...
PartyIDs
| Expand |
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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 | labels |
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| Venue | default | refinitv_mapi |
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| isFirstTimeEnter | false |
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| cell-width | 150250 |
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| hideColumns | false |
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| userfilter | Venue |
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| customNoTableMsg | false | datepattern | dd M yy |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
|---|
| id | 1706246709540_1288763838 |
|---|
| order | 0 |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| column | Venue |
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| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue |
|---|
| ddOperator | OR |
|---|
| datepattern | dd M yy1682423767671_-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 | order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDs |
|---|
| page | PartyIDs |
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| type | page |
|---|
|
|
|
...
Regulatory Fields
| Expand |
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| Table Filter |
|---|
| totalrow | ,,,,, |
|---|
| hidelabels |
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| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | currenex_ouch |
|---|
| isFirstTimeEnter | false |
|---|
| | sparkline | false |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 250 |
|---|
| hideColumns | false |
|---|
| customNoTableMsg | false |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1706246838816_1491744237 |
|---|
| order | 0 |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| column | Venue |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue |
|---|
| ddOperator | OR | userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| updateSelectOptions | false | id | 1680167730862_-1936960064 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
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| copytable | true |
|---|
| name | RegulatoryFields |
|---|
| page | Regulatory Fields |
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| type | page |
|---|
|
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|
...
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
inverse |
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| false | totalrow | ,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| sparkline | false | labels | Venue |
|---|
| default | refinitiv_mapi |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 150250 |
|---|
| hideColumns | false |
|---|
| userfilter | Venue |
|---|
| customNoTableMsg | false | datepattern | dd M yy |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1706246992158_1183126244 |
|---|
| order | 0 |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| column | Venue |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue |
|---|
| ddOperator | OR |
|---|
| datepattern | dd M yy1682432927700_-73143780 |
|---|
| updateSelectOptions | false |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND | order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
|---|
| page | Passthru Fields |
|---|
| type | page |
|---|
|
|
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...
| Info |
|---|
|
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 |
|---|
| title | Session Dependencies |
|---|
|
- 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.
|
...
MAPI trading functions supported for all API users.
| Function | Interbank | Prime Broker Client (PBC) | Prime Brokerage (PB) |
|---|
| FX Spot | Supported | Supported | N/A |
| FX Swap | Not Supported | N/A | N/A |
| Drop Copy (STP) |
Not 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 |
| Note |
|---|
| title | ExecutionReports: 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 |
|---|
|
- Currency
LegCurrency - Must be base currency of the instrument. - Price
LegPrice - Must be a multiple of the pip size and not exceed the left or right decimal place limits. - OrderQty
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.
|
| Info |
|---|
|
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.
|
| Note |
|---|
| title | ExecutionReports: ExecID |
|---|
|
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".
|
| Note |
|---|
| title | ExecutionReports: ExecType vs OrdStatus |
|---|
|
Clients will receive two ExecutionReports for each Fill/PartialFill as per below: ExecType:PendingMatch, OrdStatus: PartiallyFilled/Filled.ExecType:Trade, OrdStatus: PartiallyFilled/Filled.
There can be a delay between the PendingMatch and the Trade ExecutionReports received from MAPI. In such cases, it is possible for the client to receive ExecutionReport with OrdStatus Canceled followed by Trade/PartialFill. |
| Note |
|---|
| title | ExecutionReports: Unacknowledged Matches |
|---|
|
If a match is not acknowledged by the counterparty within a predefined period (global setting), the “Unconfirmed” trade will be published to clients with MatchStatus = Uncompared in BodyPassthruFields and Text = Unconfirmed Match in the Trade ExecutionReport. Please note that clients are required to settle both confirmed and unconfirmed trades with their counterparties. |
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 |
|---|
| Iceberg | MoreQty |
|---|
MoreQty Order | ✓ |
| ✓ |
|---|
Native Iceberg Order | ✓ |
|
|
|---|
Iceberg Order with Strategy Parameters |
| ✓ |
|
|---|
The table below sets out the Iceberg order Strategy parameters and combinations currently supported.
| StrategyParameterName | StrategyParameterType | StrategyParameterValue | Conditions |
|---|
TargetStrategy | String | Iceberg | Maxshow not populated |
|---|
TipSpecificationType | String | D - Defined
R - Random | SPN1=TargetStrategy
SPV2=Iceberg
|
|---|
FirstTip | Qty | Primary First Tip Qty (eg:1000000) | SPN1=TipSpecificationType
SPV2=Defined
|
|---|
SecondTip | Qty | Primary Second Tip Qty (eg:2000000) | SPN1=TipSpecificationType
SPV2=Defined
|
|---|
ThirdTip | Qty | Primary Thrid Tip Qty (eg:3000000) | SPN1=TipSpecificationType
SPV2=Defined
|
|---|
MinimumRandomTip | Qty | The lower bound for the randomly chosen quantity | SPN1=TipSpecificationType
SPV2=Random
|
|---|
MaximumRandomTip | Qty | The upper bound for the randomly chosen quantity | SPN1=TipSpecificationType
SPV2=Random
|
|---|
Delay | Int | The delay used between refreshes | The ID number of the chosen delay range . |
|---|
- SPN : StrategyParameterName
- SPV : StrategyParameterNameStrategyParameterValue
| Note |
|---|
| title | LastSpotRate & LastForwardPoints |
|---|
|
LastSpotRate or LegLastForwardPoints are not available for non-SPT orders. |