Trade model: Block Trade

This page describes the FX Integration API’s Block Trade 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 3.39.0.

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

Block trades use the RFS trade model, with the following modifications:

The RFS trade model is reproduced below. To simplify the diagram, the Rejected and Error states have been omitted.

InitialSubmittedQueuedPickedUpExecutableExecuteSentExecutedWarningSentTradeConfirmedAcceptWarningSentClientCloseSentClientClosedExpiredSubmitSubmitAckPickUpHoldPriceUpdateWithdrawPriceUpdateExecuteExecuteAckPriceUpdateWarningTradeConfirmationAcceptWarningRejectWarningClientCloseAcceptWarningAckClientCloseClientCloseClientCloseClientCloseClientCloseAckExpireExpireExpireLegendTransitions 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.

A block trade uses the same trade model as an RFS trade, but the legs in Submit and Execute messages play different roles when used in the context of a block trade:

  • In Submit messages, Ln message parts refer to non-netted legs

  • In Execute messages, Ln message parts refer to netted legs

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 or trade leg. 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 or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
OneWayDirection
string
ClientClose
Execution
ExecutionLeg Ln
Ln_BuySell
string
The direction of the trade or trade leg. 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
boolean
Indicates whether the trader gave the client advice
Remarks
string
The clients or trader's comments on an order leg - visible to both the Client and the Trader
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
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
boolean
Indicates whether the trader gave the client advice
Remarks
string
The clients or trader's comments on an order leg - visible to both the Client and the Trader
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
Execute
Execution
ExecutionLeg Ln
Ln_BuySell
string
The direction of the trade or trade leg. 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
boolean
Indicates whether the trader gave the client advice
Remarks
string
The clients or trader's comments on an order leg - visible to both the Client and the Trader
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
MsgType
String
Example: Execute
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
boolean
Indicates whether the trader gave the client advice
Remarks
string
The clients or trader's comments on an order leg - visible to both the Client and the Trader
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
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.

A block trade uses the same trade model as an RFS trade, but with different specifications for PriceUpdate and TradeConfirmation messages:

  • Price Update: Block Quote, Sales Block Quote

  • Trade Confirmation: Block Trade Confirmation, Block Sales Trade Confirmation

In Trade Confirmation messages, an Ln message part represents an executed netted leg. Within an Ln message part, Ln_In message parts represent the original, pre-netted legs.

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 Block Quote
BlockCommonFields
NetBuySell
string
The net direction of all the trade legs. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount for all the trade legs
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.
RemainingTimeOutMillis
string
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 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.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
LegFields Ln
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 a SettlementDate must be sent
Ln_RiskDate
string
Example: 20160314
Ln_RiskTenor
string
Example: 1W
Ln_SettlementDate
string
Ln_AllInRateDPS
integer
Example: 5
Ln_AllInBidRate
decimal
Example: 1.091790
Ln_FwdBidPoints
decimal
Example: 0.005390
Ln_AllInAskRate
decimal
Example: 1.091790
Ln_FwdAskPoints
decimal
Example: 0.005390
Ln_FwdMidPoints
decimal
Example: 0.005390
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_AllInMidRate
decimal
Example: 1.091790
Ln_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
PriceUpdate Sales Block Quote
BlockQuote
BlockCommonFields
NetBuySell
string
The net direction of all the trade legs. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount for all the trade legs
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.
RemainingTimeOutMillis
string
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 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.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
LegFields Ln
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 a SettlementDate must be sent
Ln_RiskDate
string
Example: 20160314
Ln_RiskTenor
string
Example: 1W
Ln_SettlementDate
string
Ln_AllInRateDPS
integer
Example: 5
Ln_AllInBidRate
decimal
Example: 1.091790
Ln_FwdBidPoints
decimal
Example: 0.005390
Ln_AllInAskRate
decimal
Example: 1.091790
Ln_FwdAskPoints
decimal
Example: 0.005390
Ln_FwdMidPoints
decimal
Example: 0.005390
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_AllInMidRate
decimal
Example: 1.091790
Ln_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_BuySell
string
The direction of the trade or trade leg. 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.
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 Ln
Ln_TraderAllInBidRate
decimal
Example: 1.091790
Ln_TraderFwdBidPoints
decimal
Example: 0.001198
Ln_DefaultFwdBidMargin
decimal
Example: 0.000019
Ln_TraderAllInAskRate
decimal
Example: 1.091790
Ln_TraderFwdAskPoints
decimal
Example: 0.001198
Ln_DefaultFwdAskMargin
decimal
Example: 0.000019
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 Block Trade Confirmation
BlockTradeConfirmationFields
NetBuySell
string
The net direction of all the trade legs. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount for all the trade legs
CommonTradeConfirmationFields
TradeID
string
Example: 00001561
A unique identifier for this trade
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
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.
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.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
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.
Remarks
string
The clients or trader's comments on an order leg - visible to both the Client and the Trader
NettedLegTradeConfirmationFields Ln
LegTradeConfirmationFields Ln
SettlementTradeFields Ln
SettlementFields Ln
Ln_SettlementId
string
The identifier for the trade.
Ln_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_SettlementAmount
decimal
The amount of a settlement
Ln_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_BankAccount
string
Example: 12345678
The account number of the bank
Ln_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_BankAddress3
string
Example: London
The third line of the bank's address
Ln_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_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_SplitComponentId
string
The unique ID of a split component
Ln_SettlementDetailsLine1
string
The first line of remittance information.
Ln_SettlementDetailsLine2
string
The second line of remittance information.
Ln_SettlementDetailsLine3
string
The third line of remittance information.
Ln_SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields Ln
Ln_SettlementId
string
The identifier for the trade.
Ln_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_SettlementAmount
decimal
The amount of a settlement
Ln_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_BankAccount
string
Example: 12345678
The account number of the bank
Ln_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_BankAddress3
string
Example: London
The third line of the bank's address
Ln_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_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_SplitComponentId
string
The unique ID of a split component
Ln_SettlementDetailsLine1
string
The first line of remittance information.
Ln_SettlementDetailsLine2
string
The second line of remittance information.
Ln_SettlementDetailsLine3
string
The third line of remittance information.
Ln_SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_CanAffirm
boolean
Can affirm settlement instructions for a trade.
Ln_CanConfirm
boolean
Can confirm settlement instructions for a trade.
Ln_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, 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_AllInRate
decimal
Example: 1.091790
Ln_AllInRateDPS
integer
Example: 5
Ln_AllInMidRate
decimal
Example: 1.091790
Ln_FwdPoints
decimal
Example: 0.001198
Ln_FwdMidPoints
decimal
Example: 0.005390
Ln_FwdPips
string
Example: 11.98
Ln_BuySell
string
The direction of the trade or trade leg. 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 a SettlementDate must be sent
Ln_SettlementDate
string
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 total transactional cost of performing the trade to the client
LegTradeConfirmationFields Ln_In
SettlementTradeFields Ln_In
SettlementFields Ln_In
Ln_In_SettlementId
string
The identifier for the trade.
Ln_In_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_SettlementAmount
decimal
The amount of a settlement
Ln_In_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_In_BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_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_In_SplitComponentId
string
The unique ID of a split component
Ln_In_SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields Ln_In
Ln_In_SettlementId
string
The identifier for the trade.
Ln_In_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_SettlementAmount
decimal
The amount of a settlement
Ln_In_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_In_BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_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_In_SplitComponentId
string
The unique ID of a split component
Ln_In_SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_In_CanAffirm
boolean
Can affirm settlement instructions for a trade.
Ln_In_CanConfirm
boolean
Can confirm settlement instructions for a trade.
Ln_In_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_In_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_In_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
Ln_In_AffirmedBy
string
The name of the user who affirmed a trade.
Ln_In_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
Ln_In_ConfirmedBy
string
The name of the user who confirmed a trade.
Ln_In_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
Ln_In_AllInRate
decimal
Example: 1.091790
Ln_In_AllInRateDPS
integer
Example: 5
Ln_In_AllInMidRate
decimal
Example: 1.091790
Ln_In_FwdPoints
decimal
Example: 0.001198
Ln_In_FwdMidPoints
decimal
Example: 0.005390
Ln_In_FwdPips
string
Example: 11.98
Ln_In_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_In_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
Ln_In_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
Ln_In_SettlementDate
string
Ln_In_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
Ln_In_Profit
decimal
Example: 1000
The sales profit in the specified currency.
Ln_In_CostAmount
decimal
Example: 12412891.31
The total transactional cost of performing the trade to the client
SwapPartnerLegTradeConfirmationFields Ln_In
Ln_In_SwapPartnerNettedLegID
integer
Ln_In_SwapPartnerInputLegID
integer
NettedAmount
decimal
Use NetDealtAmount and NetContraAmount instead
TradeConfirmation Block Sales Trade Confirmation
BlockTradeConfirmation
BlockTradeConfirmationFields
NetBuySell
string
The net direction of all the trade legs. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount for all the trade legs
CommonTradeConfirmationFields
TradeID
string
Example: 00001561
A unique identifier for this trade
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
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.
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.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
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.
Remarks
string
The clients or trader's comments on an order leg - visible to both the Client and the Trader
NettedLegTradeConfirmationFields Ln
LegTradeConfirmationFields Ln
SettlementTradeFields Ln
SettlementFields Ln
Ln_SettlementId
string
The identifier for the trade.
Ln_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_SettlementAmount
decimal
The amount of a settlement
Ln_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_BankAccount
string
Example: 12345678
The account number of the bank
Ln_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_BankAddress3
string
Example: London
The third line of the bank's address
Ln_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_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_SplitComponentId
string
The unique ID of a split component
Ln_SettlementDetailsLine1
string
The first line of remittance information.
Ln_SettlementDetailsLine2
string
The second line of remittance information.
Ln_SettlementDetailsLine3
string
The third line of remittance information.
Ln_SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields Ln
Ln_SettlementId
string
The identifier for the trade.
Ln_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_SettlementAmount
decimal
The amount of a settlement
Ln_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_BankAccount
string
Example: 12345678
The account number of the bank
Ln_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_BankAddress3
string
Example: London
The third line of the bank's address
Ln_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_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_SplitComponentId
string
The unique ID of a split component
Ln_SettlementDetailsLine1
string
The first line of remittance information.
Ln_SettlementDetailsLine2
string
The second line of remittance information.
Ln_SettlementDetailsLine3
string
The third line of remittance information.
Ln_SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_CanAffirm
boolean
Can affirm settlement instructions for a trade.
Ln_CanConfirm
boolean
Can confirm settlement instructions for a trade.
Ln_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, 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_AllInRate
decimal
Example: 1.091790
Ln_AllInRateDPS
integer
Example: 5
Ln_AllInMidRate
decimal
Example: 1.091790
Ln_FwdPoints
decimal
Example: 0.001198
Ln_FwdMidPoints
decimal
Example: 0.005390
Ln_FwdPips
string
Example: 11.98
Ln_BuySell
string
The direction of the trade or trade leg. 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 a SettlementDate must be sent
Ln_SettlementDate
string
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 total transactional cost of performing the trade to the client
LegTradeConfirmationFields Ln_In
SettlementTradeFields Ln_In
SettlementFields Ln_In
Ln_In_SettlementId
string
The identifier for the trade.
Ln_In_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_SettlementAmount
decimal
The amount of a settlement
Ln_In_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_In_BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_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_In_SplitComponentId
string
The unique ID of a split component
Ln_In_SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields Ln_In
Ln_In_SettlementId
string
The identifier for the trade.
Ln_In_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_SettlementAmount
decimal
The amount of a settlement
Ln_In_SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_In_BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_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_In_SplitComponentId
string
The unique ID of a split component
Ln_In_SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_In_CanAffirm
boolean
Can affirm settlement instructions for a trade.
Ln_In_CanConfirm
boolean
Can confirm settlement instructions for a trade.
Ln_In_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, OVERDUE, REJECTED]
Ln_In_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_In_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
Ln_In_AffirmedBy
string
The name of the user who affirmed a trade.
Ln_In_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
Ln_In_ConfirmedBy
string
The name of the user who confirmed a trade.
Ln_In_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
Ln_In_AllInRate
decimal
Example: 1.091790
Ln_In_AllInRateDPS
integer
Example: 5
Ln_In_AllInMidRate
decimal
Example: 1.091790
Ln_In_FwdPoints
decimal
Example: 0.001198
Ln_In_FwdMidPoints
decimal
Example: 0.005390
Ln_In_FwdPips
string
Example: 11.98
Ln_In_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_In_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
Ln_In_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
Ln_In_SettlementDate
string
Ln_In_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
Ln_In_Profit
decimal
Example: 1000
The sales profit in the specified currency.
Ln_In_CostAmount
decimal
Example: 12412891.31
The total transactional cost of performing the trade to the client
SwapPartnerLegTradeConfirmationFields Ln_In
Ln_In_SwapPartnerNettedLegID
integer
Ln_In_SwapPartnerInputLegID
integer
NettedAmount
decimal
Use NetDealtAmount and NetContraAmount instead
SalesCommonTradeConfirmationFields
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
Reason
string
Use PrimaryReason and Reasons instead
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
NettedLegSalesTradeConfirmationFields Ln
SalesLegTradeConfirmationFields Ln
Ln_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
Ln_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
Ln_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
SalesLegTradeConfirmationFields Ln_In
Ln_In_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
Ln_In_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_In_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
Ln_In_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
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