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| Code Block | ||
|---|---|---|
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{
"PartyInfo": [ {
"PartyID":"LONDON BANK E",
"PartySubIDs": [ {
"PartySubID":"BBAG",
"PartySubIDType":"25"
} ]
} ]
}
PartyID = 1117 PartySubIDs.PartySubID = 1121 PartySubIDs.PartySubIDType = 1122 |
Reuters MAPI
The only order type available for Reuters is LIMIT. These orders all contain a Time in Force that determines how long the order will remain open and resting with the Trading Venue if not filled immediatly, the Times in Force supported by Whisperer are Immediate or Cancel (IOC) and Good Till Cancel (GTC). However, in the instance of Reuters, GTC is executed as an order submitted with a Time in Force of DAY. This is primarily because GTC as a time in force is not supported by the trading venue.
A time in force of DAY allows the order to remain on the trading venue till the end of the trading day. Any open orders still with the exchange will be cancelled when the Gateway closes the market, notice events of the cancellations will be transported to customers to update Net Open Position (NOP) systems and close the open orders.
The table below lists the Times in Force supported by the trading venue and the values entered for FIX tag 59 (which specifies Time in Force) with the highlighted rows identifying the MarketFactory supported Times in Force.
| Fix Tag | Value | Description | Supported by Whisperer as: |
|---|---|---|---|
| 59 | 0 | DAY (This is also the default if no value is entered for the tag) | GTC |
| 59 | 3 | Immediat or Cancel (IOC) | IOC |
| 59 | 6 | Good Till Date (GTD) | Not presently supported |
| 59 | A | Good for Time (GFT) | Not presently supported |