Xetrausergde 4

Gruppe Deutsche Brse - Xetra
Trading System User Guide Release 3

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5 5.1
Appendix Function Keys
Description
In addition to the convenient usage of the mouse, Xetra Release 3 provides also keyboard navigation by using commands. Menus can be accessed with the <Ctrl> - key combination in the same way as using the mouse. Besides the <Ctrl> - key combinations also function keys allow rapid access to the various functions of the Xetra which window is active (local control keys). In addition to the local control keys there are a number of global function keys which are valid over the entire application.
Release 3 Front End. The precise functionality of these keys is window specific and can vary according to
Function Key
Function
F1 F2 F3 F4 F5 F6 F7 F8 F9 F10 F11 F12
Help Order Entry Quote Entry Quote Request Entry Ticker Instrument Selection Instrument Profile Selection Own Order Overview Open OTC Trade Overview Back Office Information Quote Request Overview Instrument Watch Overview

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Short Cut
Function
CTRL+A CTRL+B CTRL+D CTRL+F CTRL+G CTRL+I CTRL+L CTRL+M CTRL+N CTRL+O CTRL+Q CTRL+R CTRL+S CTRL+T CTRL+W CTRL+X Shift+F4
Add columns Calculate Yield Delete column Filter... Instrument Group Selection Instrument Overview Systems Connection (Login window) Order Market Overview News Order Instrument Overview Own Quote Overview Fast Order Entry Save Settings Trade Information Save Window Configuration Exit Window Close

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5.2
Icon names of Xetra windows

Window Name Order Market Overview Order Instrument Overview Order Instrument Full Overview Fast Order Entry Order Maintenance (Entry) Own Order Overview News Ticker Deutsche Brse Trading System Connection Deutsche Brse Trading System Trade Information Back Office Information Icon Name
OMO OIO OIFO FOE OE OO NEWS TICKER LOGIN MENU TI BOI

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5.3
5.3.1
Exceptions and Warnings

Introduction
The tables in the section below list all exception codes and messages for Xetra Release 3. The tables also list messages generated for information purposes. Exception Codes which are not listed in the table below are self-explaining by their message. Where helpful, a further description is added.
5.3.2
Exception Codes
Xetra Exception Code
00000 00001 00002 00003
Xetra Exception Message

SUCCESSFUL COMPLETION ASSERTION FAILED STARTUP SUCCESSFUL SHUTDOWN IN PROGRESS
Description
Log of an event Internal program error. Report to help desk. Completion code after each successful process startup. The Xetra Technical Services was in the shut down state and no more messages were sent to other processes.
00004 00010 00012 00013
INVALID ENTRY IN MESSAGE FILE AN OPERATING SYSTEM CALL FAILED INVALID REQUEST ID INVALID MESSAGE TYPE (SHOULD BE REQ/RESP, BROADCAST OR CONTROL)
Incomplete or damaged exception message file. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk.
00014
OUT OF MEMORY
Lack of memory resources. The process could not allocate the required memory.
00015
INVALID VERSION NUMBER
The Xetra Technical Services version does not match the VALUES API version.
00016
FUNCTION OF NOT INITIALIZED MODULE CALLED
Internal program error. Report to help desk.
00017 00018 00019
MODULE CANNOT BE INITIALIZED INVALID OPERATION CHANNEL IS CLOSED
Internal program error. Report to help desk. Internal program error. Report to help desk. A inter-process communication channel was closed unexpectedly.
00020
LISTENING CHANNEL IS CLOSED
A inter-process communication channel was closed unexpectedly.
00021
OUTPUT QUEUE LIMIT IS REACHED
The channel queue size set with the QueueSize

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Description
parameter within the InterProcessCommunication section in the Xetra System Configuration File has been exceeded.
00022 00023 00024
INVALID FUNCTION CALL PARAMETER CHECK FAILED NO PARAMETERS NEEDED IN STARTING THIS PROCESS
Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk.
00025
INVALID CONNECTION ID
Invalid connection ID received by the Session Manager. Possibly an unauthorized attempt to connect to the Xetra Technical Services (i.e. bypassing VALUES API
00026 00027 00028
INVALID SEQUENCE NUMBER CHANNEL NOT ESTABLISHED UNKNOWN SUBSCRIPTION ID
Internal program error. Report to help desk. Opening a channel was unsuccessful The provided subscription id is unknown and can not be processed
00029
CANNOT DELIVER BROADCAST MESSAGE (EMPTY CLOSURE)
No registered recipient of the message could be found.
00030
RECEIVED REPEATED CONNECT ON ONE CHANNEL
00031
CHILD PROCESS COULD NOT BE STARTED
There was not enough memory to start up a further child process or the process number limit was reached.
00035 00037
COULD NOT GET SYSTEM TIME THE CONNECT MESSAGE BODY HAS THE WRONG LENGTH
Internal program error. Report to help desk. Internal program error. Report to help desk.
00038
MAXIMUM NUMBER OF CONNECTIONS REACHED
The limit of possible connections was reached
00042
WRITE WILL BE COMPLETED ASYNCHRONOUSLY
Message was not written synchronous, but will be completed. Process or port to access was not available
00043
COULD NOT OPEN CHANNEL - PEER PROCESS MAY BE DOWN
00044 00045 00046
READ EXCEPTION OSAIPC WRITE EXCEPTION OSAIPC COULD NOT CREATE LISTEN - PORT IN USE ARCHITECTURE MAY BE RUNNING
A read exception on a communication channel occurred. A write exception on a communication channel occurred. Indicates that a process was trying to use a listener port already in use. Either the same process is already running or another process listens on the port.
00047
EXCEPTION CREATE LISTEN - EMPTY PORT
A port number specification in the Xetra System

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Description
Configuration File is missing.
00048 00049 00050
EXCEPTION SCANNING HASH TABLE ERROR CREATE LISTEN - EMPTY VALUE TO BE SET IN A MSG FIELD IS TOO BIG TO FIT IN THE FIELD
Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk.
00060
USER IS NOT ALLOWED TO USE XETRA OR USER IS NOT REGISTERED
User validation was not successful
00061 00062 00063
PASSWORD IS NOT OK FOR XETRA USER NT: DOMAIN PASSED DOES NOT EXIST NT: RETURNED AN UNKNOWN OPERATION SUBSYSTEM ERROR
User validation was not successful Microsoft Windows NT (Intel) only Microsoft Windows NT (Intel) only
00064
NT: A PARAMETER WAS EITHER INVALID OR HAD INVALID CHARACTERS
Microsoft Windows NT (Intel) only
00065 00069 00070 00071
PROVIDED HOST NAME UNKNOWN INVALID USER OR PASSWORD INTERNAL MEMORY PROBLEM INVALID CONFIGURATION FILE ENTRY
Hostname not found in internal table User validation was not successful Internal program error. Report to help desk. An entry in the Xetra System Configuration File does not exist or is out of range.
00072 00073 00074 00075
END OF FILE FILE TRUNCATED INVALID FILE TYPE CANNOT OPEN FILE
Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. The File could not be opened because it does not exist or has no read permission.
00076
A CONFIGURATION FILE ENTRY HAS A WRONG LENGTH
An entry in the Xetra System Configuration File is not valid. The read() function failed. The write() function failed. The fseek() function failed. The ftell() function failed. The flush() function failed. Internal program error. Report to help desk. Internal program error. Report to help desk.
00077 00078 00079 00080 00081 00082 00083
A STANDARD FUNCTION FAILED A STANDARD FUNCTION FAILED A STANDARD FUNCTION FAILED A STANDARD FUNCTION FAILED A STANDARD FUNCTION FAILED INVALID RECORD SIZE RECORD NOT IN USE

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00090 00091

ARCHITECTURE STARTUP COMPLETED PROCESS STARTUP TIMEOUT
Description
Log of an event Started process did not register within a specified timer range
00092 00093
ARCHITECTURE SHUTDOWN ARCHITECTURE SHUTDOWN REQUEST RECEIVED
Architecture shutdown completed Request to shut down the architecture received
00094 00095 00096 00097 00098
ARCHITECTURE PROCESS HAS TERMINATED TRYING TO START PROCESS XERVICE ID NOT KNOWN ENFORCE TERMINATION XERVICE SHUTDOWN REQUEST RECEIVED
One of the architecture processes terminated An architecture process will be started Internal program error. Report to help desk. An architecture process will be terminated The AvailabilityManager received a request from the MessageManager to shutdown a Xervice
00101 00102
CONVERSATION FAILED INVALID UID OR LOGGED IN VIA LU2
SNA conversation function failed. The SNA receive and wait function failed or an invalid user ID and/or password was given.
00103 00104 00105 00106 00107
CACHE CONVERSION FAILED TRADER NOT LOGGED IN TRADER ALREADY LOGGED IN INTERNAL EXCEPTION: SESSION HANDLER INTERNAL EXCEPTION: STORED MESSAGE NOT FOUND
A wrong wkn was passed. Submit to IBIS-R carried out without logging in before. Already logged on to IBIS-R. Internal program error. Report to help desk. Internal program error. Report to help desk.
00108
CONVERSATION TIMEOUT: MESSAGE DISCARDED
SNA conversation function failed.
00109
CONVERSATION TIMEOUT: SESSION HANDLER DOWN
SNA conversation function failed.
00110
ARCHITECTURE SHUTDOWN WITH EXCEPTION
The SNA close function failed.
00111
NOT AVAILABLE UNTIL MARKET DATA LOAD COMPLETED
The user tried to logon to IBIS-R, but the market load phase was not finished. Internal program error. Report to help desk. Xetra MISS architecture started. The Xetra architecture is not available any more. Internal program error. Report to help desk.

00118 00119 00120 00121
SEND QUEUE FULL SUCCESSFUL XETRA STARTUP XETRA SYSTEM NOT AVAILABLE ANYMORE THE PASSED CALLBACKFUNCTION IS INVALID

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00122 00200

REQUEST MAY NOT HAVE BEEN PROCESSED ENVIRONMENT NUMBERS OF ARCHITECTURE AND APPLICATION DO NOT MATCH
Description
Internal program error.Report to help desk. The environment number that was passed by the application at connect did not match the environment number of the Xetra Technical Services.
00201 00210
ENVIRONMENT VALUE IS NOT VALID SEND FAILED - ARCHITECTURE MAY BE DOWN
Internal program error. Report to help desk. Architecture may be down
00211
RECEIVE FAILED - ARCHITECTURE MAY BE DOWN
Architecture may be down
00212 00213 00214
SEND TIMEOUT RECEIVE TIMEOUT CANNOT CREATE COMMUNICATION SOCKET
The response to a synchronous request timed out. The response to a synchronous request timed out. Internal Error, was not possible to establish communication
00215
CANNOT CONNECT TO PEER SOCKET ARCHITECTURE MAY BE DOWN
Architecture may be down, was not able to open channel
00216
REFERENCE DATA FILE CHECK FAILED
When the Reference Data File contains incorrect values for instrument data the BESS will not start.
00220
APPLICATION ALREADY CONNECTED TO XETRA
The application tried to connect to the Xetra Technical Services a second time. Submit sent to IBIS-R without being logged in to the respective Deutsche Brse Application
00221
NOT LOGGED ON THE SYSTEM
00222
APPLICATION NOT CONNECTED TO XETRA
Action not possible because no connection to Xetra exists.
00224
CANNOT UNSUBSCRIBE WHEN NOT SUBSCRIBED
The application unsubscribed from an instrument, but did not subscribe beforehand at all. The application unsubscribed from an instrument without subscribing to that instrument beforehand.
00225
NOT SUBSCRIBED WITH THIS SUBSID
00227
APPLICATION IS NO LONGER LOGGED ON
The application tried to call the Xetra Technical Services but the user was no longer logged in.
00228 00229 00230
APPLICATION LOGGED OUT OF B/E SUBSCRIPTION DELETED TOO MANY ASYNCHRONOUS MESSAGES PENDING
The application is looged out of Xetra Backend Values subscription is deleted The maximum number of outstanding responses to application requests has been exceeded. The received response could not be matched to a pending application request. The response got
00231
CANNOT MAP MESSAGE IN TABLE - SO MESSAGE DISCARDED

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Description
discarded.
00232
SEQUENCE NO OF SYNC RESPONSE DOES NOT MATCH - SO MESSAGE DISCARDED
An outdated response to a synchronous request was received and got discarded. The user is disconnected from the Xetra Technical Services. Not all responses to pending application requests had been received yet by that time.
00233
PENDING REQUESTS DELETED
00301
LENGTH OF FIRST OR SECOND LINE WRONG (20 TO 49 BYTE)!
00302 00303 00304 00305
TOO MANY ARGUMENTS NOT ENOUGH ARGUMENTS WRONG ARGUMENT (C OR V)! CHECKSUM IS INCORRECT
Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. The message may have been sent or changed without using the standard Xetra Technical Services security mechanism.
00306 00401
CHECKSUM IS CORRECT INVALID WORKSTATION ID IN THE REQUEST MESSAGE
Log of an event Configuration error
00402
INVALID HOST ID IN THE LINK REQUEST
WS attempted to connect to the MISS with an invalid host ID
00403 00404
MAXIMUM NUMBER OF WS REACHED WS SECOND TIME IN XETRA.INI FILE
Maximum number of WS connected to the MISS reached. The WS was registered multiple times in the Xetra
System Configuration File.
00405
WS WAS NOT FOUND IN MISS HASH MEMORY
WS attempted to connect to the MISS that it was not registered with.
00406
WS IS NOT IN CONFIG FILE ON THE WS
The WS Xetra Technical Services could not start up because the WS was not registered in the Xetra System
Configuration File on the MISS.
00407 00408
THE LINK IS ALREADY ESTABLISHED THE WS ID IS TO LARGE
The WS is already connected to the MISS. The WS ID must be a number between 20000 and 29999.
00421
USE WS NUMBERS FROM 20000 TO 29999
The WS number within the Xetra System Configuration

File was too large.
00422
RUN MISS LAN TRANSPORT MANAGER ONLY ON A MISS
The MISS LAN Transport Manager was started on a WS.
00423
RUN WS LAN TRANSPORT MANAGER ONLY
The WS LAN Transport Manager was started on a MISS.

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ON A WS
Description
00424
THERE IS NO MISS HOST NAME ENTRY IN THE MISS hostname is missing in the configuration file CONFIG FILE
00425
THERE IS NO WS HOST NAME ENTRY IN THE CONFIG FILE
WS hostname is missing in the configuration file
00426
THERE IS NO HOST ID ENTRY IN THE CONFIG FILE
Host id is missing in the configuration file
00427
THERE IS NO WS NUMBER ENTRY IN THE CONFIG FILE
Workstation number is missing in the configuration file
00428
ONLY THE FIRST FIVE MISS ARE USED
The WS LAN Transport Manager tried to establish a link at startup to one of the first five MISS entries. Further MISS entries are ignored.
00429
WS TRIES TO SWAP TO AN OTHER MISS
The MISS Xetra Technical Services was not active and the WS LAN Transport Manager tried the next MISS while starting up.
00430
WS COULD FIND NO MISS TO CONNECT TO
No MISS within the Xetra System Configuration File was active. The WS Xetra Technical Services was not started.
00431
SERVICE NOT AVAILABLE
Request received for service which is currently not available.
00432
INVALID MISS HOST NAME IN CONFIG FILE
The hostname in the configuration file is longer than 15 characters.
00433 00434 00435 00436 00437 00438
INVALID MISS ID INVALID STATE OF SERVICE INVALID BODY FOR SERVICE NOTIFICATION CHANNEL WAS NOT ESTABLISHED INVALID INTERNAL SLOT NUMBER MESSAGE WITH WS ID NOT DEFINED IN CONFIG FILE
The MISS ID must be a number between 1000 and 9999. Service is neither available nor unavailable. Control message has wrong size. Channel between MISS and WS. Matching request not found for response received. A Message was recieved from a WS that is not in the configuration file. MISS name missing in the configuration file MISS ID missing in the configuration file Workstation name is missing in the configuration file Workstation ID is missing in the configuration file. Not all Xetra services are in Xervice section of the Xetra Config File.

00439 00440 00441 00442 00443
MISS NAME MISSING IN THE CONFIG FILE MISS ID MISSING IN THE CONFIG FILE WS NAME IS MISSING IN THE CONFIG FILE WS ID MISSING IN THE CONFIG FILE SERVICE MISSING IN CONFIG FILE

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00444 00450

SERVICE AVAILABLE THE RECIPIENT PROCESS NAME IS NOT KNOWN
Description
A certain service is available The process name specified as a parameter to the
Message Manager is not known.
00451
UNKNOWN MESSAGE TYPE
The message specified as a parameter to the Message

Manager is not defined.
00460
NO BUSINESS DATE IN REFERENCE DATA FILE
00461 00462
NO MISS IN REFERENCE DATA FILE INVALID RECORD IN CHECK REFERENCE DATA FILE
Internal program error. Report to help desk. Internal program error. Report to help desk.
00470 00471 00472 00473 00474 00475 00476 00477 00478 00479
DUPLICATE TRANSACTION CODE NO TRANSACTION CODE TABLE CREATED NO TRANSACTION CODE WRITTEN TO TABLE COMPRESSION FAILED DECOMPRESSION FAILED ENCRYPTION FAILED DECRYPTION FAILED COMPRESSION OR ENCRYPTION FAILED DECOMPRESSION OR DECRYPTION FAILED MESSAGE TOO LONG FOR COMPRESSION/ ENCRYPTION
Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk.
00480
MESSAGE TOO LONG FOR DECOMPRESSION/,DECRYPTION
00500 00501 00502 00503 00504 00505 00506
NO CONNECTION TO CS REQUEST CACHE FULL MESSAGE COMMAND UNKNOWN INVALID XERVICE ID INVALID USER ID INVALID SERVICE NOTIFICATION CONVERSION BETWEEN FE AND BE MESSAGE FAILED
Was not able to get a connection to a CS To many outstanding requests Internal program error. Report to help desk. Internal program error. Report to help desk. User ID not valid Internal program error. Report to help desk. Internal program error. Report to help desk.
00510
ENVIRONMENT NUMBER OUT OF RANGE

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00511

BROADCAST RETRANSMITTER REPLACED IN ENVIRONMENT TABLE
Description
00512
BROADCAST SERVER REPLACED IN ENVIRONMENT TABLE
00513
NO RETRANSMITTER TO REMOVE FROM ENV - TBL
00514
NO BROADCAST SERVER TO REMOVE FROM ENV - TBL
00515
NO RETRANSMITTER FOUND FOR PROVIDED ENVIRONMENT
00516
NO BROADCAST SERVER FOUND FOR PROVIDED ENVIRONMENT
00517
NO APPLICATION PROCESS FOUND FOR PROVIDED REQUEST ID
00520 00521 00522 00598 00599 00600
MISS ALREADY CONNECTED NO CS FOUND IN REFERENCE FILE CONNECTION TO CS LOST BACK END APPLICATION ERROR BACK END ARCHITECTURE ERROR SEQUENCE NUMBER OVERFLOW
There is already a connection between MISS and CS No CS available in current Reference Data File Established connection to CS lost general Back End application error general Back End architecture error Republisher has reached limit of the sequence numbers that it can generate.
00601
THE BROADCAST MESSAGE IS NOT ANY LONGER STORED
Republisher not able to respond on retransmission request. Buffers of Receiver are full.
00602
TOO MANY PENDING BROADCASTS - WILL SHUT DOWN
00603 00604
OUT OF SEQUENCE BROADCAST RECEIVED TOO MANY SUBSCRIPTIONS TO BROADCAST RECEIVER
Broadcasts missing To many subscriptions
00605
REREQUESTED BROADCAST COULD NOT BE FOUND - WILL SHUT DOWN
Receiver cannot obtain retransmission request from republisher. A duplicated broadcast message was received and ignored. MISS ID not in Xetra Configuration File. Broadcast message lost
00606
BROADCAST IS A DUPLICATE OF LAST RECEIVED - IGNORED
00607 00608
MESSAGE RECEIVED WITH UNKNOWN MESSAGE WAS LOST BETWEEN

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REPUBLISHER AND RECEIVER
Description
00650
SEQUENCE NUMBER FOR RETRANSMISSION REQUEST HAS NOT BEEN SENT YET
Application could not have received a ROB with the requested or a higher sequence number. MISS is recovering the requested broadcast messages.
00651
SEQUENCE NUMBER FOR RETRANSMISSION REQUEST NOT AVAILABLE YET
00652
NO RESPONSE ON RETRANSMISSION REQUEST DUE TO INTERNAL ARCHITECTURE ERROR:
Broadcast Retransmitter.
00653
REQUESTED STREAM UNKNOWN TO RETRANSMITTER
00654
INVALID SEQUENCE NUMBERS OR KEYDATCTRLBLC IN REQUEST
00655 00656 00801
ERROR ON OPENING STATUS OR LOG FILES CHANNEL LOST TO BESS XETRA MANAGER TOO MANY APPLICATION STREAMS IN STARTUP SUBSCRIPTION LIST
Broadcast Retransmitter. Broadcast Retransmitter. Broadcast Subscription List is too long.
00802
INVALID TYPE USED IN APPLICATION STREAM DEFINITION
Broadcast Subscription List contains invalid entries.
00803
THERE IS NO VALID APPLICATION STREAMM IN STARTUP SUBSCRIPTION LIST
Broadcast Subscription List contains invalid entries.
00804 00805 00806 00807
SET ID IS NOT IN USE INVALID SET ID INVALID MEMBER-NODE MAPPING INACTIVE XETRA BROADCAST SERVER EXITS IN DEVELOPMENT
Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk.
00808
MEMBER NOT AUTHORIZED TO SUBSCRIBE TO WANTED STREAM
Member not authorized to subscribe to requested stream
00809
SUBSCRIBER LIMIT FOR WANTED STREAM EXCEEDED
Subscriber Limit to requested stream exceeded
00810
INVALID COMPLETION CODE PASSED BY BACKEND APPLICATION
00811
BROADCAST FOR A NOT SUBSCRIBED STREAM CAPTURED
00812
REQUEST COULD NOT BE PROCESSED ON BACK END

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00813 00814 00815 00816 00817 00818 00819 00821 00822 00823 00824 00828

ERROR PROCESSING MESSAGE BROADCAST STREAM OUT OF SEQUENCE INVALID MESSAGE TYPE INVALID LENGTH NON - NUMERIC DIGIT INVALID INDEX INVALID CHECKSUM NOT SUBSCRIBED TO ANY STREAM ACTIVE BROADCAST SERVER UNSUCCESSFUL TRY TO TAKE OVER INVALID ROB DATA LENGTH INVALID ENTRY IN XETRAREF FILE
Description
Internal program error. Report to help desk. Broadcast missing in stream Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Internal program error. Report to help desk. Broadcast server has no subscription to any stream Actual Broadcast Server is active Broadcast Server was not able to take over Internal program error. Report to help desk. A entry in xetraref.dat file is inconsistent with Back End data
00829 00831 02603
INACTIVE BROADCAST SERVER ROBS INCONSISTENT 09803 - USER-ID NOT FOUND IN ACCESS CONTROL DATABASE
Broadcast server is in state inactive RobLog files contain inconsistent data User not in access control database
04121
INVALID COUNTER
The value of the ctr parameter was invalid. Counter identifies the news (information from the Deutsche Brse AG) for which the text is to be returned.
04122
INVALID DEPTH
The value of the depth parameter was invalid. Depth, indicates how many data records should be returned at most. If fewer records exist, only those available are returned.
04124
INVALID XETRA MESSAGE BODY
The value of the message body of the Xetra request message was invalid.
04125 04126 04127
INVALID INQUIRY TYPE INVALID INSTRUMENT SUBTYPE INVALID MAXIMUM INTEREST RATE
The value of the inqTyp parameter was invalid. The value of the instSubTyp parameter was invalid. The value of the intRatMax parameter was invalid. Maximum interest rate identifies the maximum interest rate for instruments that should be returned with an instrument inquiry.
04128
INVALID MINIMUM INTEREST RATE
The value of the intRatMin parameter was invalid. Minimum interest rate identifies the minimum interest

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Description
rate for instruments that should be returned with an instrument inquiry.
04129
INVALID ISSUER MNEMONIC
The value of the issrMnem parameter was invalid. Mnemonic name of issuer identifies the issuer of instruments that should be returned with an instrument inquiry.
04130
INVALID MAXIMUM MATURITY DATE
The value of the mrtyDatMax parameter was invalid. Maximum maturity date identifies the earliest maturity date for instruments that should be returned with an instrument inquiry.
04131
INVALID MINIMUM MATURITY DATE
The value of the mrtyDatMin parameter was invalid. Minimum maturity date identifies the earliest maturity date for instruments that should be returned with an instrument inquiry.
04132
INVALID REQUEST ID
The value of the reqId parameter was invalid. Xetra
request ID required by the cache to map requests and responses. The reqId is binary and fixed 12 bytes long.. 04133 INVALID SCOPE The value of the scp parameter was invalid. Scope indicates whether all offers, own member offers or own offers are inquired. 04134 04135 04136 INVALID TRADER ID INVALID WKN INVALID DISPOSITION INDICATOR The value of the trdId parameter was invalid. The value of the wkn parameter was invalid. The value of the dspoInd parameter was invalid. Disposition indicator identifies the disposition for instruments that should be returned with an instrument inquiry. 04137 INVALID MINIMUM TIME The value of the timeMin parameter was invalid. Minimum time specifies the minimum in the selection parameter time spread. 04138 INVALID MAXIMUM TIME The value of the timeMax parameter was invalid. Maximum time specifies the maximum in the selection parameter time spread. 04140 CONVERSION EXCEPTION The conversion from the Back End application to the appropriate dialog was unsuccessful. 04150 04160 04219 SYSTEM EXCEPTION FATAL EXCEPTION DATA NOT FOUND A system call, e.g. malloc, failed. The process was terminated. An inquiry returned no data.

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04500

INSTRUMENT DOES NOT EXIST
Description
The request can not be performed, because the instrument does not exist.
04501
INSTRUMENT IS NOT ACTIVE
The request can not be performed, because the instrument is not valid.
04502
MEMBER ID IS NOT EXCHANGE
The requesting member is not allowed to perform this request.
04504
INVALID BASIC ORDER TYPE
Entered Order Type is not valid. Valid entries are M, L depending on the limit entered. If the limit is zero it must be M.
04505
INVALID BUY/SELL INDICATOR
Buy/Sell indicator is not valid. Valid entries are either B, S or space
04506
INVALID QUOTE QUANTITY
Entered quote quantity is not a valid number or is not equal to round lot quantity.
04507
INVALID LIMIT
Entered limit price is not a valid number or entered limit price failed tick-size validation.
04508
INVALID MEMBER INTERNAL ORDER NUMBER
An entered member-internal order number failed syntax validation or an entered order number is not numeric.
04509
INVALID EXPIRY DATE
Entered expiry date is not a valid date or is not greater or equal to today's date or is not less or equal to today + one year or is not equal to today's date while execution restriction code is F or I.
04510
INVALID ORDER QUANTITY
Entered order quantity is not a valid number or is not equal to round lot quantity.
04511 04512 04513
INVALID USER ID INVALID ACCOUNT TYPE INVALID EXECUTION RESTRICTION TYPE
User ID failed syntax check. Account type is not equal to A, P or B. Execution restriction type is not equal to FOC, IOC or space.
04514
INVALID FILTER DATE
Entered date is not a valid date or entered min date is greater than entered max date.
04515
INVALID LIMIT PRICE BUY
04516
INVALID LIMIT PRICE SELL
04517
INVALID TRADING RESTRICTION TYPE
Entered trading restriction is not valid for trading model type. If the trading model type for an instrument is auction only or multiple auction then the trading restriction must

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Description
be set to none. If the trading model is continuous trading with auctions the
04518
INVALID DATE
Entered date is not a valid date or entered min date is greater than entered max date.
04519
INVALID TIME
Entered time is not a valid time or entered min time is greater than entered max time.
04520 04521
INVALID BUY/SELL LIMIT INVALID FILTER LIMIT PRICE
Check if limit price buy is less than limit price sell failed. Entered price failed syntax validation or entered price failed tick-size validation or entered min price is greater than entered max price.
04522 04523
INVALID ORDER NUMBER INVALID TRADER ID
Order number is not numeric. Member branch ID failed syntax validation or member institution ID failed syntax validation or part.-subgroup failed syntax validation or part.-number failed syntax validation or entered part.-subgroup is not equal to subgroup of current user.
04524 04525 04526
INVALID ACCOUNT NUMBER SELL/BUY QUANTITY NOT EQUAL ERROR IN LOADING INSTRUMENT REFERENCE DATA
Account number is not equal to 1. Quote quantity sell is not equal to quote quantity buy. Instrument reference data could not be loaded.
04527 04530
INVALID KEY DATA CONTROL BLOCK INVALID MEMBER INTERNAL ORDER NUMBER
Key for next inquiry is corrupt. An entered member-internal order number failed syntax validation.
04531 04532
INVALID COUNTERPARTY INVALID MEMBER ID
The entered Counterparty is not a valid User ID. The entered Member ID is not a valid Member ID of the Xetra system.
04533
INVALID CLEARING MEMBER ID
The entered Clearing Member ID is either not a valid Member ID of the system or the Member is no Clearing Member.
04534 04536
INVALID PRICE CURRENCY CODE INVALID QUOTE SPREAD
The entered Price Currency Code is not valid. The entered Quote Spread is greater than the maximum spread allowed for that instrument.
04537
INVALID REQUEST DATA
General error code (request message body corrupted etc.)
04538
INVALID MODIFICATION OF ACCOUNT TYPE
The entered Account Type is either no valid Account Type or the modification itself is not allowed. Valid

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Description
Account Types are: A", B" or P". Only modification from A" to P" and vice versa are allowed.
04541
INVALID RESOURCE ACCESS LEVEL
The entered Resource Access Level are either not known by the system or not valid for the specific User ID. The Resource Access Level of a User can not exceed the Resource Access Level of its member.
04545 04546 04548
ERROR READING TABLE01 INVALID PRICE REASONABILITY FLAG INVALID RESPONSE DATA
Business date not found Entered flag is not equal to Y or N General error code (response message body corrupted etc.).
04549 04550 04551 04553 04554 04555 04556 04557 04558 04559
INVALID NEWS SUBJECT INVALID NEWS MESSAGE INVALID MAXIMUM ORDER QUANTITY INVALID TRADER NAME REPORT ID IS INVALID INVALID REPORT NAME INVALID REPORT FREQUENCY INVALID REPORT MAINLINE INVALID REPORT GROUP INVALID REPORT CLEARING MEMBER TYPE
The entered News Subject is not known by the system. The entered News Message is not valid. The entered Maximum Order Quantity is not valid. The entered Trader ID is not valid. Report Maintenance: MS enters invalid report ID (BESS) Report Maintenance: MS enters invalid report name Report Maintenance: MS enters invalid report frequency Report Maintenance: MS enters invalid report mainline Report Maintenance: MS enters invalid report group Report Maintenance: MS enters invalid report clearing member type
04560
INVALID REPORT SELECTION INDICATOR
Report Maintenance: MS enters invalid report selection indicator
04561 04587 04588
INVALID TEXT INVALID STOP LIMIT INVALID COMBINATION OF STOP LIMIT AND EXECUTION RESTRICTION
Not all characters are allowed in text fields The stop limit has not a valid tick size or incorrect syntax Execution restriction is 'STP' but there is no stop limit or stop limit and no STP The price is not a tick size or has invalid syntax The quantity is smaller than the minimum tradable unit or has invalid syntax
04604 04605
INVALID TRADE PRICE INVALID TRADE QUANTITY
06003 06004
HOLD ALL COMPLETED HOLD ALREADY IN PROGRESS
All offers of the trader were taken out of the market. The trader tried to hold offers a second time while first hold was in progress.

Appendix
July 1998
Page 259

06005 06006

RELEASE COMPLETED RELEASE ALREADY IN PROGRESS
Description
All offers are back to the market. The trader tried to release offers a second time while the first release was still in progress.
06009
INSTRUMENT DOES NOT EXIST
An instrument ID or an instrument does not exist or is passive.
06012
INVALID OFFER NUMBER
A not existing offer number was sent to the back-end subsystem, e.g. within a modification request.
06015 06016
CANNOT READ/WRITE THE PROFILE CANNOT READ/WRITE THE DEFAULT INSTRUMENT
Internal error: please refer to the help desk. Internal error: please refer to the help desk.
06017 06018 06022 06023 06024
INSTRUMENT PROFILE PROBLEM INVALID PROFILE BOND SUCCESSFULLY HELD HOLD FAILED EXCEPTION ON RELEASE
Internal error: please refer to the help desk. Internal error: please refer to the help desk. The offers of a bond were successfully held. The hold process could not be completed successfully. The release process could not be completed successfully.
06025 06026
BOND SUCCESSFULLY RELEASED BOND UNSUCCESSFULLY RELEASED
The bond was successfully released. The release process of a bond could not be completed successfully.
06027
CANNOT GET CONNECTION STATUS
No connection to a corresponding back-end subsystem was established.
06028 06029
BOND ALREADY HELD CANNOT MODIFY A RELEASED OFFER
The trader tried to hold a bond that is already held. The modification of a released offer was unsuccessful, because the offer was not found in the market.
06030 06032 06033 06038 06039
INSTRUMENT SUSPENDED INVALID INITIAL WINDOW CONFIGURATION EXCEPTION IN CONFIGURATION CONTEXT NO OFFERS TO HOLD +/- 2% RANGE OF THE LAST TRADE PRICE
An entry was made for a suspended instrument. A version conflict in a window configuration occurred. The window configuration was corrupted. There were no offers to be hold. The actual price was outside a +/- 2% range of the last trade price.
06040
PLAUSIBILITY CHECK IN PROGRESS
No offer entry was possible for an instrument on which a plausibility check was currently executing.
06041
NEW PASSWORD MUST DIFFER FROM OLD
The old and new password were identical.

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July 1998
Page 260

06042 06043

INVALID PASSWORD INVALID USER ID
Description
The password was invalid for this user ID. The user ID was unknown to the Xetra Technical Services.
06050 06051
NEW BOND LOADED NEWLY LISTED BOND LOADED
A new bond became active or inactive. A new bond was newly listed and was now available for the market.
06052 06053
CANNOT TRADE A HELD INSTRUMENT INSTRUMENT HAS TRANSACTIONS PENDING
A held instrument was traded. Internal information: waiting for broadcast bond market overview.
06054 06055 06056 06057 06058 06059
OWN OFFER ENCOUNTERED PLEASE CHOOSE A ROW PLEASE CHOOSE A VALID INSTRUMENT PLEASE CHOOSE A FILTER BOND PARTIALLY HELD MAXIMUM NUMBER OF PROFILES REACHED
No accept of own offers was allowed. Select a row in the current window. Select a valid instrument in the current window. Select a filter in the current window. Not all offers were held. The maximum number of own user profile files was reached.
06060
MARKET CONDITIONS HAVE CHANGED; PLEASE CONFIRM
After a selection the market conditions have been changed. Please confirm the accept. A passive instrument was stored in the user settings. No held bond could be released. The instrument can be traded again. An invalid quantity was selected for that offer. The order was already deleted. No duplicated profile file names were allowed. Duplicated instruments in the profile file were not added to the profile file.
06061 06062 06063 06064 06065 06067 06068
INSTRUMENT IS PASSIVE NO BONDS ARE HELD SUSPENSION OF INSTRUMENT LIFTED INVALID QUANTITY PARALLEL DELETION OCCURRED PROFILE NAME ALREADY EXISTS DUPLICATE_ENTRIES_REJECTED
06069
WRONG ENVIRONMENT NUMBER
The environment numbers within the profile file and the

Xetra System Configuration File differ.
06089 06091 06092 06094
NO FILTER SELECTED CURRENT PROFILE IS EMPTY ARCHITECTURE NOT AVAILABLE ANYMORE NO DATA MATCHING SELECTION CRITERIA
Overview windows require a filter to be selected Profiles may not be empty Architecture went down and application will be shut down No record could be found

Appendix
July 1998
Page 261

06096 06098 06100

VOLATILITY INTERRUPTION INSTRUMENT IS NOT ASSIGNED DATE CANNOT BE LESS THAN TODAY OR GREATER THAN ONE YEAR
Description
Volatitlity interruption occurred during trading phase Only assigned instruments may be traded or inquired. An order can only be entered/modified with a validity constraint that is between todays date and todays date plus one year
06101
ASK LIMIT MUST BE HIGHER THAN BID LIMIT
For quotes and double sided orders the ask limit must be greater than the bid limit.
06103 06107 06108 06109
XETRA LOGIN PENDING REQUESTS SUCCESSFULLY OPEN OTC TRADE ENTERED SUCCESSFULLY OPEN OTC TRADE DELETED SUCCESSFULLY OPEN OTC TRADE APPROVED
No login possible while already trying to login Open OTC trade was successfully entered Open OTC trade was successfully deleted Open OTC trade was successfully approved and became a trade Duplicate to 6101
06208 06209 06215
ASK LIMIT MUST BE HIGHER THAN BID LIMIT
NO ORDERS MATCHING SELECTION CRITERIA Duplicate to one above INVALID COMBINATION OF STOP LIMIT AND EXECUTION RESTRICTION There is a stop limit but no execution restriction 'STP' or STP but no stop limit The held orders/quotes displayed in the window do not show the actual state of the system. A reinquiry shows the correct situation
06216
HELD ORDER/QUOTES OUT OF SYNC
06217 06218 06222
ORDER IS ALREADY HELD QUOTE IS ALREADY HELD ORDER CONFIRMATION DATA MAY BE OUTDATED
Tried to hold an already held order Tried to hold an already held quote The data displayed in OOO or TI might be outdated. Reinquiry shows the correct situation The data displayed in OQO or TI might be outdated. Reinquiry shows the correct situation The data displayed in QRO might be outdated.
06223
QUOTE CONFIORMATION DATA MAY BE OUTDATED
06224
BETREUER QUOTE REQUEST DATA MAY BE OUTDATED
06225
MAXIMUM ORDER QUANTITY WAS EXCEEDED
The entered quantity is bigger than the maximum order quantity
06226
BUY QUANTITY EXCEEDED THE MAXIMUM ORDER QUANTITY
The entered buy quantity is bigger than the maximum order quantity The entered sell quantity is bigger than the maximum order quantity The list of reports you are allowed to get is empty.
06227
SELL QUANTITY EXCEEDED THE MAXIMUM ORDER QUANTITY
06801
YOU ARE NOT ALLOWED TO RECEIVE ANY

Appendix
July 1998
Page 262

REPORTS
Description
08266
SOME RESOURCE ACCESS LEVELS WERE NOT MODIFED
Some resource levels may not be changed by the user. Does not affect other changes made. User has no instruments assigned for trading Internal error while creating the current ISIN list out of the complete ISIN list. Internal error: Current ISIN list is empty or index is corrupted.
08267 08278
NO INSTRUMENTS ASSIGNED UNABLE TO SETUP MULTI ISIN INQUIRY REQUEST
08279
INVALID MULTI ISIN INQUIRY REQUEST
08280 08281 08296
NO INSTRUMENT IN GROUP NO DESTINATION GROUP INSTRUMENT SUCCESSFULLY MOVED
No instruments can be found in the specifed group. No destination group specified. An instrument has been moved successfully from one group to another one.
08297
MATURITY FILTER CRITERION IGNORED
It is possible to specify a maturity date filter for equities. However, this filter is ignored.
08408
EXCEEDED NUMBER OF WATCHES PER INSTRUMENT
The number of instrument watches per instrument is reached. User is not a Betreuer One exception code could not be found in the exception message file (msg.dat).
08411 09999
NO BETREUER LICENSE UNKNOWN APPLICATION EXCEPTION
10030
INVALID MEMBER ID ENTRY
Order Entry: a member enters an order for an instrument he has no permission to
10040 10409
RELATIONSHIP DOES NOT EXIST ASSIGN NODE NUMBERS BEFORE SETTING TO ACTIVE
Not used An object that has to be unique (a member e.g.) is entered duplicate. The requested transaction can not be performed, because the data already exists.
10500
DUPLICATE RECORD
10510 10517 10545
RECORD NOT FOUND INVALID USER ID ENTRY PROCESSING TERMINATED - RECORD LOCKED BY ANOTHER USER
The data can not be found User not recognised The specific record can not be accessed in write or update mode, if it is accessed by another user. Record not found in Order Book Member Control: MS tries to delete a member that has not the status suspended and inactive MemberClearingInformation: MS tries to modify a
10620 10697
NO MORE RECORDS IN ORDER BOOK MEMBER MUST BE SUSPENDED AND INACTIVE FOR DELETION
10785
UPDATE REFUSED - OUTSTANDING ACTIVE

Appendix
July 1998
Page 263

RELATIONSHIP WITH A NCM
Description
member, who is clearing member for other non clearing members.
10870
NO USER SETUP PROFILE ON THIS PARTICIPANT
For the entered user no setup profile is available.
10880
RESOURCE PRIVILEGE DENIED - MEMBER STATUS IS INACTIVE
The specific Resource Privilege is not valid for the entered Member ID, because the member is set to inactive. Inactive members (and their traders) hace restricted access.
10881
RESOURCE PRIVILEGE DENIED - MEMBER STATUS IS ACTIVE
The specific Resource Privilege is not valid for the entered Member ID, because the member is set to inactive. Inactive members (and their traders) hace restricted access.
10882
RESOURCE PRIVILEGE DENIED - TRADER STATUS IS INACTIVE
Inactive traders can only perform maintenance functions
10890
RESOURCE PRIVILEGE DENIED - MEMBER STATUS IS SUSPENDED
Suspended members have restricted access
10910
RESOURCE NOT AVAILABLE DURING CURRENT TRADING SESSION
The entered Resource is not available depending on the current trading session. The entered Resource is not available depending on the current Instrument state, e.g. if the instrument is currently locked by another process.
10912
RESOURCE NOT AVAILABLE DURING CURRENT PRODUCT STATE
11001
DATE CANNOT BE GREATER THAN TODAY'S DATE PLUS 1 YEAR
The date entered cannot be greater than 1 year from the current business date. An order cannot be entered with a date older than the current business date. The user is not set up to trade using account type entered
11002
DATE MUST BE GREATER THAN OR EQUAL TO TODAY'S DATE
11006
UNAUTHORISED USE OF AGENT ACCOUNT
11007
UNAUTHORISED USE OF PROPRIETARY ACCOUNT
The user is not set up to trade using account type entered The user is not set up to trade using account type entered This operation is not permitted for the user or member Not enough rights for transaction Action only possible with own member ID
11008
UNAUTHORISED USE OF BETREUER ACCOUNT
11718 11720 11721
INSUFFICIENT RESOURCE ACCESS LEVEL INSUFFIFICIENT ACCOUNT PRIVILEGE MEMBER CHANGES RESOURCE AND TRIES TO TRADE ON BEHALF
11790
UNKNOWN RESOURCE
Resource not recognised

Appendix
July 1998
Page 264

12055 12060 12120 12160 12185 12230 12232

ACCESS DENIED INVALID DATE WAS ENTERED INVALID BUY/SELL INDICATOR WAS ENTERED INVALID PRICE WAS ENTERED INVALID EXPIRATION DATE ENTERED QUANTITY VIOLATES LIMIT BID PRICE FAILED REASONABILITY CHECK
Description
Resource not permitted during current processing Incorrect date Incorrect buy / sell indicator Price format not valid Date invalid for requested transaction Quantity entered exceeds predefined limits. This is an informational error to the user warning that the entered limit exceeds a predefined range.
12233
ASK PRICE FAILED REASONABILITY CHECK
This is an informational error to the user warning that the entered limit is below a predefined range.
12234 12271
PRICE FAILED REASONABILITY CHECK INFORMATION IS RESTRICTED TO SENIOR TRADERS
see above Request requires senior trader privilege.
12417
ENTERED BID QUANTITY VIOLATES LIMIT
Entered bid quantity is greater than the users maximum allowable quantity
12418
ENTERED ASK QUANTITY VIOLATES LIMIT
Entered ask quantity is greater than the users maximum allowable quantity
12815
RECORD REQUESTED NOT FOUND ON DATABASE
Record not found
12816
ORDER REQUESTED NOT FOUND ON DATABASE
Record not found
12900
LICENSE REQUIRED TO TRADE IN THIS INSTRUMENT
The entered member or user has no trading permission for this instrument. The user does not have a betreuer licence in this instrument and therefore cannot enter quotes. A user with a betreuer licence in an instrument cannot enter a quote request in that instrument.
12905
BETREUER LICENSE REQUIRED FOR QUOTE MAINTENANCE
12907
QUOTE REQUEST DENIED TO BETREUER
12910
FUNCTION REJECTED DURING THIS TRADING PERIOD
Request cannot be processed during this trading period.
12941 12961 12962 12974
INVALID ACCOUNT TYPE MEMBER DOES NOT EXIST IN DATABASE USER DOES NOT EXIST IN DATABASE MAXIMUM NUMBER OF CHANGES FOR A TRADE REACHED
The account type entered is not set up for the user MS enters an existing member MS enters an existing user The maximum number of trade modifications has been reached. Currently, a trade can be modified 996 times.

Appendix
July 1998
Page 265

12975

TRADE MODIFICATION REQUEST FOR AN ADJUSTED TRADE
Description
The trade modification is not valid as the trade has been modified inbetween. The entered trade record is not valid as the POSTRN record was modified inbetween
12976
POSTRN RECORD WAS ALREADY MODIFIED
12977
POSTRN RECORD CURRENTLY LOCKED
The POSTRN record can not be accessed, as it is currently locked by another process.
12978
TRADE INQUIRY OF A NON CLEARING MEMBER FOR ANOTHER SUBGROUP
The entered trade filter is not valid as a Non-Clearing Trade Inquiry is not allowed to inquire trades of another subgroup
12979
TRADE INQUIRY OF A NON CLEARING MEMBER FOR ANOTHER PARTICIPANT NUMBER
The entered trade filter is not valid as a Non-Clearing Trade Inquiry is not allowed to inquire trades of another participant. For the entered date, no trades are available in the trade book.
12980
NO TRADES AVAILABLE FOR THIS DATE
12981 12982
NO CLEARING RELATIONSHIP NO TRADE RECORD TO MODIFY FOUND
The entered MemberID is no Clearing Member. The entered trade record for modification can not be found in the trade book.
12983 12984
MEMBER ID REQUIRED MEMBER IN CLEARING MEMBER FILTER IS NO CLEARING MEMBER
A Member ID needs to be entered. The entered Member ID is no Clearing Member
12985
NO CLEARING RELATIONSHIP BETWEEN MEMBERS IN FILTER
There is no Clearing Relationship between the members submitted in the filter. The entered Member ID is not known by the system
12986
MEMBER IN EXCHANGE MEMBER FILTER DOES NOT EXIST
12991
DELETION OF MEMBER SUPERVISOR DENIED
The member supervisor is not allowed to be deleted (as there has to be one user having the rights to operate the system at the member).
13001 13010
INSTRUMENT DOES NOT EXIST UPDATE REFUSED - REFRESH WINDOW
The entered instrument does not exist in Xetra . The data in the database have already updated. Please refresh window in order to get newest data.
13040 13070
SEGMENT DATA INVALID ORDER RESTRICTION IS NOT VALID
not used Enterd stop order with execution restriction different than 'STP'
13071
TRADING RESTRICTION IS NOT VALID
Enterd stop order with trading restriction different than 'empty' or entered stop order with invalid trading restriction

Appendix
July 1998
Page 266

13072

ORDER TYPE IS NOT VALID
Description
A market order with an execution limit has been entered. Market orders must not have an execution limit.
13075
SUBGROUP ASSIGNMENT ALREADY EXISTS
Try to assign to group an already group to a sug-group trader.
13077 13078 13080 13081 13082
NO CHANGES TO INSTRUMENT GROUP INSTRUMENT GROUP NOT FOUND INSTRUMENT GROUP ALREADY EXISTS INSTRUMENT GROUP NOT EMPTY INVALID INSTRUMENT GROUP CODE
The instrument group name was not modified. Can not retrieve the instrument group from the B/E. Can not create twice the same instrument group. Can not delete a none empty instrument group. The specified instrument code can not be retrieved in the B/E
13092 13094
NO OPEN OTC TRADES FOUND INSTRUMENT GROUPS ARE EQUAL
There are no open OTC trades available for this trader The user tries to reassign an instrument to the same instrument group.
13102
INSTRUMENT ALREADY CONTAINED IN OTHER INSTRUMENT GROUP
The instrument is already assigned to another instrument group. The instrument is already assigned to this instrument group. Member has no Betreuer license for this instrument.
13103
INSTRUMENT ALREADY CONTAINED IN INSTRUMENT GROUP
13115
MEMBER IS NOT A BETREUER IN THIS INSTRUMENT
13132
ACCEPT SURPLUS ORDER MUST BE FOK OR IOC
An accept surplus order without execution restriction has been entered. The execution restriction has to be fill-orkill or immediate-or-cancel.
13133
FOK ORDER HAS INVALID QUANTITY WITH ODD LOT PART
A fill-or-kill order with a quantity with odd lot part has been entered in continuous trading. Odd lot parts cannot be executed in continuous trading and therefore the execution restriction cannot be fulfilled under any circumstances.
13135 13136
INVALID BETREUER INDICATOR INVALID COUNTERPARTY MEMBER ID
Invalid Betreuer indicator (must be Y/N) The member id entered for the counterparty is not existing
13138
SUBGROUP IS NOT A BETREUER IN THIS INSTRUMENT
No Betreuer licence for that instrument
13155 13159
BETREUER ASSIGNMENT ALREADY EXISTS BETREUER LICENSE REQUIRE DURING THIS TRADING PHASE
User/Member is already a Betreuer license. In pre order book balancing, an order has been entered for an instrument, for which the trader's subgroup does

Appendix
July 1998
Page 267
Description
not have Betreuer rights.
13161
ONLY ACCEPT SURPLUS ORDERS ARE ALLOWED DURING CURRENT TRADING PHASE
An order transaction other than accept surplus has been entered during pre order book balancing or order book balancing. Stop limit is a valid limit but failed the price reasonability check against the last traded price
13163
UNREASONABLE STOP LIMIT
13165
ORDER NOT EXECUTABLE WITHIN VALIDITY
A good-for-day order with trading restriction "opening auction only" has been entered after the opening auction of the current business day, or a good-for-day order has been entered in post trading on the current business day.
13166
INVALID EXECUTION RESTRICTION FOR CURRENT TRADING PHASE
An order with execution restriction fill-or-kill or immediate-or-cancel ha been entered in a trading phase other than continuous trading or (pre) order book balancing. This order cannot match immediately under any circumstances.

Appendix
July 1998
Page 268
5.4
5.4.1
Messages
Public Messages
Public Messages Name Addressee Purpose/Content Remark
Order Information
Whole market
Entry, modification or deletion of an order.
Only available in case of an open order book.
instrument information basic order properties

General trade information Whole market Occurrence of a trade during continuous trading.
Best bid/best ask limits (for external information providers)
trade time instrument ID quantity price

General price information Whole market Continuously updated information
During auction call, volatility interruption in auction trading and volatility interruption in continuous trading, indicative auction prices or best bid/best ask limits are broadcast.
instrument ID price time executed volume of an auction
News message Market situation change
Whole market Broadcast to all members
Header information Created for all trading phases situations if the trading phase changes and for every potential interruption.
Suspension/ reinstating
Broadcast to all users
Suspension/reinstating of
an instrument a market segment or all instruments

Appendix
July 1998
Page 269
The following windows are getting broadcasts (are updated dynamically):
Order Instrument Overview Order Market Overview Own Order Overview Own Quote Overview Trade Information Quote Request Overview Ticker Instrument Watch Overview News Message Log

Appendix
July 1998
Page 270
5.4.2
Private Messages
Private Messages Name Addressee Purpose/Content Remark
Order execution confirmation
Originator of an order
Confirming date and time at which the order has been successfully entered, modified, deleted or matched.
Quote execution confirmation
Originator of an quote
Confirming date and time at which the quote has been successfully entered, modified, deleted or matched.
Quote request confirmation
Betreuer
Inform Betreuer about a quote request in the instruments the are Betreuer for, the quantity, the order book side and who submitted the quote request.
Trade confirmation
Buyer/seller
Trade attributes of the trade.
If the member is a non-clearing member, the associated clearing member receives also a trade confirmation.

Introduction to Reports
July 1998
Page 271
Introduction to Reports
This document describes the layout of all reports provided by Xetra Release 3 for the members. The report descriptions are preceded by a description of the general header of a report. The following table shows a list of all reports provided by Xetra Release 3 for the members, together with their frequency of creation, if they are also available as raw data report and if they are newly introduced in Xetra Release 3.
Report name Daily Quote Maintenance Daily Order Maintenance Open Order Detail Daily Trade Confirmation Daily Open OTC Maintenance Daily Trade Statistics Daily Quote Request Betreuer Performance (Member) User System Security Maintenance User System Security Status User Instrument Maintenance User Instrument Status Fee per Executed Order Fee Overall Summary Fee Statement System Transaction Overview
RptID RPTTC530 RPTTC540 RPTTC550 RPTTC810 RPTTC820 RPTTD930 PRTTD940 RPTTD944 RPTTT110 RPTTT115 RPTTT120 RPTTT125 RPTCB042 RPTCB050 RPTCB060 RPTCB065
Frequency d d d d d d d d d d d d d d m d
Raw Data avail. X X X X X
existing in Release 2
X X X
X X X X X X X X X X X
Trading System User Guide Release 3 Introduction to Reports
July 1998
Page 272
6.1
General Report Header Layout
None
Header
Short Description:
Each report has the following structure:
Heading
Xetra Confidential
Report Name Report Key Creation date Run date Begin of Report Report short name Report Body End of Report
July 1998
Page 273
Report header
1 2 3 4 5 6 7 8 9 10 11 12 13
0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01| 02| 03| 04| 05| 06| 07| 08| 09| 10| 01| 12| 13| 14| 15| 16| 17| 18| 19| *********************************************************************** * * * * * * * * * * * * * * * * BEGINNING OF REPORT RUN DATE : <RUNDATE> AS OF DATE: <DATE> DEUTSCHE BOERSE <REPORT NAME> C O N F I D E N T I A L XETRA * * * * * * * * * * * * * * * *
***********************************************************************
July 1998
Page 274
Page header
1 2 3 4 5 6 7 8 9 10 11 12 13
0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA 02|<REPORT KEY> 03| 04| <REPORT NAME> PAGE: 1
AS OF DATE: 24-10-96 RUN DATE : 24-10-96
Report footer
1 2 3 4 5 6 7 8 9 10 11 12 13
0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01| 02| ***END OF REPORT***
July 1998
Page 275
6.2
6.2.1
Standard Reports (Member)

Daily Quote Maintenance RPTTC530
RPTTC530
Daily Quote Maintenance
Short Description:
This report gives for each member and subgroup a list of the quotes which have been entered, changed or deleted during the trading day.
Restrictions:
None.
Notes on the contents:
For each member this report, arranged by trader subgroup and currency, gives all the activities taken for the maintenance of quotes during the trading day. A new page is started for each subgroup.
July 1998
Page 276
RPTTC530
REF
FIELD NAME
DESCRIPTION
1 2
MEMBER SUBGRP INSTRUMENT
Identification of the member where the quote belongs to. Subgroup ID of the subgroup where the quote belongs to. The instrument of the current report. The following values are supplied: Short Name: Short name of the instrument Long Name: Long name of the instrument WKN: Wertpapierkennummer of the instrument ISIN: The international identification number of the instrument.
3 4 5 6 7 8 9 10 11 CURRENCY TIME ORDER NUMBER ENTRY TIME MAINT CODE
Trading currency for instruments listed per unit, denomination currency for instrument listed in percentage. Time of application request. Order ID of one side of the quote Entry time of the order Code, indicating whether the quote has been A (Added), C (Changed), D (Deleted), M (Matched), P (Partially matched)
12 13 14 15
TRADER BUY/ SELL QUANTITY LIMIT
Identification of the trader who entered, submitted the quote Code, identifying the side of the order of a quote (B buy, S sell) Quantity of one side of the quote or if MAINT CODE is M or P the executed quantity Limit of one side of a quote.
July 1998
Page 277
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA DAILY QUOTE MAINTENANCE PAGE: 1 02|RPTTC530 AS OF DATE: 04-11-97 03| RUN DATE: 04-11-97 04| 05|MEMBER: ABCFR (1) (3) (4) (5) (6) (7) 06|SUBGRP: ATR (2) INSTRUMENT: ALV ALLIANZ AG HOLDING N-AKT 840400 DE0008404005 CURRENCY: DEM 07| 08| 09| ORDER ENTRY MAINT BUY/ 10| TIME NUMBER TIME CODE TRADER SELL QUANTITY LIMIT 11| -------- ------------- -------- ----- ------ ---- ------------- ---------| (8) (9) (10) (11) (12) (13) (14) (15) 12| 12:20:06 277163326 10:43:21 A ATR004 B 100.000 3170.000 13| 12:20:06 277163327 11:09:12 A ATR004 S 100.000 3160.000 14| 13:49:40 277163326 12:49:01 M ATR004 B 100.000 3170.000 15| 13:59:59 277163327 13:12:32 D ATR004 S 100.000 3160.000 16| 17| ***END OF REPORT***
July 1998
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6.2.2
Daily Order Maintenance RPTTC540
RPTTC540
Daily Order Maintenance
Short Description:
This report gives for each member a list of all orders (including stop orders), which have been entered, traded, changed or deleted during the trading day.
Restrictions:
None.
For each member this report, arranged by traders, currencies and instruments, gives all the activities taken for the maintenance of orders during the trading day. A new page is started for each instrument and trader.
July 1998
Page 279
RPTTC540 REF
Daily Order Maintenance FIELD NAME DESCRIPTION
1 2
MEMBER TRADER
Identification of the member where the order belongs to. Identification of the trader who owns the order and who entered the order on behalf of. If same user ID only one is shown.
INSTRUMENT 3 4 5 6 7 8 9 CURRENCY TIME MAINT CODE
The instrument identification, containing: Short Name: Short name of the instrument Long Name: Long name of the instrument WKN: Wertpapierkennummer of the instrument ISIN: The international identification number of the instrument. Trading currency for instruments listed per unit, denomination currency for instrument listed in percentage. Time of application request. Code, indicating whether the order has been A (Added), C (Changed), D (Expired orders during batch), M (Matched), P (Partially matched), X (Cancelled) or T (Triggered)
10 11 12
ORDER NUMBER BUY/SELL ACCT TYP
Order ID of the order The buy or sell indicator of the order. The Account Type, on which the order is entered: P1 Proprietary, A1 Agent, B1 Betreuer
July 1998
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RPTTC540
13
TRAD RES
Trading Restriction AU: Auction Only OA: Opening Auction CA: Closing Auction
14 15 16 17
QUANTITY LIMIT PRICE EXEC RES
Quantity of the order; in case of Maintenance Code M or P the executed quantity is shown Limit of the order. Price of a partial or full match of the order. Execution restriction of the order: FOK (Fill Or Kill), IOC (Immediate Or Cancel), STP (Stop Order), TRG (triggered Stop Order).
18 19 20 21
STOP LIMIT VAL DATE TEXT MEMBER INTERNAL ORDER NUMBER
Stop Limit of the stop order Expiration Date of the order. Free format text field for members internal use. Member Internal Order Number.
July 1998
Page 281
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA DAILY ORDER MAINTENANCE PAGE: 1 02|RPTTC540 AS OF DATE: 03-11-97 03| RUN DATE: 03-11-97 04| 05|MEMBER: BANKA (1) (3) (4) (5) (6) 06|TRADER: TRD001 (2) INSTRUMENT: BMW BAYERISCHE MOTORENWERKE AG 519000 DE0005190003 CURRENCY: DEM (7) 07| 08| MAINT ORDER BUY/ ACCT TRAD EXEC STOP VAL MEMBER INTERNAL 09| TIME CODE NUMBER SELL TYP RES QUANTITY LIMIT PRICE RES LIMIT DATE TEXT ORDER NUMBER 10| -------- -- ------------- ---- ---- ---- ----------- ---------- -------- ---- --------- -------- ------------- ---------------| (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (18) (19) (20) (21) 11| 09:09:25 A 277163255 S A1 275.000 817.000 03-11-97 YA01-01 12| ***TRANSACTION ENTERED BY TRD123 ON BEHALF OF BANKA*** 13| 09:10:33 M 277163255 S A1 275.000 817.000 817.000 03-11-97 YA01-01 14| 09:11:11 A 123456789 B A1 220.000 817.500 FOK 03-11-97 JAA198603 KLMV56789012WWW 15| 09:11:11 X 123456789 B A1 220.000 817.500 FOK 03-11-97 JAA198603 KLMV56789012WWW 16| 09:11:51 D 107000003 B P1 260.000 819.000 11-11-97 17| 10:05:51 C 107000005 B P1 20.000 819.300 24-11-97 18| 10:12:51 A 107000076 S A1 220.000 819.000 18-11-97 19| ***TRANSACTION ENTERED BY XETRA ON BEHALF OF BANKA*** 20| 10:21:13 A 107002345 B A1 230.000 FOK 03-11-97 1234567890123456 21| 10:21:13 M 107002345 B A1 230.000 820.000 FOK 03-11-97 1234567890123456 22| 10:22:02 A 107002346 B A1 150.000 IOC 03-11-97 23| 10:22:02 P 107002346 B A1 50.000 820.000 IOC 03-11-97 24| 10:22:02 X 107002346 B A1 100.000 IOC 03-11-97 25| 11:11:11 M 106007561 B P1 350.000 819.800 819.000 08-11-97 ABC4567890123TTT 26| 12:43:33 A 107005012 S P1 400.000 820.200 17-11-97 NNNN567890123456 27| 12:50:11 M 107005012 S P1 400.000 820.200 820.500 17-11-97 NNNN567890123456 28| 12:55:15 M 107000004 S A1 720.000 819.000 820.000 21-11-97 29| 13:01:00 A 107006901 B A1 220.000 820.200 03-11-97 YCC198809 KKKK567890123ZZZ 30| 13:12:15 A 107007701 B P1 350.000 819.000 STP 820.400 08-11-97 YSS119433 SOL4433322XY9433 31| 13:13:14 T 107007701 B P1 350.000 819.000 TRG 08-11-97 YSS119433 SOL4433322XY9433 32| 23:59:59 D 107006901 B A1 220.000 820.200 03-11-97 YCC198809 KKKK567890123ZZZ ***END OF REPORT***
July 1998
Page 282
6.2.3
Open Order Detail RPTTC550
RPTTC550
Open Order Detail
Short Description:
This report gives, for each member and arranged by trader, currency and instrument, a list of all orders (including stop orders) which are valid for the next business day.
Restrictions:
None
The report contains detailed information on limit orders, market orders, stop limit orders and stop market orders. A new page is started for each instrument.
July 1998
Page 283
RPTTC550
Open Order Detail
REF
FIELD NAME
DESCRIPTION
1 2
MEMBER TRADER INSTRUMENT
Identification of the member Identification of the trader The instrument identification, containing: Short Name: Short name of the instrument Long Name: Long name of the instrument WKN: Wertpapierkennummer of the instrument ISIN: The international identification number of the instrument
3 4 5 6 7 8 9 10 CURRENCY ORDER NUMBER BUY/ SELL ACCT TYP
Trading currency for instruments listed per unit, denomination currency for instrument listed in percentage. Order ID of the order The buy or sell indicator of the order. The Account Type, on which the order is entered: P1 Proprietary, A1 Agent, B1 Betreuer
11 12
EXEC QUANTITY TRAD RES
Executed Quantity of an order. Trading Restriction AU: Auction Only OA: Opening Auction CA: Closing Auction
July 1998
Page 284
RPTTC550
Open Order Detail
13
REM QUANTITY
Remaining Quantity of tradable units to be bought or sold.
14 15 16 17 18 19
LIMIT EXEC RES STOP LIMIT VAL DATE TEXT MEMBER INTERNAL ORDER NUMBER
Limit of the order/quote Execution restriction of the (triggered) stop order: STP Stop Order and TRG triggered Stop Order Stop limit of the stop order Expiration Date of the order. Free format text field for members internal use. Member Internal Order Number.
20 21 22 23
ENTRY DATE ENTRY TIME TOTAL BUY ORDERS TOTAL INSTRUMENTS TO BE PURCHASED
Date of the order entry. Time of the order entry. Number of buy orders. Number of instruments to be purchased.
24 25
TOTAL SELL ORDERS TOTAL INSTRUMENTS TO BE SOLD
Number of sell orders. Number of instruments to be sold.
July 1998
Page 285
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA OPEN ORDER DETAIL PAGE: 1 02|RPTTC550 AS OF DATE: 04-11-97 03| RUN DATE: 04-11-97 04| 05|MEMBER: BANKA (1) (3) (4) (5) (6) 06|TRADER: TRD001 (2) INSTRUMENT: BMW BAYERISCHE MOTORENWERKE AG 519000 DE0005190003 CURRENCY: DEM (7) 07| 00| MEMBER INTERNAL 08| ORDER BUY/ ACCT EXEC TRAD REM EXEC STOP VAL ORDER NUMBER/ ENTRY ENTRY 09| NUMBER SELL TYP QUANTITY RES QUANTITY LIMIT RES LIMIT DATE TEXT DATE TIME 10| ------------- ---- ---- ------------- ---- ------------- ---------- --- ---------- -------- ---------------- -------- -------| (8) (9) (10) (11) (12) (13) (14) (15) (16) (17) (19)/(18) (20) (21) 11| 277163271 B A1 0.000 64.000 64.000 28-11-97 97110400001 04-11-97 01:45:53 12| OR-37-5 13| 277163273 B A1 0.000 76.000 63.000 04-11-98 04-11-97 01:46:22 14| OR-37-6 15| 277163274 S A1 0.000 40.000 66.000 05-11-97 04-11-97 01:47:03 16| OR-37-7 17| 277163275 S A1 0.000 36.000 67.000 06-11-97 97110410002 04-11-97 01:47:25 18| OR-37-8 19| 277163276 S A1 0.000 50.000 68.000 STP 69.000 02-12-97 97110510001 04-11-97 01:49:34 20| OR-37-9 | (22) (23) 21| TOTAL BUY ORDERS 2 TOTAL INSTRUMENTS TO BE PURCHASED 140.000 22| ====== ============= | (24) (25) 23| TOTAL SELL ORDERS 3 TOTAL INSTRUMENTS TO BE SOLD 126.000 24| ====== ============= 25| ***END OF REPORT***
July 1998
Page 286
6.2.4
Daily Trade Confirmation RPTTC810
RPTTC810
Daily Trade Confirmation
Short Description:
This report contains an inventory of all trades of a member and all non-clearing members assigned to this member. The report shows all matched trades during a trading day and all OTC Trades approved on this day as well.
Restrictions:
None.
The matched/approved trades are arranged by member, trader, currency, instrument and account. A new page is started each time the member or instrument changes.
July 1998
Page 287
RPTTC810
REF
FIELD NAME
DESCRIPTION
1 2 3
CLGMBR STL.ACCT MEMBER INSTRUMENT
Identification of the clearing member Settlement Account of the clearing member Identification of the member The instrument identification, containing: Short Name: Short name of the instrument Long Name: Long name of the instrument WKN: Wertpapierkennummer of the instrument ISIN: The international identification number of the instrument
4 5 6 7 8 9 10 11 DEN CURR STL CURR EXEC TIME TRADER
Denomination currency Settlement currency Execution time of the trade (in case of OTC trades equal to the approval time) Identification of the trader who owns the order and who entered the order on behalf of. If both are the same person, only one user ID is shown.
12 13 14
TRADE NUMBER SFX TYP
Trade number uniquely identifying the trade Trade number suffix (counting trade modifications and trade reversals) Indicates trade reversal (R), OTC trade (O), or trade modification (M or OM)
July 1998
Page 288
RPTTC810
REF
FIELD NAME
DESCRIPTION
15
ORDER NUMBER
Order ID of the order (on-exchange trades only)
16
MEMBER INTERNAL ORDER NUMBER
Member Internal Order Number
17 18
TEXT ACCT TYP
Free format text field for members internal use (displayed in a separate row if not empty). Account Type of the member used for this trade P1 Proprietary, A1 Agent, B1 Betreuer
19 20 21 22 23
BUY/ SELL EXEC QUANTITY PRICE SETTLEMENT AMOUNT ACCRUED INTEREST
The buy or sell indicator of the order/quote/OTC. Executed quantity of an order/quote/OTC. Price at which the instrument has been bought or sold Settlement amount resulting from the trade (for bonds including accrued interest) Accrued interest payment resulting from the trade, is displayed below the settlement amount for bond trades. For non-bond trades zero is diplayed.
24 25 26
STL DATE CPTY STL CPTY
Settlement Date Identification of the counterparty of the trade. Settlement Account of the counterparty
July 1998
Page 289
RPTTC810
REF
FIELD NAME
DESCRIPTION
27
TRADER TOTAL INSTRUMENTS BOUGHT
Total number of matched bought orders/ quotes and approved OTC trades in the instrument for the trader
28
TRADER TOTAL INSTRUMENTS SOLD
Total number of matched sold orders/quotes and approved OTC trades in the instrument for the trader
29
MEMBER TOTAL INSTRUMENTS BOUGHT
Total number of matched bought orders/ quotes and approved OTC trades in the instrument for the member
30
MEMBER TOTAL INSTRUMENTS SOLD
Total number of matched sold orders/quotes and approved OTC trades in the instrument for the member
31 32
TRADE/TRANSACTION FEE FEE CURRENCY
Trade fee for executed order / Transaction fee for modif. and reversal Currency of the fee amount printed.
July 1998
Page 290
2 3 4 5 6 7 8 9 10 11 12 13 123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA DAILY TRADE CONFIRMATION PAGE: 7 02|RPTTC810 AS OF DATE: 03-11-97 03| RUN DATE: 03-11-97 04| 05|CLGMBR: BBGFR (1) STL.ACCT. : 7008 (2) 06|MEMBER: ABCFR (3) INSTRUMENT: BQTY TESTBOND AS BA81 115555 DE0001155550 DEN CURR: DEM STL CURR: DEM 07| (4) (5) (6) (7) (8) (9) 08| (10) (12) (15) MEMBER INT. (18) (24) 09| EXEC (11) TRADE (13)(14) ORDER ORDER NUMBER/ ACCT B/ EXEC QUANTITY/ TRANS. FEES/ STL AMT/ STL CTPY/ 10| TIME TRADER NUMBER SFX TYP NUMBER TEXT TYP S PRICE FEE CURRENCY ACCR INT DATE ACCT 11|-------- ------ ------- --- -- ------------- ---------------- -- - ---------------- --------------- ---------------- ----- ----12|13:52:32 ATR004 3000131 000 277163325 P1 S 100.000 (31) 0.00 (22) 103.430 06.11 ABCFR (25) 13| (19) 103.00000 (32) DEM (23) 0.430 7008 (26) 14|13:52:32 ATR004 3000131 000 277163403 P1 B (20) 100.000 3.00 103.430 06.11 ABCFR 15| (21) 103.00000 DEM 0.430 7008 18|13:52:32 ATR004 3000132 000 277163404 P1 B 100.000 3.00 103.430 06.11 ABCFR 19| 103.00000 DEM 0.430 7008 20| 21| TRADER TOTAL INSTRUMENTS BOUGHT 300.000 (27) 22| TRADER TOTAL INSTRUMENTS SOLD 300.000 (28) 23| ---------------24| 25| MEMBER TOTAL INSTRUMENTS BOUGHT 300.000 (29) 26| MEMBER TOTAL INSTRUMENTS SOLD 300.000 (30) 27| ================
July 1998
Page 291
6.2.5
Daily Open OTC Maintenance RPTTC820
RPTTC820
Daily Open OTC Trade Maintenance
Short Description:
This report contains an inventory of all operations on Open OTC trades during a trading day, arranged by traders.
Restrictions:
None.
The Open OTC Trades are arranged by trader, currency, instrument and account. A new page is started each time the member, trader or instrument changes.
July 1998
Page 292
RPTTC820
REF
FIELD NAME
DESCRIPTION
1 2
MEMBER TRADER INSTRUMENT
Identification of the member Identification of the trader The instrument identification, containing: Short Name: Short name of the instrument Long Name: Long name of the instrument WKN: Wertpapierkennummer of the instrument ISIN: The international identification number of the instrument
3 4 5 6 7 8 9 10 11 12 13 CURRENCY TIME MAINT CODE OTC TRADE TIME SUBM. BY OTC NUMBER BUY/ SELL
Trading currency for equities and denomination currency for bonds Automatic time stamp for the approved or deleted open OTC trade by the counterparty or the initiator. Code, indicating whether the open OTC Trade has been A (Added), or D (Deleted), P (Approved) Time when trade occurred off-exchange (manually entered by the originator of an open OTC Trade) This is the identification of the trader who has submitted the OTC Trade OTC Number uniquely identifying the Open OTC Trade The buy or sell indicator of the OTC.
July 1998
Page 293
RPTTC820
14
ACCT TYP
Account Type of the member used for this trade P1 Proprietary, A1 Agent
15 16 17 18
QUANTITY PRICE TEXT MEMBER INTERNAL ORDER NUMBER
Quantity of an OTC Trade. Price at which the instrument will be bought or sold Free format text field for members internal use. Member Internal Order Number
19 20 21
COUNTER PARTY STL DATE STL CODE
Identification of the counterparty of the Open OTC Trade. Settlement date Settlement Code: DVP: DFP: DAP: delivery versus payment (default) delivery free of payment delivery and payment
July 1998
Page 294
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA DAILY OPEN OTC MAINTENANCE PAGE: 1 02|RPTTC820 AS OF DATE:04-01-98 03| RUN DATE:04-01-98 04| 05|MEMBER: BANKA (1) (3) (4) (5) (6) (7) 06|TRADER: TRD001 (2) INSTRUMENT: BMW BAYERISCHE MOTORENWERKE AG 519000 DE0005190003 CURRENCY: DEM 07| 08| MAINT OTC TRADE SUBM. OTC B/ ACCT MEMBER INTERNAL COUNTER STL STL 09| TIME CODE TIME BY NUMBER S TYP QUANTITY PRICE TEXT ORDER NUMBER PARTY DATE CODE 10|-------- ---- -------- ------ ------- -- --- ---------------- ---------- ------------ ---------------- ----------- -------- ---| (8) (9) (10) (12) (13) (14) (15) (16) (17) (18) (19) (20) (21) 11|10:45:11 A 10:05 TRD001 3000011 B P1 125.000 315.000 KLVM56789UOP3456 BANKBTRD001 10-01-98 DVP 12|11:00:23 A 10:20 TRD001 3000023 S A1 125.000 315.000 BANKBTRD001 12-01-98 DVP 13|11:43:32 A 11:10 TRD002 3000044 B P1 125.000 315.000 AAA345678 KLVM78901234BI78 BANKCTRD041 10-01-98 DFP 14|13:36:59 D 10:05 TRD001 3000011 B P1 125.000 315.000 KLVM56789UOP3456 BANKBTRD001 10-01-98 DVP 15|13:46:47 A 13:30 TRD003 3000031 S P1 125.000 315.000 BANKZTRD004 13-01-98 DAP 16|13:55:38 D 11:10 TRD002 3000044 B P1 125.000 315.000 AAA345678 KLVM78901234BI78 BANKCTRD041 10-01-98 DFP 17|14:05:18 P 11:31 TRD007 3000045 S A1 125.000 315.000 AAA345699 KLVM78901234BI99 BANKBTRD001 10-01-98 DVP 18| 19| ***END OF REPORT***
July 1998
Page 295
6.2.6
Daily Trade Statistics RPTTD930
RPTTD930
Daily Trade Statistics
Short Description:
This report contains the daily information on all instruments.
Restrictions:
None.
The daily prices and trade volumes are listed for all instruments. A new page is started for each instrument.
July 1998
Page 296
RPTTD930
Daily Trade Statistics
REF
FIELD NAME
DESCRIPTION
INSTRUMENT 1 2 3 5 4 6 7 8 9 10 11 12 CURRENCY PREVIOUS CLOSE OPENING PRICE HIGHEST PRICE LOWEST PRICE CLOSING PRICE DAILY VOLUME MTD VOLUME
The instrument identification, containing: Short Name: Short name of the instrument WKN: Wertpapierkennummer of the instrument ISIN: The international identification number of the instrument. Long Name: Long name of the instrument Trading currency for instruments listed per unit, denomination currency for instrument listed in percentage. Closing price of the instrument on the previous day. Opening price on report day Daily highest price on report day Daily lowest price on report day Closing price on report day Total number of instruments traded during the day Total number of instruments traded during the current month
July 1998
Page 297
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA DAILY TRADE STATISTICS PAGE: 1 02|RPTTD930 AS OF DATE: 03-11-97 03| RUN DATE: 03-11-97 04| 05| 06| PREVIOUS OPENING HIGHEST LOWEST CLOSING DAILY MTD 07| INSTRUMENT CLOSE PRICE PRICE PRICE PRICE VOLUME VOLUME 08|--------------------------------- ---------- ---------- ---------- ---------- ---------- ---------------- ---------------(1) (2) (3) (4) (6) (7) (8) (9) (10) (11) (12) 09| ALV 840400 DE0008404005 DEM 10| ALLIANZ AG HOLDING VINK.N.-A 2861.500 2865.100 2880.100 2841.900 2855.200 71400 1500000 (5) 11| 12| BMW 519000 DE0005190003 DEM 13| BAYERISCHE MOTORENWERKE AG 1043.600 1044.000 1046.000 1040.000 1044.500 120700 1500000 14| 15| DBK 804010 DE0008040106 DEM 16| DEUTSCHE BANK 73.200 73.500 74.900 72.800 73.900 6000000 90000000 17| 18| ***END OF REPORT***
July 1998
Page 298
6.2.7
Daily Quote Request RPTTD940
RPTTD940
Daily Quote Request
Short Description:
This report provides the exchange and the members with a Betreuer account with a summary of their quote activities. It lists all members holding a Betreuer license and shows, for every single instrument a list of all quote requests and Betreuer responses or violations. Quote request responses are shown sorted by entry time for each member. On member level it is indicated whether the quote request counts as violated.
Restrictions:
None.
This report lists the quote request violation based on member-level, instrument and response rate.
July 1998
Page 299
RPTTD940
Daily Quote Request
REF
FIELD NAME
DESCRIPTION
MEMBER INSTRUMENT
Member ID The instrument of the current report. The following values are supplied: Short Name: Short name of the instrument Long Name: Long name of the instrument WKN: Wertpapierkennummer of the instrument ISIN: The international identification number of the instrument
2 3 4 5 6 7 8 9 10 QUOTE REQ TIME B/S QR QTY REQUESTOR TIME
Time at which the quote request has occurred Buy/Sell interest indicator Quote Request quantity Member ID of the member that originated the quote request Time at which a trader of this subgroup has entered the next quote. Only quotes which are entered within the maximum response time of the corresponding quote request will be listed. If a quote was already in the order book, 00:00:00 will be displayed.
11
RESPONSE TIME
Answering time of the quote. If the quote was already in the order book, 00:00:00 will be displayed. In case an existing quote will be changed (Maintenance Code = C), the field stays empty.
12 13
DURATION SUBGROUP
Length of time the quote has spent in the order book. Subgroup ID of the subgroup of a member.
July 1998
Page 300
RPTTD940
Daily Quote Request
14 15 16 17
BID QTY ASK QTY SPREAD CODE
Bid quantity of the quote. Ask quantity of the quote. Absolute value of quote spread Code whether the quote has been C (Changed), D (Deleted), M (one side of the quote has been Matched), P (one side of the quote has been Partially matched).
MEMBER TOTAL 18 TIME
Measured on member level: Time at which the first quote of the member occurred which answered the quote request correctly. In case of violation, field remains empty.
19
RESPONSE TIME
Response time, the member needed to answer the quote request correctly. In case of violation, this field stays empty.
20
DURATION
Length of time the quote on member level, which answered the quote request correctly, spent in the order book. In case of violation, this fields stays empty.
21
CODE
A V in this column indicates a member-level quote request violation.
July 1998
Page 301
2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA DAILY QUOTE REQUEST PAGE: 1 02|RPTTD940 AS OF DATE: 24-10-96 03| RUN DATE: 24-10-96 04| (1) 05| MEMBER: ABCFR 06| INSTRUMENT: BMW BAY. MOTOREN WERKE AG 519000 DE0005190003 | (2) (3) (4) (5)
07|
08| 09| 10| 11| 12| 13| 14| 15| | 16| 17| 18| 18| 19| 20| 21| 22| 23| 24|
25|
QUOTE REQ TIME -------(6) 13:21:48
B/S --(7) B
QR QTY -------(8) 300.000
REQUESTOR --------(9) JKLMU
TIME -------(10) 00:00:00 13:33:59 -------00:00:00 (18) 13:42:43 13:54:55 13:54:55 -------13:42:43 --------
RESPONSE TIME -------(11) 00:00:00 00:12:11 -------00:00:00 (19) 00:01:00 00:13:12 -------00:01:00 -------00:00:01 00:00:10 -------00:00:10 00:00:01 -------00:00:01 00:00:02 --------
DURATION -------(12) 00:12:11 00:06:21 -------00:18:32 (20) 00:12:12 00:01:23 00:10:10 -------00:22:22 -------00:00:01 02:23:15 -------02:23:15 00:23:15 -------00:23:15 00:00:10 --------
SUBGROUP -------(13) ATR LTR
BID QTY -------(14) 500 400 --------
ASK QTY -------(15) 500 450 --------
SPREAD -------(16) 1.45 1.55 --------
CODE ---(17) M C ---(21)
13:41:43
B/S
250
DEFFR
ATR ATR LTR
400 300 100 --------
350 300 300 --------
2.00 2.00 2.00 --------
C ----
14:43:38
400
DEFFR -------LTR ATR 400 400 -------400 -------400 --------------400 300 -------300 -------300 --------------2.00 2.5 -------2.5 -------1.55 ----------V D ----
26| 14:43:40 27| 28| 29| 28| 29| 14:43:49 30| 31| 32| 33| 16:03:11 34| 35| 36|
400
DEFFR
14:43:41 14:43:50 -------14:43:50 14:43:50 -------14:43:50 16:03:13 --------
B/S
500
JKLMU
LTR
----
B/S
400
JKLMU
LTR
---V
***END OF REPORT***
July 1998
Page 302
6.2.8
Betreuer Performance (Member) RPTTD944
RPTTD944
Betreuer Performance (Member)
Short Description:
This report provides the members with betreuer license a summary of their quote activities. It lists all instruments and the response rate to the requested Quote Requests in percentage values. For each exchange member, all instruments assigned are sorted by ISIN code. Response rates are calculated on a per-member basis, meaning that a quote request answered by at least one of the betreuers of the member is defined an answered quote request. A quote request not answered by any of the members betreuers is defined as a violation. Quote requests that fall into the time period of fast market events and non-trading phases (e. g. order book balancing, POSTR) as well as instrument suspensions are not taken into account. Also, if a member suspension occurrs, no betreuer performance measurement is performed. Additionally the report provides the cumulated totals for the whole month.
Restrictions:
This report is for all members with at least one betreuer license in a instrument.
This report lists the number of quote requests and the quote response rates based on instrument.
July 1998
Page 303
RPTTD944
Betreuer Performance (Member)
REF
FIELD NAME
DESCRIPTION
1 1a 2 2a 3 4 5 6
MEMBER MEMBER NAME INSTR ISIN TOTAL QR %RESPONSE RATE TOTAL QR %RESPONSE RATE TOTAL:
Member ID code. Member long name Short name of the instrument Instrument ISIN code Number of total quote requests per instrument for the last business day Percentage of quote requests that have been answered per member for the last business day Number of total quote requests per instrument cumulated for the whole month Percentage of quote requests that have been answered per member cumulated for the whole month
% RESPONSE RATE
Percentage of quote requests which have been answered (for the last business day) over all instruments the member is assigned as a betreuer. TOTAL = SUM(quote request fulfilled)/(quote request total)
% RESPONSE RATE
Percentage of quote requests which have been answered (cumulated for the whole month) over all instruments the member is assigned as a betreuer. TOTAL = SUM(quote request fulfilled)/(quote request total)
July 1998
Page 304
2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA BETREUER PERFORMANCE (MEMBER) PAGE: 1 02|RPTTD944 AS OF DATE: 03-11-97 03| RUN DATE: 03-11-97 04| | 05| MEMBER: ABCFR (1) ABC BANK CORPORATION (1a) 06| 07| 08| DAILY | CUMULATED 09| | 10| ------------------------------------------------------------------------------------------11| TOTAL % RESPONSE | TOTAL % RESPONSE 12| INSTRUMENT QR RATE | QR RATE 13| ----------------------------------| ----------------| (2) (2a) (3) (4) (5) (6) 14| BMW DE0005190003 75 100.00 | 350 97.14 15| BAS DE0005151005 42 97.61 | 158 95.57 16| ========== ========== 17| TOTAL: 98.80 (7) 96.36 (8) 18| 19| END OF REPORT***
July 1998
Page 305
6.2.9
User System Security Maintenance RPTTT110
RPTTT110
User System Security Maintenance
Short Description:
This report can be used to proof all changes that have been made to a members security profile and to a users profile.
Restrictions:
None.
This report contains all changes made to a member profile or a user profile for application requests, account types and senior flags on the preceding day. Each account type, senior indicator or application request involved is indicated on a line per member and trader ID. It shows the type of modification (A Add, C Change or D Delete) applied to the account type, the senior indicator or specific resource access level for the application request. If an account type or senior indicator is affected, this will be indicated in the long description field of request names with a specific entry and the request ID field is left empty.
July 1998
Page 306
RPTTT110
REF
FIELD NAME
DESCRIPTION
1 2 3 4 5 6 7 8 9 10 11 12
MEMBER SUB NAME TIME MAINT CODE REQ CODE DESCRIPTION BEFORE MAINT AFTER MAINT SECURITY COORDINATOR DATE OF PREVIOUS UPD TOTAL MAINTENANCE FOR PARTICIPANT ID
Member ID Subgroup within the member ID of the user of the subgroup Time of the update Maintenance code for type of change. The possible values are: A Add, C Change, D Delete The identification code of the application request The descriptive name of the application request, the account type or senior indicator. Kind of access authorisation before the member profile was changed. Possible values are Y, N, 0 or 1 Kind of access authorisation after the member profile was changed. Possible values are Y, N, 0 or 1 User ID of the security coordinator, who made the modifications on the profile. Date of last modification (00-00-00 if the profile was added) Contains the user ID
13
ADDITIONS
Total number of resources for application requests added for this participant
July 1998
Page 307
RPTTT110
14 15 16
CHANGES DELETIONS TOTAL MAINTENANCE FOR EXCHANGE MEMBER ID
Total number of resources for application requests modified for this participant Total number of resources for application requests deleted for this participant Contains the Member ID
17 18 19
ADDITIONS CHANGES DELETIONS
Total number of resources for application requests added for this member Total number of resources for application requests modified for this member Total number of resources for application requests deleted for this member
July 1998
Page 308
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA USER SYSTEM SECURITY MAINT PAGE: 1 02|RPTTT110 AS OF DATE: 04-11-97 03| RUN DATE: 04-11-97 | (1) 04| EXCHANGE MEMBER: JKLMU 05| PARTICIPANT ID MAINT REQ. BEFORE AFTER SECURITY DATE OF 06| SUB NAME TIME CODE CODE DESCRIPTION MAINT MAINT COORDINATOR PREV UPD 07| ----- ------ -------- ------ ----- ---------------------------------- -------- -------- ------------- -------| (2) (3) (4) (5) (6) (7) (8) (9) (10) (11) 08| GTR 001 12:28:40 A E030B Inquire Trade 1 JKLMUBTR001 00-00-00 09| 12:28:40 A 35000 Inquire Inside Market 1 JKLMUBTR001 10| 12:28:40 A Account type AGENT N JKLMUBTR001 11| 12:28:40 A Account Type PROPRIETARY Y JKLMUBTR001 12| 12:28:40 A Account Type BETREUER Y JKLMUBTR001 13| 12:28:40 A Senior Indicator Y JKLMUBTR001 | (12) 14| TOTAL MAINTENANCE FOR PARTICIPANT ID: GTR001 ADDITIONS: 6 (13) 15| CHANGES: 0 (14) 16| DELETIONS: 0 (15) 17| 18| GTR 003 10:25:10 C 2001A Enter Quote 0 1 JKLMUBTR001 08-01-96 19| 12:35:01 D 2001A Enter Quote 1 JKLMUBTR001 03-11-97 20| 12:35:01 D 1001A Enter Order 1 JKLMUBTR001 21| 12:35:01 D 1005D Delete Order 1 JKLMUBTR001 22| 12:35:01 D Account Type AGENT N JKLMUBTR001 23| 12:35:01 D Account Type PROPRIETARY Y JKLMUBTR001 24| 12:35:01 D Account Type BETREUER Y JKLMUBTR001 25| 12:35:01 D Senior Indicator N JKLMUBTR001 | (12) 26| TOTAL MAINTENANCE FOR PARTICIPANT ID: GTR003 ADDITIONS: 0 (13) 27| CHANGES: 1 (14) 28| DELETIONS: 7 (15) | (16) 29| TOTAL MAINTENANCE FOR EXCHANGE MEMBER ID: JKLMU ADDITIONS: 6 (17) 30| CHANGES: 1 (18) 31| DELETIONS: 7 (19) 32| ***END OF REPORT***
July 1998
Page 309
6.2.10
User System Security Status RPTTT115
RPTTT115
User System Security Status
Short Description:
This report identifies all up-to-date member and user profiles.
Restrictions:
None.
This report lists all member and user profiles. It provides the authorized access of the account types (Agent, Proprietary and Betreuer), the senior indicator and all application requests.
July 1998
Page 310
RPTTT115
REF
FIELD NAME
DESCRIPTION
1 2 3 4 5 6 7
MEMBER ID MEMBER NAME SUB NAME REQ.CODE DESCRIPTION RESOURCE STATUS
ID of exchange participant Name of exchange participant Subgroup ID within the member ID of the user within the subgroup The identification code of the application request The descriptive name of the application request, the account type or senior indicator. Current status of the access authorisation for the account type, the senior indicator or application request. Possible values are Y or 1.
July 1998
Page 311
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA USER SYSTEM SECURITY STATUS PAGE: 1 02|RPTTT115 AS OF DATE: 03-11-97 03| RUN DATE: 03-11-97 | 04|EXCHANGE MEMBER: BANKA (1) BANKA BANK CORPORATION (2) 05| PARTICIPANT ID RESOURCE 06| SUB NAME REQ.CODE DESCRIPTION STATUS 07| ------- -------- --------------------------------------------------------| (3) (4) (5) (6) (7) 08| ATR 001 A005B Inquire User List 1 09| A040B Inquire User 1 10| 1001A Enter Order 1 11| A020A Add User Instrument 1 12| Account Type AGENT Y 13| Account Type PROPRIETARY Y 14| Account Type BETREUER Y 15| Senior Indicator Y 16| 17| ATR 002 1004C Modify Order 1 18| 1005D Delete Order 1 19| Account Type PROPRIETARY Y 20| Senior Indicator Y 21| 22| ***END OF REPORT***
July 1998
Page 312
6.2.11
User Instrument Maintenance RPTTT120
RPTTT120
User Instrument Maintenance
Short Description:
This report serves to verify all changes to the Member Instrument Assignment made by Market Supervision and to the Subgroup Instrument Assignment made by the Member. It also includes any modification performed on the Betreuer licences of both, Member and Subgroup.
Restrictions:
None.
This report lists all changes that were made to the Member/ Subgroup Instrument Assignment and to the Member/ Subgroup Betreuer Licences on the preceding day. Each instrument and Betreuer Licence, that was added to or deleted from the members security profile is indicated in one line each. Also, each Betreuer licence and each instrument group that was added to or deleted from the Subgroups security profile is indicated in one line each. The function key shows whether the action code was an addition or a deletion of an instrument/ instrument group assignment (action code: A Add or D Delete) or modification of a Betreuer licence (from Y to N or vice versa - always action code: C Modification).
July 1998
Page 313
RPTTT120
REF
FIELD NAME
DESCRIPTION
1 2 3 4 5 6 7 8 9 10 11 12
MEMBER MEMBER NAME PARTICIPANT SUBGROUP UPDATE TIME UPDATE CODE MAX ODR QUANTITY Group ID INSTRUMENT BETREUER SECURITY COORDINATOR DATE OF PREV UPDATE TOTAL MAINTENANCE FOR PARTICIAPANT
Member ID Member legal name Subgroup within the member Time when the update was made. Code of ID of the modification type. Maximum order quantity Instrument group ID. Instrument identififier (ISIN) Name of the Betreuer. User ID of the security coordinator that made the changes The date of the previous update. Participant ID
13 14
ADDITIONS CHANGES
Total number of instruments added for the participant Total number of instruments changed for the participant
July 1998
Page 314
RPTTT120
15 16
DELETIONS TOTAL MAINTENANCE FOR MEMBER ID
Total number of instruments deleted for the participant Member ID
17 18 19
ADDITIONS CHANGES DELETIONS
Total number of instruments added for the member Total number of instruments changed for the member Total number of instruments deleted for the member
July 1998
Page 315
2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01| XETRA USER INSTRUMENT MAINTENANCE PAGE: 1 02|RPTT120 AS OF DATE: 05-11-97 03| RUN DATE: 05-11-97 04| 05|EXCHANGE MEMBER: BANFR (1) BAN BANK CORPORATION (2) 06|PARTICIPANT UPDATE INSTRUMENT SECURITY DATE OF 07| SUBGROUP TIME CODE MAX ORDER QTY GROUP ID INSTRUMENT BETREUER COORDINATOR PREV UPD 08| ---------- -------- --- ------------- -------- ------------------------------------------------ ------ ----------- -------(3) (4) (5) (6) (7) (8) (9) (10) (11) 09| 18:13:51 A 0.000 EEQU1 DE0000000001 EXCSPV 00-00-00 10| 11| 18:13:51 A 0.000 EEQU1 DE0000000002 EXCSPV 00-00-00 12| 13| 18:13:51 A 0.000 EEQU1 DE0000000003 EXCSPV 00-00-00 14| 15| 18:13:51 A 0.000 EEQU1 DE0000000004 EXCSPV 00-00-00 16| 17| 18:13:51 A 0.000 EEQU1 DE0000000005 EXCSPV 00-00-00 18| 19| 18:13:51 A 0.000 EEQU1 DE0000000006 EXCSPV 00-00-00 20| 21| 18:13:51 A 0.000 EEQU1 DE0000000007 EXCSPV 00-00-00 22| 23| 18:13:51 C 0.000 EEQU1 DE0000000008 EXCSPV 00-00-00 24| 25| 18:13:51 D 0.000 EEQU1 DE0000000009 EXCSPV 00-00-00 26| 27| TOTAL MAINTENANCE FOR PARTICIPANT ID: TRD (12) ADDITIONS: 7 (13) 28| CHANGES : 1 (14) 29| DELETIONS 1 (15) 30| (16) 31| TOTAL MAINTENANCE FOR EXCHANGE MEMBER ID: BANFR ADDITIONS: 7 (17) 32| CHANGES : 1 (18) 33| DELETIONS: 1 (19) 34| ***END OF REPORT***
July 1998
Page 316
6.2.12
User Instrument Status RPTTT125
RPTTT125
User Instrument Status
Short Description:
This report lists all authorizations granted to a member and to a trader subgroup for all Xetra instruments which he is authorized to trade. Also the Betreuer licences are shown for each member and trader subgroup.
Restrictions:
None.
This report identifies all current access authorizations which have been entered for the Member Instrument Assignment and for the Subgroup Instrument Assignment. For a member itself, all assigned instruments in an instrument group are listed together with the Betreuer indicator, so that a member supervisor is able to control the assignment. For each trader subgroup of a member, the instrument groups are listed, which are assigned to the subgroup. Furthermore, all instruments are listed, where the subgroup is designated as a Betreuer.
July 1998
Page 317
RPTTT125
REF
FIELD NAME
DESCRIPTION
1 2 3 4 5
EXCHANGE MEMBER MEMBER NAME PARTICIPANT SUBGROUP MAX ORDER QTY INSTRUMENT GROUP ID INSTRUMENT
Member ID Member Name Subgroup within the member Maximum order quantity The instrument group identification The instrument identification, consisting of: Short Name: Long Name: ISIN: Short name of the instrument Long name of the instrument The international identification number of the instrument
6 7 8 9 10 11 12 CURR BETREUER TOTAL FOR PARTICIPANT ID GROUPS
Trading currency for instruments listed per unit, denomination currency for instrument listed in percentage. Betreuer status for this instrument. Possible values: Y Yes, N No Subgroup identification Total number of instrument groups assigned to this participant.
July 1998
Page 318
2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 01|XETRA USER INSTRUMENT STATUS PAGE: 1 02|RPTTT125 AS OF DATE: 03-11-97 03| RUN DATE: 03-11-97 | 04| 05|EXCHANGE MEMBER: BANKA (1) BANKA BANK CORPORATION (2) | 06| 07| 08| PARTICIPANT INSTRUMENT 09| SUBGROUP MAX ORDER QTY GROUP ID INSTRUMENT CURR BETREUER 10| ----------- ------------- ---------- ------------------------------------------------ ---- -------| (3) (4) (5) (6) (7) (8) (9) (10) 11| EAUTO VOW VW AG DE0005047005 DEM Y 12| EAUTO DAI DAIMLER BENZ AG DE0005500003 DEM N 13| EAUTO BMW BAY. MOTOREN WERKE AG DE0005190003 DEM N 14| ECHEM BAS BASF AG DE0005151005 DEM Y 15| ECHEM BAY BAYER AG DE0005752000 DEM N 16| ECHEM FRE FRESEN. MED. CARE AG IGL DE0005785604 DEM Y 17| ESNST ALC ALCATEL SEL DE0006619000 DEM Y 18| ESNST PRO7 PROSIEBEN DE0007777732 DEM Y 19| ESNST DBK DEUTSCHE BANK DE0008040106 DEM Y 20| ESNST ALV ALLIANZ AG HOLDING N-AKT DE0008404005 DEM N 21| (11) (12) 22| TOTAL FOR PARTICIPANT ID: GROUPS: 3 23| =========== 24| TRD 100.000 EAUTO 25| 200.000 ECHEM 26| ECHEM BAS BASF AG DE0005151005 DEM Y 27| ECHEM FRE FRESEN. MED. CARE AG IGL DE0005785604 DEM Y 28| (11) (12) 29| TOTAL FOR PARTICIPANT ID: TRD GROUPS: 2 30| =========== 31| 32| ***END OF REPORT***
July 1998
Page 319
6.2.13
Fee per Executed Order RPTCB042
RPTCB042
Fee Per Executed Order
Short Description:
This report lists the fee and transaction fee of each executed order per order ID and account type. In addition it includes all fees resulting from OTC trades and its transaction fees.
Restrictions:
None.
This report is sorted by Exchange member, settlement currency, account type, instrument and fee type. For each instrument the totals are shown for calculated fees, cap/floor adjustments, and actual payable fees. For each settlement currency these totals are accumulated by account type of an Exchange member and by Exchange member.
July 1998
Page 320
RPTCB042
REF
FIELD NAME
DESCRIPTION
1 2 3 4
EXCHANGE MEMBER CURRENCY FEE PER ORDER CURRENCY TRANSACTION FEES ACCOUNT TYPE CODE
The member ID of the member Currency in which the fees were calculated. Currency in which the transaction fees were calculated. A unique system defined identifier for an Account Type, e.g. A1 (Agent), P1 (Proprietary), B1 (Betreuer).
INSTRUMENT
The instrument identification consisting of: - Short Name: Short name of the instrument - ISIN: International Security Identification Number
6 7
OTC TRADE NUMBER ORDER NUMBER ACCUMULATED DAILY FEE
Number of the OTC Trade Order ID of the order Sum of current days fees - per order - per instrument - per account type - per Exchange member
8 9 10 11
AMOUNT
July 1998
Page 321
RPTCB042
REF
FIELD NAME
DESCRIPTION
DAILY TOTAL TRANSACTION 12 13 14 15 DAILY TOTAL TRANSACTION 16 17 18 19 DAILY TOTAL TRANSACTION 20 21 22 FEE AMOUNT - BETREUER FEE AMOUNT PROPRIETARY FEE AMOUNT - AGENT
Current days total transaction fee amount for changing of agent account types - per order - per instrument - per account type - per Exchange member Current days total transaction fee amount for changing of proprietary account types - per order - per instrument - per account type - per Exchange member Current days total transaction fee amount for changing of betreuer account types - per order - per instrument (transaction fees) - per account type
July 1998
Page 322
RPTCB042
REF
FIELD NAME
DESCRIPTION
23
- per Exchange member
July 1998
Page 323
0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 ------------------------------------------------------------------------------------------------------------------------------------01|XETRA FEE PER EXECUTED ORDER PAGE: 1 02|RPTCB042 AS OF DATE: 03-11-97 03| RUN DATE: 03-11-97 04| 05| CURRENCY FEE PER ORDER: DEM (2) 06|EXCHANGE MEMBER: DEFFR DEUTSCHE EFFEKTENBANK FRANKFURT (1) CURRENCY TRANSACTION FEES: DEM (3) 07| ACT OTC TRADE NO/ DAILY FEE T R A N S A C T I O N F E E S 08| TYP INSTRUMENT ORDER NUMBER PER ORDER AGENT PROPRIETARY BETREUER 09| ----- ------------------ --------------- --------------- --------------- --------------- --------------(4) (5) (6)/(7) 10| B1 BMW DE0005190003 0000277163253 (8) 35.00 (12) 0.00 (16) 0.00 (20) 0.00 11| 12| TOTAL PER INSTRUMENT: (9) 35.00 (13) 0.00 (17) 0.00 (21) 0.00 13| --------------- --------------- --------------- --------------14| 15| TOTAL PER ACCOUNT TYPE: (10) 35.00 (14) 0.00 (18) 0.00 (22) 0.00 16| --------------- --------------- --------------- --------------17| P1 BMW DE0005190003 0000277163255 35.00 0.00 0.00 0.00 18| 19| TOTAL PER INSTRUMENT: 35.00 0.00 0.00 0.00 20| --------------- --------------- --------------- --------------21| 22| TOTAL PER ACCOUNT TYPE: 35.00 0.00 0.00 0.00 23| --------------- --------------- --------------- --------------24| 25| TOTAL PER EXCHANGE MEMBER: (11) 70.00 (15) 0.00 (19) 0.00 (23) 0.00 26| --------------- --------------27| ***END OF REPORT***
July 1998
Page 324
6.2.14
Fee Overall Summary RPTCB050
RPTCB050
Fee Overall Summary
Short Description:
This report gives the current and previous days fees. In addition, it gives a list of the fees produced currently, in the previous month and all together during the year.
Restrictions:
None.
This report is sorted by Exchange member, settlement currency, account type, instrument and fee type. For each instrument the totals are shown by fee type. For each settlement currency these totals are accumulated by instrument, by account type of an Exchange member and per Exchange member. The other fees that are not instrument specific are shown separately within the block of the exchange currency.
July 1998
Page 325
July 1998
Page 326
RPTCB050
Fee Overall Summary
REF
FIELD NAME
DESCRIPTION
1 2
EXCHANGE MEMBER CURRENCY
The name of the location for a member legal entity. Currency in which the fees were calculated (instrument related fees are calculated in the respective settlement currency whereas not instrument related fees are calculated in the exchange currency).
3 4
ACC TYP INSTRUMENT
A unique system defined identifier for an Account Type, e.g. A1 (Agent), P1 (Principal), B1 (Betreuer). The instrument identification consisting of: - Short Name: Short name of the instrument - ISIN: International Security Identification Number or ALL for not instrument related fees.
5 6
FEE TYPE NAME FEE PREV DAY BALANCE
The descriptive name of the fee type Current months fees at previous day's value per fee type
FEE CURRENT DAY AMOUNT
Current day's fees per fee type
ADJUST CURRENT DAY AMOUNT
Current day's adjusted fee amount per fee type
FEE CURRENT MONTH BALANCE
Current month's calculated fees per fee type
July 1998
Page 327
RPTCB050
Fee Overall Summary
REF
FIELD NAME
DESCRIPTION
10 11
FEE PREV MONTH BALANCE FEE YTD BALANCE FEE PREV DAY
Previous month's calculated fees per fee type Current year's calculated fees at current month's value per fees type Sum of current month's fees at previous month value: per instrument (transaction fees) per account type per Exchange member
12 18 24
BALANCE TOTAL
FEE CURRENT DAY TOTAL 13 19 25 ADJUST CURRENT DAY 14 20 26 TOTAL
Current day's total fees per instrument (transaction fees) per account type per Exchange member
Sum of current day's adjusted fees per instrument(transaction fees) per account type per Exchange member
July 1998
Page 328
RPTCB050
Fee Overall Summary
REF
FIELD NAME
DESCRIPTION
FEE CURRENT MONTH 15 21 27 FEE PREV MONTH BALANCE 16 22 28 FEE YTD BALANCE TOTAL 17 23 29 30 31 TOTAL BALANCE TOTAL
Sum of current month's fees per instrument(transaction fees) per account type per Exchange member
Sum of previous month calculated fees per instrument(transaction fees) per account type per Exchange member
Current year's total calculated fees at current month's value per instrument (transaction fees) per account type per Exchange member
Currency in which the fees were calculated. Currency in which the fees were calculated.
July 1998
Page 329
RPTCB050
Fee Overall Summary
REF
FIELD NAME
DESCRIPTION
32
Currency in which the fees were calculated.
July 1998
Page 330
1 2 3 4 5 6 7 8 9 10 11 12 ` 012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678` ---------------------------------------------------------------------------------------------------------------------------------`0 01|XETRA FEE OVERALL SUMMARY PAGE: 1 0 02|RPTCB050 AS OF DATE: 06-08-97 0 03| RUN DATE: 06-08-97 0 04| 05|EXCHANGE MEMBER: ABCFR ABC BANK (DEUTSCHLAND) AG (1) CURRENCY: DEM (2) 06| 07| 08|ACCT FEE FEE PREV FEE CURRENT ADJUST CURRENT FEE CURRENT FEE PREV FEE YTD 09|TYP INSTRUMENT TYPE NAME DAY BALANCE DAY AMOUNT DAY AMOUNT MONTH BALANCE MONTH BALANCE BALANCE 10|--- ----------------- --------------- -------------- -------------- -------------- -------------- -------------- -------------|(3) (4) (5) (6) (7) (8) (9) (10) (11) 11| P1 BMW DE0005190003 TRADE 37,175.00 2,300.00 200.00 39,675.00 60,550.00 500,850.00 12| CAP/FLOOR 1,506.00 132.00 0.00 1,638.00 880.00 21,145.00 13| OTC TRADE 10,305.00 780.00 0.00 10,800.00 19,300.00 170,670.00 14| OTC CAP/FLOOR 703.00 42.00 0.00 128.00 330.00 8,230.00 15| TRADE REVERSAL 500.00 0.00 250.00250.00 750.00 2,100.00 16| SYNCH. TRAN I 1,500.00 500.00 0.00 2,000.00 1,800.00 7,300.00 17| SYNCH TRAN II 1,100.00 400.00 0.00 1,500.00 1,100.00 6,500.00 18| MISCELLANEOUS 0.00 0.00 2,000.002,000.00500.003,500.0019| ============= ============== ============== ============== ============== ============== | (30) (12) (13) (14) (15) (16) (17) 20| TOTAL FEES PER INSTRUMENT (DEM): 52,789.00 4,154.00 2,050.0053,991.00 85,210.00 713,295.00 21| 22| 23| P1 ALL SYNCH. TRAN I 1,500.00 500.00 0.00 2,000.00 1,800.00 7,300.00 24| SYNCH TRAN II 1,100.00 400.00 0.00 1,500.00 1,100.00 6,500.00 25| | (31) (18) (19) (20) (21) (22) (23) 26| TOTAL FEES PER ACCOUNT (DEM): 55,389.00 5,054.00 2,050.0057,491.00 88,110.00 727,095.00 27| | (32) (24) (25) (26) (27) (28) (29) 28| TOTAL FEES PER EXCHANGE MEMBER (DEM): 55,389.00 5,054.00 2,050.0057,491.00 88,110.00 727,095.00 29| ============= ============== ============== ============== ============== ============== 30| 05| CURRENCY: CHF 06| 07| 08|ACCT FEE FEE PREV FEE CURRENT ADJUST CURRENT FEE CURRENT FEE PREV FEE YTD 09|TYP INSTRUMENT TYPE NAME DAY BALANCE DAY AMOUNT DAY AMOUNT MONTH BALANCE MONTH BALANCE BALANCE 10|--- ----------------- --------------- -------------- -------------- -------------- -------------- -------------- -------------11| P1 ROC CH0005190003 TRADE 37,175.00 2,300.00 200.00 39,675.00 60,550.00 500,850.00
July 1998
Page 331
12| CAP/FLOOR 1,506.00 132.00 0.00 1,638.00 880.00 21,145.00 13| OTC TRADE 10,305.00 780.00 0.00 10,800.00 19,300.00 170,670.00 14| OTC CAP/FLOOR 703.00 42.00 0.00 128.00 330.00 8,230.00 15| TRADE REVERSAL 500.00 0.00 250.00250.00 750.00 2,100.00 16| SYNCH. TRAN I 1,500.00 500.00 0.00 2,000.00 1,800.00 7,300.00 17| SYNCH TRAN II 1,100.00 400.00 0.00 1,500.00 1,100.00 6,500.00 18| MISCELLANEOUS 0.00 0.00 2,000.002,000.00500.003,500.0019| ============= ============== ============== ============== ============== ============== 20| TOTAL FEES PER INSTRUMENT (CHF): 52,789.00 4,154.00 2,050.0053,991.00 85,210.00 713,295.00 21| 26| TOTAL FEES PER ACCOUNT (CHF): 52,789.00 4,154.00 2,050.0053,991.00 85,210.00 713,295.00 27| 28| TOTAL FEES PER EXCHANGE MEMBER (CHF): 52,789.00 4,154.00 2,050.0053,991.00 85,210.00 713,295.00 29| ============= ============== ============== ============== ============== ============== 30| 31| ***END OF REPORT***
July 1998
Page 332
6.2.15
Fee Statement RPTCB060
RPTCB060
Fee Statement
Short Description:
This report is produced at the end of the month and gives detailed data on the current month's fees, with adjustments as well as the net fee amount payable.
Restrictions:
None.
The generated fees are divided into types and shown together by instrument and account type per exchange member. Fees are listed in the settlement currency; if this currency differs from the exchange currency the totals per account and per exchange member are additionally shown in the exchange currency.
July 1998
Page 333
RPTCB060
Fee Statement
July 1998
Page 334
RPTCB060
Fee Statement
REF
FIELD NAME
DESCRIPTION
1 2
The member ID of the member. Currency in which the fees were calculated (instrument related fees are calculated in the respective settlement currency whereas not instrument related fees are calculated in the exchange currency).
3 4 5
EXCH RATE ACCT TYPE INSTRUMENT
Exchange rate of the settlement currency. A unique system defined identifier for an Account Type, e.g. A1 (Agent), P1 (Proprietary), B1 (Betreuer). The instrument identification consisting of: - Short Name: Short name of the instrument - ISIN: International Security Identification Number
6 7 8
FEE TYPE FEE TYPE NAME FEE CURRENT MONTH BALANCE
Code of the fee type Name of fee type Fees generated at the end of the current month
9 10
FEE ADJUSTMENT AMOUNT NET FEE AMOUNT
Percentage of fee reduction depending on trade volume After all Discounts payable amounts; corresponds to "Fee Current Month Balance" minus "Fee Discount Amount"
July 1998
Page 335
RPTCB060
Fee Statement
FEE CURRENT MONTH 11 14 17 BALANCE TOTAL
Current month total generated fees per instrument in the settlement currency per account type in the settlement currency per account type in the exchange currency (if settlement and exchange currency differs; otherwise this row keeps blank).
20 23
per Exchange member in the settlement currency per Exchange member in the exchange currency (if settlement and exchange currency differs; otherwise this row keeps blank).
FEE ADJUSTMENT AMOUNT 12 15 18 TOTAL
Sum of adjustment amounts per instrument in the settlement currency per account type in the settlement currency per account type in the exchange currency (if settlement and exchange currency differs; otherwise this row keeps blank).
21 24
July 1998
Page 336
RPTCB060
Fee Statement
NET FEE PAYABLE 13 16 19 TOTAL
Sum of the fee amounts due after deduction of all adjustments per instrument in the settlement currency per account type in the settlement currency per account type in the exchange currency (if settlement and exchange currency differs; otherwise this row keeps blank).
22 25
July 1998
Page 337
1 2 3 4 5 6 7 8 9 10 11 12 13 0123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 ------------------------------------------------------------------------------------------------------------------------------------01|XETRA FEE STATEMENT PAGE: 1 02|RPTCB060 AS OF DATE: 06-08-97 03| RUN DATE: 06-08-97 04| 05|EXCHANGE MEMBER: ABCFR ABC BANK (DEUTSCHLAND) AG (1) CURRENCY: CHF (2) 06| EXCHANGE RATE: 1.23470 (3) 07| 08| 09| ACCT FEE FEE FEE CURRENT FEE ADJUSTMT NET FEE 10| TYPE INSTRUMENT TYPE TYPE NAME MONTH BALANCE AMOUNT AMOUNT 11| ---- ----------------- ---------------------------------------- ---------------| (4) (5) (6) (7) (8) (9) (10) 12| A1 ROC CH0005190003 100 TRADE 40.00 0.00 40.00 13| -----------------------------------------| (11) (12) (13) 14|TOTAL PER INSTRUMENT: 40.00 0.00 40.00 15| 16| A1 NST CH0008040106 100 TRADE 60.00 0.00 60.00 17| 102 TRADE REVERSAL 40.00 100.00 140.00 18| -----------------------------------------19|TOTAL PER INSTRUMENT: 100.00 100.00 200.00 20| | (14) (15) (16) 21|TOTAL PER ACCOUNT TYPE (CHF): 140.00 100.00 240.00 | (17) (18) (19) 23|TOTAL PER ACCOUNT TYPE (DEM): 172.86 123.47 296.39 24| ============== ============== ================ | (20) (21) (22) 25|TOTAL PER CURRENCY (CHF): 140.00 100.00 240.00 | (23) (24) (25) 27|TOTAL PER CURRENCY (DEM): 172.86 123.47 296.39 28| ============== ============== ================ 29| 30| ***END OF REPORT***
July 1998
Page 338
6.2.16
System Transaction Overview RPTCB065
RPTCB065
System Transaction Overview
Short Description:
This report gives an overview of the System Transactions by transaction type and instrument for each member.
Restrictions:
None.
This report is sorted by Exchange member, currency (i.e., either the settlement currency for instrument related fees or the exchange currency for fees charged for transactions within the whole system), instrument and transaction type. For each instrument and transaction type the totals are shown according to transaction fees (0-50%, 50-100% and >100%) and the current day amount. For each settlement currency these totals are accumulated by instrument and per Exchange member.
July 1998
Page 339
RPTCB065
REF
FIELD NAME
DESCRIPTION
1 2
The name of the location for a member legal entity. Currency in which the fees were calculated (trading currency for instrument related fees and exchange currency for fees which are not instrument related)
3 4 5 6 7
SHORT NAME ISIN CODE TRAN TYPE NUMBER LIMIT SYNCR. TRANSACTION
The short name of the instrument The ISIN code of the instrument The type of transaction for which the fee was charged - number of transactions - upper limit (maximum number of application requests) Accumulated transaction fee for the 0-50% threshold of system usage - per transaction type (8) - per instrument (12) - per currency and Exchange member (16)
8 12 16
FEES (0-50%)
SYNCR. TRANSACTION 9 13 17 FEES (50-100%)
Accumulated transaction fee for the 50-100% threshold of system usage - per transaction type (9) - per instrument (13) - per currency and Exchange member (17)
July 1998
Page 340
RPTCB065
SYNCR. TRANSACTION 10 14 18 CURR DAY AMT 11 15 19 FEES (>100%)
Accumulated transaction fee for the >100% threshold of system usage - per transaction type (10) - per instrument (14) - per currency and Exchange member (18) Current days total fee amount - per transaction type (11) - per instrument (15) - per currency and Exchange member (19)
July 1998
Page 341
1 2 3 4 5 6 7 8 9 10 11 12 13 123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012345678901234567890123456789012 -----------------------------------------------------------------------------------------------------------------------------------01|XETRA SYSTEM TRANSACTION OVERVIEW PAGE: 1 02|RPTCB065 AS OF DATE: 24-10-97 03| RUN DATE: 24-10-97 04| 05|EXCHANGE MEMBER: ABCFR ABC BANK (DEUTSCHLAND) AG (1) CURRENCY: DEM (2) 06| 07| 08| NUMBER LIMIT S Y N C H R. T R A N S A C T I O N F E E S 09|INSTRUMENT TRAN TYPE OF TRANSACTIONS 0-50% 50-100% >100% CURR DAY AMT 10|----------------- ----------- ------------------ --------------------------------------------|(3) (4) (5) (6) (7) (8) (9) (10) (11) 11| ALL 901 400 45.50 35.50 4.00 0.00 12| --------------------------------------------13|BMW DE0005190003 ALL 23 1,000 0.00 0.00 0.00 0.00 14| ENTER ORDER 500 400 3.50 0.00 0.00 3.50 15| MOD. ORDER 200 50 25.00 20.00 15.00 60.00 16| | (12) (13) (14) (15) 17|TOTAL PER INSTRUMENT: 28.50 20.00 15.00 63.50 18| --------------------------------------------19|ALV DE0008404005 ALL 70 50 15.00 0.00 0.00 15.00 20| INQ INS MKT 42 30 16.52 0.00 0.00 16.52 21| INQ ORD BK 31 10 11.50 3.50 2.00 17.00 22| 23|TOTAL PER INSTRUMENT: 43.02 3.50 2.00 48.52 24| --------------------------------------------| (16) (17) (18) (19) 25|TOTAL PER EXCHANGE MEMBER: 117.02 79.00 21.00 197.02 26| ============ ============ ============ ============ 27| 28| ***END OF REPORT***
July 1998
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6.3
Raw Data Reports (Member)

Raw data reports are designed to enable the straight through processing of reported data by the members back office. Since these reports are not intended to give information at a glance, the data is not presented in a printable form but written out to a file in the form of records. These records contain all the relevant data fields in alpha-numeric format. The data can either be imported into standard office applications (e.g., MS Excel ) or processed by larger scale data consolidation routines. This allows the data to be processed directly by automated data processing for the purpose of member specific, customized reports or data consolidation according to the members own requirements. The information contained in the raw data reports correlates to the information given by the standard layout reports. Calculated summary fields are not included in the raw data reports. As it is the nature of raw data processing, these fields can be calculated individually during the post-processing of data according to specific member preferences. Example of formats for the Field Length column in the tables below: 13 (7.5) overall length of 13 characters: 7 before the comma, . as separator, 5 behind the comma 12 (including 3 implicit decimals) overall length of 12 digits: 9 before the comma, no separator, 3 behind the comma This section describes the content and layout of raw data reports provided by Xetra with Release 3 created during batch.

Trading System User Guide
July 1998
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6.3.1
General Report Header Layout

Data Fields: No. Field Content Data Type Field Length
Short description
Common fields
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID Exchange member branch ID
Report specific Fields End of Report
Report example: Common fields: RAW<Report Name><Report effective date><Report processing date><Environment number 1><Environment number 2> <Exchange member institute ID><Exchange member branch ID>
Report specific Fields: <Report specific Field><Report specific Field><Report specific Field><.......
End of Report: END<Report Name>
Trading System User Guide Introduction to Reports
July 1998
Page 344
6.3.2
Fee Per Executed Order RAWCB042

RAWCB042 Fee Per Executed Order
Short Description:
This report lists the fee and transaction fee of each executed order per order ID and account type during batch. In addition it includes all fees resulting from OTC trades and its transaction fees.
Example lines:
RAWCB042199711031997110332ABCFRA1DE00011420080000003000018 4.33 0.00 0.00 0.00DEMDEM RAWCB042199711031997110332ABCFRA1DE00011420160000277163267 5.38 0.00 0.00 0.00DEMDEM ENDCB042
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RAWCB042
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID Exchange member branch ID Account type code Account type number Instrument ISIN code Order number Fee Amount Transaction Fee Agent Account Transaction Fee Betreuer Account Transaction Fee Proprietary Account Currency type Exchange Currency
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 3 2 1 (A, P,B) 1 (1) 12 13 12 (9.2) 12 (9.2) 12 (9.2) 12 (+8.2) 3 (e. g. DEM) 3 (DEM, EUR)
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6.3.3
Daily Quote Maintenance RAWTC530

RAWTC530 Daily Quote Maintenance
Short Description:
This report gives for each member a list of the quotes which have been entered, changed or deleted during the trading day.
Example lines:
RAWTC530199711031997110332DEFFRLTR004DE000519000315054599150545 99A0000277163256DEFFRLTR004S000000100000 1416.00000 RAWTC530199711031997110332DEFFRLTR004DE000519000315054599150545 99A0000277163257DEFFRLTR004B000000100000 1415.00000 ENDTC5300
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RAWTC530
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID (owner) Exchange member branch ID (owner) Participant subgroup ID (owner) Participant user number (owner) Instrument ISIN code Transaction time Quote entry time Quote maintenance code Quote Order number Member institute ID (submitter) Member branch ID (submitter) Participant subgroup ID (submitter) Participant user number (submitter) BID/ASK indicator Quote quantity
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Numeric Alpha-numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 3 2 3 3 12 8 (HHMMSShh) 8 (HHMMSShh) 1 (A,C,D,M,P) 13 3 2 3 3 1 (B, S) 12 (including 3 implicit decimals)
21. 22. 23.
Quote limit price Free text field Member internal order number
Alpha-numeric Alpha-numeric Alpha-numeric
13 (7.5) 12 16
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6.3.4
Daily Order Maintenance RAWTC540

RAWTC540 Daily Order Maintenance
Short Description:
This report gives for each member a list of all orders which have been entered, executed, changed or deleted during the trading day.
Example lines:
RAWTC540199711031997110332ABCFRATR001DE000114201615184179A00002 77163267ABCFRATR001BA1000080000000 96.00000 0.00000L 0.0000019971208 LARGE ORDER RAWTC540199711031997110332ABCFRATR001DE000114201615212503P00002 77163267ABCFRATR001BA1000040000000 96.00000 96.00000L 0.0000019971208 LARGE ORDER ENDTC540
RAWTC540
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID (owner) Exchange member branch ID (owner) Participant subgroup ID (owner) Participant user number (owner) Instrument ISIN code Transaction time Order maintenance code
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 3 2 3 3 12 8 (HHMMSShh) 1 (A,C,D,M,P,X)
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RAWTC540
No.
Field Content
Data Type
Field Length
13. 14. 15. 16. 17. 18. 19. 20. 21.
Order number Exchange Member institute ID (submitter) Exchange Member branch ID (submitter) Participant subgroup ID (submitter) Participant user number (submitter) Buy/Sell indicator Account type code Account type number Order quantity
Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Numeric
13 3 2 3 3 1 (B, S) 1 (A, P, B) 1 (1) 12 (including 3 implicit decimals)
22. 23. 24. 25. 26. 27. 28. 29. 30.
Order limit price Order execution price Order type Order restriction code Trade restriction Stop Limit of the stop order Order expiration date Free text field Member internal order number
Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric Alpha-numeric
13 (7.5) 13 (7.5) 1 (M, L) 1 (F, I, S) 2 (e.g. AU, OA, CA) 13 (7.5) 8 (YYYYMMDD) 12 16
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6.3.5
Open Order Detail RAWTC550

RAWTC550 Open Order Detail
Short Description:
This report gives, for each member and arranged by trader and instrument, a list of all orders which are still in the order book at the end of the day (open orders).
Example lines:
RAWTC550199711031997110332ABCFRATR001DE00011420160000277163267B A1000040000000000040000000 96.00000L 19971208 LARGE ORDER 1997110315184179ABCFRATR001 0.00000 RAWTC550199711031997110332DEFFRLTR002DE00051900030000277163255B P1000000500000000001500000 1490.00000L 19971205 1997110315052825DEFFRLTR004 0.00000 ENDTC550
RAWTC550
Open Order Detail
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7. 8. 9. 10.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID (owner) Exchange member branch ID (owner) Participant subgroup ID (owner) Participant user number (owner) Instrument ISIN code
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 3 2 3 3 12
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RAWTC550
Open Order Detail
No.
Field Content
Data Type
Field Length
11. 12. 13. 14. 15.
Order number Buy / Sell indicator Account type code Account type number Order executed quantity
Numeric Alpha-numeric Alpha-numeric Numeric Numeric
13 1 (B, S) 1 (A, P, B) 1 (1) 12 (including 3 implicit decimals)
16.
Order quantity
Numeric
12 (including 3 implicit decimals)
17. 18. 19. 20. 21. 22. 23. 24. 25. 26. 27. 28. 29. 30.
Order limit price Order type code Order restriction code Order expiration date Free format text field Member internal order number Order entry date Order entry time Exchange Member institute ID (submitter) Exchange Member branch ID (submitter) Participant subgroup ID (submitter) Participant user number (submitter) Trade restriction Stop Limit of the stop order
Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric
13 (7.5) 1 (M, L) 1 (S) 8 (YYYYMMDD) 12 16 8 (YYYYMMDD) 8 (HHMMSShh) 3 2 3 3 2 (e.g.AU, OA, CA) 13 (7.5)
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6.3.6
Daily Trade Confirmation RAWTC810

RAWTC810 Daily Trade Confirmation
Short Description:
This report contains an inventory of all trades of a member and all non-clearing members assigned to this member. The report shows all matched trades during a trading day and all OTC Trades approved on this day as well.
Example lines:
RAWTC810199711031997110332BBGFR7008ABCFRDE000114200815161311ATR 0013000018000O 192055000000277163265ALSO APPROVED OTC W. DEFFRA1S000000030000000 103.0000000000003090000019971106DV000000000000000000ABCFRATR001 DEFFR70057123GS 4.33DEM RAWTC810199711031997110332BBGFR7008ABCFRDE000114201615212503ATR 0013000021000 000000000000277163267LARGE ORDER A1B000000040000000 96.0000000000003840000019971106DV000000000000000307ABCFRATR001J KLMU74027402GS 5.38DEM ENDTC810
RAWTC810
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Identification of the clearing member Settlement Account of the clearing member
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 5 4
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RAWTC810
No.
Field Content
Data Type
Field Length
8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24. 25. 26.
Exchange member institute ID (owner) Exchange member branch ID (owner) Instrument ISIN code Transaction time Participant subgroup ID (owner) Participant user number (owner) Unique trade number Trade number suffix Transaction type (reversal, OTC, modify) OTC trade time Order number Member internal order number Free text field Account type code Account type number Buy/Sell indicator Matched quantity of an order/quote/OTC Matched price Settlement amount
Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric Alpha-numeric Numeric Numeric Alpha-Numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric
3 2 12 8 (HHMMSShh) 3 3 7 3 2 (R , O , M , OM) 8 (HHMMSShh) 13 16 12 1 (A, P, B) 1 (1) 1 (B, S) 15 (11.3) 13 (7.5) 15 (including 3 implicit decimals)
27. 28. 29.
Settlement date Settlement code Accrued interest payment
Numeric Alpha-numeric Numeric
8 (YYYYMMDD) 3 15 (including 3 implicit decimals)
30. 31. 32. 33.
Accrued interest days Exchange member institute ID (submitter) Exchange member branch ID (submitter) Participant subgroup ID (submitter)
Numeric Alpha-numeric Alpha-numeric Alpha-numeric
3 3 2 3
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RAWTC810
No.
Field Content
Data Type
Field Length
34. 35. 36. 37. 38. 39. 40. 41.
Participant user number (submitter) Counterparty exchange member institute ID Counterparty exchange member branch ID Counterparty settlement account Kassavereins-number of the counterparty Depository type Transaction fee amount Fee currency
Alpha-numeric Alpha-numeric Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric
3 3 2 4 4 3 12 (9.2) 3
6.3.7
Daily Open OTC Maintenance RAWTC820

RAWTC820 Daily Open OTC Maintenance
Short Description:
This report contains an inventory of all operations on Open OTC trades during a trading day, arranged by traders.
Example lines:
RAWTC820199711031997110332ABCFRATR001DE0001134815A1ATR001JKLMUA TR00115152379A131048003000020B000038000000 106.00000OTC INTERNORDER FOR BA81 DAP19971106 RAWTC820199711031997110332ABCFRATR001DE0001134815A1ATR001JKLMUA TR00123595999D131048003000020B000038000000 106.00000OTC INTERNORDER FOR BA81 DAP19971106 ENDTC820
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RAWTC820
Daily Open OTC Maintenance
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12. 13. 14. 15. 16. 17. 18. 19. 20. 21. 22. 23. 24.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID (owner) Exchange member branch ID (owner) Participant subgroup ID (owner) Participant user number (owner) Instrument ISIN code Account type code Account type number Participant subgroup ID(submitter) Participant user number (submitter) Counterparty exchange member institute ID Counterparty exchange member branch ID Counterparty participant subgroup ID Counterparty participant user number Automatic time stamp for the OTC trade Maintenance code Transaction time Transaction number Buy/Sell indicator Quantity of an OTC trade
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Numeric Alpha-numeric Numeric Numeric Alpha-numeric Numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 3 2 3 3 12 1 (A, P) 1 (1) 3 3 3 2 3 3 8 (HHMMSShh) 1 (A,D,P, M) 8 (HHMMSShh) 7 1 (B, S) 12 (including 3 implicit decimals)
25. 26. 27.
Price at which the instrument was traded Free format text field Member internal order number
Alpha-numeric Alpha-numeric Alpha-numeric
13 (7.5) 12 16
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RAWTC820
Daily Open OTC Maintenance
No.
Field Content
Data Type
Field Length
28. 29.
Settlement code Settlement date
Alpha-numeric Numeric
3 (DVP, DFP, DAP) 8 (YYYYMMDD)
6.3.8
User System Security Status RAWTT115

RAWTT115 User System Security Status
Short Description:
This report identifies all up-to-date member and user profiles.
Example lines:
RAWTT115199711051997110519ABCFRATR001A040BInquire User RAWTT115199711051997110519ABCFRATR0013000OInquire Order ENDTT115
1 1
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RAWTT115
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID Exchange member branch ID Participant subgroup ID (owner) Participant user number (owner) Resource code Resource description Resource status
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 3 2 3 3 5 34 1 (y)
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6.3.9
User Instrument Status RAWTT125

RAWTT125 User Instrument Status
Short Description:
This report identifies all current access authorization which have been entered for the Member Instrument Assignment.
Example lines:
RAWTT125199711031997110332ABCFR EBND1DE0001000020N000000000000 RAWTT125199711031997110332ABCFR EBND1DE0001090074Y000000000000 ENDTT125
RAWTT125
No.
Field Content
Data Type
Field Length
1. 2. 3. 4. 5. 6. 7. 8. 9. 10. 11. 12.
Report ID code Report effective date Report processing date Environment number 1 Environment number 2 Exchange member institute ID Exchange member branch ID Participant subgroup ID Instrument Group Owner Code Instrument Group Code Instrument ISIN code Betreuer indicator
Alpha-numeric Numeric Numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric Alpha-numeric
8 8 (YYYYMMDD) 8 (YYYYMMDD) 1 1 3 2 3 1 4 12 1
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13.
Maximum order quantity
Numeric
12
Trading System User Guide Resource Access Levels
July 1998
Page 360
Resource Access Levels

The following table lists the resource access levels for Xetra Release 3.
ResCode
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 26 27 32 33 34 35 36 37 38 39 41
ResName
Inquire User List Inquire User Add User Modify User Delete User Inquire Order Enter Order Modify Order Delete Order Inquire Quote Enter Quote Delete Quote Enter Quote Request Login Logout Change Password Inquire Instrument List Inquire Instrument Inquire Own Trade Inquire Trade Modify Trade Inquire News List Inquire News Inquire Report Selection List Modify Report Selection Inquire Current Subgroup Betreuer Licence Inquire Inside Market Request Broadcast Re-transmission Inquire Date Subscribe Inside Market Subscribe Quote Request Subscribe State Change Information Subscribe Order Execution Confirmation Subscribe Quote Execution Confirmation Subscribe Betreuer Quote Request
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ResCode
42 43 44 45 47 48 49 50 51 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76
ResName
Subscribe News Subscribe Ticker Subscribe Trade Confirmation Subscribe Detect Gap Inquire Public Order Book Reset Password OTC Trade Approval OTC Trade Entry OTC Trade Deletion OTC Trade Inquiry Enter Stop Order Modify Stop Order Delete Stop Order Modify Instrument/Instrument Group Inquire Instrument Group List Inquire Instrument Group Inquire Subgroup List Inquire Subgroup Betreuer License Add Subgroup Betreuer License Delete Subgroup Betreuer License Inquire Subgroup Instrument Group Assignment List Add Subgroup Instrument Group Assignment Delete Subgroup Instrument Group Assignment Add Instrument Group Delete Instrument Group Modify Instrument Group Inquire Current Instrument Group List Inquire Current Instrument Group Inquire Current Instrument Detail Inquire Current Subgroup/Instrument Group List Modify Subgroup/Instrument Group Assignment Adjust Dividend Payment Inquire Order Fee
July 1998
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7.1
Table of Trading Phases

State Name Trading Phase Description
Order Book Access
Pre Trading
PRETR
Own order entry/maintenance is permitted, no matching and no broadcast of inside market information occurs.
Own
Opening Auction
OCALL
Order entry/maintenance is allowed. Indicative price is calculated. Changes to indicative price are triggered by order/quote entry broadcast to the market. This may be extended by volatility/market order interruption.
Full
Opening Pre Order Book Balancing Opening Order Book Balancing Intra Day Auction
OPOBB
Possibility for Betreuer to enter orders to accept existing surplus from the auction.
Full
OOBB
Possibility for all trader to enter orders to accept existing surplus from the auction.
Full
ICALL
Order entry/maintenance is allowed. Indicative price is calculated. Changes to indicative price are triggered by order/quote entry broadcast to the market.
Full
Intra Day Pre Order Book Balancing Intra Day Order Book Balancing Closing Auction
IPOBB
Full
IOBB
Full
CCALL
Order entry/maintenance is allowed. Indicative price is calculated. Changes to indicative price are triggered by order/quote entry broadcast to the market.
Full
Closing Pre Order Book Balancing Closing Order Book Balancing Trading
CPOBB
Full
COBB
Full
TRADE
Continuous Trading: Order entry/maintenance is allowed.
Full
Between Auctions
BETW
Own order entry/maintenance is permitted. Matching Own is not possible and no broadcasts of the inside market will be sent.
Post Trading
POSTR
Own order entry/maintenance is permitted. Matching Own is not possible and no broadcasts of the inside
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State Name
Trading Phase Description
Order Book Access
market will be sent. End of Trading (Batch) ENDTR System will go to over-night batch and no on-line activity allowed. Halt HALT An instrument or the system is temporarily halted. No None on-line activity is allowed. Suspend SUSP No trading activity allowed. All quotes and orders on the order book are automatically deleted. (Note that suspension cannot interrupt the price determination phase of an auction or volatility Interruption. Change of state will be made upon completion of netting). Volatility Interruption VOLA Consists of a call period and price determination. Full None None
Instrument Phases
Instrument Phase Description
Order Book Access
ADD DEL
Initial system state for a new instrument before the first trading day. Last system state of a deleted instrument after the last trading day.
None None
System States
State Name Trading Phase Description
Order Book Access
Online Ready for batch
ONLIN BATCH
All online activity allowed. System will go to over-night batch.
Full None
Trading System User Guide Glossary
July 1998
Page 364
Glossary
Term Explanation
account type
Type of the account in which trading is carried out: Agent (A), Proprietary (P), Betreuer (B)
accounting cut-off
Fixed time of day, at which the business date is changed to the following business date
accept surplus order
The order can only be entered during the ->order book balancing phase of an auction. Participants have the possibility to execute by this order type the remaining surplus of an auction at a later point in time, i.e. those orders, which were unlimited or limited to the auction price but could not be executed. This special order type can only have the execution conditions ->immediate-or-cancel (IOC) or ->fill-or-kill (FOK)
additional liquidity
Additional liquidity in a certain instrument, caused by a -> Betreuers entry of -> quotes
admission Agent trading (account A) agent trader API application requests
Admittance for trading Account type used for customer trading. Trading on own name and foreign account Trader trading on ->Agent (A) account Application Programming Interface Describe the data layout for the communication with Deutsche Brse applications via the ->VALUES API
auction only order auction price
Order only valid during the scheduled auctions Price for an instrument, at which the highest executable order volume and the lowest surplus exists in the order book at the end of the call phase
auction trading
Trading form of the exchange market model, in which concentration of liquidity is achieved through collection and consideration of all current orders. Price determination takes place at pre-defined points in time and follows the principle of maximum volume execution. An auction can consist of a maximum of three phases : ->call phase, ->price determination, ->order book balancing
authorization concept
Concept of granting right for access to trading and trading support services, assignment of accounts and instruments
Availability Manager
Process on the front end. The Availability Manager is responsible for the start-up and shutdown of the Xetra Front End Technical Services. It also coordinates service availability
average price
A calculated price from the weighted average of selected order limits, executed trades, respectively
July 1998
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Term
Explanation
avm back end
See ->Availability Manager Comprises central host cluster which performs the processing of business functions and the ->Communication Servers. Maintained by Deutsche Brse AG
bcsrv BESS
See ->Broadcast Server Back End Specific Subsystem. Back end ( e.g. Xetra )-specific part of the front end
BESS Xetra Manager Betreuer (Liquidity Provider, account B) Betreuer functionality blue chips BOEGA
Xetra apllication server on the front end Betreuers are specialized traders who bridge temporary imbalances between supply and demand in stock trading. They do so by quoting of bid and ask limits. In one security there can be one, several or no Betreuer Functionality which supports Betreuers or other liquidity providers Largest and usually most liquid stocks traded in a market Kind of trade enrichment system. It serves as an interface for clearing and settlement
BOSS brcrec brcrepub broadcast
Exchange Order Routing and Services System See ->Broadcast Receiver See ->Republisher Messages, which are transferred asynchronously to ->VALUES API based applications
Broadcast Receiver
The Broadcast Receiver is responsible for receiving broadcasts from the Local Area Network (LAN). The communication is based on the UDP protocol
Broadcast Retransmitter Broadcast Server
Responds to Retransmission Requests Receives broadcast messages from the Xetra Back End, reformats them and forwards them to the Republisher
brt buy/sell toggle button
See ->Broadcast Retransmitter Toggle button, which during entry of orders or ->OTC trades indicates whether a buy or a sell order is to be sent to the market
bxm call interface
See ->BESS Xetra Manager The (->VALUES API) call interface is a set of technical functions which are used to communicate with Deutsche Brse applications. The call
July 1998
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Term
Explanation
interface supports connection management, session management, request/response processing, and broadcast subscription call phase Start of the auction, possibly followed by the price determination phase and the order book balancing phase. Market participants are able to enter orders and quotes in this phase as well as modify or delete their own existing orders and quotes. In stock trading, the order book remains partially closed, whereas in bond trading it is open capital adjustment cap closing auction Adjustment of a stock corporations capital stock Upper limit for fees per order Takes place at the end of the trading day, after the end of ->Continous Trading. It is divided into a call phase, price determination and order book balancing phase. It is characterized by a partially closed order book (stock trading) or an open order book (bond trading) closing auction only Communication Server (CS) Trading restriction for an order, which is only valid within closing auctions Part of the four tier architecture of the Xetra System. The CS is a kind of network computer located between the central hosts of Deutsche Brse and the members front end installations. It is the single point of access to the back end configuration data files context menu Configuration database for Xetra Technical Services The context menu appears right next to the mouse pointer when clicking the defined mouse button. It allows a fast selection out of a distinct set of choices (i.e., quantity, limit) Continuous Trading Trading form supported by the Xetra market model. Continuous Trading starts after the end of the opening auction. Generally, only round lots can be traded in Continuous Trading. Incoming orders are immediately checked for executability against orders on the other side of the order book counterparty crossed order book Contracting party in a trade Order book situation, where bid and ask orders are executable against each other. Only possible during the call phase of auctions CS dynamic price range see ->Communication Server. Dynamically adjusted price range, which refers to the last traded price of an instrument determined in an auction or during continuous trading. If the potential execution price of an order lies outside the dynamic price range, a volatility interruption is triggered (see also ->static price range) Eurex

Electronic exchange for financial futures and options, merger between
July 1998
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Term
Explanation
SOFFEX and DTB Event Reader Xetra tool that reads the exception log file and prints the entries to the terminal and generates an exception log report Execution Confirmation Immediate information for the trading participant about the execution of an order, containing time, price and executed volume Exception Code Exception Log File Unique number for errors which may occur in Xetra

The Exception Log File contains the exception information generated by the processes on the ->MISS and ->WS
Exception Report Exchange Rules and Regulations of Frankfurter Wertpapierbrse extended inside market
Report which is generated by the event reader General rules for trading at Frankfurt Stock Exchange
Inside market information which is provided within overview windows. Display of the best ten bid/ask limits (incl. market orders) with accumulated volumes.
failover
Concept to ensure high system availability. Failover can be automatic (no interference of the Xetra operator necessary) or manual
fast market
A special market situation where ->price ranges are wider then usual and the Betreuer performance is suspended
FCLT
Abbreviation for File Client; software component located on the Xetra Front End system to manage file transport between Communication Server and front end
fill-or-kill order (FOK Order)
An order which has to be executed immediately and fully or not at all. If immediate and full execution is not possible, the order is deleted without entry in the order book
filter
The filter allows the user to display information in an overview window according to pre-defined criteria
front end applications Front End Operations Guide
Applications started on front end Workstations and MISS A reference guide containing information about the operation of a Xetra Front End
Front End Security Manager
The Front End Security Manager is responsible for authorization of connections to the Xetra Technical Services
good-for-day
Validity constraint for order which is only valid for the current exchange trading day
good-till-cancelled
Validity constraint for order which is only valid until it is either executed or deleted by the originator or the system on reaching its maximum validity of one year
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Term
Explanation
good-till-date
Validity constraint for order which is only valid until a specified date (up to a maximum of one year from the date of entry)
hold request
Request to hold an ->order / a ->quote. Orders/ quotes are deleted from the order book and are thereby not available for execution any longer. Held orders / quotes are only visible for the trader who triggered the hold, as long as he is connected. Held orders / quotes can be released again in the course of the trading day
host cluster HUEST
Cluster of several computers that share common resources Handelsberwachungsstelle. Independent authority for the surveillance of equities markets for fair and legally correct trading
immediate-or-cancel order (IOC Order)
Order which is to be executed immediately and fully or as fully as possible. Non-executed parts of the IOC order are discarded without entry in the order book
indicative price
The ->auction price of an auction which would be determined if the call phase of an auction stopped at this point in time
indicative volume
The volume of trades which would be executed if an auction was stopped in this moment. Only displayed for auction with an open order book
inside market
Overview in which the best bid and best ask limits with accumulated volumes are displayed in the orderbook for each equity
instrument instrument profile
Security, tradable in Xetra
An instrument profile is a trader-defined set of instruments that can be applied to different windows
instrument watch
Feature to set an alarm function for the watch of specific instrument related parameters
intraday auction
Intraday auctions interrupt ->Continous Trading. They consist of a ->call phase, ->price determination and ->order book balancing phase. After the close of an intraday auction, Continous Trading is taken up again
ISIN limit orders Log Manager
12 digit international security identification number Bid/ask orders which are to be executed at their specified limit or better Process that moves and ages the current log files of a trading day. It is invoked during end-of-day processing
market model market orders
See ->Xetra market model Unlimited bid/ask orders. They are to be executed at the next price determined
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Term
Explanation
market order interruption
If market orders within the order book are not or only partially executable (market order surplus) at the end of the call phase of an auction, the call phase will be extended for a certain time to increase the execution probability of market orders in auctions
matching matching rules Message Log File
Execution of one order against another according to the matching rules Rules for price determination according to the market model Log file containing all Xetra messages (application requests), which pass a specific MISS
Message Logger
The Message Logger is part of ->Xetra Trader. It supplies the trader with trading-related information in the course of the trading day
Message Manager MISS
Tool that sends control messages to the Xetra Technical Services A MISS (Member Integration System Server) is part of the member's front end installation. The Xetra Technical Services run on the MISS (Plural of MISS is MISSes)
MISS LAN Transport Manager
The MISS LAN Transport Manager is responsible for the transport of request/response messages between the ->MISS and the ->WS via the >TCP/IP protocol
non-clearing member odd lot off-exchange-trading
Member, who clears via another clearing member Smallest tradable unit during auctions Trades, done outside of exchange trading systems ( see ->OTC trade entry)
open order book opening auction
Orders in the order book are visible with accumulated quantities per limit Takes place at the start of the trading day. It is divided into a call phase, price determination and order book balancing phase. It is characterized by a partially closed order book (stock trading) or an open order book (bond trading)
opening auction only Operator Control Log
Trading restriction for an order which is only valid in opening auctions Report that may be completed by the Xetra operator during start-up and shutdown of the system to document the process
order book
The order book contains all current orders for an instrument according to their trading restrictions and execution conditions
order book balancing
If after price determination in an auction, a surplus of orders limited to the auction price or unlimited remains, it is offered to the market at auction price ( see also ->pre-order book balancing)
order type
Xetra supports different types of orders in auctions and continuous trading ( see ->market orders, limit orders)
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Term
Explanation
OTC Trade Entry
OTC trades can be entered into Xetra for instruments tradable on Xetra for settlement during the whole trading day.
partially closed order book
Market participants have a limited insight into the order book. They receive the indicative price (if available) or the best bid and/or ask limit for information
partial execution (of an order/quote)) potential market order interruption
Only a part of the volume of the order/quote can be executed
If during the call phase of an auction, a market order surplus occurs, the market is informed about a potential market order interruption by means of the display of an indicator
potential volatility interruption
If during the call phase of an auction the indicative auction price lies outside one of the two price ranges (see ->dynamic price range, ->static price range), the market is informed about a potential volatility interruption by means of the display of an indicator
pre-order book balancing phase
First stage of the ->order book balancing phase. Betreuers have a priviledged, however limited in the amount, right to access the surplus of their respective instruments
price determination phase
Phase within an auction, followed by ->order book balancing. The auction price is determined according to the principle of most executable volume on the basis of the order book situation
price reasonability check
After entering an order the reasonability of the limit of the order is checked to avoid wrong limits
private broadcasts
Private broadcast messages contain information that is considered member specific. They contain data such as order confirmations or trade confirmations
proprietary trading (account P) proprietary trader (P) public broadcasts
Account used for in-house trading. Trading on own name and own account Trader trading on proprietary account (P) Public broadcast messages are available to all members and contain data like inside market or news
quote recoverable broadcast
simultaneous entry of a limited buy and sell order Recoverable means that missed broadcast messages can be rerequested within the same business day
reference data file
The Reference Data File contains functional information (business date, instruments).
reference price
Last price of an instrument determined in an
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Term
Explanation
->auction or in ->Continous Trading release request A hold order can be released for being visible again in the order book. I will be appointed a new time stamp (see also ->hold request) reliable broadcast report A reliable broadcast transmits all data as long as a link exists A report contains information about own activities during trading or general information (statistics). There can also be fee reports or audit trail reports report files Report files contain information about the trading day. The Xetra Back End creates report files during the batch process at the end of a trading day. The files are sent to the MISS before the start of the new trading day Report Formatter Process to reformat specified files from back end format to platform specific, printable format Report Formatting Script Routine that checks the file transfer directory for new reports and calls the Report Formatter for each new file Republisher The Republisher is responsible for forwarding broadcasts to the LAN using the UDP protocol (see also ->broadcast receiver) resource access level ROB ROB Log File Indicates if a user has the right to use a specific system functionality See ->Recoverable Broadcast Xetra Technical Services File for saving ->recoverable broadcast data round lot The minimum lot size or a multiple thereof. Corresponds to the lot size tradable during ->Continous Trading RptExpand safeguards See ->Report Formatting Script Xetra contains two safeguards. ->volatility interruptions (in ->auctions and ->Continous Trading) increase price continuity, whereas ->market order interruptions (in auctions) are introduced to improve the probability of execution of ->market orders senior trader A trader who is allowed to see, modify and delete orders entered into the system by traders, trading assistants or other senior traders of his subgroup session A session is a relationship between a front end application and a back

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Term
Explanation
end system using a single user ID Session Manager The Session Manager provides an interface between the Xetra Technical Services and VALUES- based applications Start-of-Day Script Script, which provides all necessary steps that have to be performed to start-up the system startup.rpt Log file that is generated by the Start-of-Day Script by output redirection on the WS static price range Price range which defines the maximum percentage or absolut deviation of the last price determined in an auction on the current trading day (see also - >dynamic price range). If the indicative price lies outside this static price range, a volatility interruption is initiated stop order In order to support trading strategies, two stop order types can be used, the execution of which will be possible after reaching a price limit (stop limit). (see ->stop market order, stop limit order) stop market order When the stop limit is reached (exceeded or fallen below), the stop order is automatically placed as market order in the order book. stop limit order When the stop limit is reached (exceeded or fallen below), the stop order is automatically placed in the order book as limit order subscription surplus Registration to receive a specific ->broadcast stream The number of demanded/offered values exceeding the values asked/offered at the end of an auction suspension of a member A suspended member is not able to trade any longer. All orders of this member are deleted. He/she is allowed to make inquiries, however (read only access) suspension of an instrument A suspended instrument cannot be traded anymore until it is unsuspended. All orders are deleted from the ->order book ticker profile Trade Confirmation A certain set of instruments which is displayed in the ticker window Information for trading and settlement participants about a trade in Xetra ; contains all data relevant for settlement trader A trader is an individual admitted for trading at the exchange. A trader can act as ->agent trader (account A), as ->proprietary trader (account P) or as Betreuer (account B) trading models Xetra Release 3 supports the following trading models:

Continous Trading in connection with auctions
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Term
Explanation
( ->opening auction, none, one, or several ->intraday auction(s) and a ->closing auction)
One or several auction(s) per day at predefined points in time

trading on-behalf In case of an emergency, market supervision can enter orders, as well as delete orders on behalf of a member. Senior traders can carry out transactions for all traders/seniors of their subgroup trading segment A portfolio of instruments with similar parameters , predefined by the market model Trading System User Guide Manual containing information about the functionalities of the electronic trading system Xetra Training Manual unreliable broadcast
The Training Manual is a handbook, designed for end users Unreliable means that missed messages cannot be detected or rerequested
User Interface Log File
The User Interface Log File logs user interface events for error tracking purposes
VALUES API
Virtual Access Link Using Exchange Services Application Programming Interface. Must be used by all applications to access back end exchange applications
volatility interruption
Safeguard to increase price continuity during auctions and continous trading. A volatility interruption is triggered when the potential execution price of an order during ->Continous Trading or at the end of the ->call phase of an auction lies outside the ->static price range or the ->dynamic price range.
WKN
Wertpapierkennunmmer is the unique identifier for German instruments. It is a code consisting of six numbers. The WKN is administrated by Wertpapier-Mitteilungen in Frankfurt
WS (Workstation) WS LAN Transport Manager
Machine for traders which runs the Xetra software. (Plural: WSs) The WS LAN Transport Manager is responsible for the transport of request/response messages between the WS and the MISS via the TCP/IP protocol
WSS
Securities and Service System for the administration of reference data and futures data
Xetra Trader XETRA_CONFIG_FILE
Front end trading application provided by Deutsche Boerse AG Environment variable specifying the Xetra configuration file and thus the
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Term
Explanation
corresponding environment XETRA_PROD Variable used to specify directory paths of the Xetra Front End production environment XETRA_SIMU Variable used to specify directory paths of the Xetra Front End simulation environment Xetra

Exchange Electronic Trading System provided by Deutsche Brse AG The Xetra Back End comprises the Xetra ->Host Cluster and the >Communications Servers

Xetra Back End
Xetra Front End
Used by members to trade and access the Xetra Back End. Comprises >MISSes and ->Workstations (WS)
Xetra Market Model
The exchange market model defines the mechanism of matching orders to trades in the exchange trading system. It describes price determination, priorization of exchange orders as well as the type and scope of information made available to market participants during trading session

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Gruppe Deutsche Brse - Xetra

Trading System User Guide Release 3

Appendix Function Keys

F1 F2 F3 F4 F5 F6 F7 F8 F9 F10 F11 F12

Gruppe Deutsche Brse - Xetra

Trading System User Guide Release 3

Gruppe Deutsche Brse - Xetra

Trading System User Guide Release 3

Icon names of Xetra windows

Gruppe Deutsche Brse - Xetra

Trading System User Guide Release 3

Exceptions and Warnings

Xetra Exception Message

00004 00010 00012 00013

INVALID VERSION NUMBER

FUNCTION OF NOT INITIALIZED MODULE CALLED

Internal program error. Report to help desk.

00017 00018 00019

MODULE CANNOT BE INITIALIZED INVALID OPERATION CHANNEL IS CLOSED

LISTENING CHANNEL IS CLOSED

A inter-process communication channel was closed unexpectedly.

OUTPUT QUEUE LIMIT IS REACHED

The channel queue size set with the QueueSize

Gruppe Deutsche Brse - Xetra

Trading System User Guide Release 3

Xetra Exception Code

Xetra Exception Message

00022 00023 00024

00026 00027 00028

INVALID SEQUENCE NUMBER CHANNEL NOT ESTABLISHED UNKNOWN SUBSCRIPTION ID

CANNOT DELIVER BROADCAST MESSAGE (EMPTY CLOSURE)

No registered recipient of the message could be found.

RECEIVED REPEATED CONNECT ON ONE CHANNEL

Internal program error. Report to help desk.

CHILD PROCESS COULD NOT BE STARTED

MAXIMUM NUMBER OF CONNECTIONS REACHED

The limit of possible connections was reached

WRITE WILL BE COMPLETED ASYNCHRONOUSLY

COULD NOT OPEN CHANNEL - PEER PROCESS MAY BE DOWN

00044 00045 00046

EXCEPTION CREATE LISTEN - EMPTY PORT

A port number specification in the Xetra System

Gruppe Deutsche Brse - Xetra

Trading System User Guide Release 3

Xetra Exception Code

Xetra Exception Message

00048 00049 00050

USER IS NOT ALLOWED TO USE XETRA OR USER IS NOT REGISTERED

User validation was not successful

00061 00062 00063

NT: A PARAMETER WAS EITHER INVALID OR HAD INVALID CHARACTERS

Microsoft Windows NT (Intel) only

00065 00069 00070 00071

00072 00073 00074 00075

A CONFIGURATION FILE ENTRY HAS A WRONG LENGTH

00077 00078 00079 00080 00081 00082 00083

Gruppe Deutsche Brse - Xetra

Trading System User Guide Release 3

Xetra Exception Code

Xetra Exception Message

ARCHITECTURE SHUTDOWN ARCHITECTURE SHUTDOWN REQUEST RECEIVED

Architecture shutdown completed Request to shut down the architecture received