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
inversefalse
totalrow,,,
hidelabelsfalse
sparkNameSparkline
hidePanetruefalse
separatorPoint (.)
sparklinefalse
labelsVenue
defaultrefinitv_mapi
isFirstTimeEnterfalse
cell-width150250
hideColumnsfalse
userfilterVenue
customNoTableMsgfalsedatepatterndd M yy
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1706246709540_1288763838
order0
hideControlstrue
inversefalse
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue
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
totalrow,,,,,
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isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultcurrenex_ouch
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sparklinefalse
isFirstTimeEnterfalse
cell-width250
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disabledfalse
enabledInEditorfalse
globalFilterfalse
id1706246838816_1491744237
order0
hideControlstrue
inversefalse
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue
ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalseid1680167730862_-1936960064
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


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Passthru Fields

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Table Filter
hideControlstrue
inversefalse
totalrow,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetruedisableSavefalse
separatorPoint (.)
sparklinefalse
labelsVenue
defaultrefinitiv_mapi
isFirstTimeEnterfalse
cell-width150250
hideColumnsfalse
userfiltercustomNoTableMsgVenue
datepatterndd M yy
false
disabledfalse
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id1706246992158_1183126244
order0
hideControlstrue
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columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue
ddOperatorOR
datepatterndd M yy1682432927700_-73143780
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORANDorder0

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage


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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.