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Comment: Published by Scroll Versions from this space and version 1.4.3



The MFAPI also has the ability to allow extendable additional parameters to the order submissionsubmit. This is done by filling in an ArrayList with of key value pairs (both being strings) and passing this to the appropriate submit method. This enablesthe KeyValuePair[] ArrayList .  The KeyValuePair are both strings.

Below are possible uses:

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All Bank Feed Servers:jira

serverMarketFactory JIRA
serverIdc1d38658-5070-3969-8274-0b0b0fe53d21
keyWHSPRR-1563

  • The ability to provide an optional 'Account' value in the order parameters. By default the provided value will populate the FIX Account(1) field on the message to the venue.
  • The 'Account' value can be mapped to a different outbound field if you desire. Both FIX header and body fields are supported. This needs to be agreed with and configured by the MarketFactory Customer Success team

  • The ability assign "pbAccount" value to a FIX field name specified in Feed.session.orders, e.g. pbAccountFieldName="SenderSubID"
  • <Feeds msgStoreSize="65536">
      <Feed dealCode="" exchange="BAML" feedName="BAML" id="29" inputStyle="[Input] BAML" supportsBatching="false" validateMD="false">
        <supportedTIF FOK="true" GTC="false" IOC="false"/>
        <supportedOrdType supportsLimit="false" supportsMarket="false" supportsPreviouslyQuoted="false"/>
        <sourceType aggreg="false" bank="true" ecn="false"/>
        <connections name="nyc01.baml.dev19.demo"/>
        <session>
          <flags hideMyPrices="false" largeDifferenceChecks="false" priceCheck="false" sendConfirmedDeals="false" wideSpreadCheck="false"/>
          <orders pbAccountFieldName="SenderSubID"/>
        </session>
      </Feed>
    </Feeds>

  • If "pbAccount" is set in the extendable paramters, but no pbAccountFieldName is set in the MarketFactoryConfig.xml, the value will be assigned to the default field, Account(1).


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EBS

  • The ability to submit an order with PriceDiscretion (as the key) and a price increment
    increment (as a String) as the value. 
  • The ability to submit an iceberg order with different display behaviour using "DisplayMethod" (as the key) and a method, either "1" or "3" (as in a String) as the value. 
  • The ability to submit an iceberg order with different repleneshment replenishment times using "IcebergHighRandomTime" (as the key) and a milliseconds (encoded in a String) as the value. 

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FXAll

  • The ability to submit an order with a minimum amount by using "MinAmount" as the key and a numeric value (encoded in a String) as a value. 

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LMAX

  • The ability to submit an order with a minimum amount by using "MinAmount" as the key and a numeric value (encoded in a String) as a value. 

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HotSpot

  • The ability to submit an order with a minimum amount by using "MinAmount" as the key and a numeric value (encoded in a String) as a value.

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Currenex 

  • The ability to submit an order with a minimum amount by using "MinAmount" as the key and a numeric value (encoded in a String) as a value.
  • The ability to submit an order with the order quantity in the term currency by using
    using "OnTerm" as the key and the term currency as a value. 

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RBC

  • The ability to submit an order with the order quantity in the term currency by using
    using "OnTerm" as the key and the term currency as a value.  

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Barx

  • The ability to submit an order with the order quantity in the term currency by using "OnTerm
    as " as the key and the term currency as a value.  

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Citi

  • The ability to submit an order with the order quantity in the term currency by using "OnTerm
    as " as the key and the term currency as a value

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ReutersMAPI

  • The ability to submit an iceberg order using "style" "iceberg" and "reutersMAPIIcebergStrategyParameters". Details here: Reuters - venue-specific notes
     

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