The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.4.28

...

FunctionInterbankPrime Broker Client (PBC)Prime Brokerage (PB)
FX SpotSupportedSupportedN/A
FX SwapNot SupportedN/AN/A
Drop Copy (STP)SupportedSupportedNot Supported
STU ManagementN/AN/ANot Supported
PBC Session ControlN/AN/ANot Supported
MOS & MOOPISupportedN/ANot Supported


Note
titleExecutionReports: Ordering

Trade ExecutionReports are based on TradeCaptureReports received from the venue and thus the ordering of these are not reliable.

e.g: There can be Filled ExecutionReports received before PartiallyFilled ExecutionReports etc.

Clients should refer to PendingMatch ExecutionReports for the correct ordering.


Info
titleTrading Constraints
  • LegCurrency - Must be base currency of the instrument.
  • LegPrice - Must be a multiple of the pip size and not exceed the left or right decimal place limits.
  • LegOrderQty - Must be greater than the instruments minimum quantity , a multiple of the instruments lot size and less than the instruments maximum order size.
  • LegAllocAccount - Not Mandatory but can be populated in NewOrderMultiLeg message and is echoed back in ExecutionReport but not validated by MAPI. 
  • LegGroup - Supported value is "Domestic" for "EUR/ISK" SPT only. 

...