NATIONAL STOCK EXCHANGE OF INDIA LIMITED DEPARTMENT : MEMBER SERVICE Download Ref No : NSE/MSD/35011

Date : June 01, 2017

Circular Ref. No : 15/2017 All Members, Market Data Broadcast The Exchange vide its circular NSE/MEMB/10833 dated June 13, 2008 and NSE/MEMB/13539 dated November 25, 2009 has introduced Standard Bandwidth Leased Lines (SBLL) with Message rate category A (40 msg/sec), B (100 msg/sec) and C (200 msg/sec), as an option. Whereas Higher Bandwidth Leased Lines (HBLL) were introduced vide circular NSE/MEM/31097 dated November 09, 2015. Multi-Protocol Label Switching (MPLS) based connectivity was announced vide circular NSE/MEM/21297 dated July 18, 2012. Further, Higher Bandwidth MPLS were introduced vide NSE/MEM/31583 dated January 18, 2016. Currently, market data broadcast (5 depth 1 second frequency) is available on Leased Lines and MPLS of category A (40 msg/sec) in both SBLL & HBLL. Such market data broadcast is also available on Leased Lines and MPLS of category B (100 msg/sec), C (200 msg/sec), and D (400 msg/sec) in High Bandwidth lines only. Based on member feedback and in our continuous endeavor to improve member experience, the Exchange is pleased to inform that market data broadcast (5 depth 1 second frequency) shall now be available across all category lines i.e. A, B, C and D. The same shall be available on Standard Bandwidth as well as High Bandwidth links of MPLS and Leased Lines. Members may kindly refer Annexure 1 of Exchange circulars NSE/CMTR/33922, NSE/FAOP/33923 and NSE/CD/33924 dated December 30, 2016 for access details and installation of required setup on their systems in order to receive the market data broadcast. Members shall have the option to choose & configure any of the data streams listed in Table 1, 2, 3 and 4 of Annexure 1 without any Exchange intervention. Members are strongly recommended to manage their bandwidth capacities and utilization appropriately in order to receive required broadcast, especially keeping in mind the bandwidth utilization. Further, please note that the size of broadcast indicated through Exchange circulars is an estimated approximation and shall change depending upon the market activity. Further, members are recommended to plan their interactive and broadcast configuration in such a way that at any point of time the bandwidth utilization is not more than 75%. In this regard, please note that the Exchange shall not be held liable in any manner whatsoever including but not limited to any disconnection, excess bandwidth utilization, related latency issues’ etc. which arises out of the member’s decisions on broadcast configuration. Additionally members are requested to kindly note the following: 1) Members are recommended not to configure OLD and NEW market data broadcast of same segment simultaneously on their UDP.

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051

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2) With regards to new market data structure broadcast, members are requested to ensure that both the IP/Ports of either sources mentioned against the respective broadcast are configured. 3) Members having VSAT connectivity can only configure streams marked as Source 1 in Table 2. Specifically, for members where scenarios involving VSAT as backup are being used, aforesaid streams shall be available only when connected through leased lines. 4) With respect to using Exchange data, members may kindly take note of Exchange circular NSE/MEM/26958 dated June 19, 2014. Exchange data can be used by member’s clients who are registered for trading with the member on the Exchange in any segment. This circular shall be effective from June 1, 2017. Enablement of all multicast streams on member links shall commence in phased manner and completed by June 19, 2017. For National Stock Exchange of India Limited

Khushal Shah Chief Manager

Toll Free No 1800-266-00-53

Fax No +91-22-26598155

Email id [email protected]

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051

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Annexure Table 1 Price volume (5 depth 1 second refresh), other related data, master updates, market open/close status message broadcast etc. Stream

CM (Source 1 CM (Source 2 ) CD (Source 1) CD (Source 2) FO (Source 1) FO (Source 2) FO – Stream A (Source 1) FO – Stream A (Source 2)

Security / Contracts Active Active Most Active Active

Multicast IP

Port

Approx. bandwidth utilization

239.50.50.12 239.50.50.17 239.50.50.72 239.50.50.77 239.50.50.21 239.50.50.26 239.50.50.22 239.50.50.27

10812 10817 10872 10877 10821 10826 10822 10827

450 Kbps 450 Kbps 150 Kbps 150 Kbps 350 Kbps 350 Kbps 1.5 Mbps 1.5 Mbps

Table 2 Price volume (5 depth 1 second refresh), other related data, master updates, market open/close status message broadcast etc. (New Market data structure broadcast) Stream

Security / Contracts

CM – (Source 1)

Active

CM – (Source 2)

Active

FO – (Source 1)

Most Active

FO – (Source 2)

Most Active

FO – (Source 1)

Active

FO – (Source 2)

Active

CD – (Source 1)

Active

CD – (Source 2)

Active

Multicast IP

Port

239.50.52.12 239.50.50.13 239.50.52.132 239.50.50.18 239.50.52.42 239.50.50.23 239.50.52.162 239.50.50.28 239.50.52.41 239.50.50.23 239.50.52.161 239.50.50.28 239.50.52.72 239.50.50.73 239.50.52.192 239.50.50.78

25012 10813 25132 10818 25042 10823 25162 10828 25041 10823 25161 10828 25072 10873 25192 10878

Approx. bandwidth utilization

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051

700 Kbps 700 Kbps 750 Kbps 750 Kbps 1.1 Mbps 1.1 Mbps 100 Kbps 100 Kbps

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Table 3 Price volume (5 depth 1 second refresh), other related data, master updates, market open/close status message broadcast etc. on additional streams available only in FO segment

Stream

Security / Contracts

FO – Stream B ( Source 1) NIFTY option contracts FO – Stream B ( Source 2) FO – Stream C ( Source 1) FO – Stream C ( Source 2) FO – Stream D ( Source 1) FO – Stream D ( Source 2) FO – Stream E ( Source 1) FO – Stream E ( Source 2) FO – Stream F ( Source 1) FO – Stream F ( Source 2) FO – Stream G ( Source 1) FO – Stream G ( Source 2) FO – Stream H ( Source 1) FO – Stream H ( Source 2) FO – Stream I ( Source 1) FO – Stream I ( Source 2)

NIFTY futures contracts All other Index futures and option contracts (other than NIFTY and BANKNIFTY) Stock futures and Options (For symbol starting S to Z)

Stock futures and Options (For symbol starting I to L)

BANKNIFTY futures and option contracts

Stock futures and Options (For symbol starting A to B)

Stock futures and Options (For symbol starting C to H)

Stock futures and Options (For symbol starting M to R)

Approx. bandwidth utilization

Multicast IP

Port

239.50.51.21 239.50.51.20 239.50.51.121 239.50.51.20

15021 15020 15121 15020

239.50.51.22 239.50.51.20

15022 15020

1.5 Mbps

239.50.51.122 239.50.51.20

15122 15020

1.5 Mbps

239.50.51.23 239.50.51.20 239.50.51.123 239.50.51.20 239.50.51.24 239.50.51.20 239.50.51.124 239.50.51.20 239.50.51.25 239.50.51.20 239.50.51.125 239.50.51.20 239.50.51.26 239.50.51.20 239.50.51.126 239.50.51.20 239.50.51.27 239.50.51.20 239.50.51.127 239.50.51.20 239.50.51.28 239.50.51.20 239.50.51.128 239.50.51.20

15023 15020 15123 15020 15024 15020 15124 15020 15025 15020 15125 15020 15026 15020 15126 15020 15027 15020 15127 15020 15028 15020 15128 15020

1.5 Mbps 1.5 Mbps

1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps 1.5 Mbps

Table 4 Trade Execution Range (TER) Broadcast is applicable only in FO and CD segment and Exchange provides related broadcast for NNF users as below: Approx. Security / Contracts Multicast IP Multicast Port Segment bandwidth utilization 55021 50.0 Kbps 239.55.55.21 FO Trade Execution Range (TER) 55071 1.0 Kbps 239.55.55.71 CD

Regd. Office : Exchange Plaza, Bandra Kurla Complex, Bandra (E), Mumbai – 400 051

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