sebi
The Securities and Exchange Board of India (SEBI) has announced an extension to the implementation timeline for its circular titled "Safer Participation of Retail Investors in Algorithmic Trading." This adjustment is designed to provide a smoother transition for market participants.
This extension comes in response to requests from Stock Exchanges for additional time to address specific issues concerning brokers. The goal is to avoid market disruptions and ensure effective implementation.
This circular is issued under the provisions of Section 11(1) of Chapter IV of the Securities and Exchange Board of India Act, 1992, along with Section 30 of the Securities and Exchange Board of India (Stock Brokers) Regulations, 1992. The intent is to safeguard investor interests in securities and promote a regulated, developed securities market.
Brokers as Principals: Brokers are required to act as principals, with algorithmic trading providers serving as their agents. All Application Programming Interfaces (APIs) for algorithmic trading must be supplied by brokers, not external parties.
Unique Order Tagging: Each algorithmic order must carry a unique identifier to facilitate audit and surveillance.
Empanelment of Algorithm Providers: Algorithm providers must be registered or empanelled with stock exchanges before being engaged by brokers.
Retail Investor Registration: Retail investors creating their algorithms must register them with the exchange if they exceed a specified order-per-second threshold. Such algorithms may only be utilized by the investor and their immediate family.
API Security and Control: Brokers must implement secure API access measures, including two-factor authentication and static IP addresses, to mitigate unauthorized access.
Surveillance and Reporting: Brokers are required to maintain comprehensive records of algorithmic trades, submit routine reports to regulators, and establish real-time monitoring systems to detect and prevent market manipulation.
Categorization of Algorithms: SEBI differentiates between "execution algorithms" (white box) and "non-disclosed algorithms" (black box) for the purpose of regulatory oversight.