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 the settlement date does not fall onto a tenor.
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_IsTimeOption
true if a leg is time-option
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, from the client's perspective. 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
L1_ForwardPointsDecimalOffset
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.