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Table Filter

totalrow	,,,,,,,,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	gatewayubs_namealgo,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&ExecutionVenue&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&target_platform&&MDBookType&&MDEntryType
isFirstTimeEnter	false
cell-width	250,250
hideColumns	true
customNoTableMsg	false
disabled	false
enabledInEditor	false
globalFilter	false
id	16929117280671718031870074_104822946-1706054226
order	0,1
hideControls	false
inverse	false,false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue‚Hide columns
ddOperator	OR
datepattern	dd M yy
updateSelectOptions	false
worklog	365\|5\|8\|y w d h m\|y w d h m
isOR	AND

Table Excerpt Include

name	SupportedInstruments
merge-tables	true
page	Supported Instruments
type	page

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Table Filter

totalrow	,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	gatewayubs_namealgo
isFirstTimeEnter	false
cell-width	150
hideColumns	false
customNoTableMsg	false
disabled	false
enabledInEditor	false
globalFilter	false
id	16929117555921718031933026_1791405637-1681408525
order	0
hideControls	true
inverse	false
disableSave	false
separator	Point (.)
labels	Venue
userfilter	Venue
datepattern	dd M yy
updateSelectOptions	false
worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

isFirstTimeEnter	true
copytable	true
v	2
name	PartyIDs
page	PartyIDs
transpose	never
type	page

Please refer to PartyIDs to view across all venues.

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Table Filter

totalrow	,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	gatewayubs_namealgo
isFirstTimeEnter	false
cell-width	150
hideColumns	false
customNoTableMsg	false
disabled	false
enabledInEditor	false
globalFilter	false
id	16929117771301718031986160_4293002791345083770
order	0
hideControls	true
inverse	false
disableSave	false
separator	Point (.)
labels	Venue
userfilter	Venue
datepattern	dd M yy
updateSelectOptions	false
worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

Please refer to Passthru Fields to view across all venues.

Details

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Algo Selection

Note

title	NoStrategyParameters

Refer to Supported Order Types (Algo Orders) for details on how to use the NoStrategyParameters block to send the details of the TargetStrategy, along with the corresponding strategy parameters.

The table below sets out the Algo parameters and combinations currently supported. Please contact the venue for further detail.

StrategyParameterName	StrategyParameterType	TargetStrategy
`TargetStrategy`	`String`	`Float`	`VWAP`	`TWAP`	`TAP`	`ORCA_Direct`	`Limit`	`StopLoss`
`MaxSpreadPips`	`Float`	✓	✓	✓	✓		✓	✓
`Discretion`	`Int`		✓	✓
`TradingStyle`	`Int`	✓
`RiskAversion`	`Int`				✓
`TradeMomentum`	`Char`				✓
`ORCADirectType`	`Int`					✓
`ClientEngagement`	`String`	✓	✓	✓	✓	✓	✓	✓
`CompletionPrice`	`Price`		✓	✓	✓

RiskAversion - Urgency - Allowed Values are 1, 2,3,4,5 . Default to 3
TradeMomentum - Supported Values:
1. 'N' = Mean Reversion (Default)
2. 'Y' = Momentum
TradingStyle - Supported Values:
- '1' (Passive - Pegs off the level on the same side as the order )
- '3' (Mid - Peg relative to Mid)
ClientEngagement - Supported Values:
- ALL_LIQUIDITY
- AGENCY_ONLY
- CUREX
- MATCHING
- UBS_ONLY_WITH_FEE
- UBS_ONLY_WITH_SPREAD

The table below sets out a matrix of which ClientEngagement values are supported for each algo.

ClientEngagement	`Float`	`VWAP`	`TWAP`	`TAP`	`ORCA_Direct`	`Limit`	`StopLoss`
ALL_LIQUIDITY	✓	✓	✓	✓	✓	✓	✓
AGENCY_ONLY	✓	✓	✓	✓	✓	✓	✓
CUREX	✓	✓		✓		✓	✓
MATCHING	✓						✓
UBS_ONLY_WITH_FEE		✓	✓	✓		✓	✓
UBS_ONLY_WITH_SPREAD		✓	✓	✓		✓	✓

Note

title	SPT Trade LastSpotRate

UBS supports fee charging Liquidity Venues, therefore, it is possible that LastSpotRate may differ from LastPx for SPT trades due to application of fees by the LiquidityVenue.

The table below sets out the standard Order field that may need to be used to further define the algo.

HasExtendedOrderFields	TargetStrategy
HasExtendedOrderFields	`Float`	`VWAP`	`TWAP`	`TAP`	`ORCA_Direct`	`Limit`	`StopLoss`
`EffectiveTime`	✓	✓	✓	✓		✓	✓
`ExpireTime`	✓	✓	✓	✓	✓	✓	✓
`StopPx`							✓

Please refer to the API document provided by UBS for specific details.

Algo Control

Info

title	Suspend/Release

This venue supports both client initiated suspension and restoration of order execution:

Client-initiated (See Passthru Fields) :

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.

Please refer to the OrderStateTransitionDiagram for details of the order lifecycle.

Versions Compared

Old Version 1

New Version Current

Key

Details

Algo Selection

Algo Control