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Please refer to the API document provided by BNPParibas for specific details.
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ExposureDuration must be specified in milliseconds as per the schema. The expected granularity of this field as per BNPParibas is second. |
Algo Control
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This venue supports both client and venue -initiated suspension and restoration of order execution: Client-initiated: MultilegCancelReplaceRequest.ExecInst may be set to either:- Suspend - temporarily remove the order from the market.
- Release - return the order to the market for continued execution.
Venue-initiated: - Notification of these events will be via
ExecutionReport(Restated) messages.
Please refer to the OrderStateTransitionDiagram for details of the order lifecycle. |
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| title | Booking of Algo Fills |
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TargetStrategy Chameleon, Viper, TWAP, Iguana, Custom supports PartialFill ExecutionReports. By default, only one final fill is used for booking and settlement on BNPP for the entire order, Incase of multi day fills, only the final fill will be used to book the order on the last day. If clients wish to book each partial fill separately, please discuss with BNPParibas regarding the same.
ForLimit and Stop Strategies, each of the partial fills and final fill is booked and settled. |
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