L1_Tenor

Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. broken indicates that a SettlementDate must be sent

L1_RiskDate

The date in the settlement window which yields the lowest client sell price, or the highest client buy price.

L1_RiskTenor

The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.

L1_AllInRateDPS

The number of decimal places to display after the decimal point.

L1_AllInBidRate

decimal

Example: 1.091790

The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.

L1_FwdBidPoints

decimal

Example: 0.005390

The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.

L1_AllInAskRate

decimal

Example: 1.091790

The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.

L1_FwdAskPoints

decimal

Example: 0.005390

The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.

L1_FwdMidPoints

decimal

Example: 0.005390

The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.

L1_AllInMidRate

decimal

Example: 1.091790

The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.

L1_Amount

The amount of a trade or order in the DealtCurrency.

L1_BuySell

The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_CostCurrency

The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency

L1_BidCostAmount

decimal

Example: 150000.00

The total amount on the bid side of the trade when requesting a quote

L1_BidCostPercentage

Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.

L1_BidCostRate

The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.

L1_AskCostAmount

decimal

Example: 150000.00

The total amount on the ask side of the trade when requesting a quote

L1_AskCostPercentage

Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.

L1_AskCostRate

The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.

L1_AskContraCostAmount

The total amount on the ask side of the trade when requesting a quote seen in contra currency

L1_AskContraCostPercentage

Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.

L1_AskContraCostRate

The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.

L1_BidContraCostAmount

The total amount on the bid side of the trade when requesting a quote seen in contra currency

L1_BidContraCostPercentage

Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.

L1_BidContraCostRate

The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.

L1_ContraCostAmount

The actual transactional cost of performing the trade to the client on the contra currency

L1_ContraCostPercentage

Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.

L1_ContraCostCurrency

The contra currency that the cost is displayed in