Trade model: Allocate

AcceptWarningAck

MsgType

String

Example: AcceptWarningAck

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

AllocateAck

MsgType

String

Example: AllocateAck

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

ClientCloseAck

MsgType

String

Example: ClientCloseAck

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

DetailsUpdate Allocation Spot Details Update

Example

API

SpotTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

TradeID

string

Example: 00001561

A unique identifier for this trade

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

DealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

SpotRate

decimal

Example: 1.08341

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotRateDPS

integer

Example: 5

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

ExecutionDateTime

string

Example: 20160322123621

TradeDate

string

Example: 20160314

Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

TraderUsername

string

Example: sales_trader@novobank.co.za

The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.

TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

AssetType

string

Example: FX

A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]

TradingType

string

Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.

DeliverableType

string

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

OrderID

string

The id of the order.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

Client

string

Client is a duplicate of TOBOUser

CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

CostCurrency

string

Example: GBP

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

CostPercentage

decimal

Example: 13.56

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

ContraCostAmount

decimal

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

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

ContraCostPercentage

decimal

Example: 13.56

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%.

CanAllocate

string

Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL

AllocationSettlementDateOptions

string

Example: ORIGINAL,EARLIER,LATER

Comma-separated list, defines available settlement dates for an allocation.

IsAllocated

boolean

Define if a trade is already allocated or rolled

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

CostCurrencyDPS

integer

Example: 2

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

Remarks

string

The text content of a comment left on a leg of a trade or order.

ForceReporting

boolean

Indicates whether a trade is flagged for reporting

UTI

string

Unique Transaction Identifier.

BackOfficeID

string

Back office trade identifier.

PriceSource

string

Example: st1@caplin.com

Identifies the person or system that priced the trade.

Venue

string

Example: FX Sales

Where the trade was placed.

Purpose

string

Example: Commercial

The purpose of a trade.

Tags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade.

DisplayFields

string

Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

ClientAgreementDateTime

datetime

Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION

OriginalTradeID

string

TradeID of the trade that this trade was created from.

LegTradeConfirmationFields L1

API

SettlementTradeFields L1

API

SettlementFields L1_Pay[n]

API

L1_Pay[n]SettlementId

string

The identifier for the settlement instruction.

L1_Pay[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Pay[n]SettlementAmount

decimal

The amount of a settlement

L1_Pay[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Pay[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Pay[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Pay[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Pay[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Pay[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Pay[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Pay[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Pay[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Pay[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Pay[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Pay[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Pay[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Pay[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Pay[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Pay[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Pay[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Pay[n]SplitComponentId

string

The unique ID of a split component

L1_Pay[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Pay[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Pay[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Pay[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Pay[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Pay[n]SettlementDetailsLine6

string

The sixth line of remittance information.

SettlementFields L1_Receive[n]

API

L1_Receive[n]SettlementId

string

The identifier for the settlement instruction.

L1_Receive[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Receive[n]SettlementAmount

decimal

The amount of a settlement

L1_Receive[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Receive[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Receive[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Receive[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Receive[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Receive[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Receive[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Receive[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Receive[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Receive[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Receive[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Receive[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Receive[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Receive[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Receive[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Receive[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Receive[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Receive[n]SplitComponentId

string

The unique ID of a split component

L1_Receive[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Receive[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Receive[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Receive[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Receive[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Receive[n]SettlementDetailsLine6

string

The sixth line of remittance information.

NettingComponents L1_PayNettingComponents[n]

API

L1_PayNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_PayNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_PayNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

NettingComponents L1_ReceiveNettingComponents[n]

API

L1_ReceiveNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_ReceiveNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_ReceiveNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_CanAffirm

boolean

Ability to Affirm the Trade Details are as agreed.

L1_CanConfirm

boolean

Ability to Confirm the Settlement Details are now final.

L1_CanAdHoc

boolean

Can confirm adhoc settlement instructions for a trade.

L1_CanDispute

boolean

Ability to Dispute the details of a trade, if for example something is wrong about it.

L1_CanCancel

boolean

Ability to Cancel a trade, for example if a mistake was made.

L1_CanReplace

boolean

Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.

L1_CanAutoConfirm

boolean

Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.

L1_CanUnconfirm

boolean

Ability to move the deal back to a Pending state.

L1_CanApproveInstructions

boolean

Can approve settlement instructions for a trade.

L1_CanRejectInstructions

boolean

Can reject settlement instructions for a trade.

L1_CanRelease

boolean

Relates to post trade actions: User can release the trade

L1_SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_NextActionDeadline

datetime

Example: 2018-03-16T07:25:16+00:00

The deadline for a user to perform a trade's next action in ISO-8601 format

L1_NextActionDeadlineDisplayTimezone

string

Example: America/New_York

The timezone for the NextActionDeadline field in the form Area/Location

L1_AffirmedBy

string

The name of the user who affirmed a trade.

L1_AffirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was affirmed in ISO-8601 format

L1_ConfirmedBy

string

The name of the user who confirmed a trade.

L1_ConfirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was confirmed in ISO-8601 format

L1_IsPayNetted

boolean

Denotes whether the pay side of a trade has been netted.

L1_IsReceiveNetted

boolean

Denotes whether the receive side of a trade has been netted.

L1_IsPayNettingRequired

boolean

Denotes whether the pay side of a trade requires netting.

L1_IsReceiveNettingRequired

boolean

Denotes whether the receive side of a trade requires netting.

L1_IsPaySplit

boolean

Denotes whether the pay side of a trade has been split.

L1_IsReceiveSplit

boolean

Denotes whether the receive side of a trade has been split.

NostroAccount L1

API

L1_NostroName

string

Example: GBP Nostro Account.

An identifier for the given nostro account.

L1_NostroBIC

string

Example: ARABAEADABC

The Bank Identifier Code denoting the bank which will receive the money.

L1_NostroAccount

string

Example: AE770090004000824676500

The account at the bank denoted by the NostroBIC field that will receive the money.

RemarksEntry L1_Remarks[n]

API

L1_Remarks[n]Remarks

string

The text content of a comment left on a leg of a trade or order.

L1_Remarks[n]RemarkDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The date and time a remark was left on in ISO-8601 format.

L1_Remarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

L1_AllInRate

decimal

Example: 1.091790

L1_AllInRateDPS

integer

Example: 5

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

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_FwdPoints

decimal

Example: 0.001198

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_FwdPips

string

Example: 11.98

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_ContraAmount

decimal

Example: 350

The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.

L1_Tenor

string

Example: 1M

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_SettlementDate

string

L1_FilledAmount

decimal

Example: 0

L1_RemainingAmount

decimal

Example: 500

L1_RiskDate

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_StartDate

string

Example: 20150620

L1_StartTenor

string

Example: 1W

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L1_Profit

decimal

Example: 1000

The sales profit in the specified currency.

L1_CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

L1_EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

L1_EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

L1_CostCurrency

string

Example: GBP

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

L1_CostPercentage

decimal

Example: 13.56

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

L1_ContraCostAmount

decimal

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

L1_ContraCostCurrency

decimal

The contra currency that the cost is displayed in

L1_ContraCostPercentage

decimal

Example: 13.56

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_TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

L1_FullName

string

The full name of the user the trade is on behalf of

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

L1_AllocatableAmount

decimal

Example: 500

This is the amount that can be allocated or rolled.

L1_AllocatableContraAmount

decimal

Example: 500

This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency

L1_OriginalRate

decimal

The Rate of the trade that this trade was created from.

L1_AdjustedSwapPoints

decimal

The swap points adjusted for this repriced trade

DetailsUpdate Allocation Spot Sales Details Update

Example

API

SpotSalesTradeConfirmation

Example

API

SpotTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

TradeID

string

Example: 00001561

A unique identifier for this trade

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

DealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

SpotRate

decimal

Example: 1.08341

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotRateDPS

integer

Example: 5

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

ExecutionDateTime

string

Example: 20160322123621

TradeDate

string

Example: 20160314

Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

TraderUsername

string

Example: sales_trader@novobank.co.za

The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.

TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

AssetType

string

Example: FX

A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]

TradingType

string

Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.

DeliverableType

string

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

OrderID

string

The id of the order.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

Client

string

Client is a duplicate of TOBOUser

CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

CostCurrency

string

Example: GBP

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

CostPercentage

decimal

Example: 13.56

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

ContraCostAmount

decimal

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

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

ContraCostPercentage

decimal

Example: 13.56

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%.

CanAllocate

string

Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL

AllocationSettlementDateOptions

string

Example: ORIGINAL,EARLIER,LATER

Comma-separated list, defines available settlement dates for an allocation.

IsAllocated

boolean

Define if a trade is already allocated or rolled

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

CostCurrencyDPS

integer

Example: 2

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

Remarks

string

The text content of a comment left on a leg of a trade or order.

ForceReporting

boolean

Indicates whether a trade is flagged for reporting

UTI

string

Unique Transaction Identifier.

BackOfficeID

string

Back office trade identifier.

PriceSource

string

Example: st1@caplin.com

Identifies the person or system that priced the trade.

Venue

string

Example: FX Sales

Where the trade was placed.

Purpose

string

Example: Commercial

The purpose of a trade.

Tags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade.

DisplayFields

string

Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

ClientAgreementDateTime

datetime

Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION

OriginalTradeID

string

TradeID of the trade that this trade was created from.

LegTradeConfirmationFields L1

API

SettlementTradeFields L1

API

SettlementFields L1_Pay[n]

API

L1_Pay[n]SettlementId

string

The identifier for the settlement instruction.

L1_Pay[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Pay[n]SettlementAmount

decimal

The amount of a settlement

L1_Pay[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Pay[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Pay[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Pay[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Pay[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Pay[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Pay[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Pay[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Pay[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Pay[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Pay[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Pay[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Pay[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Pay[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Pay[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Pay[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Pay[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Pay[n]SplitComponentId

string

The unique ID of a split component

L1_Pay[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Pay[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Pay[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Pay[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Pay[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Pay[n]SettlementDetailsLine6

string

The sixth line of remittance information.

SettlementFields L1_Receive[n]

API

L1_Receive[n]SettlementId

string

The identifier for the settlement instruction.

L1_Receive[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Receive[n]SettlementAmount

decimal

The amount of a settlement

L1_Receive[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Receive[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Receive[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Receive[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Receive[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Receive[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Receive[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Receive[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Receive[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Receive[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Receive[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Receive[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Receive[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Receive[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Receive[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Receive[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Receive[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Receive[n]SplitComponentId

string

The unique ID of a split component

L1_Receive[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Receive[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Receive[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Receive[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Receive[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Receive[n]SettlementDetailsLine6

string

The sixth line of remittance information.

NettingComponents L1_PayNettingComponents[n]

API

L1_PayNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_PayNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_PayNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

NettingComponents L1_ReceiveNettingComponents[n]

API

L1_ReceiveNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_ReceiveNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_ReceiveNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_CanAffirm

boolean

Ability to Affirm the Trade Details are as agreed.

L1_CanConfirm

boolean

Ability to Confirm the Settlement Details are now final.

L1_CanAdHoc

boolean

Can confirm adhoc settlement instructions for a trade.

L1_CanDispute

boolean

Ability to Dispute the details of a trade, if for example something is wrong about it.

L1_CanCancel

boolean

Ability to Cancel a trade, for example if a mistake was made.

L1_CanReplace

boolean

Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.

L1_CanAutoConfirm

boolean

Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.

L1_CanUnconfirm

boolean

Ability to move the deal back to a Pending state.

L1_CanApproveInstructions

boolean

Can approve settlement instructions for a trade.

L1_CanRejectInstructions

boolean

Can reject settlement instructions for a trade.

L1_CanRelease

boolean

Relates to post trade actions: User can release the trade

L1_SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_NextActionDeadline

datetime

Example: 2018-03-16T07:25:16+00:00

The deadline for a user to perform a trade's next action in ISO-8601 format

L1_NextActionDeadlineDisplayTimezone

string

Example: America/New_York

The timezone for the NextActionDeadline field in the form Area/Location

L1_AffirmedBy

string

The name of the user who affirmed a trade.

L1_AffirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was affirmed in ISO-8601 format

L1_ConfirmedBy

string

The name of the user who confirmed a trade.

L1_ConfirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was confirmed in ISO-8601 format

L1_IsPayNetted

boolean

Denotes whether the pay side of a trade has been netted.

L1_IsReceiveNetted

boolean

Denotes whether the receive side of a trade has been netted.

L1_IsPayNettingRequired

boolean

Denotes whether the pay side of a trade requires netting.

L1_IsReceiveNettingRequired

boolean

Denotes whether the receive side of a trade requires netting.

L1_IsPaySplit

boolean

Denotes whether the pay side of a trade has been split.

L1_IsReceiveSplit

boolean

Denotes whether the receive side of a trade has been split.

NostroAccount L1

API

L1_NostroName

string

Example: GBP Nostro Account.

An identifier for the given nostro account.

L1_NostroBIC

string

Example: ARABAEADABC

The Bank Identifier Code denoting the bank which will receive the money.

L1_NostroAccount

string

Example: AE770090004000824676500

The account at the bank denoted by the NostroBIC field that will receive the money.

RemarksEntry L1_Remarks[n]

API

L1_Remarks[n]Remarks

string

The text content of a comment left on a leg of a trade or order.

L1_Remarks[n]RemarkDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The date and time a remark was left on in ISO-8601 format.

L1_Remarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

L1_AllInRate

decimal

Example: 1.091790

L1_AllInRateDPS

integer

Example: 5

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

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_FwdPoints

decimal

Example: 0.001198

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_FwdPips

string

Example: 11.98

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_ContraAmount

decimal

Example: 350

The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.

L1_Tenor

string

Example: 1M

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_SettlementDate

string

L1_FilledAmount

decimal

Example: 0

L1_RemainingAmount

decimal

Example: 500

L1_RiskDate

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_StartDate

string

Example: 20150620

L1_StartTenor

string

Example: 1W

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L1_Profit

decimal

Example: 1000

The sales profit in the specified currency.

L1_CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

L1_EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

L1_EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

L1_CostCurrency

string

Example: GBP

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

L1_CostPercentage

decimal

Example: 13.56

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

L1_ContraCostAmount

decimal

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

L1_ContraCostCurrency

decimal

The contra currency that the cost is displayed in

L1_ContraCostPercentage

decimal

Example: 13.56

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_TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

L1_FullName

string

The full name of the user the trade is on behalf of

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

L1_AllocatableAmount

decimal

Example: 500

This is the amount that can be allocated or rolled.

L1_AllocatableContraAmount

decimal

Example: 500

This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency

L1_OriginalRate

decimal

The Rate of the trade that this trade was created from.

L1_AdjustedSwapPoints

decimal

The swap points adjusted for this repriced trade

SalesLegTradeConfirmationFields L1

API

RemarksEntry L1_TraderRemarks[n]

API

L1_TraderRemarks[n]Remarks

string

The text content of a comment left on a leg of a trade or order.

L1_TraderRemarks[n]RemarkDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The date and time a remark was left on in ISO-8601 format.

L1_TraderRemarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

L1_TraderAllInRate

decimal

Example: 1.005390

The all-in rate, with no client margin applied to it

L1_TraderFwdPoints

decimal

Example: 0.005390

The forward points with no client margin applied to them.

L1_FwdMargin

decimal

Example: 0.000019

The Forward margin that the user has selected. This field should be sent raw and unformatted.

L1_AllInMargin

decimal

Example: 0.00054

The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.

L1_TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

L1_TraderOriginalRate

decimal

The TraderRate of the trade that this trade was created from.

L1_OriginalMargin

decimal

The Margin of the trade that this trade was created from.

L1_AdjustedTraderSwapPoints

decimal

The trader swap points adjusted for this repriced trade

L1_AdjustedSwapMargin

decimal

The swap margin adjusted for this repriced trade

SalesCommonTradeConfirmationFields

API

ProfitCurrency

string

Example: USD

The profit currency that the ProfitBidRate is being provided for.

ProfitCurrencyDPS

integer

Example: 5

The number of decimal places that should be used for formatting the amount in profit currency field.

ProfitIsHouse

boolean

Whether the field ProfitCurrency is the system/house currency or not.

ProfitRate

decimal

Example: 1.091790

The conversion rate from the contra currency into the profit currency.

TraderSpotRate

decimal

Example: 1.09174

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

SpotMargin

decimal

Example: 0.00054

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

Profit

decimal

Example: 1000

The sales profit in the specified currency.

Competition

boolean

Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP

Source

string

The source of a quote request. The name or ID of an ECN, SDP or other channel

Reasons

string

A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.

TraderRemarks

string

The trader's comments on an order leg - visible to only the Trader

IsAdvised

boolean

Indicates whether the trader gave the client advice

StreamingMode

string

Example: MANUAL, STREAMING

Indicates whether the rates/margins of this trade have been manually set

TraderSpotAskRate

decimal

Example: 1.08575

This field represents the spot ask rate with no client margin applied to it.

TraderSpotBidRate

decimal

Example: 1.08575

This field represents the spot bid rate with no client margin applied to it.

DetailsUpdate Allocation Forward Details Update

Example

API

ForwardTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

TradeID

string

Example: 00001561

A unique identifier for this trade

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

DealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

SpotRate

decimal

Example: 1.08341

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotRateDPS

integer

Example: 5

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

ExecutionDateTime

string

Example: 20160322123621

TradeDate

string

Example: 20160314

Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

TraderUsername

string

Example: sales_trader@novobank.co.za

The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.

TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

AssetType

string

Example: FX

A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]

TradingType

string

Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.

DeliverableType

string

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

OrderID

string

The id of the order.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

Client

string

Client is a duplicate of TOBOUser

CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

CostCurrency

string

Example: GBP

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

CostPercentage

decimal

Example: 13.56

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

ContraCostAmount

decimal

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

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

ContraCostPercentage

decimal

Example: 13.56

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%.

CanAllocate

string

Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL

AllocationSettlementDateOptions

string

Example: ORIGINAL,EARLIER,LATER

Comma-separated list, defines available settlement dates for an allocation.

IsAllocated

boolean

Define if a trade is already allocated or rolled

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

CostCurrencyDPS

integer

Example: 2

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

Remarks

string

The text content of a comment left on a leg of a trade or order.

ForceReporting

boolean

Indicates whether a trade is flagged for reporting

UTI

string

Unique Transaction Identifier.

BackOfficeID

string

Back office trade identifier.

PriceSource

string

Example: st1@caplin.com

Identifies the person or system that priced the trade.

Venue

string

Example: FX Sales

Where the trade was placed.

Purpose

string

Example: Commercial

The purpose of a trade.

Tags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade.

DisplayFields

string

Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

ClientAgreementDateTime

datetime

Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION

OriginalTradeID

string

TradeID of the trade that this trade was created from.

NDFTradeConfirmationFields

API

FixingSource

string

Example: WMR 8am London Time

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

LegTradeConfirmationFields L1

API

SettlementTradeFields L1

API

SettlementFields L1_Pay[n]

API

L1_Pay[n]SettlementId

string

The identifier for the settlement instruction.

L1_Pay[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Pay[n]SettlementAmount

decimal

The amount of a settlement

L1_Pay[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Pay[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Pay[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Pay[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Pay[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Pay[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Pay[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Pay[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Pay[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Pay[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Pay[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Pay[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Pay[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Pay[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Pay[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Pay[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Pay[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Pay[n]SplitComponentId

string

The unique ID of a split component

L1_Pay[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Pay[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Pay[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Pay[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Pay[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Pay[n]SettlementDetailsLine6

string

The sixth line of remittance information.

SettlementFields L1_Receive[n]

API

L1_Receive[n]SettlementId

string

The identifier for the settlement instruction.

L1_Receive[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Receive[n]SettlementAmount

decimal

The amount of a settlement

L1_Receive[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Receive[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Receive[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Receive[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Receive[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Receive[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Receive[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Receive[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Receive[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Receive[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Receive[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Receive[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Receive[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Receive[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Receive[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Receive[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Receive[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Receive[n]SplitComponentId

string

The unique ID of a split component

L1_Receive[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Receive[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Receive[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Receive[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Receive[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Receive[n]SettlementDetailsLine6

string

The sixth line of remittance information.

NettingComponents L1_PayNettingComponents[n]

API

L1_PayNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_PayNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_PayNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

NettingComponents L1_ReceiveNettingComponents[n]

API

L1_ReceiveNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_ReceiveNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_ReceiveNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_CanAffirm

boolean

Ability to Affirm the Trade Details are as agreed.

L1_CanConfirm

boolean

Ability to Confirm the Settlement Details are now final.

L1_CanAdHoc

boolean

Can confirm adhoc settlement instructions for a trade.

L1_CanDispute

boolean

Ability to Dispute the details of a trade, if for example something is wrong about it.

L1_CanCancel

boolean

Ability to Cancel a trade, for example if a mistake was made.

L1_CanReplace

boolean

Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.

L1_CanAutoConfirm

boolean

Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.

L1_CanUnconfirm

boolean

Ability to move the deal back to a Pending state.

L1_CanApproveInstructions

boolean

Can approve settlement instructions for a trade.

L1_CanRejectInstructions

boolean

Can reject settlement instructions for a trade.

L1_CanRelease

boolean

Relates to post trade actions: User can release the trade

L1_SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_NextActionDeadline

datetime

Example: 2018-03-16T07:25:16+00:00

The deadline for a user to perform a trade's next action in ISO-8601 format

L1_NextActionDeadlineDisplayTimezone

string

Example: America/New_York

The timezone for the NextActionDeadline field in the form Area/Location

L1_AffirmedBy

string

The name of the user who affirmed a trade.

L1_AffirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was affirmed in ISO-8601 format

L1_ConfirmedBy

string

The name of the user who confirmed a trade.

L1_ConfirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was confirmed in ISO-8601 format

L1_IsPayNetted

boolean

Denotes whether the pay side of a trade has been netted.

L1_IsReceiveNetted

boolean

Denotes whether the receive side of a trade has been netted.

L1_IsPayNettingRequired

boolean

Denotes whether the pay side of a trade requires netting.

L1_IsReceiveNettingRequired

boolean

Denotes whether the receive side of a trade requires netting.

L1_IsPaySplit

boolean

Denotes whether the pay side of a trade has been split.

L1_IsReceiveSplit

boolean

Denotes whether the receive side of a trade has been split.

NostroAccount L1

API

L1_NostroName

string

Example: GBP Nostro Account.

An identifier for the given nostro account.

L1_NostroBIC

string

Example: ARABAEADABC

The Bank Identifier Code denoting the bank which will receive the money.

L1_NostroAccount

string

Example: AE770090004000824676500

The account at the bank denoted by the NostroBIC field that will receive the money.

RemarksEntry L1_Remarks[n]

API

L1_Remarks[n]Remarks

string

The text content of a comment left on a leg of a trade or order.

L1_Remarks[n]RemarkDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The date and time a remark was left on in ISO-8601 format.

L1_Remarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

L1_AllInRate

decimal

Example: 1.091790

L1_AllInRateDPS

integer

Example: 5

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

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_FwdPoints

decimal

Example: 0.001198

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_FwdPips

string

Example: 11.98

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_ContraAmount

decimal

Example: 350

The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.

L1_Tenor

string

Example: 1M

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_SettlementDate

string

L1_FilledAmount

decimal

Example: 0

L1_RemainingAmount

decimal

Example: 500

L1_RiskDate

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_StartDate

string

Example: 20150620

L1_StartTenor

string

Example: 1W

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L1_Profit

decimal

Example: 1000

The sales profit in the specified currency.

L1_CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

L1_EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

L1_EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

L1_CostCurrency

string

Example: GBP

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

L1_CostPercentage

decimal

Example: 13.56

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

L1_ContraCostAmount

decimal

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

L1_ContraCostCurrency

decimal

The contra currency that the cost is displayed in

L1_ContraCostPercentage

decimal

Example: 13.56

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_TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

L1_FullName

string

The full name of the user the trade is on behalf of

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

L1_AllocatableAmount

decimal

Example: 500

This is the amount that can be allocated or rolled.

L1_AllocatableContraAmount

decimal

Example: 500

This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency

L1_OriginalRate

decimal

The Rate of the trade that this trade was created from.

L1_AdjustedSwapPoints

decimal

The swap points adjusted for this repriced trade

NDFLegTradeConfirmationFields L1

API

L1_FixingDate

string

Example: 20150620

This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.

L1_FixingCurrency

string

Example: USD

L1_FixingCode

string

Example: [CCY]1/1600/GBLO

L1_FixingDescription

string

Example: WMR [CCY] 4pm London

L1_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L1_ReferenceCurrency

decimal

The Buy or Sell Currency that is not the Settlement Currency

L1_ReferenceAmount

decimal

The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency

L1_SettlementAmount

decimal

The amount of a settlement

TimeOptionLegTradeConfirmationFields L1

API

L1_FilledAmount

decimal

Example: 0

L1_RemainingAmount

decimal

Example: 500

L1_RiskDate

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_StartDate

string

Example: 20150620

L1_StartTenor

string

Example: 1W

MinRepriceDate

string

Example: 2023-06-17

The minimum settlement date that can be chosen when repricing a trade

MaxRepriceDate

string

Example: 2023-06-17

The maximum settlement date that can be chosen when repricing a trade

DetailsUpdate Allocation Forward Sales Details Update

Example

API

ForwardSalesTradeConfirmation

Example

API

ForwardTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

TradeID

string

Example: 00001561

A unique identifier for this trade

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

DealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

SpotRate

decimal

Example: 1.08341

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotRateDPS

integer

Example: 5

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

ExecutionDateTime

string

Example: 20160322123621

TradeDate

string

Example: 20160314

Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

TraderUsername

string

Example: sales_trader@novobank.co.za

The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.

TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

AssetType

string

Example: FX

A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]

TradingType

string

Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.

DeliverableType

string

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

OrderID

string

The id of the order.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

Client

string

Client is a duplicate of TOBOUser

CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

CostCurrency

string

Example: GBP

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

CostPercentage

decimal

Example: 13.56

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

ContraCostAmount

decimal

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

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

ContraCostPercentage

decimal

Example: 13.56

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%.

CanAllocate

string

Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL

AllocationSettlementDateOptions

string

Example: ORIGINAL,EARLIER,LATER

Comma-separated list, defines available settlement dates for an allocation.

IsAllocated

boolean

Define if a trade is already allocated or rolled

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

CostCurrencyDPS

integer

Example: 2

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

Remarks

string

The text content of a comment left on a leg of a trade or order.

ForceReporting

boolean

Indicates whether a trade is flagged for reporting

UTI

string

Unique Transaction Identifier.

BackOfficeID

string

Back office trade identifier.

PriceSource

string

Example: st1@caplin.com

Identifies the person or system that priced the trade.

Venue

string

Example: FX Sales

Where the trade was placed.

Purpose

string

Example: Commercial

The purpose of a trade.

Tags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade.

DisplayFields

string

Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

ClientAgreementDateTime

datetime

Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION

OriginalTradeID

string

TradeID of the trade that this trade was created from.

NDFTradeConfirmationFields

API

FixingSource

string

Example: WMR 8am London Time

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

LegTradeConfirmationFields L1

API

SettlementTradeFields L1

API

SettlementFields L1_Pay[n]

API

L1_Pay[n]SettlementId

string

The identifier for the settlement instruction.

L1_Pay[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Pay[n]SettlementAmount

decimal

The amount of a settlement

L1_Pay[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Pay[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Pay[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Pay[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Pay[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Pay[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Pay[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Pay[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Pay[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Pay[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Pay[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Pay[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Pay[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Pay[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Pay[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Pay[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Pay[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Pay[n]SplitComponentId

string

The unique ID of a split component

L1_Pay[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Pay[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Pay[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Pay[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Pay[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Pay[n]SettlementDetailsLine6

string

The sixth line of remittance information.

SettlementFields L1_Receive[n]

API

L1_Receive[n]SettlementId

string

The identifier for the settlement instruction.

L1_Receive[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

L1_Receive[n]SettlementAmount

decimal

The amount of a settlement

L1_Receive[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

L1_Receive[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

L1_Receive[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

L1_Receive[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

L1_Receive[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_Receive[n]BankAccount

string

Example: 12345678

The account number of the bank

L1_Receive[n]BankSwift

string

Example: CAP123

The BIC of the bank

L1_Receive[n]BankName

string

Example: Bank Of Caplin

The name of the bank

L1_Receive[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

L1_Receive[n]BankAddress2

string

Example: The City

The second line of the bank's address

L1_Receive[n]BankAddress3

string

Example: London

The third line of the bank's address

L1_Receive[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

L1_Receive[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

L1_Receive[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

L1_Receive[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

L1_Receive[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

L1_Receive[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

L1_Receive[n]SplitComponentId

string

The unique ID of a split component

L1_Receive[n]SettlementDetailsLine1

string

The first line of remittance information.

L1_Receive[n]SettlementDetailsLine2

string

The second line of remittance information.

L1_Receive[n]SettlementDetailsLine3

string

The third line of remittance information.

L1_Receive[n]SettlementDetailsLine4

string

The fourth line of remittance information.

L1_Receive[n]SettlementDetailsLine5

string

The fifth line of remittance information.

L1_Receive[n]SettlementDetailsLine6

string

The sixth line of remittance information.

NettingComponents L1_PayNettingComponents[n]

API

L1_PayNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_PayNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_PayNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

NettingComponents L1_ReceiveNettingComponents[n]

API

L1_ReceiveNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

L1_ReceiveNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_ReceiveNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_CanAffirm

boolean

Ability to Affirm the Trade Details are as agreed.

L1_CanConfirm

boolean

Ability to Confirm the Settlement Details are now final.

L1_CanAdHoc

boolean

Can confirm adhoc settlement instructions for a trade.

L1_CanDispute

boolean

Ability to Dispute the details of a trade, if for example something is wrong about it.

L1_CanCancel

boolean

Ability to Cancel a trade, for example if a mistake was made.

L1_CanReplace

boolean

Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.

L1_CanAutoConfirm

boolean

Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.

L1_CanUnconfirm

boolean

Ability to move the deal back to a Pending state.

L1_CanApproveInstructions

boolean

Can approve settlement instructions for a trade.

L1_CanRejectInstructions

boolean

Can reject settlement instructions for a trade.

L1_CanRelease

boolean

Relates to post trade actions: User can release the trade

L1_SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

L1_NextActionDeadline

datetime

Example: 2018-03-16T07:25:16+00:00

The deadline for a user to perform a trade's next action in ISO-8601 format

L1_NextActionDeadlineDisplayTimezone

string

Example: America/New_York

The timezone for the NextActionDeadline field in the form Area/Location

L1_AffirmedBy

string

The name of the user who affirmed a trade.

L1_AffirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was affirmed in ISO-8601 format

L1_ConfirmedBy

string

The name of the user who confirmed a trade.

L1_ConfirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was confirmed in ISO-8601 format

L1_IsPayNetted

boolean

Denotes whether the pay side of a trade has been netted.

L1_IsReceiveNetted

boolean

Denotes whether the receive side of a trade has been netted.

L1_IsPayNettingRequired

boolean

Denotes whether the pay side of a trade requires netting.

L1_IsReceiveNettingRequired

boolean

Denotes whether the receive side of a trade requires netting.

L1_IsPaySplit

boolean

Denotes whether the pay side of a trade has been split.

L1_IsReceiveSplit

boolean

Denotes whether the receive side of a trade has been split.

NostroAccount L1

API

L1_NostroName

string

Example: GBP Nostro Account.

An identifier for the given nostro account.

L1_NostroBIC

string

Example: ARABAEADABC

The Bank Identifier Code denoting the bank which will receive the money.

L1_NostroAccount

string

Example: AE770090004000824676500

The account at the bank denoted by the NostroBIC field that will receive the money.

RemarksEntry L1_Remarks[n]

API

L1_Remarks[n]Remarks

string

The text content of a comment left on a leg of a trade or order.

L1_Remarks[n]RemarkDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The date and time a remark was left on in ISO-8601 format.

L1_Remarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

L1_AllInRate

decimal

Example: 1.091790

L1_AllInRateDPS

integer

Example: 5

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

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_FwdPoints

decimal

Example: 0.001198

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_FwdPips

string

Example: 11.98

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_ContraAmount

decimal

Example: 350

The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.

L1_Tenor

string

Example: 1M

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_SettlementDate

string

L1_FilledAmount

decimal

Example: 0

L1_RemainingAmount

decimal

Example: 500

L1_RiskDate

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_StartDate

string

Example: 20150620

L1_StartTenor

string

Example: 1W

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L1_Profit

decimal

Example: 1000

The sales profit in the specified currency.

L1_CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

L1_EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

L1_EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

L1_CostCurrency

string

Example: GBP

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

L1_CostPercentage

decimal

Example: 13.56

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

L1_ContraCostAmount

decimal

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

L1_ContraCostCurrency

decimal

The contra currency that the cost is displayed in

L1_ContraCostPercentage

decimal

Example: 13.56

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_TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

L1_FullName

string

The full name of the user the trade is on behalf of

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

L1_AllocatableAmount

decimal

Example: 500

This is the amount that can be allocated or rolled.

L1_AllocatableContraAmount

decimal

Example: 500

This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency

L1_OriginalRate

decimal

The Rate of the trade that this trade was created from.

L1_AdjustedSwapPoints

decimal

The swap points adjusted for this repriced trade

NDFLegTradeConfirmationFields L1

API

L1_FixingDate

string

Example: 20150620

This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.

L1_FixingCurrency

string

Example: USD

L1_FixingCode

string

Example: [CCY]1/1600/GBLO

L1_FixingDescription

string

Example: WMR [CCY] 4pm London

L1_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L1_ReferenceCurrency

decimal

The Buy or Sell Currency that is not the Settlement Currency

L1_ReferenceAmount

decimal

The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency

L1_SettlementAmount

decimal

The amount of a settlement

TimeOptionLegTradeConfirmationFields L1

API

L1_FilledAmount

decimal

Example: 0

L1_RemainingAmount

decimal

Example: 500

L1_RiskDate

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_StartDate

string

Example: 20150620

L1_StartTenor

string

Example: 1W

SalesLegTradeConfirmationFields L1

API

RemarksEntry L1_TraderRemarks[n]

API

L1_TraderRemarks[n]Remarks

string

The text content of a comment left on a leg of a trade or order.

L1_TraderRemarks[n]RemarkDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The date and time a remark was left on in ISO-8601 format.

L1_TraderRemarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

L1_TraderAllInRate

decimal

Example: 1.005390

The all-in rate, with no client margin applied to it

L1_TraderFwdPoints

decimal

Example: 0.005390

The forward points with no client margin applied to them.

L1_FwdMargin

decimal

Example: 0.000019

The Forward margin that the user has selected. This field should be sent raw and unformatted.

L1_AllInMargin

decimal

Example: 0.00054

The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.

L1_TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

L1_TraderOriginalRate

decimal

The TraderRate of the trade that this trade was created from.

L1_OriginalMargin

decimal

The Margin of the trade that this trade was created from.

L1_AdjustedTraderSwapPoints

decimal

The trader swap points adjusted for this repriced trade

L1_AdjustedSwapMargin

decimal

The swap margin adjusted for this repriced trade

SalesCommonTradeConfirmationFields

API

ProfitCurrency

string

Example: USD

The profit currency that the ProfitBidRate is being provided for.

ProfitCurrencyDPS

integer

Example: 5

The number of decimal places that should be used for formatting the amount in profit currency field.

ProfitIsHouse

boolean

Whether the field ProfitCurrency is the system/house currency or not.

ProfitRate

decimal

Example: 1.091790

The conversion rate from the contra currency into the profit currency.

TraderSpotRate

decimal

Example: 1.09174

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

SpotMargin

decimal

Example: 0.00054

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

Profit

decimal

Example: 1000

The sales profit in the specified currency.

Competition

boolean

Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP

Source

string

The source of a quote request. The name or ID of an ECN, SDP or other channel

Reasons

string

A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.

TraderRemarks

string

The trader's comments on an order leg - visible to only the Trader

IsAdvised

boolean

Indicates whether the trader gave the client advice

StreamingMode

string

Example: MANUAL, STREAMING

Indicates whether the rates/margins of this trade have been manually set

TraderSpotAskRate

decimal

Example: 1.08575

This field represents the spot ask rate with no client margin applied to it.

TraderSpotBidRate

decimal

Example: 1.08575

This field represents the spot bid rate with no client margin applied to it.

MinRepriceDate

string

Example: 2023-06-17

The minimum settlement date that can be chosen when repricing a trade

MaxRepriceDate

string

Example: 2023-06-17

The maximum settlement date that can be chosen when repricing a trade

Error

MsgType

String

Example: Error

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

ExecuteAck

MsgType

String

Example: ExecuteAck

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

Expire

MsgType

String

Example: Expire

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

Hold

MsgType

String

Example: Hold

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

PickUp

MsgType

String

Example: PickUp

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

PriceUpdate Spot Quote

Example

API

CommonFields

API

BidQuoteID

string

A unique ID that identifies the bid side of this quote.

AskQuoteID

string

A unique ID that identifies the ask side of this quote.

BidIndicative

boolean

Determines whether the Bid price is indicative. Indicative prices cannot be executed upon

AskIndicative

boolean

Determines whether the Ask price is indicative. Indicative prices cannot be executed upon

GFA

string

Example: 1000000

The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS

TimePriceReceived

string

The time a price was received from the liquidity provider

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

SpotBidRate

decimal

Example: 1.08341

For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotAskRate

decimal

Example: 1.08349

For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.

SpotRateDPS

integer

Example: 5

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

OverallTimeOut

integer

The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.

RemainingTimeOutMillis

integer

The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

NumberOfFractionalPips

string

Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.

BidPips

string

Example: 11.98

AskPips

string

Example: 11.98

SwapGFA

string

Example: 1 000 000

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

BidCostAmount

decimal

Example: 150000.00

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

BidCostPercentage

decimal

Example: 1.5

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%.

CostCurrency

string

Example: GBP

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

AskCostAmount

decimal

Example: 150000.00

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

AskCostPercentage

decimal

Example: 1.5

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%.

AskCostRate

decimal

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

BidCostRate

decimal

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

CostCurrencyDPS

integer

Example: 2

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

PriceUpdateSource

string

The name of the adapter a particular price update originated from.

AskContraCostAmount

decimal

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

AskContraCostPercentage

decimal

Example: 1.5

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%.

AskContraCostRate

decimal

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

BidContraCostAmount

decimal

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

BidContraCostPercentage

decimal

Example: 1.5

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%.

BidContraCostRate

decimal

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

ContraCostAmount

decimal

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

ContraCostPercentage

decimal

Example: 13.56

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%.

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

LegFields L1

API

L1_Tenor

string

Example: 1M

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

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_SettlementDate

string

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_StartTenor

string

Example: 1W

L1_StartDate

string

Example: 20150620

L1_AllInRateDPS

integer

Example: 5

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_FwdBidPips

string

Example: 53.90

L1_FwdAskPips

string

Example: 53.90

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

decimal

The amount of a trade or order in the DealtCurrency.

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_CostCurrency

string

Example: GBP

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

decimal

Example: 1.5

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

decimal

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

decimal

Example: 1.5

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

decimal

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

L1_AskContraCostAmount

decimal

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

L1_AskContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_BidContraCostAmount

decimal

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

L1_BidContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_ContraCostAmount

decimal

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

L1_ContraCostPercentage

decimal

Example: 13.56

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

decimal

The contra currency that the cost is displayed in

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

PriceUpdate Sales Spot Quote

SpotQuote

CommonFields

BidQuoteID

string

A unique ID that identifies the bid side of this quote.

AskQuoteID

string

A unique ID that identifies the ask side of this quote.

BidIndicative

boolean

Determines whether the Bid price is indicative. Indicative prices cannot be executed upon

AskIndicative

boolean

Determines whether the Ask price is indicative. Indicative prices cannot be executed upon

GFA

string

Example: 1000000

The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS

TimePriceReceived

string

The time a price was received from the liquidity provider

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

SpotBidRate

decimal

Example: 1.08341

For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotAskRate

decimal

Example: 1.08349

For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.

SpotRateDPS

integer

Example: 5

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

OverallTimeOut

integer

The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.

RemainingTimeOutMillis

integer

The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

NumberOfFractionalPips

string

Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.

BidPips

string

Example: 11.98

AskPips

string

Example: 11.98

SwapGFA

string

Example: 1 000 000

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

BidCostAmount

decimal

Example: 150000.00

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

BidCostPercentage

decimal

Example: 1.5

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%.

CostCurrency

string

Example: GBP

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

AskCostAmount

decimal

Example: 150000.00

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

AskCostPercentage

decimal

Example: 1.5

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%.

AskCostRate

decimal

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

BidCostRate

decimal

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

CostCurrencyDPS

integer

Example: 2

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

PriceUpdateSource

string

The name of the adapter a particular price update originated from.

AskContraCostAmount

decimal

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

AskContraCostPercentage

decimal

Example: 1.5

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%.

AskContraCostRate

decimal

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

BidContraCostAmount

decimal

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

BidContraCostPercentage

decimal

Example: 1.5

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%.

BidContraCostRate

decimal

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

ContraCostAmount

decimal

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

ContraCostPercentage

decimal

Example: 13.56

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%.

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

LegFields L1

API

L1_Tenor

string

Example: 1M

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

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_SettlementDate

string

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_StartTenor

string

Example: 1W

L1_StartDate

string

Example: 20150620

L1_AllInRateDPS

integer

Example: 5

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_FwdBidPips

string

Example: 53.90

L1_FwdAskPips

string

Example: 53.90

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

decimal

The amount of a trade or order in the DealtCurrency.

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_CostCurrency

string

Example: GBP

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

decimal

Example: 1.5

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

decimal

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

decimal

Example: 1.5

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

decimal

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

L1_AskContraCostAmount

decimal

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

L1_AskContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_BidContraCostAmount

decimal

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

L1_BidContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_ContraCostAmount

decimal

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

L1_ContraCostPercentage

decimal

Example: 13.56

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

decimal

The contra currency that the cost is displayed in

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

SalesCommonFields

API

TraderSpotBidRate

decimal

Example: 1.08575

This field represents the spot bid rate with no client margin applied to it.

TraderSpotAskRate

decimal

Example: 1.08575

This field represents the spot ask rate with no client margin applied to it.

DefaultSpotBidMargin

decimal

Example: 0.00054

This field represents the default margin to be applied to the SpotBidRate. It should be sent as an unformatted, raw value.

DefaultSpotAskMargin

decimal

Example: 0.00054

This field represents the default margin to be applied to the SpotAskRate. It should be sent as an unformatted, raw value.

ProfitCurrency

string

Example: USD

The profit currency that the ProfitBidRate is being provided for.

ProfitCurrencyDPS

integer

Example: 5

The number of decimal places that should be used for formatting the amount in profit currency field.

ProfitIsHouse

boolean

Whether the field ProfitCurrency is the system/house currency or not.

ProfitBidRate

decimal

Example: 1.091790

The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.

ProfitAskRate

decimal

Example: 1.090098

The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.

SalesLegFields L1

API

L1_TraderAllInBidRate

decimal

Example: 1.091790

This field represents the all-in bid rate, with no client margin applied to it

L1_TraderFwdBidPoints

decimal

Example: 0.001198

This field represents the forward bid points with no client margin applied to them.

L1_DefaultFwdBidMargin

decimal

Example: 0.000019

This field represents the default margin to be applied to the L1_TraderFwdBidPoints. It should be sent as an unformatted, raw value.

L1_TraderAllInAskRate

decimal

Example: 1.091790

This field represents the all-in ask rate, with no client margin applied to it

L1_TraderFwdAskPoints

decimal

Example: 0.001198

This field represents the forward ask points with no client margin applied to them.

L1_DefaultFwdAskMargin

decimal

Example: 0.000019

This field represents the default margin to be applied to the L1_TraderFwdAskPoints. It should be sent as an unformatted, raw value.

PriceUpdate Forward Quote

Example

API

CommonFields

API

BidQuoteID

string

A unique ID that identifies the bid side of this quote.

AskQuoteID

string

A unique ID that identifies the ask side of this quote.

BidIndicative

boolean

Determines whether the Bid price is indicative. Indicative prices cannot be executed upon

AskIndicative

boolean

Determines whether the Ask price is indicative. Indicative prices cannot be executed upon

GFA

string

Example: 1000000

The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS

TimePriceReceived

string

The time a price was received from the liquidity provider

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

SpotBidRate

decimal

Example: 1.08341

For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotAskRate

decimal

Example: 1.08349

For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.

SpotRateDPS

integer

Example: 5

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

OverallTimeOut

integer

The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.

RemainingTimeOutMillis

integer

The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

NumberOfFractionalPips

string

Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.

BidPips

string

Example: 11.98

AskPips

string

Example: 11.98

SwapGFA

string

Example: 1 000 000

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

BidCostAmount

decimal

Example: 150000.00

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

BidCostPercentage

decimal

Example: 1.5

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%.

CostCurrency

string

Example: GBP

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

AskCostAmount

decimal

Example: 150000.00

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

AskCostPercentage

decimal

Example: 1.5

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%.

AskCostRate

decimal

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

BidCostRate

decimal

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

CostCurrencyDPS

integer

Example: 2

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

PriceUpdateSource

string

The name of the adapter a particular price update originated from.

AskContraCostAmount

decimal

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

AskContraCostPercentage

decimal

Example: 1.5

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%.

AskContraCostRate

decimal

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

BidContraCostAmount

decimal

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

BidContraCostPercentage

decimal

Example: 1.5

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%.

BidContraCostRate

decimal

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

ContraCostAmount

decimal

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

ContraCostPercentage

decimal

Example: 13.56

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%.

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

LegFields L1

API

L1_Tenor

string

Example: 1M

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

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_SettlementDate

string

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_StartTenor

string

Example: 1W

L1_StartDate

string

Example: 20150620

L1_AllInRateDPS

integer

Example: 5

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_FwdBidPips

string

Example: 53.90

L1_FwdAskPips

string

Example: 53.90

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

decimal

The amount of a trade or order in the DealtCurrency.

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_CostCurrency

string

Example: GBP

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

decimal

Example: 1.5

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

decimal

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

decimal

Example: 1.5

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

decimal

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

L1_AskContraCostAmount

decimal

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

L1_AskContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_BidContraCostAmount

decimal

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

L1_BidContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_ContraCostAmount

decimal

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

L1_ContraCostPercentage

decimal

Example: 13.56

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

decimal

The contra currency that the cost is displayed in

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

PriceUpdate Sales Forward Quote

ForwardQuote

CommonFields

BidQuoteID

string

A unique ID that identifies the bid side of this quote.

AskQuoteID

string

A unique ID that identifies the ask side of this quote.

BidIndicative

boolean

Determines whether the Bid price is indicative. Indicative prices cannot be executed upon

AskIndicative

boolean

Determines whether the Ask price is indicative. Indicative prices cannot be executed upon

GFA

string

Example: 1000000

The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS

TimePriceReceived

string

The time a price was received from the liquidity provider

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

SpotBidRate

decimal

Example: 1.08341

For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotAskRate

decimal

Example: 1.08349

For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.

SpotRateDPS

integer

Example: 5

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

OverallTimeOut

integer

The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.

RemainingTimeOutMillis

integer

The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

NumberOfFractionalPips

string

Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.

BidPips

string

Example: 11.98

AskPips

string

Example: 11.98

SwapGFA

string

Example: 1 000 000

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

BidCostAmount

decimal

Example: 150000.00

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

BidCostPercentage

decimal

Example: 1.5

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%.

CostCurrency

string

Example: GBP

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

AskCostAmount

decimal

Example: 150000.00

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

AskCostPercentage

decimal

Example: 1.5

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%.

AskCostRate

decimal

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

BidCostRate

decimal

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

CostCurrencyDPS

integer

Example: 2

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

PriceUpdateSource

string

The name of the adapter a particular price update originated from.

AskContraCostAmount

decimal

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

AskContraCostPercentage

decimal

Example: 1.5

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%.

AskContraCostRate

decimal

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

BidContraCostAmount

decimal

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

BidContraCostPercentage

decimal

Example: 1.5

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%.

BidContraCostRate

decimal

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

ContraCostAmount

decimal

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

ContraCostPercentage

decimal

Example: 13.56

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%.

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

LegFields L1

API

L1_Tenor

string

Example: 1M

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

string

Example: 20160314

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

L1_RiskTenor

string

Example: 1W

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

L1_SettlementDate

string

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_StartTenor

string

Example: 1W

L1_StartDate

string

Example: 20150620

L1_AllInRateDPS

integer

Example: 5

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_FwdBidPips

string

Example: 53.90

L1_FwdAskPips

string

Example: 53.90

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

decimal

The amount of a trade or order in the DealtCurrency.

L1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

L1_CostCurrency

string

Example: GBP

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

decimal

Example: 1.5

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

decimal

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

decimal

Example: 1.5

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

decimal

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

L1_AskContraCostAmount

decimal

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

L1_AskContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_BidContraCostAmount

decimal

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

L1_BidContraCostPercentage

decimal

Example: 1.5

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

decimal

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

L1_ContraCostAmount

decimal

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

L1_ContraCostPercentage

decimal

Example: 13.56

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

decimal

The contra currency that the cost is displayed in

L1_ForwardPointsDecimalOffset

integer

Example: 4

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.

SalesCommonFields

API

TraderSpotBidRate

decimal

Example: 1.08575

This field represents the spot bid rate with no client margin applied to it.

TraderSpotAskRate

decimal

Example: 1.08575

This field represents the spot ask rate with no client margin applied to it.

DefaultSpotBidMargin

decimal

Example: 0.00054

This field represents the default margin to be applied to the SpotBidRate. It should be sent as an unformatted, raw value.

DefaultSpotAskMargin

decimal

Example: 0.00054

This field represents the default margin to be applied to the SpotAskRate. It should be sent as an unformatted, raw value.

ProfitCurrency

string

Example: USD

The profit currency that the ProfitBidRate is being provided for.

ProfitCurrencyDPS

integer

Example: 5

The number of decimal places that should be used for formatting the amount in profit currency field.

ProfitIsHouse

boolean

Whether the field ProfitCurrency is the system/house currency or not.

ProfitBidRate

decimal

Example: 1.091790

The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.

ProfitAskRate

decimal

Example: 1.090098

The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.

SalesLegFields L1

API

L1_TraderAllInBidRate

decimal

Example: 1.091790

This field represents the all-in bid rate, with no client margin applied to it

L1_TraderFwdBidPoints

decimal

Example: 0.001198

This field represents the forward bid points with no client margin applied to them.

L1_DefaultFwdBidMargin

decimal

Example: 0.000019

This field represents the default margin to be applied to the L1_TraderFwdBidPoints. It should be sent as an unformatted, raw value.

L1_TraderAllInAskRate

decimal

Example: 1.091790

This field represents the all-in ask rate, with no client margin applied to it

L1_TraderFwdAskPoints

decimal

Example: 0.001198

This field represents the forward ask points with no client margin applied to them.

L1_DefaultFwdAskMargin

decimal

Example: 0.000019

This field represents the default margin to be applied to the L1_TraderFwdAskPoints. It should be sent as an unformatted, raw value.

Reject

MsgType

String

Example: Reject

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

SubmitAck

MsgType

String

Example: SubmitAck

Name of the transition

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

TradeConfirmation Allocation Confirmation

Example

API

CommonTradeConfirmationFields

API

TradeID

string

Example: 00001561

A unique identifier for this trade

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

DealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

SpotRate

decimal

Example: 1.08341

SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

SpotRateDPS

integer

Example: 5

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

ExecutionDateTime

string

Example: 20160322123621

TradeDate

string

Example: 20160314

Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

TraderUsername

string

Example: sales_trader@novobank.co.za

The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.

TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

AssetType

string

Example: FX

A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]

TradingType

string

Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.

DeliverableType

string

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.

NumberOfPips

integer

Example: 2

Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.

OrderID

string

The id of the order.

WarningCode

string

Example: 001

The code for the warning regarding a quote request.

WarningMessage

string

Example: You do not have sufficient credit for EUR

The message to display for any warnings regarding a quote request

Client

string

Client is a duplicate of TOBOUser

CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

CostCurrency

string

Example: GBP

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

CostPercentage

decimal

Example: 13.56

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

ContraCostAmount

decimal

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

ContraCostCurrency

decimal

The contra currency that the cost is displayed in

ContraCostPercentage

decimal

Example: 13.56

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%.

CanAllocate

string

Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL

AllocationSettlementDateOptions

string

Example: ORIGINAL,EARLIER,LATER

Comma-separated list, defines available settlement dates for an allocation.

IsAllocated

boolean

Define if a trade is already allocated or rolled

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

CostCurrencyDPS

integer

Example: 2

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

Remarks

string

The text content of a comment left on a leg of a trade or order.

ForceReporting

boolean

Indicates whether a trade is flagged for reporting

UTI

string

Unique Transaction Identifier.

BackOfficeID

string

Back office trade identifier.

PriceSource

string

Example: st1@caplin.com

Identifies the person or system that priced the trade.

Venue

string

Example: FX Sales

Where the trade was placed.

Purpose

string

Example: Commercial

The purpose of a trade.

Tags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade.

DisplayFields

string

Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

ClientAgreementDateTime

datetime

Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION

OriginalTradeID

string

TradeID of the trade that this trade was created from.

NDFTradeConfirmationFields

API

FixingSource

string

Example: WMR 8am London Time

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

NetConfirmationFields

API

NetBuySell

string

The net direction of all the trade legs, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

NetDealtAmount

decimal

Example: 1000000

The net dealt amount (unsigned) for all the trade legs

NetContraAmount

decimal

Example: 1123400

The net contra amount for all the trade legs

NettedLegTradeConfirmationFields Ln

Example

API

LegTradeConfirmationFields Ln

API

SettlementTradeFields Ln

API

SettlementFields Ln_Pay[n]

API

Ln_Pay[n]SettlementId

string

The identifier for the settlement instruction.

Ln_Pay[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

Ln_Pay[n]SettlementAmount

decimal

The amount of a settlement

Ln_Pay[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

Ln_Pay[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

Ln_Pay[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

Ln_Pay[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

Ln_Pay[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

Ln_Pay[n]BankAccount

string

Example: 12345678

The account number of the bank

Ln_Pay[n]BankSwift

string

Example: CAP123

The BIC of the bank

Ln_Pay[n]BankName

string

Example: Bank Of Caplin

The name of the bank

Ln_Pay[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

Ln_Pay[n]BankAddress2

string

Example: The City

The second line of the bank's address

Ln_Pay[n]BankAddress3

string

Example: London

The third line of the bank's address

Ln_Pay[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

Ln_Pay[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

Ln_Pay[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

Ln_Pay[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

Ln_Pay[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

Ln_Pay[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

Ln_Pay[n]SplitComponentId

string

The unique ID of a split component

Ln_Pay[n]SettlementDetailsLine1

string

The first line of remittance information.

Ln_Pay[n]SettlementDetailsLine2

string

The second line of remittance information.

Ln_Pay[n]SettlementDetailsLine3

string

The third line of remittance information.

Ln_Pay[n]SettlementDetailsLine4

string

The fourth line of remittance information.

Ln_Pay[n]SettlementDetailsLine5

string

The fifth line of remittance information.

Ln_Pay[n]SettlementDetailsLine6

string

The sixth line of remittance information.

SettlementFields Ln_Receive[n]

API

Ln_Receive[n]SettlementId

string

The identifier for the settlement instruction.

Ln_Receive[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

Ln_Receive[n]SettlementAmount

decimal

The amount of a settlement

Ln_Receive[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

Ln_Receive[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

Ln_Receive[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

Ln_Receive[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

Ln_Receive[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

Ln_Receive[n]BankAccount

string

Example: 12345678

The account number of the bank

Ln_Receive[n]BankSwift

string

Example: CAP123

The BIC of the bank

Ln_Receive[n]BankName

string

Example: Bank Of Caplin

The name of the bank

Ln_Receive[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

Ln_Receive[n]BankAddress2

string

Example: The City

The second line of the bank's address

Ln_Receive[n]BankAddress3

string

Example: London

The third line of the bank's address

Ln_Receive[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

Ln_Receive[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

Ln_Receive[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

Ln_Receive[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

Ln_Receive[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

Ln_Receive[n]NettingStatus

string

Example: NETTED

The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not

Ln_Receive[n]SplitComponentId

string

The unique ID of a split component

Ln_Receive[n]SettlementDetailsLine1

string

The first line of remittance information.

Ln_Receive[n]SettlementDetailsLine2

string

The second line of remittance information.

Ln_Receive[n]SettlementDetailsLine3

string

The third line of remittance information.

Ln_Receive[n]SettlementDetailsLine4

string

The fourth line of remittance information.

Ln_Receive[n]SettlementDetailsLine5

string

The fifth line of remittance information.

Ln_Receive[n]SettlementDetailsLine6

string

The sixth line of remittance information.

NettingComponents Ln_PayNettingComponents[n]

API

Ln_PayNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

Ln_PayNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

Ln_PayNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

NettingComponents Ln_ReceiveNettingComponents[n]

API

Ln_ReceiveNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

Ln_ReceiveNettingComponents[n]BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

Ln_ReceiveNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

Ln_CanAffirm

boolean

Ability to Affirm the Trade Details are as agreed.

Ln_CanConfirm

boolean

Ability to Confirm the Settlement Details are now final.

Ln_CanAdHoc

boolean

Can confirm adhoc settlement instructions for a trade.

Ln_CanDispute

boolean

Ability to Dispute the details of a trade, if for example something is wrong about it.

Ln_CanCancel

boolean

Ability to Cancel a trade, for example if a mistake was made.

Ln_CanReplace

boolean

Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.

Ln_CanAutoConfirm

boolean

Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.

Ln_CanUnconfirm

boolean

Ability to move the deal back to a Pending state.

Ln_CanApproveInstructions

boolean

Can approve settlement instructions for a trade.

Ln_CanRejectInstructions

boolean

Can reject settlement instructions for a trade.

Ln_CanRelease

boolean

Relates to post trade actions: User can release the trade

Ln_SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

Ln_NextActionDeadline

datetime

Example: 2018-03-16T07:25:16+00:00

The deadline for a user to perform a trade's next action in ISO-8601 format

Ln_NextActionDeadlineDisplayTimezone

string

Example: America/New_York

The timezone for the NextActionDeadline field in the form Area/Location

Ln_AffirmedBy

string

The name of the user who affirmed a trade.

Ln_AffirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was affirmed in ISO-8601 format

Ln_ConfirmedBy

string

The name of the user who confirmed a trade.

Ln_ConfirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was confirmed in ISO-8601 format

Ln_IsPayNetted

boolean

Denotes whether the pay side of a trade has been netted.

Ln_IsReceiveNetted

boolean

Denotes whether the receive side of a trade has been netted.

Ln_IsPayNettingRequired

boolean

Denotes whether the pay side of a trade requires netting.

Ln_IsReceiveNettingRequired

boolean

Denotes whether the receive side of a trade requires netting.

Ln_IsPaySplit

boolean

Denotes whether the pay side of a trade has been split.

Ln_IsReceiveSplit

boolean

Denotes whether the receive side of a trade has been split.

NostroAccount Ln

API

Ln_NostroName

string

Example: GBP Nostro Account.

An identifier for the given nostro account.

Ln_NostroBIC

string

Example: ARABAEADABC

The Bank Identifier Code denoting the bank which will receive the money.

Ln_NostroAccount

string

Example: AE770090004000824676500

The account at the bank denoted by the NostroBIC field that will receive the money.

RemarksEntry Ln_Remarks[n]

API

Ln_Remarks[n]Remarks

string

The text content of a comment left on a leg of a trade or order.

Ln_Remarks[n]RemarkDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The date and time a remark was left on in ISO-8601 format.

Ln_Remarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

Ln_AllInRate

decimal

Example: 1.091790

Ln_AllInRateDPS

integer

Example: 5

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

Ln_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.

Ln_FwdPoints

decimal

Example: 0.001198

Ln_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.

Ln_FwdPips

string

Example: 11.98

Ln_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

Ln_Amount

decimal

The amount of a trade or order in the DealtCurrency.

Ln_ContraAmount

decimal

Example: 350

The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.

Ln_Tenor

string

Example: 1M

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.

Ln_SettlementDate

string

Ln_FilledAmount

decimal

Example: 0

Ln_RemainingAmount

decimal

Example: 500

Ln_RiskDate

string

Example: 20160314

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

Ln_RiskTenor

string

Example: 1W

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

Ln_StartDate

string

Example: 20150620

Ln_StartTenor

string

Example: 1W

Ln_IsTimeOption

boolean

Example: true

true if a leg is time-option

Ln_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

Ln_Profit

decimal

Example: 1000

The sales profit in the specified currency.

Ln_CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

Ln_EntityId

string

Example: CUSTONE

The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.

Ln_EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

Ln_CostCurrency

string

Example: GBP

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

Ln_CostPercentage

decimal

Example: 13.56

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

Ln_ContraCostAmount

decimal

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

Ln_ContraCostCurrency

decimal

The contra currency that the cost is displayed in

Ln_ContraCostPercentage

decimal

Example: 13.56

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%.

Ln_TOBOUser

string

Example: client@customer.co.za

The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.

Ln_FullName

string

The full name of the user the trade is on behalf of

Ln_ForwardPointsDecimalOffset

integer

Example: 4

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.

Ln_AllocatableAmount

decimal

Example: 500

This is the amount that can be allocated or rolled.

Ln_AllocatableContraAmount

decimal

Example: 500

This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency

Ln_OriginalRate

decimal

The Rate of the trade that this trade was created from.

Ln_AdjustedSwapPoints

decimal

The swap points adjusted for this repriced trade

NDFLegTradeConfirmationFields Ln

API

Ln_FixingDate

string

Example: 20150620

This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.

Ln_FixingCurrency

string

Example: USD

Ln_FixingCode

string

Example: [CCY]1/1600/GBLO

Ln_FixingDescription

string

Example: WMR [CCY] 4pm London

Ln_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

Ln_ReferenceCurrency

decimal

The Buy or Sell Currency that is not the Settlement Currency

Ln_ReferenceAmount

decimal

The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency

Ln_SettlementAmount

decimal

The amount of a settlement

LegTradeConfirmationFields Ln_In

API

SettlementTradeFields Ln_In

API

SettlementFields Ln_In_Pay[n]

API

Ln_In_Pay[n]SettlementId

string

The identifier for the settlement instruction.

Ln_In_Pay[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

Ln_In_Pay[n]SettlementAmount

decimal

The amount of a settlement

Ln_In_Pay[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

Ln_In_Pay[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

Ln_In_Pay[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

Ln_In_Pay[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

Ln_In_Pay[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

Ln_In_Pay[n]BankAccount

string

Example: 12345678

The account number of the bank

Ln_In_Pay[n]BankSwift

string

Example: CAP123

The BIC of the bank

Ln_In_Pay[n]BankName

string

Example: Bank Of Caplin

The name of the bank

Ln_In_Pay[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

Ln_In_Pay[n]BankAddress2

string

Example: The City

The second line of the bank's address

Ln_In_Pay[n]BankAddress3

string

Example: London

The third line of the bank's address

Ln_In_Pay[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

Ln_In_Pay[n]IndividualSwift

string

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Trade model: Allocate

State diagram

Messages: client → server

Messages: server → client