Bloomberg
Equities
Request structure: SECURITY CODE RX Equity QR
Example: MOEX RX Equity QR
- More details...
- Use the key F8 for word "Equity"
- There are three lines available in terminal (RX, RM, RN) for Equity class.
Request structure |
Trading mode |
Currency |
SECURITY CODE RX Equity QR
Example: MOEX RX Equity QR |
Aggregated data on prices and volumes of the modes:
- Main trading mode T+ (T+2)
- Trading mode "Odd lots"
- Trading mode "Block trading"
- Main trading mode T+ : D stocks
|
RUB |
SECURITY CODE RM Equity QR
Example: MOEX RM Equity QR |
Aggregated data on prices and volumes of the modes:
- Main trading mode T+ (T+2)
- Trading mode "Odd lots"
- Trading mode "Block trading"
- Main trading mode T+ : D stocks
- Negotiated trading mode (NTM)
- Trading mode negotiated deals: D stocks
|
RUB |
SECURITY CODE RN Equity QR
Example: MOEX RN Equity QR |
Data on prices and volumes of the modes:
- Negotiated trading mode (NTM)
- Trading mode negotiated deals: D stocks
|
RUB |
SECURITY CODE RP Equity QR
Example: MOEX RP Equity QR |
Aggregated data on prices and volumes of the mode "REPO with stocks, DRs" ("Interdealer REPO") |
|
Government bonds
Request structure: SECURITY CODE Govt QR
Example: RU000A0JS249 Govt QR
- More details...
- Use the key F2 for word "Govt"
Source |
Trading mode |
Currency |
MICX |
Aggregated data on prices and volumes of the modes:
- Trading Period 'Auction'
- Main trading mode T+ (T+1)
- Main trading mode (T0)
- Block trading mode
- REPO
|
RUB |
MMGB |
Aggregated data on prices and volumes of the modes:
- Main trading mode T+ (T+1)
- Main trading mode (T0)
|
RUB |
MNGB |
Negotiated trading mode (NTM) |
RUB |
Corporate bonds
Request structure: SECURITY CODE Corp QR
Example: RU000A0JPMT8 Corp QR
- More details...
- Use the key F3 for word "Corp"
Source |
Trading mode |
Currency |
MICB |
Aggregated data on prices and volumes of the modes:
- Trading Period 'Auction'
- Redeeming auction
- Main trading mode (T0)
- Main market: D bonds
- Trading mode "Block trading"
- Neg. deals: D bonds
- Trading Period 'Auction'
- Redeeming auction
- Block trading mode
- Main Trading Mode: T+ Bonds USD
- Main Market: bonds USD – USD currency
- Main market: bonds GBP
- Trading mode negotiated deals: bonds USD
- REPO
- Trading Mode 'REPO CB'
- Trading Mode 'REPO fix versus CB'
|
RUB |
MMCB |
Aggregated data on prices and volumes of the modes:
- Main trading mode (T0)
- Main market: D bonds
- Main Trading Mode: T+ Bonds USD
- Main Market: bonds USD – USD currency
|
RUB |
MNCB |
Aggregated data on prices and volumes of the modes:
- Negotiated trading mode (NTM)
- Neg. deals: D bonds
|
RUB |
REPO
Request structure for equities: SECURITY CODE RP Equity QR (Example: MOEX RP Equity QR)
Request structure for bonds: SECURITY CODE Corp QR (Example: RU000A0JPMT8 Corp QR)
- More details...
- Use the key F8 for word "Equity"
- Use the key F3 for word "Corp"
Source |
Trading mode |
Currency |
SECURITY CODE RP Equity QR
Example: MOEX RP Equity QR |
Aggregated data on prices and volumes of the mode "REPO with stocks, DRs" ("Interdealer REPO") |
RUB |
SECURITY CODE Corp QR
Example: RU000A0JPMT8 Corp QR |
Data on prices and volumes of the modes:
- REPO
- Trading Mode 'REPO CB'
- Trading Mode 'REPO fix versus CB'
|
RUB |
Thomson Reuters
Equities
Request structure: 0#SECURITY CODE.MM
Example: 0#MOEX.MM
- More details...
- Instrument parameters are available on request SECURITY CODE.MM (Example: MOEX.MM).
- You can specify request with desired trading mode by entering the appropriate suffix (".ММ", ".MЕP", etc.).
Request structure |
Trading mode |
Currency |
0#SECURITY CODE.MM
Example: 0#MOEX.MM |
Main trading mode T+ (T+2)
Main trading mode T+ : D stocks |
RUB |
0#SECURITY CODE.MEP
Example: 0#MOEX.MEP |
Negotiated Deals with CCP |
RUB |
0#SECURITY CODE.MMP
Example: 0#MOEX.MMP |
Negotiated Deals
Neg. deals: D stocks |
RUB |
0#SECURITY CODE.MMK
Example: 0#MOEX.MMK |
Trading mode "Block trading" |
RUB |
0#SECURITY CODE.MML
Example: 0#MOEX.MML |
Trading mode "Odd lots" |
RUB |
For different securities types Thomson Reuters has a particular code:
- For equities, ETF: SECURITY CODE = SECURITY CODE on Moscow Exchange;
- For depositary receipts: SECURITY CODE = SECURITY CODE on Moscow Exchange+DR (Example: QIWIDR);
- For funds: SECURITY CODE = 6-digit Thompson Reuters RIC code. RIC can be found by entering the ISIN in the search line and selecting any trading mode.
Bonds
Request structure: \SECURITY CODE=MM
Example: \RU26217RMFS=MM
- More details...
- Instrument parameters are available on request \SECURITY CODE= (Example: \RU24018=).
- You can specify request with desired trading mode by entering the appropriate suffix ("=ММ", "=MMP", etc.).
Request structure |
Trading mode |
Currency |
\SECURITY CODE=MM
Example:
\RU000A0JWLY6=MM
\RU26217RMFS=MM |
For OFZ - Main trading mode T+ (T+1)
Other bonds - Main trading mode (T0)
Main market: D bonds |
RUB |
\SECURITY CODE=MM
Example:
\RU000A0JWLY6=MM
\RU24018=MM |
Trading mode Auction |
RUB |
\SECURITY CODE=MMP
Example:
\RU000A0JWLY6=MMP |
Negotiated Deals
Neg. deals: D bonds |
RUB |
\SECURITY CODE=MEP
Example:
\RU000A0JWLY6=MEP |
Negotiated Deals with CCP |
RUB |
\SECURITY CODE=MMK
Example:
\RU26217RMFS=MMK |
Trading mode "Block trading" |
RUB |
For different securities types Thomson Reuters has a particular code:
- For OFZ: SECURITY CODE = RU+Registration number (Example: "RU24018RMFS")
- Bonds except OFZ: SECURITY CODE = SECURITY CODE on Moscow Exchange
REPO
Request structure for equities: 0#SECURITY CODE.MMS (Example: 0#MOEX.MMS)
Request structure for bonds: \SECURITY CODE=MMR (Example: \RU24018RMFS=MMR)
- More details...
- You can specify request with desired trading mode by entering the appropriate suffix (".ММS", ".MMN", etc. for equities; "=ММR", "=MMN", etc. for bonds).
Security class |
Chain |
Trading mode |
Currency |
Equities |
0#SECURITY CODE.MMS
Example: 0#MOEX.MMS |
REPO with stocks, DRs |
RUB |
0#SECURITY CODE.MMN
Example: 0#MOEX.MMN |
REPO with CCP Negdeal |
RUB |
0#SECURITY CODE.MME
Example: 0#MOEX.MME |
REPO with CCP Negdeal USD |
USD |
0#SECURITY CODE.MSE
Example: 0#MOEX.MSE |
REPO with CCP Negdeal EUR |
EUR |
0#SECURITY CODE.MMU
Example: 0#MOEX.MMU |
REPO with stocks (USD settle) |
USD |
Bonds |
\SECURITY CODE=MMR
Example: \RU24018RMFS=MMR |
REPO with bonds |
RUB |
\SECURITY CODE=MMN
Example: \RU24018RMFS=MMN |
REPO with CCP Negdeal |
RUB |
\SECURITY CODE=MME
Example: \RU24018RMFS=MME |
REPO with CCP Negdeal USD |
USD |
\SECURITY CODE=MSE
Example: \RU24018RMFS=MSE |
REPO with CCP Negdeal EUR |
EUR |
\SECURITY CODE=MMU
Example: \RU24018RMFS=MMU |
REPO with bonds (USD settle) |
USD |
\SECURITY CODE=MMA
Example: \RU24018RMFS=MMA |
REPO (USD settle) |
USD |
For different securities types Thomson Reuters has a particular code:
- For OFZ: SECURITY CODE = RU+Registration number (Example: "RU24018RMFS")
- For equities, ETF, bonds (except OFZ): SECURITY CODE = SECURITY CODE on Moscow Exchange;
- For funds: SECURITY CODE = 6-digit Thompson Reuters RIC code. RIC can be found by entering the ISIN in the search line and selecting any trading mode;
- For depositary receipts: SECURITY CODE = SECURITY CODE on Moscow Exchange+DR (Example: QIWIDR).