Trade model: RFS

This page describes the FX Integration API’s RFS 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 3.59.0.

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 RFS trade model is shown 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.

Block trades

When the RFS trade model is used in the context of a block trade, the legs of Submit and Execute messages represent individual trades and netted trades respectively:

  • Submit messages represent the block trade as it is requested by the user. Each submission leg (an Ln message part) represents an individual trade.

  • Execute messages represent the block trade as it will be executed by the back end trading system. Each execution leg represents a quote returned by the pricing system, which may, depending on the back end, be a net quote for multiple legs of the same tenor in the original Submit message.

For high-level information on message fields, see Message and record fields. For information about fields in specific messages, see the message specifications below.

Submit
RFSSubmission
RFSSubmissionLeg Ln
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_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>
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.
Ln_SettlementDate
string
Ln_RequestedProfitCurrency
string
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_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_BuyPaySettlementID
The ID corresponding to the payee's settlement details
Ln_BuyPaySettlementRemarks
The remarks corresponding to the payee's settlement details
Ln_BuyPaySettlementInstructionType
The type of settlement instruction on the pay side.
Ln_BuyReceiveSettlementID
The ID corresponding to the recipient's settlement details
Ln_BuyReceiveSettlementRemarks
The remarks corresponding to the recipient's settlement details
Ln_BuyReceiveSettlementInstructionType
The type of settlement instruction on the receive side.
Ln_SellPaySettlementID
The ID corresponding to the payee's settlement details
Ln_SellPaySettlementRemarks
The remarks corresponding to the payee's settlement details
Ln_SellPaySettlementInstructionType
The type of settlement instruction on the pay side.
Ln_SellReceiveSettlementID
The ID corresponding to the recipient's settlement details
Ln_SellReceiveSettlementRemarks
The remarks corresponding to the recipient's settlement details
Ln_SellReceiveSettlementInstructionType
The type of settlement instruction on the receive side.
BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
OneWayDirection
string
FixingSource
string
Example: WMR 8am London Time
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
The currency of the Amount of a trade or order.
AssetClass
The asset class for the trade; used by permissioning and licensing. Example value: FX
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
The trade protocol, e.g, ESP or RFS. The Trading DataSource library needs this so that it knows which state model to use for the trade. Also used for permissioning.
TradingSubProtocol
string
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
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.
ControlAddLeg
This is a control field that the front end trading library adds automatically. The user code doesn't need to do anything with this.
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, TIME_OPTION, DRAWDOWN, SWAP, BLOCK]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
ForceReporting
boolean
Indicates whether a trade is flagged for reporting
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
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
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
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_BuySideLocked
This represents whether the user locked the rates for the buy side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_SellSideLocked
This represents whether the user locked the rates for the sell side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_PaySettlementID
The ID corresponding to the payee's settlement details
Ln_PaySettlementRemarks
The remarks corresponding to the payee's settlement details
Ln_PaySettlementInstructionType
The type of settlement instruction on the pay side.
Ln_ReceiveSettlementID
The ID corresponding to the recipient's settlement details
Ln_ReceiveSettlementRemarks
The remarks corresponding to the recipient's settlement details
Ln_ReceiveSettlementInstructionType
The type of settlement instruction on the receive side.
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
The asset class for the trade; used by permissioning and licensing. Example value: FX
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
The trade protocol, e.g, ESP or RFS. The Trading DataSource library needs this so that it knows which state model to use for the trade. Also used for permissioning.
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 text content of a comment left on a leg of a trade or order.
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotBidRate
decimal
Example: 1.08575
TraderSpotAskRate
decimal
Example: 1.08575
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
MissedTrade
Flag to denote if a quote is a MissedTrade
MissedTradeExecutableFieldsAvailable
Indicates if the execution field set is available
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
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
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_BuySideLocked
This represents whether the user locked the rates for the buy side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_SellSideLocked
This represents whether the user locked the rates for the sell side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_PaySettlementID
The ID corresponding to the payee's settlement details
Ln_PaySettlementRemarks
The remarks corresponding to the payee's settlement details
Ln_PaySettlementInstructionType
The type of settlement instruction on the pay side.
Ln_ReceiveSettlementID
The ID corresponding to the recipient's settlement details
Ln_ReceiveSettlementRemarks
The remarks corresponding to the recipient's settlement details
Ln_ReceiveSettlementInstructionType
The type of settlement instruction on the receive side.
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
The asset class for the trade; used by permissioning and licensing. Example value: FX
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
The trade protocol, e.g, ESP or RFS. The Trading DataSource library needs this so that it knows which state model to use for the trade. Also used for permissioning.
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 text content of a comment left on a leg of a trade or order.
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotBidRate
decimal
Example: 1.08575
TraderSpotAskRate
decimal
Example: 1.08575
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
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.

Block trades

When the RFS trade model is used in the context of a block trade, the PriceUpdate and TradeConfirmation messages use the specifications below:

In both TradeConfirmation message specifications, the following field conventions apply:

  • Ln message parts represent executed legs (which may, or may not, have been netted)

  • LnIn message parts represent an executed leg’s original legs, as requested by the user.

For high-level information on message fields, see Message and record fields. For information about fields in specific messages, see the message specifications below.

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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields L1
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields L1
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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 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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields L1
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields L1
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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 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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields L1
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_SettlementDate
string
L2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L2_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L2_FwdBidPips
string
Example: 53.90
L2_FwdAskPips
string
Example: 53.90
L2_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L2_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L2_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%.
L2_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L2_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%.
L2_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L2_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L2_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L2_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L2_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields L1
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_SettlementDate
string
L2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L2_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L2_FwdBidPips
string
Example: 53.90
L2_FwdAskPips
string
Example: 53.90
L2_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L2_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L2_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%.
L2_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L2_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%.
L2_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L2_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L2_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L2_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L2_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
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.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitBidRate
decimal
Example: 1.091790
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
ProfitAskRate
decimal
Example: 1.090098
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
SalesLegFields L1
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
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 (unsigned) 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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields 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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_SettlementDate
string
Ln_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_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.
Ln_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
Ln_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%.
Ln_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
Ln_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%.
Ln_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
Ln_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
Ln_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
Ln_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
NDFLegFields Ln
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
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 (unsigned) 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
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: You do not have sufficient credit for EUR
The message to display for any warnings regarding a quote request
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
LegFields 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
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_SettlementDate
string
Ln_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_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.
Ln_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
Ln_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%.
Ln_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
Ln_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%.
Ln_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
Ln_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
Ln_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
Ln_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
NDFLegFields Ln
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
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
NDFLegFields Ln
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
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
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. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, TIME_OPTION, DRAWDOWN, SWAP, BLOCK]. 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 actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
CanAllocate
boolean
Defines if a user can allocate a trade.
CanRoll
boolean
Defines if a user can roll a trade.
IsAllocated
boolean
Define if a trade is already allocated or rolled
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
Remarks
string
The text content of a comment left on a leg of a trade or order.
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotAskRate
decimal
Example: 1.08575
TraderSpotBidRate
decimal
Example: 1.08575
ForceReporting
boolean
Indicates whether a trade is flagged for reporting
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
LegTradeConfirmationFields L1
SettlementTradeFields L1
SettlementFields L1_Pay[n]
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields L1_Receive[n]
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order.
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg. 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 actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
TradeConfirmation Spot Sales Trade Confirmation
SpotTradeConfirmation
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. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, TIME_OPTION, DRAWDOWN, SWAP, BLOCK]. 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 actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
CanAllocate
boolean
Defines if a user can allocate a trade.
CanRoll
boolean
Defines if a user can roll a trade.
IsAllocated
boolean
Define if a trade is already allocated or rolled
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
Remarks
string
The text content of a comment left on a leg of a trade or order.
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotAskRate
decimal
Example: 1.08575
TraderSpotBidRate
decimal
Example: 1.08575
ForceReporting
boolean
Indicates whether a trade is flagged for reporting
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
LegTradeConfirmationFields L1
SettlementTradeFields L1
SettlementFields L1_Pay[n]
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields L1_Receive[n]
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order.
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg. 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 actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
SalesLegTradeConfirmationFields L1
L1_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
L1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
L1_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
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
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
IsAdvised
boolean
Indicates whether the trader gave the client advice
TradeConfirmation Forward Trade Confirmation
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. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, TIME_OPTION, DRAWDOWN, SWAP, BLOCK]. 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 actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
CanAllocate
boolean
Defines if a user can allocate a trade.
CanRoll
boolean
Defines if a user can roll a trade.
IsAllocated
boolean
Define if a trade is already allocated or rolled
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
Remarks
string
The text content of a comment left on a leg of a trade or order.
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotAskRate
decimal
Example: 1.08575
TraderSpotBidRate
decimal
Example: 1.08575
ForceReporting
boolean
Indicates whether a trade is flagged for reporting
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
LegTradeConfirmationFields L1
SettlementTradeFields L1
SettlementFields L1_Pay[n]
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields L1_Receive[n]
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order.
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg. 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 actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
NDFLegTradeConfirmationFields L1
L1_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L1_FixingCurrency
string
Example: USD
L1_FixingCode
string
Example: [CCY]1/1600/GBLO
L1_FixingDescription
string
Example: WMR [CCY] 4pm London
L1_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L1_FixingSource
string
Example: WMR 8am London Time
L1_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L1_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L1_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_SettlementAmount
decimal
The amount of a settlement
TimeOptionLegTradeConfirmationFields L1
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
TradeConfirmation Forward Sales Trade Confirmation
ForwardTradeConfirmation
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. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, TIME_OPTION, DRAWDOWN, SWAP, BLOCK]. 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 actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
decimal
The contra currency that the cost is displayed in
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
CanAllocate
boolean
Defines if a user can allocate a trade.
CanRoll
boolean
Defines if a user can roll a trade.
IsAllocated
boolean
Define if a trade is already allocated or rolled
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
Remarks
string
The text content of a comment left on a leg of a trade or order.
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotAskRate
decimal
Example: 1.08575
TraderSpotBidRate
decimal
Example: 1.08575
ForceReporting
boolean
Indicates whether a trade is flagged for reporting
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
LegTradeConfirmationFields L1
SettlementTradeFields L1
SettlementFields L1_Pay[n]
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
SettlementFields L1_Receive[n]
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order.
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg. 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 actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
decimal
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
NDFLegTradeConfirmationFields L1
L1_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L1_FixingCurrency
string
Example: USD
L1_FixingCode
string
Example: [CCY]1/1600/GBLO
L1_FixingDescription
string
Example: WMR [CCY] 4pm London
L1_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L1_FixingSource
string
Example: WMR 8am London Time
L1_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L1_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L1_SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_SettlementAmount
decimal
The amount of a settlement
TimeOptionLegTradeConfirmationFields L1
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
SalesLegTradeConfirmationFields L1
L1_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
L1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
L1_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
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
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
TraderRemarks
string
The trader's comments on an order leg - visible to only the Trader
IsAdvised
boolean
Indicates whether the trader gave the client advice
TradeConfirmation Swap Trade Confirmation
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. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, TIME_OPTION, DRAWDOWN, SWAP, BLOCK]. 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 actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
decimal<