Trading and Clearing XML reports

FX Market Trading and Clearing XML reports

Moscow Exchange provides bilingual (Russian and English) support for all the clearing XML reports and for the main trading reports on FX market. The preferred stylesheet may be selected manually when opening reports with MS Excel. If you are using other xslt processors you may use any of these stylesheets and pass the Language='E' or Language='R' argument to the processor.

Technical details on XML reports

In order to use XSD schemas and XSLT stylesheets for viewing XML reports delivered by Moscow Exchange the corresponding *.xsd and *.xslt files should be located in C:\MICEX\XSD and C:\MICEX\XSLT folders accordingly.

In case XML report is opened with Internet Explorer it will be processed using the corresponding stylesheet from C:\MICEX\XSLT folder.

In case XML report is opened with MS Excel then two options will be offered:

  • use *.xslt file located in C:\MICEX\XSLT folder;
  • use *.xslt file located on the MOEX FTP server. This option is available if your computer has an Internet access.

In some cases Windows blocks *.xml and *.xslt files that were downloaded from the Internet or received from another computer for security reasons. In order to unblock the file open its properties dialog in Windows Explorer (right-click > properties) and click the "Unblock" button.

Internet Explorer may be used to view and print relatively small reports: simply double-click *.xml file received from MOEX in Windows Explorer. If XML files were previously associated with another program, then use "right-click > Open With" dialog to select Internet Explorer.

If you prefer to open the report with MS Excel using XSLT stylesheet please use "Open the file with the following stylesheet applied" option and select the corresponding stylesheet in the file import dialog. In order to print the report the way it matches the paper size it's recommended to use Landscape Orientation and "Fit to 1 page wide and [empty] tall" option. Even better result may be reached by decreasing page margins that leads to font size increase. These printing options are located on MS Excel "Page Setup" dialog.

Additional notes on processing large files

Some users experience visualization issues when opening reports with Internet Explorer 7 and earlier versions: page margins violation, incorrect columns width etc. It's recommended to use Internet Explorer 7, 8 or newer for relatively small reports, MS Excel 2003 or newer for large files (less than 65536 records) and MS Excel 2007 or newer for extra-large files (more than 65536 records).

Internet Explorer 7 and 8 are sometimes unable to print reports in case file size exceeds 8 MB. Such files may be opened with IE 7 and 8 but "Print" or "Print Preview" commands lead to an error message. It's recommended to use MS Excel 2003 or newer for large files (less than 65536 records) and MS Excel 2007 or newer for extra-large files (more than 65536 records).

Also there are some limitations on file size when working with MS Excel 2003 and 2007: if file size exceeds 30-40 MB, Excel sometimes displays an empty table instead of an actual report. The workaround for this situation is transforming such files into HTML format using msxsl.exe program [ ]. XML report transformation to HTML may be performed using command line interface as "msxsl.exe ReportFile.xml StylesheetName.xslt –o OutputFile.html".

The resulting HTML file may be opened with MS Excel 2003 (less than 65536 records in report) or MS Excel 2007 (more than 65536 records in report) or newer versions.