Trade model: Amend

This page describes the FX Integration API’s Amend trade model, as defined in the file config/TradingAdapter/Blade/DataSource/etc/trademodels.xml in the FX Integration API Kit.

This documentation is for the FX Integration API 3.29.0.

Trade models are XML-defined state machines used by the Java Trading API, the C Trading API, and Caplin Trader’s Trading API to manage trading workflows. For more information on trade model XML definitions, see the Trade model XML schema reference.

State diagram

The state diagram for the Amend trade model is shown below. To simplify the diagram, the Rejected and Error states have been omitted.

InitialDetailsRequestedDetailsProvidedClientCloseSentSubmittedExecuteSentQueuedExpiredPickedUpClientClosedExecutableExecutedWarningSentTradeConfirmedAcceptWarningSentDetailsRequestDetailsUpdateClientCloseSubmitRisklessSubmitClientCloseSubmitAckClientCloseExpireClientClosePickUpHoldClientCloseAckPriceUpdateWithdrawClientCloseExpirePriceUpdateExecuteResubmitClientCloseExecuteAckPriceUpdateWarningExpireTradeConfirmationAcceptWarningRejectWarningClientCloseAcceptWarningAckLegendTransitions initiated by the client are inyellow.Transitions initiated by the server are inblue.

Messages: client → server

Messages sent by StreamLink clients to the FX API DataSource.

DetailsRequest
MsgType
String
Example: DetailsRequest
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
AmendTradeID
The unique ID of the trade the client wants to Amend
Submit
RFSSubmission
RFSSubmissionLeg Ln
Ln_FixingDate
string
Example: 20150620
Ln_StartTenor
string
Example: 1W
Ln_StartDate
string
Example: 20150620
Ln_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
OneWayDirection
string
MsgType
String
Example: Submit
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
OneWayDirection
string
RisklessSubmit
Amend
AmendLeg Ln
Ln_AllInBidMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_AllInAskMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_FwdBidMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
Ln_FwdAskMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
SpotBidMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SpotAskMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SwapBidMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
SwapAskMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
MsgType
String
Example: RisklessSubmit
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
SpotBidMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SpotAskMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SwapBidMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
SwapAskMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
Resubmit
RFSSubmission
RFSSubmissionLeg Ln
Ln_FixingDate
string
Example: 20150620
Ln_StartTenor
string
Example: 1W
Ln_StartDate
string
Example: 20150620
Ln_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
OneWayDirection
string
MsgType
String
Example: Resubmit
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
OneWayDirection
string
ClientClose
Execution
ExecutionLeg Ln
Ln_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_Price
string
Ln_FwdBidPoints
decimal
Example: 0.005390
Ln_FwdAskPoints
decimal
Example: 0.005390
Ln_AllInBidRate
decimal
Example: 1.091790
Ln_AllInAskRate
decimal
Example: 1.091790
Ln_AllInBidMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_AllInAskMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_FwdBidMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
Ln_FwdAskMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
Ln_FwdPips
string
Example: 11.98
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
QuoteID
string
The unique ID of the quote the client wants to trade on.
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.
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.
AssetClass
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
SpotBidMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SpotAskMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SwapBidPoints
decimal
Example: 0.004171
SwapAskPoints
decimal
Example: 0.004934
SwapBidMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
SwapAskMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
IsAdvised
true or false to indicate whether or not advisory given
AdvisoryComment
Comment will provide details regarding the advisory
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
MsgType
String
Example: ClientClose
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
QuoteID
string
The unique ID of the quote the client wants to trade on.
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.
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.
AssetClass
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
SpotBidMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SpotAskMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SwapBidPoints
decimal
Example: 0.004171
SwapAskPoints
decimal
Example: 0.004934
SwapBidMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
SwapAskMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
IsAdvised
true or false to indicate whether or not advisory given
AdvisoryComment
Comment will provide details regarding the advisory
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
AcceptWarning
MsgType
String
Example: AcceptWarning
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
RejectWarning
MsgType
String
Example: RejectWarning
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model

Messages: server → client

Messages sent by the FX API DataSource to StreamLink clients.

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
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
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
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 bla 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
string
The number of seconds remaining before this stream (not this individual quote) 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 Term 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 term currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in term currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
LegFields L1
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 a SettlementDate must be sent
L1_RiskDate
string
Example: 20160314
L1_RiskTenor
string
Example: 1W
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
L1_AllInBidRate
decimal
Example: 1.091790
L1_FwdBidPoints
decimal
Example: 0.005390
L1_AllInAskRate
decimal
Example: 1.091790
L1_FwdAskPoints
decimal
Example: 0.005390
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
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 bla 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
string
The number of seconds remaining before this stream (not this individual quote) 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 Term 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 term currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in term currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
LegFields L1
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 a SettlementDate must be sent
L1_RiskDate
string
Example: 20160314
L1_RiskTenor
string
Example: 1W
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
L1_AllInBidRate
decimal
Example: 1.091790
L1_FwdBidPoints
decimal
Example: 0.005390
L1_AllInAskRate
decimal
Example: 1.091790
L1_FwdAskPoints
decimal
Example: 0.005390
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
SalesCommonFields
TraderSpotBidRate
decimal
Example: 1.08575
TraderSpotAskRate
decimal
Example: 1.08575
DefaultSpotBidMargin
decimal
Example: 0.00054
DefaultSpotAskMargin
decimal
Example: 0.00054
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.
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
L1_TraderAllInBidRate
decimal
Example: 1.091790
L1_TraderFwdBidPoints
decimal
Example: 0.001198
L1_DefaultFwdBidMargin
decimal
Example: 0.000019
L1_TraderAllInAskRate
decimal
Example: 1.091790
L1_TraderFwdAskPoints
decimal
Example: 0.001198
L1_DefaultFwdAskMargin
decimal
Example: 0.000019
PriceUpdate Forward Quote
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 bla 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
string
The number of seconds remaining before this stream (not this individual quote) 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 Term 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 term currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in term currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
LegFields L1
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 a SettlementDate must be sent
L1_RiskDate
string
Example: 20160314
L1_RiskTenor
string
Example: 1W
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
L1_AllInBidRate
decimal
Example: 1.091790
L1_FwdBidPoints
decimal
Example: 0.005390
L1_AllInAskRate
decimal
Example: 1.091790
L1_FwdAskPoints
decimal
Example: 0.005390
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
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 bla 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
string
The number of seconds remaining before this stream (not this individual quote) 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 Term 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 term currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in term currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
LegFields L1
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 a SettlementDate must be sent
L1_RiskDate
string
Example: 20160314
L1_RiskTenor
string
Example: 1W
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
L1_AllInBidRate
decimal
Example: 1.091790
L1_FwdBidPoints
decimal
Example: 0.005390
L1_AllInAskRate
decimal
Example: 1.091790
L1_FwdAskPoints
decimal
Example: 0.005390
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
SalesCommonFields
TraderSpotBidRate
decimal
Example: 1.08575
TraderSpotAskRate
decimal
Example: 1.08575
DefaultSpotBidMargin
decimal
Example: 0.00054
DefaultSpotAskMargin
decimal
Example: 0.00054
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.
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
L1_TraderAllInBidRate
decimal
Example: 1.091790
L1_TraderFwdBidPoints
decimal
Example: 0.001198
L1_DefaultFwdBidMargin
decimal
Example: 0.000019
L1_TraderAllInAskRate
decimal
Example: 1.091790
L1_TraderFwdAskPoints
decimal
Example: 0.001198
L1_DefaultFwdAskMargin
decimal
Example: 0.000019
PriceUpdate Swap Quote
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 bla 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
string
The number of seconds remaining before this stream (not this individual quote) 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 Term 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 term currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in term currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
LegFields L1
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 a SettlementDate must be sent
L1_RiskDate
string
Example: 20160314
L1_RiskTenor
string
Example: 1W
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
L1_AllInBidRate
decimal
Example: 1.091790
L1_FwdBidPoints
decimal
Example: 0.005390
L1_AllInAskRate
decimal
Example: 1.091790
L1_FwdAskPoints
decimal
Example: 0.005390
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
LegFields L2
L2_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 a SettlementDate must be sent
L2_RiskDate
string
Example: 20160314
L2_RiskTenor
string
Example: 1W
L2_SettlementDate
string
L2_AllInRateDPS
integer
Example: 5
L2_AllInBidRate
decimal
Example: 1.091790
L2_FwdBidPoints
decimal
Example: 0.005390
L2_AllInAskRate
decimal
Example: 1.091790
L2_FwdAskPoints
decimal
Example: 0.005390
L2_FwdMidPoints
decimal
Example: 0.005390
L2_FwdBidPips
string
Example: 53.90
L2_FwdAskPips
string
Example: 53.90
L2_AllInMidRate
decimal
Example: 1.091790
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
SwapQuoteFields
SwapAskPoints
decimal
Example: 0.004934
SwapBidPoints
decimal
Example: 0.004171
SwapMidPoints
decimal
Example: 0.004553
SwapAskPips
string
Example: 49.34
SwapBidPips
string
Example: 41.71
PriceUpdate Sales Swap Quote
SwapQuote
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 bla 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
string
The number of seconds remaining before this stream (not this individual quote) 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 Term 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 term currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in term currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
LegFields L1
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 a SettlementDate must be sent
L1_RiskDate
string
Example: 20160314
L1_RiskTenor
string
Example: 1W
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
L1_AllInBidRate
decimal
Example: 1.091790
L1_FwdBidPoints
decimal
Example: 0.005390
L1_AllInAskRate
decimal
Example: 1.091790
L1_FwdAskPoints
decimal
Example: 0.005390
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
LegFields L2
L2_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 a SettlementDate must be sent
L2_RiskDate
string
Example: 20160314
L2_RiskTenor
string
Example: 1W
L2_SettlementDate
string
L2_AllInRateDPS
integer
Example: 5
L2_AllInBidRate
decimal
Example: 1.091790
L2_FwdBidPoints
decimal
Example: 0.005390
L2_AllInAskRate
decimal
Example: 1.091790
L2_FwdAskPoints
decimal
Example: 0.005390
L2_FwdMidPoints
decimal
Example: 0.005390
L2_FwdBidPips
string
Example: 53.90
L2_FwdAskPips
string
Example: 53.90
L2_AllInMidRate
decimal
Example: 1.091790
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
SwapQuoteFields
SwapAskPoints
decimal
Example: 0.004934
SwapBidPoints
decimal
Example: 0.004171
SwapMidPoints
decimal
Example: 0.004553
SwapAskPips
string
Example: 49.34
SwapBidPips
string
Example: 41.71
SalesCommonFields
TraderSpotBidRate
decimal
Example: 1.08575
TraderSpotAskRate
decimal
Example: 1.08575
DefaultSpotBidMargin
decimal
Example: 0.00054
DefaultSpotAskMargin
decimal
Example: 0.00054
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.
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
L1_TraderAllInBidRate
decimal
Example: 1.091790
L1_TraderFwdBidPoints
decimal
Example: 0.001198
L1_DefaultFwdBidMargin
decimal
Example: 0.000019
L1_TraderAllInAskRate
decimal
Example: 1.091790
L1_TraderFwdAskPoints
decimal
Example: 0.001198
L1_DefaultFwdAskMargin
decimal
Example: 0.000019
SalesLegFields L2
L2_TraderAllInBidRate
decimal
Example: 1.091790
L2_TraderFwdBidPoints
decimal
Example: 0.001198
L2_DefaultFwdBidMargin
decimal
Example: 0.000019
L2_TraderAllInAskRate
decimal
Example: 1.091790
L2_TraderFwdAskPoints
decimal
Example: 0.001198
L2_DefaultFwdAskMargin
decimal
Example: 0.000019
SalesSwapQuoteFields
TraderSwapAskPoints
decimal
Example: 0.004894
The swap ask points with no client margins applied to them.
DefaultSwapAskMargin
decimal
Example: 0.000040
The default swap margin to be applied to the ask side: L1_DefaultFwdBidMargin + L2_DefaultFwdAskMargin
TraderSwapBidPoints
decimal
Example: 0.004211
The swap bid points with no client margins applied to them.
DefaultSwapBidMargin
decimal
Example: 0.000040
The default swap margin to be applied to the bid side: L1_DefaultFwdAskMargin + L2_DefaultFwdBidMargin
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 Spot Trade Confirmation
CommonTradeConfirmationFields
TradeID
string
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
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
TOBOUser
string
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 bob_treasurer, then the value of this field will be bob_treasurer.
AssetType
string
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, SWAP, TIME_OPTION]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
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 bla 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 total transactional cost of performing the trade to the client
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the Term 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%.
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.
LegTradeConfirmationFields L1
SettlementTradeFields L1
SettlementFields L1_Pay
L1_PaySettlementId
string
The identifier for the trade.
L1_PaySettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_PaySettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_PayIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_PaySettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_PaySettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L1_PayBankAccount
string
Example: 12345678
The account number of the bank
L1_PayBankSwift
string
Example: CAP123
The BIC of the bank
L1_PayBankName
string
Example: Bank Of Caplin
The name of the bank
L1_PayBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_PayBankAddress2
string
Example: The City
The second line of the bank's address
L1_PayBankAddress3
string
Example: London
The third line of the bank's address
L1_PayIndividualAccount
string
Example: 87654321
The account number of the recipient
L1_PayIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_PayIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_PayIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_PayIndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_PayNettingStatus
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
SettlementFields L1_Receive
L1_ReceiveSettlementId
string
The identifier for the trade.
L1_ReceiveSettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_ReceiveSettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_ReceiveIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_ReceiveSettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_ReceiveSettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L1_ReceiveBankAccount
string
Example: 12345678
The account number of the bank
L1_ReceiveBankSwift
string
Example: CAP123
The BIC of the bank
L1_ReceiveBankName
string
Example: Bank Of Caplin
The name of the bank
L1_ReceiveBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_ReceiveBankAddress2
string
Example: The City
The second line of the bank's address
L1_ReceiveBankAddress3
string
Example: London
The third line of the bank's address
L1_ReceiveIndividualAccount
string
Example: 87654321
The account number of the recipient
L1_ReceiveIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_ReceiveIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_ReceiveIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_ReceiveIndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_ReceiveNettingStatus
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_CanAffirm
boolean
Can affirm settlement instructions for a trade.
L1_CanConfirm
boolean
Can confirm settlement instructions for a trade.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, 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 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 format
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
L1_AllInMidRate
decimal
Example: 1.091790
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade. 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 a SettlementDate must be sent
L1_SettlementDate
string
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 total transactional cost of performing the trade to the client
TradeConfirmation Forward Trade Confirmation
CommonTradeConfirmationFields
TradeID
string
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
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
TOBOUser
string
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 bob_treasurer, then the value of this field will be bob_treasurer.
AssetType
string
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, SWAP, TIME_OPTION]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
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 bla 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 total transactional cost of performing the trade to the client
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the Term 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%.
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.
LegTradeConfirmationFields L1
SettlementTradeFields L1
SettlementFields L1_Pay
L1_PaySettlementId
string
The identifier for the trade.
L1_PaySettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_PaySettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_PayIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_PaySettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_PaySettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L1_PayBankAccount
string
Example: 12345678
The account number of the bank
L1_PayBankSwift
string
Example: CAP123
The BIC of the bank
L1_PayBankName
string
Example: Bank Of Caplin
The name of the bank
L1_PayBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_PayBankAddress2
string
Example: The City
The second line of the bank's address
L1_PayBankAddress3
string
Example: London
The third line of the bank's address
L1_PayIndividualAccount
string
Example: 87654321
The account number of the recipient
L1_PayIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_PayIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_PayIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_PayIndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_PayNettingStatus
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
SettlementFields L1_Receive
L1_ReceiveSettlementId
string
The identifier for the trade.
L1_ReceiveSettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_ReceiveSettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_ReceiveIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_ReceiveSettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_ReceiveSettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L1_ReceiveBankAccount
string
Example: 12345678
The account number of the bank
L1_ReceiveBankSwift
string
Example: CAP123
The BIC of the bank
L1_ReceiveBankName
string
Example: Bank Of Caplin
The name of the bank
L1_ReceiveBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_ReceiveBankAddress2
string
Example: The City
The second line of the bank's address
L1_ReceiveBankAddress3
string
Example: London
The third line of the bank's address
L1_ReceiveIndividualAccount
string
Example: 87654321
The account number of the recipient
L1_ReceiveIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_ReceiveIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_ReceiveIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_ReceiveIndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_ReceiveNettingStatus
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_CanAffirm
boolean
Can affirm settlement instructions for a trade.
L1_CanConfirm
boolean
Can confirm settlement instructions for a trade.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, 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 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 format
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
L1_AllInMidRate
decimal
Example: 1.091790
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade. 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 a SettlementDate must be sent
L1_SettlementDate
string
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 total transactional cost of performing the trade to the client
NDFLegTradeConfirmationFields L1
L1_FixingDate
string
Example: 20150620
L1_FixingCurrency
string
Example: USD
L1_FixingCode
string
Example: [CCY]1/1600/GBLO
L1_FixingDescription
string
Example: WMR [CCY] 4pm London
TimeOptionLegTradeConfirmationFields L1
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
L1_RiskTenor
string
Example: 1W
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
TradeConfirmation Swap Trade Confirmation
CommonTradeConfirmationFields
TradeID
string
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
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
TOBOUser
string
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 bob_treasurer, then the value of this field will be bob_treasurer.
AssetType
string
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, SWAP, TIME_OPTION]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
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 bla 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 total transactional cost of performing the trade to the client
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the Term 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%.
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.
LegTradeConfirmationFields L1
SettlementTradeFields L1
SettlementFields L1_Pay
L1_PaySettlementId
string
The identifier for the trade.
L1_PaySettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_PaySettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_PayIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_PaySettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_PaySettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L1_PayBankAccount
string
Example: 12345678
The account number of the bank
L1_PayBankSwift
string
Example: CAP123
The BIC of the bank
L1_PayBankName
string
Example: Bank Of Caplin
The name of the bank
L1_PayBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_PayBankAddress2
string
Example: The City
The second line of the bank's address
L1_PayBankAddress3
string
Example: London
The third line of the bank's address
L1_PayIndividualAccount
string
Example: 87654321
The account number of the recipient
L1_PayIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_PayIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_PayIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_PayIndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_PayNettingStatus
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
SettlementFields L1_Receive
L1_ReceiveSettlementId
string
The identifier for the trade.
L1_ReceiveSettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_ReceiveSettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_ReceiveIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_ReceiveSettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_ReceiveSettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L1_ReceiveBankAccount
string
Example: 12345678
The account number of the bank
L1_ReceiveBankSwift
string
Example: CAP123
The BIC of the bank
L1_ReceiveBankName
string
Example: Bank Of Caplin
The name of the bank
L1_ReceiveBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_ReceiveBankAddress2
string
Example: The City
The second line of the bank's address
L1_ReceiveBankAddress3
string
Example: London
The third line of the bank's address
L1_ReceiveIndividualAccount
string
Example: 87654321
The account number of the recipient
L1_ReceiveIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_ReceiveIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_ReceiveIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_ReceiveIndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_ReceiveNettingStatus
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_CanAffirm
boolean
Can affirm settlement instructions for a trade.
L1_CanConfirm
boolean
Can confirm settlement instructions for a trade.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, 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 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 format
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
L1_AllInMidRate
decimal
Example: 1.091790
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade. 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 a SettlementDate must be sent
L1_SettlementDate
string
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 total transactional cost of performing the trade to the client
LegTradeConfirmationFields L2
SettlementTradeFields L2
SettlementFields L2_Pay
L2_PaySettlementId
string
The identifier for the trade.
L2_PaySettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L2_PaySettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L2_PayIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L2_PaySettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L2_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L2_PaySettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L2_PayBankAccount
string
Example: 12345678
The account number of the bank
L2_PayBankSwift
string
Example: CAP123
The BIC of the bank
L2_PayBankName
string
Example: Bank Of Caplin
The name of the bank
L2_PayBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L2_PayBankAddress2
string
Example: The City
The second line of the bank's address
L2_PayBankAddress3
string
Example: London
The third line of the bank's address
L2_PayIndividualAccount
string
Example: 87654321
The account number of the recipient
L2_PayIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L2_PayIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L2_PayIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L2_PayIndividualAddress2
string
Example: Manchester
The second line of the recipient
L2_PayNettingStatus
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
SettlementFields L2_Receive
L2_ReceiveSettlementId
string
The identifier for the trade.
L2_ReceiveSettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L2_ReceiveSettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L2_ReceiveIsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L2_ReceiveSettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L2_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L2_ReceiveSettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L2_ReceiveBankAccount
string
Example: 12345678
The account number of the bank
L2_ReceiveBankSwift
string
Example: CAP123
The BIC of the bank
L2_ReceiveBankName
string
Example: Bank Of Caplin
The name of the bank
L2_ReceiveBankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L2_ReceiveBankAddress2
string
Example: The City
The second line of the bank's address
L2_ReceiveBankAddress3
string
Example: London
The third line of the bank's address
L2_ReceiveIndividualAccount
string
Example: 87654321
The account number of the recipient
L2_ReceiveIndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L2_ReceiveIndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L2_ReceiveIndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L2_ReceiveIndividualAddress2
string
Example: Manchester
The second line of the recipient
L2_ReceiveNettingStatus
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
L2_CanAffirm
boolean
Can affirm settlement instructions for a trade.
L2_CanConfirm
boolean
Can confirm settlement instructions for a trade.
L2_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L2_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
L2_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
L2_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L2_AffirmedBy
string
The name of the user who affirmed a trade.
L2_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format format
L2_ConfirmedBy
string
The name of the user who confirmed a trade.
L2_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format format
L2_AllInRate
decimal
Example: 1.091790
L2_AllInRateDPS
integer
Example: 5
L2_AllInMidRate
decimal
Example: 1.091790
L2_FwdPoints
decimal
Example: 0.001198
L2_FwdMidPoints
decimal
Example: 0.005390
L2_FwdPips
string
Example: 11.98
L2_BuySell
string
The direction of the trade. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L2_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 a SettlementDate must be sent
L2_SettlementDate
string
L2_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L2_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L2_CostAmount
decimal
Example: 12412891.31
The total transactional cost of performing the trade to the client
SwapTradeConfirmationFields
SwapPoints
decimal
Example: 0.005390
SwapMidPoints
decimal
Example: 0.004553
SwapPips
string
Example: 53.90
SwapType
string
Example: SPOTFWD
Warning
MsgType
String
Example: Warning
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
Withdraw
MsgType
String
Example: Withdraw
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model