Protocol.

Valid values:

YYYY = 0000-9999, MM = 01-12, DD = 01-31.

Data string field containing raw data with no format or content restrictions. Data fields are always immediately preceded by a length field. The length field should specify the number of bytes of the value of the data field (up to but not including the terminating SOH).

Caution: The value of one of these fields may contain the delimiter (SOH) character. Note that the value specified for this field should be followed by the delimiter (SOH) character as all fields are terminated with an “SOH”.




Appendix E - Field length

The recommended maximum length for String data type in the inbound FIX messages are as follows.

Table 37 – Field length

TAG NAME LENGTH

11 ClOrdID 20

37 OrderID 18

41 OrigClOrdID 20

49 SenderCompID 30

55 Symbol 21

56 TargetCompID 30

112 TestReqID 16

117 QuoteID 20

299 QuoteEntryID 20

448 PartyID 20

526 SecondaryClOrdID 20

529 OrderRestrictions 5

553 Username 30

554 Password 10

571 TradeReportID 21

572 TradeReportRefID 21

710 PosReqID 20

762 SecuritySubType 3

925 NewPassword 10


IDX ITCH SPECIFICATION


Version 1.13.0



Phone: +62-21-5150515 Fax: +62-21-5150430

IDX X-stream INET Trading ITCH Specification

IDX ITCH Specification CONFIDENTIAL 2 of 26

04 December 2018 Amended

Document History


0.1 2015-11-13 Initial Draft for IDX X-stream INET Trading Design Study.

0.2 2015-09-24 Updated post IDX Design Study.


0.4 2015-10-23 Updated post IDX first review.

0.5 2015-10-23 Second draft for IDX review. X-stream changed to X-stream INET Trading.

0.6 2015-10-28 Updated during second design study visit.


0.8 2015-12-04 Fourth (last) draft to IDX.

0.9 2015-12-10 Changes from Webex walkthrough with IDX.


1.1 2016-03-24 Added section 5.2 about settlement price updates. Minor modifications. Table 5 - ITCH Last Sale Messages added.

1.2 2016-04-26 Updated following IDX review. Added sector directory message. Added ForeignLimit to orderbook. Updated orderbook trading action message. Added section 5.3 on index price update.

1.3 2016-05-23 A T -closing. Added Industry Name to Sector directory.

1.4 2016-05-27 Updated table descriptions.

1.5 2016-05-27 Updated ITCH event message flow.

1.6 2016-06-01 C in Table 8 – System Event

Codes and Table 34 – ITCH Event Message flow.

1.7 2016-06-02 Updated section 5.5 Add Order [A] and Order Executed With Price [C].

1.8 2016-12-15 Updated Table 12 – ITCH Sector Directory [F]. Field "Industry Name" type is changed to Alpha.

Updated Table 18 – ITCH Participant Directory [K]. Changed to Company Full Name and restricted to participant with type Broker.

Added Quantity in Lots description in section 4 ITCH Messages.

1.9 2017-01-25 Updated Table 8 – System Event Codes X Y .

Updated Table 25 – ITCH Broken Trade Message [B] - removed statement that Broken Trade Message may never occur at IDX.

Updated Section 5.6 Event Message Flow removed volatility auction reason.





1.10 2017-03-16 Updated Table 13 – ITCH Orderbook Directory [R] updated notes for IPO P .

Updated Table 14 – ITCH Futures Directory [J] C S .

Updated Table 15 – ITCH Options Directory [W] C S .

Updated Table 24 – ITCH Trade Message [P] updated description text.

Updated Table 33 – ITCH News Message [N] updated length of N T .

Added Table 34 – ITCH Participant Status [Y]. Updated Table 4 – ITCH

News Messages and Table 18 – ITCH Participant Directory [K].

1.11 2017-04-26 Updated section 5.8 Glimpse Snapshot.

1.12 2017-09-21 Added ITCH Order Relink [r] message.

1.13 2018-12-04 Added ITCH Add Order with Participant [a] message. Table 21 – ITCH

Add Order with Participant Message [a] added.




C 1 Context ................................................................................... 6 1.1 Intended Audience ............................................................................ 6 1.2 Business Context .............................................................................. 6 1.3 Requirements ................................................................................... 6

2 ITCH Data Types ..................................................................... 7

3 ITCH Message Sets ................................................................. 8

4 ITCH Messages ..................................................................... 11

5 Message Kinematics .............................................................. 23 5.1 Update of Reference Price ................................................................ 23 5.2 Update of Settlement Price .............................................................. 23 5.3 Update of Index Price ...................................................................... 23 5.4 Orderbook Trading Action [H] ........................................................... 23 5.5 Add Order [A], Add Order with Participant [a] and Order Executed

With Price [C] ................................................................................ 23 5.6 Event Message Flow ........................................................................ 24 5.7 Exchange Order Number Link ........................................................... 25

5.7.1 Add and Amend .......................................................................... 25 5.7.2 Restatement ............................................................................... 25 5.7.3 Market Data Consumers ............................................................... 25

5.8 Static Reference Data ...................................................................... 25 5.9 GLIMPSE Snapshot ......................................................................... 25 5.10 Example ITCH Total View Usage ....................................................... 26 5.11 Configuration and Capacity .............................................................. 26

Tables

Table 1 ITCH Data Types ........................................................................... 7

Table 2 ITCH Total View Messages .............................................................. 8

Table 3 ITCH Basic Messages ..................................................................... 8

Table 4 ITCH News Messages ..................................................................... 9

Table 5 - ITCH Last Sale Messages ................................................................ 9

Table 6 ITCH Time Stamp Seconds [T] .................................................... 11

Table 7 ITCH System Event Message [S] .................................................... 11

Table 8 System Event Codes ..................................................................... 11

Table 9 ITCH Price Tick Size Table [L] ........................................................ 12

Table 10 ITCH Quantity Tick Size Table [M] ................................................ 12




Table 11 ITCH Issuer Directory [V] ........................................................... 12

Table 12 ITCH Sector Directory [F] ........................................................... 12

Table 13 ITCH Orderbook Directory [R] ...................................................... 13

Table 14 ITCH Futures Directory [J] ........................................................... 14

Table 15 ITCH Options Directory [W] ......................................................... 15

Table 16 ITCH Index Directory [Z] .............................................................. 15

Table 17 ITCH Index Member Directory [O] ................................................ 15

Table 18 ITCH Participant Directory [K] ...................................................... 16

Table 19 ITCH Orderbook Trading Action Message [H] .................................. 16

Table 20 Trading Action Reasons ............................................................... 16

Table 21 ITCH Add Order Message [A] ....................................................... 16

Table 22 ITCH Add Order with Participant Message [a] ................................. 17

Table 23 ITCH Order Executed Message [E] ................................................ 18

Table 24 ITCH Order Executed With Price Message [C] ................................. 18

Table 25 ITCH Trade Message [P] .............................................................. 18

Table 26 ITCH Broken Trade Message [B] ................................................... 19

Table 27 ITCH Broken Trade Reasons ......................................................... 19

Table 28 ITCH Order Delete Message [D] .................................................... 19

Table 29 ITCH Order Replace Message [U] .................................................. 20

Table 30 ITCH Order Relink Message [r] ..................................................... 20

Table 31 ITCH Indicative Price/Quantity Message [I] .................................... 20

Table 32 Cross Type Codes ....................................................................... 21

Table 33 ITCH GLIMPSE Snapshot Message [G] ........................................... 21

Table 34 ITCH Best Bid Offer Message [Q] .................................................. 21

Table 35 ITCH News Message [N] .............................................................. 21

Table 36 ITCH Participant Status [Y] .......................................................... 22

Table 37 ITCH Event Message flow ............................................................. 24




1 C n e

1.1 Intended Audience

This document is intended for:

x Nasdaq technical staff

x IDX technical staff.

1.2 Business Context

X-stream INET Trading provides support for the standard INET protocols. The document will cover market data dissemination. ITCH® is an efficient way of distributing market data in terms of bandwidth required.

1.3 Requirements

The INET ITCH® protocol is widely used and considered an industry standard. This standard is ideal for a low latency messaging. X-stream INET Trading should adhere, as closely as possible, to the latest published versions of these fixed width message definitions.

The point-to-point transport layer for ITCH® payloads will be SoupBinTCP.

SoupBinTCPv3.0 is required as it supports binary types in the payload. Binary types are employed in the latest ITCH® and OUCH standards so required for X-stream INET Trading.

The transport for one-to-many distribution of ITCH® market data is MoldUDP64. The Mold protocol provides a sequenced and recoverable UDP multicast stream.




2 ITCH Da a T e

Table 1 – ITCH Data Types

DATA TYPE DESCRIPTION

Alpha Left justified and right padded.

Integer Unsigned big-endian binary encoded.

Null-Terminated Alpha Left justified null terminated, i.e. variable length. Maximum length includes the null character.




3 ITCH Me age Se

Table 2 – ITCH Total View Messages

MESSAGE TYPE DESCRIPTION

T ITCH Timestamp, number of seconds since midnight of the system start.

S System event message.

L Orderbook price tick table.

M Orderbook quantity tick table.

F Sector directory.

R Orderbook directory.

J Futures directory.

W Options directory.

K Participant Directory

H Trading action message.

A Add order message.

a Add order with participant message.

E Order executed message.

C Order executed with price message.

P Trade message.

B Broken trade message.

D Order delete message.

U Order replace message.

I Indicative price/quantity message.

G GLIMPSE snapshot message.

Z Index directory.

O Index Member directory.

V Issuer directory.

r Order relink message

Table 3 – ITCH Basic Messages









K Participant directory.

V Issuer directory.

F Sector directory.




Z Index directory.


P Trade message.

Q Best bid offer message.

Table 4 – ITCH News Messages






V Issuer directory.

F Sector directory.




Z Index directory.

K Participant directory.


N News message.

Y Participant Status message.

Table 5 - ITCH Last Sale Messages









F Sector directory.



W Options orderbook directory.


P Trade message.




4 ITCH Me age

This section describes the messages used by the ITCH market data feeds generated by X-stream INET Trading.

The timestamp message is disseminated whenever there is a new message and the X-stream INET Trading system time has ticked into the next second from midnight.

In this section, the Quantity .

Table 6 – ITCH Time Stamp – Seconds [T]

NAME OFFSET LEN VALUE NOTES

Type 0 1 T Time Stamp -Seconds Message Id.

Second 1 4 Integer Number of seconds since midnight of the first day of the system cycle.

Table 7 – ITCH System Event Message [S]


Type 0 1 S System Event Message Id.

Timestamp 1 4 Integer Nanoseconds since last Time Stamp seconds message.

Group 5 8 Alpha Id for symbol grouping (Board level only).

Left blank if at System level or Orderbook level.

Instrument 13 12 Alpha Instrument identifier.

Event Code 25 1 Alpha Event Code. Refer to System Event codes in table below.

Orderbook 26 4 Integer Used to identify if the event applies to a single orderbook within the Group.

Orderbook Code set to 0 if the event applies at a System level or Group level.

Table 8 – System Event Codes

SYSTEM EVENT CODE EXPLANATION

O Start of Messages. This is the first message sent.

S Start of System Hours.

Q Start of Market Hours. Trading session.

It indicates the Exchange is open and ready to start accepting orders.

M End of Market Hours. End of Trading session.

P Opening auction starts.

K Closing auction starts.

V Scheduled auction starts a manually scheduled auction outside of defined trading schedule.

U Scheduled auction closes.




SYSTEM EVENT CODE EXPLANATION

T Start of post trading session.

A Scheduled break starts.

B Scheduled break ends.

E End Of System Hours. It indicates that the Exchange is closed.

C End of Messages. Last message sent.

X Trading suspension

Y Trading activation

Table 9 – ITCH Price Tick Size Table [L]


Type 0 1 L Tick Size Table.


Tick Size Table Id 5 4 Integer Indicates the Tick Size Table id.

Tick Size 9 4 Integer Price Tick Size.

Price Start 13 4 Integer Start of Price for this Tick Size.

Table 10 – ITCH Quantity Tick Size Table [M]


Type 0 1 M Tick Size Table.


Tick Size Table Id 5 4 Integer Indicates the Tick Size Table id.

Tick Size 9 8 Integer Quantity Tick Size.

Quantity Start 17 8 Integer Start of Quantity for this Tick Size.

Table 11 – ITCH Issuer Directory [V]


Type 0 1 V Issuer directory mesage


IssuerId 5 4 Integer Unique identifier for issuer

Long Name 9 60 Alpha Full name of Issuer

Code 69 21 Alpha Issuer code.

Table 12 – ITCH Sector Directory [F]


Type 0 1 F Sector directory message






SectorId 5 4 Integer Unique identifier for sector

Sector Name 9 30 Alpha Full name of Sector

Industry Name 39 30 Alpha Full name of Industry

Table 13 – ITCH Orderbook Directory [R]


Type 0 1 R Orderbook Directory Message Id.


Orderbook 5 4 Integer Unique orderbook identifier.

ISIN 9 12 Alpha ISIN code

Sec Code 21 21 Alpha Security code

Currency 42 3 Alpha Trading currency

Group 45 8 Alpha Id for symbol grouping (board only)

Issuer Id 53 4 Integer Unique id for Issuer of the security

IPO Price 57 4 Integer IPO Price of this orderbook.

A price of 0x7FFFFFFF indicates the IPO price is not set for this orderbook.

Tradeable Shares 61 8 Integer Total tradeable shares

Listed Shares 69 8 Integer Total listed shares

Shares per Lot 77 4 Integer Shares per lot

Minimum Quantity 81 8 Integer Minimum Quantity

Quantity Tick Size Table Id

89 4 Integer Quantity Tick Size Table.

Cross reference to Quantity Tick Size table.

Quantity Decimals 93 4 Integer Quantity Decimals.

Price Tick Size Table Id

97 4 Integer Price Tick Size Table Id.

Cross reference to Price Tick Size table.

Price Decimals 101 4 Integer Price Decimals.

Delisting or Maturity Date

105 4 Integer YYYYMMDD

0 represents no delisting date.

Delisting Time 109 4 Integer HHMMSS

Ignore if delisting date is 0 or if we have a Maturity Date, i.e. debt security.

Instrument 113 12 Alpha The instrument name.

Remarks0 125 8 Alpha Orderbook short remarks





Remarks1 133 40 Alpha Orderbook verbose remarks

Foreign Limit 173 4 Integer The foreign ownership percentage limit of tradeable shares for the orderbook.

SectorId 177 4 Integer Unique identifier for sector of this orderbook.

Table 14 – ITCH Futures Directory [J]


Type 0 1 J Futures Directory Message Id.



ISIN 9 12 Alpha ISIN code

Sec Code 21 21 Alpha Security code

Currency 42 3 Alpha Trading currency

Group 45 8 Alpha Id for symbol grouping (board only).





57 4 Integer Price Tick Size Table.



Expiry Date 65 8 Integer YYYYMMDDHHMMSS

Underlying 73 4 Integer Orderbook id of the underlying security



Contract Size 125 8 Integer Contract Size




Table 15 – ITCH Options Directory [W]


Type 0 1 W Options Directory Message Id.



ISIN 9 12 Alpha ISIN code.

Sec code 21 21 Alpha Security code.

Currency 42 3 Alpha Trading currency.

Group 45 8 Alpha Id for Orderbook grouping.





57 4 Integer Price Tick Size Table.



Verb 65 1 Alpha P C

Strike Price 66 4 Integer Strike price for this orderbook.

Expiry Date 70 8 Integer YYYYMMDDHHMMSS

Underlying 78 4 Integer Orderbook id of the underlying security.


Remarks1 90 40 Alpha Orderbook verbose remarks

Contract Size 130 8 Integer Contract Size

Table 16 –ITCH Index Directory [Z]


Type 0 1 Z Index directory message Id.


Orderbook 5 4 Integer Unique id for index.

Sec code 9 21 Alpha Index security code.

Price Decimals 30 4 Integer Price decimals for this Index.

Table 17 – ITCH Index Member Directory [O]


Type 0 1 O Index member message Id.


Orderbook Id 5 4 Integer Unique index orderbook identifier.





Member Orderbook 13 4 Integer Unique index member orderbook identifier.

Weight 17 8 Integer Index weighting

Table 18 – ITCH Participant Directory [K]

The message is restricted to participant with type Broker (ICM and TM).

HEADING OFFSET LEN VALUE NOTES

Type 0 1 K Market Participant Message Id.


Participant Id 5 4 Integer Unique identifier for the market participant.

Participant Name 9 60 Alpha Company full name.

Participant Code 69 2 Alpha Company Code

Table 19 – ITCH Orderbook Trading Action Message [H]


Type 0 1 H Orderbook Trading Action Message Id.



Trading State 9 1 Alpha Current trading state for orderbook.

At the start of the system cycle T is sent for all symbols that are active.

Suspended intra- V T .

Reason 10 1 Alpha Refer to reason in table below.

Table 20 – Trading Action Reasons

TRADING ACTION REASON EXPLANATION

N Normal Trading

Table 21 – ITCH Add Order Message [A]


Type 0 1 A Add Order Message Id.


Order Number 5 8 Integer The unique reference number assigned to the new order.

A value of zero indicates that this is a settlement or reference or index price update.

Order Verb 13 1 Alpha B

S





S L P Update

Blank if reference/index price update.

Quantity 14 8 Integer The total quantity of the order being added to the book.



Price 26 4 Integer The price of the new order.

The price is 0x7FFFFFFF for a market order or that a reference price is unavailable.

Domicile 30 1 Alpha I A S F house

Table 22 – ITCH Add Order with Participant Message [a]


Type 0 1 Add Order Message Id.


Order Number 5 8 Integer The unique reference number assigned to the new order.



S

S L P U

Blank if reference/index price update.

Quantity 14 8 Integer The total quantity of the order being added to the book.



Price 26 4 Integer The price of the new order.

The price is 0x7FFFFFFF for a market order or that a reference price is unavailable.

Domicile 30 1 Alpha I A S F





Table 23 – ITCH Order Executed Message [E]


Type 0 1 E Order Executed Message Id.


Order Number 5 8 Integer The unique executed order reference number.

Executed Quantity 13 8 Integer The number of shares executed.

Match Number 21 8 Integer The unique match identifier.

Trade Indicator 29 1 Alpha R .

U ntentional self-cross.

Buy Participant Id 30 4 Integer The unique participant id of the buy side.

Sell Participant Id 34 4 Integer The unique participant id of the sell side.

Table 24 – ITCH Order Executed With Price Message [C]


Type 0 1 C Order Executed with Price Message Id.


Order Number 5 8 Integer The unique executed order reference number.



Trade Indicator 29 1 Alpha R .

U -cross.

Printable 30 1 Alpha Indicates if the execution should be reflected in volume calculations.

N = N P

Y = P

Execution Price 31 4 Integer The price at which the execution occurred.



Table 25 – ITCH Trade Message [P]

On ITCH Total View, this message is used to report only off market trades.


Type 0 1 P Trade Message Id.








Printable 17 1 Alpha Indicates if the execution should be reflected in volume calculations.

N = N P

Y = P

Execution Price 18 4 Integer The price at which the execution occurred.


Trade Indicator 30 1 Alpha Indicates type of trade.

x N D

Left blank if used to report a regular trade.



Table 26 – ITCH Broken Trade Message [B]

Message sent if a previously dispatched trade was cancelled during trading hours.


Type 0 1 B Broken Trade Message Id.


Match Number 5 8 Integer The X-stream INET Trading match number of the execution that was broken.

Reason 13 1 Alpha The reason the trade was broken.

See currently supported Broken Trade Reasons table below.

Table 27 – ITCH Broken Trade Reasons

REASON EXPLANATION

S Supervisory The trade was manually broken by the Exchange.

Table 28 – ITCH Order Delete Message [D]


Type 0 1 D Order Delete Message Id.


Order Number 5 8 Integer The reference number of the order being cancelled.




Table 29 – ITCH Order Replace Message [U]


Type 0 1 U Order Replace Message Id


Original Order Number

5 8 Integer The original order number of the order being replaced.

New Order Number 13 8 Integer The new reference number for the order at the time of replacement.

Quantity 21 8 Integer The new total open quantity, i.e. the balance of the new order.

Price 29 4 Integer The new price for the order.

The price is 0x7FFFFFFF (hex) or 2147483647 (dec) .

Table 30 – ITCH Order Relink Message [r]


Type 0 1 Order Relink Message Id.


Order Number 5 8 Integer The number of for the order that was updated. This is the order number used to sort the particular order book.

Exchange Order Number

13 8 Integer The Exchange order number.

Table 31 – ITCH Indicative Price/Quantity Message [I]


Type 0 1 I Indicative Price/Quantity Message Id.


Theoretical Opening Quantity

5 8 Integer The total quantity eligible to be matched at the current Theoretical Opening Price.


Best Bid 17 4 Integer The current best buy price.

Best Offer 21 4 Integer The current best sell price.

Theoretical Opening Price

25 4 Integer The current opening price for this orderbook.

Cross Type 29 1 Alpha Cross Type code. Refer to Cross Type codes in table below.




Table 32 – Cross Type Codes

CROSS TYPE CODE EXPLANATION

P Opening Auction

I Intraday Auction

K Closing Auction

Table 33 – ITCH GLIMPSE Snapshot Message [G]


Type 0 1 G GLIMPSE snapshot Message Id

SequenceNumber 1 8 Integer The ITCH Total View sequence number when the GLIMPSE snapshot was taken.

Table 34 – ITCH Best Bid Offer Message [Q]


Type 0 1 Q Best Bid Offer Quotation Message Id



Best Bid 9 4 Integer The best buy price.

Best Bid Size 13 8 Integer Total quantity at the best buy price.

Best Offer 21 4 Integer The best sell price.

Best Offer Size 25 8 Integer Total quantity at the best sell price.

Table 35 – ITCH News Message [N]


Type 0 1 N News Item message Id.


Orderbook 5 4 Integer Unique orderbook identifier. 0x7FFFFFFF indicates no orderbook identifier is requirement for this news.

NewsId 9 4 Integer Unique news item identifier.

Participant Id 13 4 Integer Participant Id of Reference Firm

Title 17 max(80+1) Null-Terminated Alpha

News Title

Reference 98 max(255+1) Null-Terminated Alpha

Reference for news item associated object (e.g. a URL, file pathname)

NewsText 354 Max(5000+1)

Null-Terminated Alpha

News data.




Table 36 – ITCH Participant Status [Y]

The message is restricted to participant with type Broker (ICM and TM).

HEADING OFFSET LEN VALUE NOTES

Type 0 1 Y Market Participant Status Message Id.



Participant Status 9 1 Alpha A S .




5 Me age Kinema ic

5.1 Update of Reference Price

An Add Order message with an Order Number and Quantity set to zero and OrderVerb set to blank, is used to indicate the reference price of an order book.

Add Order Messages are sent after the Orderbook Directory message to indicate the initial reference price.

A manual reference price update will generate an Add Order Message.

Reference price changes due to auctions will not generate an Add Order message.

5.2 Update of Settlement Price

An Add Order message with an Order Number and Quantity set to zero and OrderVerb set to L , .

Add Order Messages are sent after the Orderbook Directory to indicate the initial settlement price.

A manual settlement price update will generate an Add Order Message.

Settlement price updates will only be sent for future and options securities.

5.3 Update of Index Price

An Add Order message with an Order Number and Quantity set to zero and OrderVerb set to blank is used to indicate the price of an index orderbook.

Add Order Messages are sent after the Index Directory message to indicate the initial price for an index.

A change in the index price as a result of a trade will generate an Add Order Message.

5.4 Orderbook Trading Action [H]

The Orderbook Trading Action will send the initial Trading State of Orderbooks.

All Orderb , , R N .

When a group of Orderbooks are suspended/unsuspended in X-stream INET Trading then the Orderbook Trading Action [H] message will be sent for all Orderbooks in the group to indicate a change in Trading State.

T ITCH S E [S] E C S start of Pre-Open session.

5.5 Add Order [A], Add Order with Participant [a] and Order Executed With Price [C]

During normal trading, when an incoming order gets in and matches, Order Executed [E] message is sent for the passive orders that match the incoming order (aggressor).

An Order Add message is sent with the outstanding balance for the incoming order; no message sent if fully matched. In the case of IOC incoming order, no message is sent for that order.

At the uncross of an auction, the Order Executed With Price [C] is sent for each executed order.




NG board orders consist of two types: Advertising orders and Negotiated orders. Advertising orders will be broadcasted by ITCH using the Add Order with Participant [a] message, however, Negotiated orders are not broadcasted by ITCH.

5.6 Event Message Flow

The ITCH System Event Message [S] will be sent as a result of X-stream INET Trading trade events at the system group and Orderbook level. This will indicate the start of a scheduled auction.

Cross Type code in ITCH Indicative Price/Quantity Message [I] will map the auction session.

The table below shows the possible values of System Event Codes and Cross Type when a transition is triggered or during a particular trading session.

Table 37 – ITCH Event Message flow

TRANSITION SYSTEM EVENT MESSAGE [S]

SYSTEM EVENT CODE

(SYSTEM OR GROUP OR ORDERBOOK LEVEL)

ORDERBOOK TRADING ACTION MESSAGE [H] REASON

(Orderbook Level)

INDICATIVE PRICE/QUANTITY [I]

CROSS TYPE

(Orderbook Level)

O S M

First message sent.

S N N T

AVAILABLE S S S H G

OPN_AUCT P S O A S

G P O A

OPN_AUCT_END U S A E G

DAY Q S O M H G

During Trading

(Scheduled Auction)

V S A S G O I I A

During Auction

(Scheduled Auction)

U S A C G O

CLS_AUCT K S C A S

G K C A

CLS_AUCT_END U S A E G

POST_TRADING T S P T G

DAY_END M E O M H

G

UNAVAILABLE E E S H G

IPXS-EOM C E M

Last message sent.

S

IPXS-ENDSESS




5.7 Exchange Order Number Link

5.7.1 Add and Amend

The Order Add Message, for a new order entered into a continuous market will have a unique Order Number.

This order number should be used both as an identifier and the sort key for the order book. The Order Number, at this time, would be identical to the Exchange Order Number.

Amendment of price or quantity for a resting order will result in the ITCH TV Order Replace message. Linkage between the Order Number and the Exchange Order Number will be confirmed by the Order Relink message sent immediately after the replace message.

The Order Relink message will have both the Order Number and the Exchange Order Number to confirm the relationship between the two order ids.

5.7.2 Restatement

An Order Relink message may be dispatched to restate the relationship between the Order Number and the Exchange Order Number.

After an auction uncross, open orders are restated with the Order Add message. To confirm the Exchange Order Number, an Order Relink message will follow to link the two order identifiers.

Receipt of an Order Relink message, without a preceding ITCH TV Add or Replace Order Message, means a passive order was amended without the price or quantity being changed but a new Exchange Order Number was assigned.

5.7.3 Market Data Consumers

Market Data consumers that have existing ITCH TV infrastructure may just ignore the Order Relink message. However, those consumers that wish to track the Exchange Order Number will be able to use the Order Relink message and still sort the order book by the Order Number.

5.8 Static Reference Data

The Orderbook Directory Message [R] contains the unique integer Orderbook identifier for use in fast security lookup. Indexes will be included in the Orderbook Directory if they to be published via the ITCH protocol.

5.9 GLIMPSE Snapshot

When a user logs onto the GLIMPSE service, they receive the following reference data as per an ITCH TV session with a timestamp based on the system startup time:

x Start-of-messages System Event

x Price Ticks

x Quantity Ticks

x Orderbook Directory

x Futures Directory

x Options Directory

x Index Directory

x Index Member Directory

x Participant Directory

x Issuer Directory




x Sector Directory

x Trading Actions.

What follows is a replay of all System Event messages and all Trading Action messages, with the timestamp showing the time at which the original message was generated. These are generated in the order in which they occurred, and so are interleaved.

The ITCH Timestamp message may occur multiple times during the replay of System Events and Trading Action message. As with ITCH, the Timestamp message will only be sent if it is different from the last Timestamp message sent.

Finally, we send the messages which reflect the order . T messages are time stamped with the time at which the snapshot is generated and include:

x Indicative Price and Quantity

x Reference Prices

x Open Orders.

At the end of the spins, the Snapshot message is sent to indicate the point at which to start processing the ITCH Total View.

5.10 Example ITCH Total View Usage

x If a new order enters the book - [A]dd order is sent

x If an existing order is amended [U] order replace is sent

x An order is withdrawn [D]elete order is sent

x During continuous trading when a resting order is hit [E]xecuted message is sent

x Uncrossing of an auction [C] executed with price is sent

x Reporting an off market trade [P] trade record will dispatched

x Orderbook or group of orderbook suspend [T]rading action is sent for each orderbook

x Broker is suspended no message sent as ITCH TV primary purpose is for building orderbooks.

x The ITCH Total View feed maybe consolidated by price at the client, it is not built by price server side.

x Statistics such as High, Low, Last and Opening and Close should be derived by the client from the ITCH TV stream.

x Index orderbooks are used for Index data.

5.11 Configuration and Capacity

ITCH Total View maybe sent over SoupBinTCP3.0 or MoldUDP64. Typically, multicasting ITCH over MoldUDP64 would be for co-located market participants.

ITCH over SoupBinTCP3.0 would usually have one or two port for each firm it is public data. Depending on the level of service required a typical IPXSEngine would server around 100 ITCH clients.

The performance of the ITCH TV feed depends directly upon the transport protocol (e.g. SoupBinTCP3.0 or MoldUDP64), the size of the individual ITCH messages and the other services also offered on that IPXSEngine.

ITCH TV is public data so there is no filtering per connector. There are other ITCH feeds such as ITCH Best Bid Offer where just the top-of-book is sent.


IDX OUCH SPECIFICATION

Technical Specifica ions

Version 1.6.0

I d e ia S c E cha ge B i di g J . S di a Ka 52-53

Ja a a 12190 INDONESIA

Ph e: +62-21-5150515 Fa : +62-21-5150430

IDX X-stream INET Trading OUCH Specification

IDX OUCH Specification CONFIDENTIAL 2 of 17

06 March 2017 Amended

Document History


0.1 2015-11-13 Draft for IDX X-stream INET Design Study.

0.2 2015-09-24 Updated post IDX Design Study.


0.4 2015-10-23 Updated after IDX first review.

0.5 2015-10-23 Second draft for IDX review. X-stream changed to X-stream INET Trading.

0.6 2015-10-27 Updated in second IDX design study review.


0.8 2015-12-04 Added secondary order number.

0.9 2015-12-04 Third draft review comments.

0.10 2015-12-04 Fourth (final) draft post IDX review comments.

0.11 2015-12-10 Added new trading limit messages.


Section 1.3 Requirements updated.

1.1 2016-02-19 OUCH Trading Limit Status minor name change

1.2 2016-03-21 Minor change to offset values for OUCH Accepted Message [A]

1.3 2016-04-26 Updated length of OrderSource in Ouch Enter Order Message [O].

1.4 2016-12-15 Added Quantity in Lots description in sections 3 Inbound Sequenced Messages and 4 Outbound Sequenced Messages.

1.5 2017-01-27 Added de e ec ed ea Table 16 – Rejected Order Reasons.

Re aced a e .

1.6 2017-03-06 Updated Offset column and increased length of BrokerReference to 20 in Table 3 – OUCH Enter Order Message [O] and Table 8 – OUCH Accepted Message [A].




C e 1 Context ................................................................................... 4 1.1 Intended Audience ............................................................................ 4 1.2 Business Context .............................................................................. 4 1.3 Requirements ................................................................................... 4

2 Data Types .............................................................................. 5

3 Inbound Unsequenced Messages ............................................ 6

4 Outbound Sequenced Messages .............................................. 9

5 Outbound Unsequenced Messages ........................................ 15

6 Message Kinematics .............................................................. 16 6.1 Replace Order Message [U] .............................................................. 16 6.2 Cancel Order Message [X]................................................................ 16 6.3 OUCH Order Tokens ........................................................................ 16

6.3.1 Enter Order Message ................................................................... 16 6.3.2 Replace Order Message ................................................................ 16 6.3.3 Resiliency ................................................................................... 16

6.4 System Event Message [S] .............................................................. 17

Tables

Table 1 OUCH Data Types .......................................................................... 5 Table 2 OUCH Compound Data Types .......................................................... 5 Table 3 OUCH Enter Order Message [O] ....................................................... 6 Table 4 OUCH Replace Order Message [U] ................................................... 7 Table 5 OUCH Cancel Order Message [X] ..................................................... 8 Table 6 OUCH Trading Limit Message [T] ..................................................... 8 Table 7 OUCH System Event Message [S] .................................................... 9 Table 8 OUCH Accepted Message [A] ........................................................... 9 Table 9 OUCH Replaced Message [U] ......................................................... 10 Table 10 OUCH Canceled Message [C] ........................................................ 11 Table 11 Cancelled Reasons ...................................................................... 12 Table 12 OUCH Executed Order Message [E] ............................................... 12 Table 13 OUCH Broken Trade Message [B] .................................................. 13 Table 14 OUCH Broken Trade Reasons ....................................................... 13 Table 15 OUCH Rejected Order Message [J] ................................................ 13 Table 16 Rejected Order Reasons .............................................................. 13 Table 17 OUCH Trading Limit Status Message [T] ........................................ 14 Table 18 OUCH Trading Limit Status Message [T] ........................................ 15 Table 19 OUCH Event Message flow ........................................................... 17




1 C e

1.1 Intended Audience Nasdaq and IDX Technical Staff.

1.2 Business Context X-stream INET Trading will provide support for the standard protocols. This document will cover order management via the OUCH protocol.

1.3 Requirements X-stream INET Trading provides an order management interface that is commonly used by high volume trading applications.

The OUCH protocol is widely used and considered an industry standard. This standard is designed for a low latency messaging. X-stream INET Trading will adhere, as closely as possible, to the latest published version of these fixed width message definitions.

As part of the project, market participant feedback will be solicited for this specification. Comments received will be reviewed by IDX and Nasdaq and as a result, this specification may change.

The point-to-point transport layer for OUCH payloads will be SoupBinTCP3.0.

SoupBinTCP is required as it supports binary types in the payload. Binary types are employed in the latest OUCH standards so required for X-stream INET Trading.




2 Da a T e

Table 1 – OUCH Data Types

DATA TYPE DESCRIPTION

Alpha Left justified and right padded.

Integer Unsigned big-endian binary encoded.

Table 2 – OUCH Compound Data Types

DATA TYPE LEN DESCRIPTION

Token 4 An Integer that must be increased for each inbound OUCH message.

Tokens must be unique per OUCH client for each trading cycle.

Unsigned big-endian binary encoded.

Once an order has been accepted then it is reference by its token.




3 I b d U e e ced Me age

In this section, the Quantity f e d a e a a def ed .

Table 3 – OUCH Enter Order Message [O]

NAME OFFSET LEN VALUE/TYPE NOTES

Type 0 1 O Enter Order Message Id.

Order Token 1 4 Token Token must be unique for each OUCH user per trading cycle.

Broker Reference 5 20 Alpha Assigned by Participant. It is not checked but returned via the Accepted sequenced message and also forwarded to the downstream systems.

Investor Id 25 6 Alpha Assigned by the Participant. This field is forwarded to the clearing and settlement venues.

There is no validation of this field, it is simply passed through to the depended systems.

This maps to the SID value.

Order Verb 31 1 Alpha B uy

S ell

S T Se

P ce S ab a ( b )

M a ( b )

Order Source 32 4 Alpha Expected format = `ABCD`

Can contain up to four of the values below:

q Individual investor Online

r Individual investor Sharia

s Institutional investor DMA

t Institutional Investor Sharia

u Sales Online

v Sales Sharia

w Sales Remote

x Dealer Sharia

y Dealaer Remote

z House Remote

Q Individual investor Online Automated Ordering

R Individual investor Sharia Automated Ordering

S Institutional investor DMA Automated Ordering

T Institutional Investor Sharia Automated Ordering

U Sales Online Automated Ordering

V Sales Sharia Automated Ordering

W Sales Remote Automated Ordering

X Dealer Sharia Automated Ordering

Y Dealer Remote Automated Ordering





Z House Remote Automated Ordering

Domicile 36 1 Alpha I d e a, A (f e e ), S e d ( e), F e e e.

Quantity 37 8 Integer Total number of lots. Maximum value 0x7FFFFFFFFFFFFFFF


Unsigned big-endian binary encoded.

Price 49 4 Integer The price of this order.

The price is 0x7FFFFFFF f a a e de .

O e a e a d a ce f a de is 0x7FFFFFFF -1

Time in Force 53 4 Integer 99997 session

99998 - day

Any other values are not supported (order will be rejected).

Client Id 57 4 Integer Reserved for future use.

Table 4 – OUCH Replace Order Message [U]

Note: The Broker Reference, Investor Id, Account Id, Order Verb, Order Source, Domicile and TIF fields cannot be changed with the replace order message. They will be inherited from the original order.


Type 0 1 U Replace Order Message Id.

Existing Order Token

1 4 Token The token to match exactly with the original Enter Order or Replace Order Message.

Replacement Order Token

5 4 Token Token must be unique for each OUCH user per trading cycle.

Quantity 9 8 Integer Total number of lots liable, inclusive of previous executions on this order chain.

The maximum in the chain being 0x7FFFFFFFFFFFFFFF.

Price 17 4 Integer The price of the replacement order.

The price is 0x7FFFFFFF (hex) 2147483647 (dec) for a a e de .

O e a e a d a ce f a de is 0x7FFFFFFF -1




Table 5 – OUCH Cancel Order Message [X]


Type 0 1 X Cancel Order Message Id.

Order Token 1 4 Token The exact match for the original order token from the Order Entry message.

Table 6 – OUCH Trading Limit Message [T]


Type 0 1 T Trading Limit Message Id.

Trading Limit Type 1 1 Alpha P

E

D e a e




4 O b d Se e ced Me age

In this section, the Quantity fields have a quantity defined in s .

Table 7 – OUCH System Event Message [S]


Type 0 1 S System Event Message Id.

Timestamp 1 8 Integer Timestamp reflected as number of nanoseconds past midnight.

Event Code 9 1 Alpha x S a f da

E e d f da

Table 8 – OUCH Accepted Message [A]


Type 0 1 A Accepted Message Id.


Order Token 9 4 Token The order token field as entered

Broker Reference 13 20 Alpha Assigned by Participant on the order entry message.

Investor Id 33 6 Alpha The Investor Id field as entered. Maps to SID.


S e

S T Se

P ce S ab a ( b )

M a ( b )

Order Source 40 4 Alpha Expected format = `ABCD`

Can contain up to four of the values below:

a Individual investor Online

b Individual investor Sharia

c Institutional investor DMA

d Institutional Investor Sharia

e Sales Online

f Sales Sharia

g Sales Remote

h Dealer Sharia

i Dealaer Remote

j House Remote

A Individual investor Online Automated Ordering

B Individual investor Sharia Automated Ordering

C Institutional investor DMA Automated Ordering

D Institutional Investor Sharia Automated Ordering





E Sales Online Automated Ordering

F Sales Sharia Automated Ordering

G Sales Remote Automated Ordering

H Dealer Sharia Automated Ordering

I Dealaer Remote Automated Ordering

J House Remote Automated Ordering

Domicile 44 1 Alpha I d e a, A (f e e ), S e d (house), F e e e.

Quantity 45 8 Integer Total number of lots accepted.

Orderbook 53 4 Integer Unique orderbook identifier as entered.

Price 57 4 Integer The accepted price of the order.

The price is 0x7FFFFFFF (hex) or 2147483647 (dec) for a a e de .

Time in Force 61 4 Integer 0 immediate

99997 - session

99998 day

Any other values are not supported

Client Id 65 4 Integer Reserved for future use.

Order Reference Number

69 8 Integer Day unique order reference number.

Order Reference Number External

77 8 Integer Day unique order reference number as displayed on ITCH Total View.

Order State 85 1 Alpha L e D ead.

No further Canceled message will be received for the accepted order.

Table 9 – OUCH Replaced Message [U]


Type 0 1 U Replaced Message Id.


Replacement Order Token

9 4 Token The Replacement Order Token field.


S e

S T Se

P ce S ab a ( b )

M a ( b )

on original order.

Quantity 14 8 Integer The accepted quantity of the replacement.





Orderbook 22 4 Integer Unique orderbook identifier as entered on the replace message.

Price 26 4 Integer The accepted price of the replacement.

0x7FFFFFFF (hex) or 2147483647 (dec) f a a e order.

Time in Force 30 4 Integer 99997 - session

99998 day

Any other values are not supported.

Order Reference Number

34 8 Integer Day unique order reference number.

Order Reference Number External

42 8 Integer Day unique order reference number as displayed on ITCH Total View.

Order State 50 1 Alpha L e D ead.

If the replaced quantity is equal to the executed quantity, OrderReplaced message is sent with value Dead .

OrderReplaced message is also e a e Dead for an IOC order which fails to execute.

No further Canceled message will be received for the replaced order.

Previous Order Token

51 4 Token The Order Token of the order that was replaced.

Table 10 – OUCH Canceled Message [C]


Type 0 1 C Canceled Order Message Id.

Timestamp 1 8 Integer Timestamp reflected as the number of nanoseconds past midnight

Order Token 9 4 Token The Order Token of the order being canceled.

Quantity 13 8 Integer Number of lots canceled. This is balance of the order when the cancel transaction was processed.

Reason 21 1 Alpha Reason the order was cancelled. Refer to Cancelled Reasons below.




Table 11 – Cancelled Reasons

REASON EXPLANATION IN RESPONSE TO

U User requested the order to be cancelled. Sent in response to a Cancel Order message or a Replace Order Message.

Cancel Order

T Timeout. Session/day order got expired. Cancel Order

S Supervisory.

For example, emergency withdraw or the user got suspended.

Cancel Order

L User logged off. Cancel Order

Z Invalid quantity or quantity exceeds maximum limit. Replace Order

R The order is not allowed at this time. Replace Order

X Invalid price. Replace Order

Y Invalid Order Type. For example, the Time In Force value is not supported in current trading session.

Replace Order

W Unknown. Contact support for further information. Replace Order

Table 12 – OUCH Executed Order Message [E]


Type 0 1 E Order Executed Message Id.

Timestamp 1 8 Integer Timestamp reflected as the number of nanoseconds past midnight.

Order Token 9 4 Token The Order Token of the executed order.

Executed Quantity 13 8 Integer Incremental quantity executed, i.e. the quantity for this execution only.

Executed Price 21 4 Integer The executed price for executed quantity.

Liquidity Flag 25 1 Alpha A dded for the passive firm (resting order),

R e ed for the aggressor,

U c for auction executions.

Match Number 26 8 Integer Match identifier for each trade. Same for buy/sell sides. This is the X-stream INET Trading trade number.

Counter Party ID 34 4 Integer Depending on the orderbook setup the counterparty identifier may contain a masking CCP or a trading counterparty.




Table 13 – OUCH Broken Trade Message [B]

This message will not be sent at IDX as trade cancellations or modifications are carried out offline and not during trading.


Type 0 1 B Broken Trade Message Id.

Timestamp 1 8 Integer Timestamp reflected as the number of nanoseconds past midnight.

Order Token 9 4 Token The Order Token of the order for which the given Match Number is being broken.

Match Number 13 8 Integer Match identifier for each trade. Same for buy/sell sides. This is the X-stream INET Trading trade number.

Reason 21 1 Alpha The reason the trade was broken.

See currently supported Broken

Trade Reasons table below.

Table 14 – OUCH Broken Trade Reasons

REASON EXPLANATION

C Consent The two parties mutually agreed to break the trade.

S Supervisory The trade was manually broken by Star PX Exchange supervisory.

Table 15 – OUCH Rejected Order Message [J]


Type 0 1 J Rejected Order Message Id.

Timestamp 1 8 Integer Timestamp reflected as nanoseconds past midnight.

Order Token 9 4 Token Order Token field as was entered.

Reason 13 1 Alpha The reason the order was rejected. Refer to Rejected Order Reasons below.

Table 16 – Rejected Order Reasons

REASON EXPLANATION

H The orderbook, instrument, board or market is not tradeable.

Z Invalid quantity or quantity exceeds maximum limit.

S Invalid orderbook identifier.

R The order is not allowed at this time.

X Invalid price.

Y Invalid Order Type. For example, the Time In Force value is not supported in current trading session.

F Flow control in place for user. A throttle is active for this OUCH port.

B Order source is not valid.

The order has exceeded the firm trading limits.




REASON EXPLANATION

W Unknown. Contact support for further information.

Table 17 – OUCH Trading Limit Status Message [T]

This message will be sent as a sequenced message on update of the firm trading limits by KPEI.





E

D e a e

Used 10 8 Integer The used value for the trading limit.

Not set is 0x7FFFFFFFFFFFFFFF.

Traded 18 8 Integer The traded value for the trading limit.


Limit 26 8 Integer The limit value for the trading limit.





5 O b d U e e ced Me age

Table 18 – OUCH Trading Limit Status Message [T]

This unsequenced outbound message will be sent in response to an OUCH client sending inbound trading limit message.





E

D e a e

Used 10 8 Integer The used value for the trading limit.


Traded 18 8 Integer The traded value for the trading limit.


Limit 26 8 Integer The limit value for the trading limit.





6 Me age K e a c

6.1 Replace Order Message [U] The inbound replace message must set the quantity in terms of the total order quantity over the entire amendment chain.

An order is entered with a quantity 100, it is validated and accepted. A quantity of 25 is then executed.

If the client wishes to replace the order and still be exposed for the balance of 75, then the Replace Order Message must have a quantity of 100 the current balance plus the executed quantity.

If the quantity is amended to a new 150, then the Replace Order Message is sent with a quantity of 175 the new 150 plus the executed quantity of 25.

An order may not be replaced with a new quantity less than the total executed quantity, this would result in the deletion of the existing order.

For an order replaced with a new quantity equal to the total executed quantity, the replace is accepted and the response has the state Dead.

6.2 Cancel Order Message [X] The entire order quantity is removed from the book.

6.3 OUCH Order Tokens

6.3.1 Enter Order Message

The Order Token must be unique for the trading cycle and OUCH account for the Enter Order Message. An Enter Order Message with a previously used Order Token will be silently ignored.

6.3.2 Replace Order Message

The Replace Order Message requires two valid Order Tokens. The first must match an existing order for that account and the second, the replacement token, must be unique as for the Enter Order Message.

The Replace Order Message will be silently ignored if the Previous Order Token is no longer live or the Replacement Order Token is invalid.

If the order, associated to the Previous Order Token, is live but the replace details (except the new Order Token) are invalid the order will be canceled and removed from the book. The Replacement Order Token is not consumed and may be reused.

If an order is amended to an IOC and minimum quantity is specified when the existing order has partially traded, the existing order will be cancelled.

6.3.3 Resiliency

The Token field allows for the benign retransmission of OUCH inbound messages. If a connection fails, pending messages may be resent without generating duplicates.

The mirroring of OUCH ports, across Engine hosts, allows a seamless failover to a second host. Therefore, pending messages may be resent over the second link without generating duplicates.




6.4 System Event Message [S]

Table 19 – OUCH Event Message flow

TRANSITION SYSTEM EVENT MESSAGE [S]

SYSTEM EVENT CODE

(System Level)

IPXS-SOD S S a f Da

IPXS-EOD E E d f Da

Lampiran 13 Pedoman Remote Trading Formulir Permohonan Kesiapan Operasi Implementasi Remote Trading Nomor : Ja a a, ........................................... Lampiran : Perihal : Permohonan Pengujian Kesiapan Operasi Kepada Yth. Implementasi Remote Trading Direksi PT Bursa Efek Indonesia

Gedung Bursa Efek Indonesia Lantai 6 Jalan Jenderal Sudirman kav. 52-53 JAKARTA Kami yang bertanda tangan di bawah ini : Nama : 1. .... 2. ....*) Jabatan : Nama Perusahaan Efek : PT ... Alamat : . NPWP : . No./tgl. Izin usaha dari Otoritas Jasa Keuangan : . dengan ini mengajukan permohonan untuk melakukan pengujian kesiapan operasi Remote Trading sesuai dengan yang dipersyaratkan pada Pedoman Remote Trading. Pengujian ini dilakukan dengan: ☐ Menyediakan sendiri perangkat Remote Trading; ☐ Menggunakan jasa Mediator Remote Trading; Atas perhatian Ibu/Bapak, kami ucapkan terima kasih. Pemohon, PT ..........................

(................................) nama jelas, cap dan tanda tangan Tembusan : PT . (Pe edia ja a Media Remote Trading)**) *) Apabila sesuai dengan Anggaran Dasarnya harus di tandatangani 2 orang direktur **) Apabila menggunakan jasa Mediator Remote Trading

Lampiran 14 Pedoman Remote Trading Formulir Permohonan Pengujian Perubahan Operasi Anggota Bursa Efek Nomor : Ja a a, ........................................... Lampiran : Perihal : Permohonan Pengujian Perubahan Kepada Yth. Operasi Anggota Bursa Efek Direksi PT Bursa Efek Indonesia

Gedung Bursa Efek Indonesia Lantai 6 Jalan Jenderal Sudirman kav. 52-53 JAKARTA Kami yang bertanda tangan di bawah ini : Nama : 1. .... 2. ....*) Jabatan : Nama Perusahaan Efek : PT ... Alamat : . NPWP : . No./tgl. Izin usaha dari Otoritas Jasa Keuangan : . dengan ini mengajukan permohonan untuk melakukan pengujian perubahan operasi Remote Trading sesuai dengan yang dipersyaratkan pada Pedoman Remote Trading. Pengujian ini dilakukan dengan: ☐ Menyediakan sendiri perangkat Remote Trading; ☐ Menggunakan jasa Mediator Remote Trading; Atas perhatian Ibu/Bapak, kami ucapkan terima kasih. Pemohon, PT ..........................

(................................) nama jelas, cap dan tanda tangan Tembusan : PT . (Pe edia ja a Media Remote Trading)**) *) Apabila sesuai dengan Anggaran Dasarnya harus di tandatangani 2 orang direktur **) Apabila menggunakan jasa Mediator Remote Trading

Lampiran 15 Pedoman Remote Trading Checklist Kesiapan Operasi Anggota Bursa Efek

I. SARANA DAN PRASARANA A. CATU DAYA

Semua peralatan RT mempunyai backup/alternatif catu daya berupa Uninterruptible Power Supply (UPS).

OK NOT OK

B. RUANGAN KHUSUS Semua peralatan untuk kebutuhan sistem RT ditempatkan dan dipasang dalam ruangan khusus dan memiliki buku log.

OK NOT OK

C. LINK FIBER OPTIC (link-FO) Memiliki 2 (dua) link-FO yang digunakan untuk koneksi ke Bursa dengan jalur yang berbeda dan dikelola oleh penyelenggara JTPM serta dikonfigur automatic failover.

OK NOT OK

II. PERANGKAT REMOTE TRADING ANGGOTA BURSA EFEK

A. FIBER DRIVER Memiliki perangkat minimal 2 (dua) unit Fiber Driver yang telah dikonfigurasi dengan baik sesuai dengan ketentuan serta memenuhi spesifikasi minimal perangkat fiber driver.

OK NOT OK

B. ROUTER Memiliki minimal 2 (dua) unit perangkat router yang menghubungkan JTPM ke Jaringan Anggota Bursa Efek dan telah dikonfigurasi dengan baik sesuai dengan ketentuan serta memenuhi spesifikasi minimal perangkat router.

OK NOT OK

C. SWITCH Memiliki minimal 1 (satu) unit perangkat switch untuk mendukung proses automatic failover dan telah dikonfigurasi dengan baik sesuai dengan ketentuan serta memenuhi spesifikasi minimal perangkat switch.

OK NOT OK

D. FIREWALL Memiliki Firewall yang mendukung (support) VPN site-to-site dan telah dikonfigurasi dengan baik sesuai dengan ketentuan serta memenuhi spesifikasi minimal perangkat firewall.

OK NOT OK

E. SERVER JATS CLIENT Memiliki server JATS CLIENT yang instalasi dan konfigurasinya sudah sesuai dengan ketentuan serta memenuhi spesifikasi minimal perangkat server JATS CLIENT.

OK NOT OK

III. ARSITEKTUR A. NETWORK DIAGRAM

Memiliki Desain Sistem RT (Network Diagram) baik logical dan physical yang telah disampaikan ke Bursa serta telah memenuhi ketentuan Bursa.

OK NOT OK


B. KEBIJAKAN KEAMANAN Sistem RT yang dimiliki sudah memenuhi kebijakan keamanan sesuai dengan ketentuan Bursa.

OK NOT OK

IV. APLIKASI SERVER JATS CLIENT A. FIX ENGINE

Aplikasi FIX ENGINE telah diinstal dan dikonfigur sesuai dengan ketentuan Bursa dan dapat berfungsi dengan baik.

OK NOT OK

B. ACE GATEWAY CLIENT Aplikasi ACE Gateway Client telah diinstal dan dikonfigur sesuai dengan ketentuan Bursa dan dapat berfungsi dengan baik

OK NOT OK

C. NetTime Aplikasi NetTime telah diinstal dan dikonfigur sesuai dengan ketentuan Bursa dan dapat berfungsi dengan baik

OK NOT OK

D. Antivirus Aplikasi Antivirus telah diinstal dan dikonfigur sesuai dengan ketentuan Bursa dan dapat berfungsi dengan baik

OK NOT OK

V. OPERASIONAL

A. IT OFFICER RT Mempunyai calon IT Officer RT sesuai dengan ketentuan dalam peraturan III-A dan telah disampaikan ke Bursa.

OK NOT OK

B. PROSEDUR OPERASI STANDAR (POS) 1. Kegiatan operasional rutin / harian terkait dengan operasi

JATS CLIENT. Memiliki prosedur Start up, Shut down, Backup dan, Housekeeping, First level problem handling dan Recovery)

OK NOT OK

2. Kegiatan operasional non rutin / berkala antara lain meliputi update antivirus, change password dan maintenance perangkat Remote Trading dan aplikasi yang digunakan Anggota Bursa Efek.

OK NOT OK

3. BCP (Business Continuity Plan) Memiliki prosedur yang memastikan kelangsungan layanan, sebagaimana diatur dalam Pedoman BCP.

OK NOT OK

4. Problem dan Incident Management Mempunyai prosedur untuk penanganan gangguan dan masalah pada perangkat Remote Trading.

OK NOT OK

5. Prosedur Penanganan Order (Order Management). Mempunyai prosedur penanganan order mulai dari penerimaan sampai dengan memasukkan order ke dalam perangkat Remote Trading.

OK NOT OK


6. Change Management Mempunyai prosedur untuk perubahan atau perbaikan di sisi Anggota Bursa Efek yang membutuhkan upaya Bursa untuk menyediakan lingkungan pengujian atau kemungkinan berpengaruh terhadap sistem Bursa, harus mendapatkan persetujuan dari Bursa.

OK NOT OK

7. Information Security Procedures Mempunyai prosedur keamanan informasi yang contohnya mencakup proses pemberian, perubahan dan penghapusan user account ttermasuk hak dan wewenang yang melekat pada user account (Access Leveling).

OK NOT OK

8. Hardware and Software Maintenance Procedure Mempunyai prosedur pemeliharaan Perangkat Remote Trading Anggota Bursa Efek.

OK NOT OK

C. PEMELIHARAAN

1. Memiliki Kontrak pemeliharaan dengan vendor atau senantiasa memiliki tenaga ahli untuk memelihara perangkat Remote Trading dan aplikasi yang digunakan.

OK NOT OK

2. Memiliki kontrak escrow dengan vendor untuk menjaga ketersediaan keseluruhan aplikasi terkait dengan aktivitas perdagangan yang digunakan oleh Anggota Bursa Efek

3.

OK NOT OK

D. DOKUMENTASI Mempunyai dokumentasi dokumentasi sistem Remote Trading berupa hard copy dan soft copy yang lengkap dan tersimpan dengan baik.

OK NOT OK

VI. BOFIS A. FRONT OFFICE SYSTEM

1. Aplikasi front office system RT yang digunakan dapat mengakomodasi seluruh ORI dan QRI Message yang berlaku dan memiliki kemampuan integrasi secara realtime atau batching dengan back office system.

OK NOT OK

2. Memiliki front office system yang mempunyai fungsi-fungsi antara lain pemasaran, order management dan monitoring transaksi sesuai dengan peraturan III-A tentang Keanggotaan Bursa dan Panduan Standardisasi BOFIS.

OK NOT OK

B. BACK OFFICE SYSTEM

1. Back office system yang digunakan mempunyai fungsi-fungsi antara lain pembukuan, kustodian dan penyelesaian, memiliki sistem monitoring sesuai dengan peraturan III-A tentang Keanggotaan Bursa dan Panduan Standardisasi BOFIS.

OK NOT OK

2. Aplikasi back office system RT AB memiliki kemampuan integrasi secara realtime dengan front office system.

OK NOT OK


C. RISK MANAGEMENT Memiliki sistem manajemen risiko yang digunakan untuk menjalankan pemantauan dan pengelolaan risiko. Seluruh order yang disampaikan Anggota Bursa Efek ke JATS telah melalui proses manajemen risiko.

OK NOT OK

VII. LEGAL A. SUB LICENSE AGREEMENT

Telah menandatangani dan mengembalikan Sub License Agreement FIX Engine ke Bursa.

OK NOT OK

B. SERVICE LEVEL AGREEMENT (SLA) Mempunyai SLA dengan pihak ketiga sesuai ketentuan Bursa.

OK NOT OK

VIII. REVIEWER

.A. INDEPENDENT REVIEWER Telah menunjuk Independent Reviewer yang direkomendasikan Bursa untuk melakukan audit terhadap sistem RT dan telah diberitahukan ke Bursa.

OK NOT OK

. Jaka a, 20..

Mengetahui (Direktur )

Lampiran 16 Pedoman Remote Trading Checklist Kesiapan Operasi Anggota Bursa Efek Pengguna Jasa Mediator Remote Trading

I. SARANA DAN PRASARANA

A. CATU DAYA Semua peralatan RT mempunyai backup/alternatif catu daya berupa Uninterruptible Power Supply (UPS) dan generator listrik.

OK NOT OK

B. SECURED CHANNEL Memiliki 2 (dua) secured channel yang terhubung ke Mediator RT dan mempunyai kemampuan automatic failover sesuai dengan ketentuan Bursa.

OK NOT OK

II. ARSITEKTUR A. NETWORK DIAGRAM

Memiliki Desain Sistem RT (Network Diagram) baik logical dan physical yang telah disampaikan ke Bursa serta telah memenuhi ketentuan Bursa.

OK NOT OK

B. KEBIJAKAN KEAMANAN Sistem RT yang dimiliki sudah memenuhi kebijakan keamanan sesuai dengan ketentuan Bursa.

OK NOT OK

III. OPERASIONAL A. IT OFFICER

Mempunyai calon IT Officer RT sesuai dengan ketentuan dalam peraturan III-A dan telah disampaikan ke Bursa.

OK NOT OK

B. PROSEDUR OPERASI STANDAR (POS) 1. Kegiatan operasional rutin / harian terkait dengan operasi JATS

CLIENT. Memiliki prosedur Start up, Shut down, Backup dan, Housekeeping, First level problem handling dan Recovery).

OK NOT OK

2. Kegiatan operasional non rutin / berkala antara lain meliputi update antivirus, change password dan maintenance perangkat Remote Trading dan aplikasi yang digunakan Anggota Bursa Efek.

OK NOT OK

3. BCP (Business Continuity Plan) Memiliki prosedur yang memastikan kelangsungan layanan, sebagaimana diatur dalam Pedoman BCP.

OK NOT OK

4. Problem dan Incident Management Mempunyai prosedur untuk penanganan gangguan dan masalah pada perangkat Remote Trading.

OK NOT OK

5. Prosedur Penanganan Order (Order Management). Mempunyai prosedur penanganan order mulai dari penerimaan sampai dengan memasukkan order ke dalam perangkat Remote Trading

OK NOT OK


6. Change Management Mempunyai prosedur untuk perubahan atau perbaikan di sisi Anggota Bursa Efek yang membutuhkan upaya Bursa untuk menyediakan lingkungan pengujian atau kemungkinan berpengaruh terhadap sistem Bursa, harus mendapatkan persetujuan dari Bursa.

OK NOT OK

7. Information Security Procedures Mempunyai prosedur keamanan informasi yang contohnya mencakup proses pemberian, perubahan dan penghapusan user account ttermasuk hak dan wewenang yang melekat pada user account (Access Leveling).

OK NOT OK

8. Hardware and Software Maintenance Procedure Mempunyai prosedur pemeliharaan Perangkat Remote Trading Anggota Bursa Efek.

OK NOT OK

C. PELATIHAN Mengikuti pelatihan untuk penanganan masalah yang berkaitan dengan proses bisnis dan pengoperasian sistem atau aplikasi yang diberikan oleh Mediator RT.

OK NOT OK

D. PEMELIHARAAN

1. Memiliki kontrak pemeliharaan dengan vendor atau senantiasa memiliki tenaga ahli untuk memelihara perangkat-perangkat pendukung sistem RT AB.

OK NOT OK

2. Memiliki kontrak escrow dengan vendor untuk menjaga ketersediaan keseluruhan aplikasi terkait dengan aktivitas perdagangan yang digunakan oleh Anggota Bursa Efek.

OK NOT OK

E. DOKUMENTASI Mempunyai dokumentasi dokumentasi sistem Remote Trading berupa hard copy dan soft copy yang lengkap dan tersimpan dengan baik.

OK NOT OK

IV. BOFIS A. BACK OFFICE SYSTEM

Back office yang mempunyai fungsi-fungsi antara lain pembukuan, kustodian dan penyelesaian, serta memiliki sistem monitoring sesuai dengan peraturan III-A tentang Keanggotaan Bursa.

OK NOT OK

B. RISK MANAGEMENT Mempunyai sistem pengendalian risiko yang terintegrasi secara real time antara front office dan back office sesuai dengan peraturan III-A tentang Keanggotaan Bursa.

OK NOT OK


V. LEGAL A. SUB LICENSE AGREEMENT

Telah menandatangani dan mengembalikan Sub License Agreement EL-TRADER FIX Engine ke Bursa.

OK NOT OK

B. SERVICE LEVEL AGREEMENT (SLA) Mempunyai SLA dengan pihak ketiga sesuai dengan ketentuan Bursa.

OK NOT OK

C. KONTRAK Mempunyai kontrak pemeliharaan terhadap perangkat dan sistem RT dengan Mediator Remote Trading.

OK NOT OK

VI. REVIEWER .A. INDEPENDENT REVIEWER

Telah menunjuk Independet Reviewer untuk melakukan audit terhadap sistem RT dan telah diberitahukan ke Bursa.

OK NOT OK

. Jaka a, 20..

Mengetahui (Direktur )

Documents

SURAT KEPUTUSAN DIREKSI PT BURSA EFEK INDONESIA …