The mean impact cost is calculated in the following manner:

1. Impact cost is calculated by taking four snapshots in a day from the order book in the past six months. These four snapshots are randomly chosen from within four fixed ten-minutes windows spread through the day.

2. The impact cost is the percentage price movement caused by an order size of Rs.1 Lakh from the average of the best bid and offer price in the order book snapshot. The impact cost is calculated for both, the buy and the sell side in each order book snapshot.

This file is generated once a month on the last trading day and is applicable for the next month.

Naming convention

C_CATG_.Tnn
Where MONYYYY - Is the month and year for which the file is generated,T is the file indicator and nn is the batch number. The file is a .CSV file.


File format
Control Record

Field Name	Length	Mandatory / Optional	Description
Record Type	Number (2)	Mandatory	Value is 10
Applicable Month	Char(3)	Mandatory	Applicable month - MON
Applicable Year	Char (4)	Mandatory	Applicable Year - YYYY
Total records	Numeric (6)	Mandatory	Total number of detail records

Detail Record

Field Name	Length	Mandatory / Optional	Description
Record Type	Number (2)	Mandatory	Value is 20
Sec Symbol	Char(10)	Mandatory	Symbol of the security
Sec Series	Char(2)	Mandatory	Series of the security
ISIN	Char(12)	Mandatory	ISIN of the security
Security Category	Char (1)	Mandatory	Security Category applicable on that security in the following month
Security Impact Cost	Number (5,2)	Mandatory	Security Impact Cost