The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.75

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PartyIDs

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Table Filter
disableSaveorder
hideControlstrue
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totalrow,,,
hidelabelsfalse
sparkNameSparkline
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separatorPoint (.)
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labelsVenue
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cell-width150250
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userfiltercustomNoTableMsgVenue
datepatterndd M yy
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id1706246709540_1288763838
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ddOperatorOR
datepatterndd M yy1682423767671_-449388857
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORAND0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


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Regulatory Fields

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Table Filter
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ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalseid1680167730862_-1936960064
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Table Excerpt Include
copytabletrue
nameRegulatoryFields
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typepage


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Passthru Fields

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false
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Venuedefaultrefinitiv_mapi
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Table Excerpt Include
copytabletrue
namePassthruFields
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typepage


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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. 

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Note
titleExecutionReports: ExecType vs OrdStatus

Clients will receive two ExecutionReports for each Fill/PartialFill as per below:

  1. ExecType:PendingMatch, OrdStatus: PartiallyFilled/Filled.
  2. 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
titleExecutionReports: 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.

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  1. SPN : StrategyParameterName
  2. SPV : StrategyParameterValue


Note
titleLastSpotRate & LastForwardPoints

LastSpotRate or LegLastForwardPoints are not available for non-SPT orders.