Workflow
CLOB: Orders
Supported Instruments
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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | refinitiv_mapi,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&ExecutionVenue&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&target_platform&&MDBookType&&MDEntryType |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1687964620266_-1364873924 |
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| order | 0,1 |
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| hideControls | false |
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| inverse | false,false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue‚Hide columns |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| totalrow | ,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| disableSave | false |
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| separator | Point (.) |
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| sparkline | false |
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| labels | Venue |
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| default | refinitv_mapi |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1682423767671_-449388857 |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PartyIDs |
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| page | PartyIDs |
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| type | page |
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Please refer to PartyIDs to view across all venues.
Regulatory Fields
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | currenex_ouch |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1680167730862_-1936960064 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | RegulatoryFields |
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| page | Regulatory Fields |
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| type | page |
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Please refer to Regulatory Fields to view across all venues.
Passthru Fields
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| totalrow | ,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| disableSave | false |
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| separator | Point (.) |
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| sparkline | false |
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| labels | Venue |
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| default | refinitiv_mapi |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1682432927700_-73143780 |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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Please refer to Passthru Fields to view across all venues.
Details
Configuration
| Info |
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Passwords on MAPI are never expired, but Clients can request for password change to unlock an account or for any other reason. If you wish to change the password, please contact MarketFactory Support. |
| Info |
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| title | Session Dependencies |
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- Client session is connected on receiving Trading session enabled notification from MAPI service.
- PrimeBroker Clients session is connected when PrimeBroker is logged in and Trading session is enabled by MAPI service.
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| Info |
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CreditLow : UserNotification with this UserStatus is sent if remaining credit is below 25%. CreditExhausted : UserNotification with this UserStatus is sent when credit is at 0%. Global Throttle Rate Change : ErrorReport with Text message is sent when Global Throttle Rate Change override is received from MAPI. eg: "Global Throttle Rate Change override: New rate is 15 orders in 5 seconds." |
Functional Coverage
MAPI trading functions supported for all API users.
| Function | Interbank | Prime Broker Client (PBC) | Prime Brokerage (PB) |
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| FX Spot | Supported | Supported | N/A |
| FX Swap | Not Supported | N/A | N/A |
| Drop Copy (STP) | Not Supported | Not Supported | Not Supported |
| STU Management | N/A | N/A | Not Supported |
| PBC Session Control | N/A | N/A | Not Supported |
| MOS & MOOPI | Supported | N/A | Not Supported |
| Info |
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- Currency - Must be base currency of the instrument.
- Price - Must be a multiple of the pip size and not exceed the left or right decimal place limits.
- OrderQty - Must be greater than the instruments minimum quantity , a multiple of the instruments lot size and less than the instruments maximum order size.
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| Info |
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ExecutionReport with OrdStatus calculated is received when MAPI service sends TradeCapture reports. - Clients can choose to receive these
ExecutionReports on Trading session or on DropCopy session. Please contact MarketFactory Support for a preferred setup. ExecutionReports on DropCopy session will not have all order attributes populated. e.g: LegCumQty, LegLeavesQty etc.
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| Note |
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| title | ExecutionReports: ExecID |
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MAPI ExecID is not unique per ExecutionReport. Multiple ExecutionReports generated by the same event will have same ExecID. e.g Multiway matches, Unsolicited cancels due to logout etc. To maintain the uniqueness of ExecID in Clients ExecutionReport, it is constructed as below using venue's MatchID/ExecType/ClOrdID. - For
PartiallyFilled/Filled Execution Reports Venue TrdMatchID is the ExecID. - For
New/Canceled/PendingCancel/Rejected/Expired Execution Reports ExecID is "MF:ExecID:ExecType:ClOrdID". PendingNew Execution Reports ExecID is "MF:ClOrdID".
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Algo Selection
MAPI supports MoreQty order in addition to native Iceberg Order, where order is cancelled automatically when MaxShow amt is filled.
Iceberg Order Variations |
Maxshow | TargetStategy |
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| Iceberg | MoreQty |
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MoreQty Order | ✓ |
| ✓ |
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Native Iceberg Order | ✓ |
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Iceberg Order with Strategy Parameters |
| ✓ |
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The table below sets out the Iceberg order Strategy parameters and combinations currently supported.
| StrategyParameterName | StrategyParameterType | StrategyParameterValue | Conditions |
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TargetStrategy | String | Iceberg | Maxshow not populated |
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TipSpecificationType | String | D - Defined
R - Random | SPN1=TargetStrategy
SPV2=Iceberg
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FirstTip | Qty | Primary First Tip Qty (eg:1000000) | SPN1=TipSpecificationType
SPV2=Defined
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SecondTip | Qty | Primary Second Tip Qty (eg:2000000) | SPN1=TipSpecificationType
SPV2=Defined
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ThirdTip | Qty | Primary Thrid Tip Qty (eg:3000000) | SPN1=TipSpecificationType
SPV2=Defined
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MinimumRandomTip | Qty | The lower bound for the randomly chosen quantity | SPN1=TipSpecificationType
SPV2=Random
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MaximumRandomTip | Qty | The upper bound for the randomly chosen quantity | SPN1=TipSpecificationType
SPV2=Random
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Delay | Int | The delay used between refreshes | The ID number of the chosen delay range . |
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- SPN : StrategyParameterName
- SPV : StrategyParameterName