Trade model: RFS

This page describes the FX Integration API’s RFS trade model, as defined in the file config/TradingAdapter/Blade/DataSource/etc/trademodels.xml in the FX Integration API Kit.

This documentation is for the FX Integration API 8.15.0.

Trade models are XML-defined state machines used by the Java Trading API, the C Trading API, and Caplin Trader’s Trading API to manage trading workflows. For more information on trade model XML definitions, see the Trade model XML schema reference.

State diagram

The state diagram for the RFS trade model is shown below. To simplify the diagram, the Rejected and Error states have been omitted.

InitialSubmittedQueuedPickedUpExecutableExecuteSentExecutedWarningSentTradeConfirmedAcceptWarningSentClientCloseSentExpiredClientClosedSubmitSubmitAckPickUpHoldPriceUpdateWithdrawPriceUpdateExecuteExecuteAckPriceUpdateWarningTradeConfirmationAcceptWarningRejectWarningClientCloseExpireAcceptWarningAckClientCloseClientCloseClientCloseClientCloseClientCloseAckExpireExpireExpireLegendTransitions initiated by the client are inyellow.Transitions initiated by the server are inblue.

Messages: client → server

Messages sent by StreamLink clients to the FX API DataSource.

Block trades

When the RFS trade model is used in the context of a block trade, the legs of Submit and Execute messages represent individual trades and netted trades respectively:

  • Submit messages represent the block trade as it is requested by the user. Each submission leg (an Ln message part) represents an individual trade.

  • Execute messages represent the block trade as it will be executed by the back end trading system. Each execution leg represents a quote returned by the pricing system, which may, depending on the back end, be a net quote for multiple legs of the same tenor in the original Submit message.

For high-level information on message fields, see Message and record fields. For information about fields in specific messages, see the message specifications below.

Submit
RFSSubmission
RFSSubmissionLeg Ln
Ln_IsTimeOption
boolean
Example: true
true if a leg is time-option
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_StartTenor
string
Example: 1W
Ln_StartDate
string
Example: 20150620
Ln_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
Ln_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
Ln_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_SettlementDate
string
Ln_RequestedProfitCurrency
string
Ln_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
OneWayDirection
string
The trade direction of the base currency in a one-way quote. When this field is absent or has no value, a two-way quote/stream is requested. When this field is set to BUY or SELL, a one-way quote/stream is requested, with BUY or SELL indicating the trade direction of the base currency.
FixingSource
string
Example: WMR 8am London Time
SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
SingleComponentRepriceField
string
Example: TraderSpotAskRate/TraderSpotBidRate/L1_TraderFwdAskPoints/L1_TraderFwdBidPoints/L1_TraderAllInAskRate/L1_TraderAllInBidRate
The field which is going to get repriced
RequestedProfitCurrency
string
SingleComponentRepriceValue
string
Example: 123.012345
The value of the SingleComponentRepriceField
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
AssetClass
The asset class for the trade; used by permissioning and licensing. Example value: FX
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
The trade protocol, e.g, ESP or RFS. The Trading DataSource library needs this so that it knows which state model to use for the trade. Also used for permissioning.
TradingSubProtocol
string
Example: SALES_RFS
This field is used to indicate to the back end that the user is requesting a trade with Sales functionality.
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
ControlAddLeg
This is a control field that the front end trading library adds automatically. The user code doesn't need to do anything with this.
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
Purpose
string
Example: Commercial
The purpose of a trade.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
AppID
A unique identifier for the client application
MsgType
String
Example: Submit
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
ClientClose
Execution
ExecutionLeg Ln
SyntheticLegComponent Ln_Cn
Ln_Cn_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
Ln_Cn_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
Ln_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_Price
string
Ln_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_AllInBidMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_AllInAskMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_FwdBidMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
Ln_FwdAskMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
Ln_BuySideLocked
This represents whether the user locked the rates for the buy side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_SellSideLocked
This represents whether the user locked the rates for the sell side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
Ln_FwdPips
string
Example: 11.98
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
Ln_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
SyntheticComponent Cn
Cn_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
Cn_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
SettlementLeg Un
Un_PaySettlementID
The ID corresponding to the payee's settlement details
Un_PaySettlementRemarks
The remarks corresponding to the payee's settlement details
Un_PaySettlementInstructionType
The type of settlement instruction on the pay side.
Un_ReceiveSettlementID
The ID corresponding to the recipient's settlement details
Un_ReceiveSettlementRemarks
The remarks corresponding to the recipient's settlement details
Un_ReceiveSettlementInstructionType
The type of settlement instruction on the receive side.
QuoteID
string
The unique ID of the quote the client wants to trade on.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
AssetClass
The asset class for the trade; used by permissioning and licensing. Example value: FX
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
The trade protocol, e.g, ESP or RFS. The Trading DataSource library needs this so that it knows which state model to use for the trade. Also used for permissioning.
SpotBidMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SpotAskMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SwapBidPoints
decimal
Example: 0.004171
SwapAskPoints
decimal
Example: 0.004934
SwapBidMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
SwapAskMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
IsAdvised
boolean
Indicates whether the trader gave the client advice
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
Purpose
string
Example: Commercial
The purpose of a trade.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
AppID
A unique identifier for the client application
SpotTrader
string
The Spot trader for a manual mode trade
ForwardPointsTrader
string
The Forward points trader for a manual mode trade
MsgType
String
Example: ClientClose
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
MissedTrade
Flag to denote if a quote is a MissedTrade
MissedTradeExecutableFieldsAvailable
Indicates if the execution field set is available
Execute
Execution
ExecutionLeg Ln
SyntheticLegComponent Ln_Cn
Ln_Cn_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
Ln_Cn_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
Ln_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_Price
string
Ln_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_AllInBidMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_AllInAskMargin
This is the user’s selected SpotBidMargin added to the selected FwdBidMargin
Ln_FwdBidMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
Ln_FwdAskMargin
This field represents the Forward margin that the sales user has selected. This field should be sent raw and unformatted.
Ln_BuySideLocked
This represents whether the user locked the rates for the buy side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_SellSideLocked
This represents whether the user locked the rates for the sell side. Follows the same rules about base/dealt currency as the BuySell field. Only sent if the Missed Trades feature is enabled in the Frontend configuration.
Ln_Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
Ln_FwdPips
string
Example: 11.98
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
Ln_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
SyntheticComponent Cn
Cn_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
Cn_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
SettlementLeg Un
Un_PaySettlementID
The ID corresponding to the payee's settlement details
Un_PaySettlementRemarks
The remarks corresponding to the payee's settlement details
Un_PaySettlementInstructionType
The type of settlement instruction on the pay side.
Un_ReceiveSettlementID
The ID corresponding to the recipient's settlement details
Un_ReceiveSettlementRemarks
The remarks corresponding to the recipient's settlement details
Un_ReceiveSettlementInstructionType
The type of settlement instruction on the receive side.
QuoteID
string
The unique ID of the quote the client wants to trade on.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
AssetClass
The asset class for the trade; used by permissioning and licensing. Example value: FX
TradingAssetClass
The trading asset class for the trade; used by permissioning and licensing. Example value: FX
TradingProtocol
The trade protocol, e.g, ESP or RFS. The Trading DataSource library needs this so that it knows which state model to use for the trade. Also used for permissioning.
SpotBidMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SpotAskMargin
This field represents the spot margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SwapBidPoints
decimal
Example: 0.004171
SwapAskPoints
decimal
Example: 0.004934
SwapBidMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
SwapAskMargin
This field represents the swap margin to be applied to the bid side: L*_FwdAskMargin + L2_FwdBidMargin.
IsAdvised
boolean
Indicates whether the trader gave the client advice
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
Purpose
string
Example: Commercial
The purpose of a trade.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
AppID
A unique identifier for the client application
SpotTrader
string
The Spot trader for a manual mode trade
ForwardPointsTrader
string
The Forward points trader for a manual mode trade
MsgType
String
Example: Execute
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
AcceptWarning
MsgType
String
Example: AcceptWarning
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model
AmendmentType
string
Example: Economic
The type of the trade amendment, only used when amending a trade
AmendmentReason
The reason for the trade amendment, only used when amending a trade
RejectWarning
MsgType
String
Example: RejectWarning
Name of the transition
RequestID
String
The RequestID. A Unique identifier, must remain the same for each event in the trade model

Messages: server → client

Messages sent by the FX API DataSource to StreamLink clients.

Block trades

When the RFS trade model is used in the context of a block trade, the PriceUpdate and TradeConfirmation messages use the specifications below:

In both TradeConfirmation message specifications, the following field conventions apply:

  • Ln message parts represent executed legs (which may, or may not, have been netted)

  • LnIn message parts represent an executed leg’s original legs, as requested by the user.

For high-level information on message fields, see Message and record fields. For information about fields in specific messages, see the message specifications below.

AcceptWarningAck
This message has no fields that you can set.
ClientCloseAck
This message has no fields that you can set.
ExecuteAck
This message has no fields that you can set.
Error
This message has no fields that you can set.
Expire
This message has no fields that you can set.
Hold
This message has no fields that you can set.
PickUp
This message has no fields that you can set.
PriceUpdate Spot Quote
Example
API
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields L1
API
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_StartTenor
string
Example: 1W
L1_StartDate
string
Example: 20150620
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
PriceUpdate Sales Spot Quote
Example
API
SpotQuote
Example
API
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields L1
API
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_StartTenor
string
Example: 1W
L1_StartDate
string
Example: 20150620
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
SalesCommonFields
API
SalesSyntheticComponentFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C1_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C2_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
DefaultSpotBidMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotBidRate. It should be sent as an unformatted, raw value.
DefaultSpotAskMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotAskRate. It should be sent as an unformatted, raw value.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitBidRate
decimal
Example: 1.091790
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
ProfitAskRate
decimal
Example: 1.090098
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
ForceManual
boolean
If this field is set to true then the Sales RFS ticket should be forced into manual pricing mode. If not specified, the default is false.
SpotMarginAgreed
boolean
This flag shows if the user can(false)/cannot(true) exceed the agreed margin or not
SalesLegFields L1
API
SalesSyntheticComponentLegFields L1_C1
API
L1_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_C1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegFields L1_C2
API
L1_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C2_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_C2_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_TraderAllInBidRate
decimal
Example: 1.091790
This field represents the all-in bid rate, with no client margin applied to it
L1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_DefaultFwdBidMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdBidPoints. It should be sent as an unformatted, raw value.
L1_TraderAllInAskRate
decimal
Example: 1.091790
This field represents the all-in ask rate, with no client margin applied to it
L1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_DefaultFwdAskMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdAskPoints. It should be sent as an unformatted, raw value.
PriceUpdate Forward Quote
Example
API
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields L1
API
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_StartTenor
string
Example: 1W
L1_StartDate
string
Example: 20150620
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
PriceUpdate Sales Forward Quote
Example
API
ForwardQuote
Example
API
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields L1
API
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_StartTenor
string
Example: 1W
L1_StartDate
string
Example: 20150620
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
SalesCommonFields
API
SalesSyntheticComponentFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C1_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C2_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
DefaultSpotBidMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotBidRate. It should be sent as an unformatted, raw value.
DefaultSpotAskMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotAskRate. It should be sent as an unformatted, raw value.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitBidRate
decimal
Example: 1.091790
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
ProfitAskRate
decimal
Example: 1.090098
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
ForceManual
boolean
If this field is set to true then the Sales RFS ticket should be forced into manual pricing mode. If not specified, the default is false.
SpotMarginAgreed
boolean
This flag shows if the user can(false)/cannot(true) exceed the agreed margin or not
SalesLegFields L1
API
SalesSyntheticComponentLegFields L1_C1
API
L1_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_C1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegFields L1_C2
API
L1_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C2_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_C2_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_TraderAllInBidRate
decimal
Example: 1.091790
This field represents the all-in bid rate, with no client margin applied to it
L1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_DefaultFwdBidMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdBidPoints. It should be sent as an unformatted, raw value.
L1_TraderAllInAskRate
decimal
Example: 1.091790
This field represents the all-in ask rate, with no client margin applied to it
L1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_DefaultFwdAskMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdAskPoints. It should be sent as an unformatted, raw value.
PriceUpdate Swap Quote
Example
API
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields L1
API
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_StartTenor
string
Example: 1W
L1_StartDate
string
Example: 20150620
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
LegFields L2
API
L2_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L2_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_SettlementDate
string
L2_IsTimeOption
boolean
Example: true
true if a leg is time-option
L2_StartTenor
string
Example: 1W
L2_StartDate
string
Example: 20150620
L2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L2_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L2_FwdBidPips
string
Example: 53.90
L2_FwdAskPips
string
Example: 53.90
L2_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L2_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L2_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L2_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L2_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L2_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L2_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L2_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L2_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L2_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L2_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
SwapQuoteFields
API
SwapAskPoints
decimal
Example: 0.004934
SwapBidPoints
decimal
Example: 0.004171
SwapMidPoints
decimal
Example: 0.004553
SwapAskPips
string
Example: 49.34
SwapBidPips
string
Example: 41.71
PriceUpdate Sales Swap Quote
Example
API
SwapQuote
Example
API
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields L1
API
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_SettlementDate
string
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_StartTenor
string
Example: 1W
L1_StartDate
string
Example: 20150620
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L1_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdBidPips
string
Example: 53.90
L1_FwdAskPips
string
Example: 53.90
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L1_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L1_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L1_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L1_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L1_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L1_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L1_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L1_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
LegFields L2
API
L2_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L2_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_SettlementDate
string
L2_IsTimeOption
boolean
Example: true
true if a leg is time-option
L2_StartTenor
string
Example: 1W
L2_StartDate
string
Example: 20150620
L2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
L2_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
L2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L2_FwdBidPips
string
Example: 53.90
L2_FwdAskPips
string
Example: 53.90
L2_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L2_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
L2_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
L2_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
L2_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
L2_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
L2_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
L2_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
L2_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
L2_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
L2_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L2_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L2_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
SwapQuoteFields
API
SwapAskPoints
decimal
Example: 0.004934
SwapBidPoints
decimal
Example: 0.004171
SwapMidPoints
decimal
Example: 0.004553
SwapAskPips
string
Example: 49.34
SwapBidPips
string
Example: 41.71
SalesCommonFields
API
SalesSyntheticComponentFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C1_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C2_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
DefaultSpotBidMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotBidRate. It should be sent as an unformatted, raw value.
DefaultSpotAskMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotAskRate. It should be sent as an unformatted, raw value.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitBidRate
decimal
Example: 1.091790
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
ProfitAskRate
decimal
Example: 1.090098
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
ForceManual
boolean
If this field is set to true then the Sales RFS ticket should be forced into manual pricing mode. If not specified, the default is false.
SpotMarginAgreed
boolean
This flag shows if the user can(false)/cannot(true) exceed the agreed margin or not
SalesLegFields L1
API
SalesSyntheticComponentLegFields L1_C1
API
L1_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_C1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegFields L1_C2
API
L1_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C2_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_C2_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_TraderAllInBidRate
decimal
Example: 1.091790
This field represents the all-in bid rate, with no client margin applied to it
L1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L1_DefaultFwdBidMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdBidPoints. It should be sent as an unformatted, raw value.
L1_TraderAllInAskRate
decimal
Example: 1.091790
This field represents the all-in ask rate, with no client margin applied to it
L1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L1_DefaultFwdAskMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdAskPoints. It should be sent as an unformatted, raw value.
SalesLegFields L2
API
SalesSyntheticComponentLegFields L2_C1
API
L2_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_C1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L2_C1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L2_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegFields L2_C2
API
L2_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_C2_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L2_C2_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L2_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L2_TraderAllInBidRate
decimal
Example: 1.091790
This field represents the all-in bid rate, with no client margin applied to it
L2_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
L2_DefaultFwdBidMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdBidPoints. It should be sent as an unformatted, raw value.
L2_TraderAllInAskRate
decimal
Example: 1.091790
This field represents the all-in ask rate, with no client margin applied to it
L2_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
L2_DefaultFwdAskMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdAskPoints. It should be sent as an unformatted, raw value.
SalesSwapQuoteFields
API
TraderSwapAskPoints
decimal
Example: 0.004894
The swap ask points with no client margins applied to them.
DefaultSwapAskMargin
decimal
Example: 0.000040
The default swap margin to be applied to the ask side: L1_DefaultFwdBidMargin + L2_DefaultFwdAskMargin
TraderSwapBidPoints
decimal
Example: 0.004211
The swap bid points with no client margins applied to them.
DefaultSwapBidMargin
decimal
Example: 0.000040
The default swap margin to be applied to the bid side: L1_DefaultFwdAskMargin + L2_DefaultFwdBidMargin
PriceUpdate Block Quote
Example
API
BlockCommonFields
API
NetBuySell
string
The net direction of all the trade legs, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount (unsigned) for all the trade legs
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields Ln
API
Ln_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
Ln_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_SettlementDate
string
Ln_IsTimeOption
boolean
Example: true
true if a leg is time-option
Ln_StartTenor
string
Example: 1W
Ln_StartDate
string
Example: 20150620
Ln_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
Ln_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
Ln_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
Ln_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
Ln_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
Ln_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
Ln_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
Ln_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
Ln_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
NDFLegFields Ln
API
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
PriceUpdate Sales Block Quote
Example
API
BlockQuote
Example
API
BlockCommonFields
API
NetBuySell
string
The net direction of all the trade legs, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount (unsigned) for all the trade legs
CommonFields
API
BidQuoteID
string
A unique ID that identifies the bid side of this quote.
AskQuoteID
string
A unique ID that identifies the ask side of this quote.
BidIndicative
boolean
Determines whether the Bid price is indicative. Indicative prices cannot be executed upon
AskIndicative
boolean
Determines whether the Ask price is indicative. Indicative prices cannot be executed upon
GFA
string
Example: 1000000
The maximum amount that a quote can be executed for. If the client wishes to quote for more than this, they must perform an RFS
TimePriceReceived
string
Example: 1721952000000
The time the price is received from the liquidity provider, in epoch milliseconds.
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
SpotBidRate
decimal
Example: 1.08341
For SPOT quotes this value will be identical to the L1_AllInBidRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInBidRate - L1_FwdBidPoints.
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotAskRate
decimal
Example: 1.08349
For SPOT quotes this value will be identical to the L1_AllInAskRate. For forward quotes this will contain the SPOT rate that the forward all-in rate was derived from. For forward quotes the value in this field should always equal L1_AllInAskRate - L1_FwdAskPoints.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
OverallTimeOut
integer
The number of seconds remaining before this stream (not this individual quote) is timed out. This is not present for standard price updates.
RemainingTimeOutMillis
integer
The number of seconds remaining of the OverallTimeOut before this stream is timed out. This is not present for standard price updates.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
NumberOfFractionalPips
string
Precision-related field that tells the client how to display rates. This is the number of digits after the pips. For example, for a USDGBP rate of 1.23456 the pips are the 45 and there is one digit (the 6) after the pips, so the value of the NumberOfFractionalPips field should be 1. There are typically more fractional pips on forward rates than spot rates.
BidPips
string
Example: 11.98
AskPips
string
Example: 11.98
SwapGFA
string
Example: 1 000 000
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
PriceUpdateSource
string
The name of the adapter a particular price update originated from.
AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
LegFields Ln
API
Ln_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
Ln_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_SettlementDate
string
Ln_IsTimeOption
boolean
Example: true
true if a leg is time-option
Ln_StartTenor
string
Example: 1W
Ln_StartDate
string
Example: 20150620
Ln_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_AllInBidRate
decimal
Example: 1.091790
The bid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdBidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the bid rate to determine the forward rate for delivery on a specific value date.
Ln_AllInAskRate
decimal
Example: 1.091790
The ask rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdAskPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the ask rate to determine the forward rate for delivery on a specific value date.
Ln_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdBidPips
string
Example: 53.90
Ln_FwdAskPips
string
Example: 53.90
Ln_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_BidCostAmount
decimal
Example: 150000.00
The total amount on the bid side of the trade when requesting a quote
Ln_BidCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side. This number should be out of 100, where 100.0 represents 100%.
Ln_BidCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskCostAmount
decimal
Example: 150000.00
The total amount on the ask side of the trade when requesting a quote
Ln_AskCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side. This number should be out of 100, where 100.0 represents 100%.
Ln_AskCostRate
decimal
The rate to multiply by the margin (in home currency), to get the cost in the CostCurrency.
Ln_AskContraCostAmount
decimal
The total amount on the ask side of the trade when requesting a quote seen in contra currency
Ln_AskContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the ask side in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_AskContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_BidContraCostAmount
decimal
The total amount on the bid side of the trade when requesting a quote seen in contra currency
Ln_BidContraCostPercentage
decimal
Example: 1.5
Percentage of the overall price which is the transactional cost to the client of performing the trade, displayed on the bid side in cost currency. This number should be out of 100, where 100.0 represents 100%.
Ln_BidContraCostRate
decimal
The rate to multiply by the margin (in contra currency), to get the cost in the CostCurrency.
Ln_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
Ln_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
NDFLegFields Ln
API
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
SalesCommonFields
API
SalesSyntheticComponentFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C1_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
C2_TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
TraderSpotBidRate
decimal
Example: 1.08575
This field represents the spot bid rate with no client margin applied to it.
TraderSpotAskRate
decimal
Example: 1.08575
This field represents the spot ask rate with no client margin applied to it.
DefaultSpotBidMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotBidRate. It should be sent as an unformatted, raw value.
DefaultSpotAskMargin
decimal
Example: 0.00054
This field represents the default margin to be applied to the SpotAskRate. It should be sent as an unformatted, raw value.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitBidRate
decimal
Example: 1.091790
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
ProfitAskRate
decimal
Example: 1.090098
The conversion rate between the contra currency and the profit currency. This can be used for entering profit in an amount of settlement currency.
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
ForceManual
boolean
If this field is set to true then the Sales RFS ticket should be forced into manual pricing mode. If not specified, the default is false.
SpotMarginAgreed
boolean
This flag shows if the user can(false)/cannot(true) exceed the agreed margin or not
SalesLegFields Ln
API
SalesSyntheticComponentLegFields Ln_C1
API
Ln_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_C1_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
Ln_C1_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
Ln_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegFields Ln_C2
API
Ln_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_C2_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
Ln_C2_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
Ln_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_TraderAllInBidRate
decimal
Example: 1.091790
This field represents the all-in bid rate, with no client margin applied to it
Ln_TraderFwdBidPoints
decimal
Example: 0.001198
This field represents the forward bid points with no client margin applied to them.
Ln_DefaultFwdBidMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdBidPoints. It should be sent as an unformatted, raw value.
Ln_TraderAllInAskRate
decimal
Example: 1.091790
This field represents the all-in ask rate, with no client margin applied to it
Ln_TraderFwdAskPoints
decimal
Example: 0.001198
This field represents the forward ask points with no client margin applied to them.
Ln_DefaultFwdAskMargin
decimal
Example: 0.000019
This field represents the default margin to be applied to the L1_TraderFwdAskPoints. It should be sent as an unformatted, raw value.
NDFLegFields Ln
API
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Reject
This message has no fields that you can set.
SubmitAck
This message has no fields that you can set.
TradeConfirmation Ticket Spot Trade Confirmation
Example
API
CommonSpotTradeConfirmation
Example
API
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
LegTradeConfirmationFields L1
API
SettlementTradeFields L1
API
SettlementFields L1_Pay[n]
API
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L1_Receive[n]
API
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
API
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
API
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L1_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L1_CanRelease
boolean
Relates to post trade actions: User can release the trade
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
API
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
API
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TradeID
string
Example: 00001561
A unique identifier for this trade
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_SettlementDate
string
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L1_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L1_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L1_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L1_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L1_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_FullName
string
The full name of the user the trade is on behalf of
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L1_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L1_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L1_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L1_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
SettlementSummaryTradeFields U1
API
SettlementSummaryFields U1_Pay
API
U1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U1_Receive
API
U1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
DisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.
TradeConfirmation Ticket Spot Sales Trade Confirmation
Example
API
CommonSpotSalesTradeConfirmation
Example
API
CommonSpotTradeConfirmation
Example
API
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
LegTradeConfirmationFields L1
API
SettlementTradeFields L1
API
SettlementFields L1_Pay[n]
API
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L1_Receive[n]
API
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
API
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
API
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L1_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L1_CanRelease
boolean
Relates to post trade actions: User can release the trade
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
API
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
API
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TradeID
string
Example: 00001561
A unique identifier for this trade
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_SettlementDate
string
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L1_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L1_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L1_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L1_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L1_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_FullName
string
The full name of the user the trade is on behalf of
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L1_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L1_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L1_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L1_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
SalesLegTradeConfirmationFields L1
API
SalesSyntheticComponentLegTradeConfirmationFields L1_C1
API
L1_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegTradeConfirmationFields L1_C2
API
L1_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C2_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
RemarksEntry L1_TraderRemarks[n]
API
L1_TraderRemarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_TraderRemarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_TraderRemarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_TraderRemarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_TraderRemarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
L1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
L1_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_TraderOriginalRate
decimal
The TraderRate of the trade that this trade was created from.
L1_OriginalMargin
decimal
The Margin of the trade that this trade was created from.
L1_AdjustedTraderSwapPoints
decimal
The trader swap points adjusted for this repriced trade
L1_AdjustedSwapMargin
decimal
The swap margin adjusted for this repriced trade
SalesCommonTradeConfirmationFields
API
SalesSyntheticComponentTradeConfirmationFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentTradeConfirmationFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitRate
decimal
Example: 1.091790
The conversion rate from the contra currency into the profit currency.
TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
SpotMargin
decimal
Example: 0.00054
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
Profit
decimal
Example: 1000
The sales profit in the specified currency.
Competition
boolean
Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP
Source
string
The source of a quote request. The name or ID of an ECN, SDP or other channel
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
ExternalRemarks
string
The trader's comments on an order leg - visible to only the sales, set/edited only by the Trader
IsAdvised
boolean
Indicates whether the trader gave the client advice
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
AmendmentReasonDisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAmendmentReasonDisplayFields','name':'addDefaultSalesAmendmentReasonDisplayFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs for the amendment type/reasons. Use DefaultDisplayFields builders to provide Caplin default fields.
SpotTrader
string
The Spot trader for a manual mode trade
ForwardPointsTrader
string
The Forward points trader for a manual mode trade
SettlementSummaryTradeFields U1
API
SettlementSummaryFields U1_Pay
API
U1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U1_Receive
API
U1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
DisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.
TradeConfirmation Ticket Forward Trade Confirmation
Example
API
CommonForwardTradeConfirmation
Example
API
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
NDFTradeConfirmationFields
API
FixingSource
string
Example: WMR 8am London Time
SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
LegTradeConfirmationFields L1
API
SettlementTradeFields L1
API
SettlementFields L1_Pay[n]
API
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L1_Receive[n]
API
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
API
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
API
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L1_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L1_CanRelease
boolean
Relates to post trade actions: User can release the trade
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
API
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
API
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TradeID
string
Example: 00001561
A unique identifier for this trade
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_SettlementDate
string
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L1_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L1_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L1_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L1_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L1_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_FullName
string
The full name of the user the trade is on behalf of
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L1_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L1_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L1_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L1_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields L1
API
L1_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L1_FixingCurrency
string
Example: USD
L1_FixingCode
string
Example: [CCY]1/1600/GBLO
L1_FixingDescription
string
Example: WMR [CCY] 4pm London
L1_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L1_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L1_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L1_SettlementAmount
decimal
The amount of a settlement
TimeOptionLegTradeConfirmationFields L1
API
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
SettlementSummaryTradeFields U1
API
SettlementSummaryFields U1_Pay
API
U1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U1_Receive
API
U1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
DisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.
TradeConfirmation Ticket Forward Sales Trade Confirmation
Example
API
CommonForwardSalesTradeConfirmation
Example
API
CommonForwardTradeConfirmation
Example
API
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
NDFTradeConfirmationFields
API
FixingSource
string
Example: WMR 8am London Time
SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
LegTradeConfirmationFields L1
API
SettlementTradeFields L1
API
SettlementFields L1_Pay[n]
API
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L1_Receive[n]
API
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
API
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
API
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L1_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L1_CanRelease
boolean
Relates to post trade actions: User can release the trade
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
API
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
API
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TradeID
string
Example: 00001561
A unique identifier for this trade
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_SettlementDate
string
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L1_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L1_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L1_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L1_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L1_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_FullName
string
The full name of the user the trade is on behalf of
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L1_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L1_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L1_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L1_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields L1
API
L1_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L1_FixingCurrency
string
Example: USD
L1_FixingCode
string
Example: [CCY]1/1600/GBLO
L1_FixingDescription
string
Example: WMR [CCY] 4pm London
L1_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L1_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L1_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L1_SettlementAmount
decimal
The amount of a settlement
TimeOptionLegTradeConfirmationFields L1
API
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
SalesLegTradeConfirmationFields L1
API
SalesSyntheticComponentLegTradeConfirmationFields L1_C1
API
L1_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegTradeConfirmationFields L1_C2
API
L1_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C2_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
RemarksEntry L1_TraderRemarks[n]
API
L1_TraderRemarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_TraderRemarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_TraderRemarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_TraderRemarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_TraderRemarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
L1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
L1_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_TraderOriginalRate
decimal
The TraderRate of the trade that this trade was created from.
L1_OriginalMargin
decimal
The Margin of the trade that this trade was created from.
L1_AdjustedTraderSwapPoints
decimal
The trader swap points adjusted for this repriced trade
L1_AdjustedSwapMargin
decimal
The swap margin adjusted for this repriced trade
SalesCommonTradeConfirmationFields
API
SalesSyntheticComponentTradeConfirmationFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentTradeConfirmationFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitRate
decimal
Example: 1.091790
The conversion rate from the contra currency into the profit currency.
TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
SpotMargin
decimal
Example: 0.00054
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
Profit
decimal
Example: 1000
The sales profit in the specified currency.
Competition
boolean
Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP
Source
string
The source of a quote request. The name or ID of an ECN, SDP or other channel
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
ExternalRemarks
string
The trader's comments on an order leg - visible to only the sales, set/edited only by the Trader
IsAdvised
boolean
Indicates whether the trader gave the client advice
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
AmendmentReasonDisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAmendmentReasonDisplayFields','name':'addDefaultSalesAmendmentReasonDisplayFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs for the amendment type/reasons. Use DefaultDisplayFields builders to provide Caplin default fields.
SpotTrader
string
The Spot trader for a manual mode trade
ForwardPointsTrader
string
The Forward points trader for a manual mode trade
SettlementSummaryTradeFields U1
API
SettlementSummaryFields U1_Pay
API
U1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U1_Receive
API
U1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
DisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.
TradeConfirmation Ticket Swap Trade Confirmation
Example
API
CommonSwapTradeConfirmation
Example
API
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
NDFTradeConfirmationFields
API
FixingSource
string
Example: WMR 8am London Time
SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
LegTradeConfirmationFields L1
API
SettlementTradeFields L1
API
SettlementFields L1_Pay[n]
API
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L1_Receive[n]
API
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
API
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
API
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L1_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L1_CanRelease
boolean
Relates to post trade actions: User can release the trade
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
API
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
API
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TradeID
string
Example: 00001561
A unique identifier for this trade
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_SettlementDate
string
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L1_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L1_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L1_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L1_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L1_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_FullName
string
The full name of the user the trade is on behalf of
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L1_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L1_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L1_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L1_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
LegTradeConfirmationFields L2
API
SettlementTradeFields L2
API
SettlementFields L2_Pay[n]
API
L2_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L2_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L2_Pay[n]SettlementAmount
decimal
The amount of a settlement
L2_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L2_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L2_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L2_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L2_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L2_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L2_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L2_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L2_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L2_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L2_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L2_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L2_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L2_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L2_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L2_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L2_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L2_Pay[n]SplitComponentId
string
The unique ID of a split component
L2_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L2_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L2_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L2_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L2_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L2_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L2_Receive[n]
API
L2_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L2_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L2_Receive[n]SettlementAmount
decimal
The amount of a settlement
L2_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L2_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L2_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L2_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L2_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L2_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L2_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L2_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L2_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L2_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L2_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L2_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L2_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L2_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L2_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L2_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L2_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L2_Receive[n]SplitComponentId
string
The unique ID of a split component
L2_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L2_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L2_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L2_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L2_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L2_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L2_PayNettingComponents[n]
API
L2_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L2_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L2_ReceiveNettingComponents[n]
API
L2_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L2_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L2_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L2_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L2_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L2_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L2_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L2_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L2_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L2_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L2_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L2_CanRelease
boolean
Relates to post trade actions: User can release the trade
L2_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L2_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L2_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L2_AffirmedBy
string
The name of the user who affirmed a trade.
L2_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L2_ConfirmedBy
string
The name of the user who confirmed a trade.
L2_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L2_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L2_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L2_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L2_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L2_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L2_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L2
API
L2_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L2_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L2_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L2_Remarks[n]
API
L2_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L2_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L2_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L2_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L2_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L2_TradeID
string
Example: 00001561
A unique identifier for this trade
L2_AllInRate
decimal
Example: 1.091790
L2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdPoints
decimal
Example: 0.001198
L2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L2_FwdPips
string
Example: 11.98
L2_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L2_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L2_SettlementDate
string
L2_FilledAmount
decimal
Example: 0
L2_RemainingAmount
decimal
Example: 500
L2_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_StartDate
string
Example: 20150620
L2_StartTenor
string
Example: 1W
L2_IsTimeOption
boolean
Example: true
true if a leg is time-option
L2_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L2_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L2_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L2_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L2_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L2_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L2_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L2_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L2_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L2_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L2_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L2_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L2_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L2_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L2_FullName
string
The full name of the user the trade is on behalf of
L2_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L2_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L2_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L2_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L2_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields L1
API
L1_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L1_FixingCurrency
string
Example: USD
L1_FixingCode
string
Example: [CCY]1/1600/GBLO
L1_FixingDescription
string
Example: WMR [CCY] 4pm London
L1_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L1_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L1_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L1_SettlementAmount
decimal
The amount of a settlement
NDFLegTradeConfirmationFields L2
API
L2_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L2_FixingCurrency
string
Example: USD
L2_FixingCode
string
Example: [CCY]1/1600/GBLO
L2_FixingDescription
string
Example: WMR [CCY] 4pm London
L2_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L2_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L2_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L2_SettlementAmount
decimal
The amount of a settlement
SwapTradeConfirmationFields
API
SwapPoints
decimal
Example: 0.005390
The difference in interest rates between transaction currencies.
SwapMidPoints
decimal
Example: 0.004553
SwapPips
string
Example: 53.90
SwapType
string
Example: SPOTFWD
SettlementSummaryTradeFields U1
API
SettlementSummaryFields U1_Pay
API
U1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U1_Receive
API
U1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryTradeFields U2
API
SettlementSummaryFields U2_Pay
API
U2_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U2_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U2_Receive
API
U2_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U2_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
DisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.
TradeConfirmation Ticket Swap Sales Trade Confirmation
Example
API
CommonSwapSalesTradeConfirmation
Example
API
CommonSwapTradeConfirmation
Example
API
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
NDFTradeConfirmationFields
API
FixingSource
string
Example: WMR 8am London Time
SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
LegTradeConfirmationFields L1
API
SettlementTradeFields L1
API
SettlementFields L1_Pay[n]
API
L1_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L1_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Pay[n]SettlementAmount
decimal
The amount of a settlement
L1_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Pay[n]SplitComponentId
string
The unique ID of a split component
L1_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L1_Receive[n]
API
L1_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L1_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L1_Receive[n]SettlementAmount
decimal
The amount of a settlement
L1_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L1_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L1_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L1_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L1_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L1_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L1_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L1_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L1_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L1_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L1_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L1_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L1_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L1_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L1_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L1_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L1_Receive[n]SplitComponentId
string
The unique ID of a split component
L1_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L1_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L1_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L1_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L1_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L1_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L1_PayNettingComponents[n]
API
L1_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L1_ReceiveNettingComponents[n]
API
L1_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L1_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L1_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L1_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L1_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L1_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L1_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L1_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L1_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L1_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L1_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L1_CanRelease
boolean
Relates to post trade actions: User can release the trade
L1_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L1_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L1_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L1_AffirmedBy
string
The name of the user who affirmed a trade.
L1_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L1_ConfirmedBy
string
The name of the user who confirmed a trade.
L1_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L1_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L1_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L1_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L1_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L1_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L1_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L1
API
L1_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L1_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L1_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L1_Remarks[n]
API
L1_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TradeID
string
Example: 00001561
A unique identifier for this trade
L1_AllInRate
decimal
Example: 1.091790
L1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L1_FwdPoints
decimal
Example: 0.001198
L1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L1_FwdPips
string
Example: 11.98
L1_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L1_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L1_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L1_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L1_SettlementDate
string
L1_FilledAmount
decimal
Example: 0
L1_RemainingAmount
decimal
Example: 500
L1_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L1_StartDate
string
Example: 20150620
L1_StartTenor
string
Example: 1W
L1_IsTimeOption
boolean
Example: true
true if a leg is time-option
L1_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L1_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L1_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L1_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L1_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L1_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L1_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L1_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L1_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L1_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L1_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L1_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L1_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L1_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_FullName
string
The full name of the user the trade is on behalf of
L1_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L1_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L1_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L1_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L1_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
LegTradeConfirmationFields L2
API
SettlementTradeFields L2
API
SettlementFields L2_Pay[n]
API
L2_Pay[n]SettlementId
string
The identifier for the settlement instruction.
L2_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L2_Pay[n]SettlementAmount
decimal
The amount of a settlement
L2_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L2_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L2_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L2_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L2_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L2_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
L2_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
L2_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L2_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L2_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
L2_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
L2_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L2_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L2_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L2_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L2_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L2_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L2_Pay[n]SplitComponentId
string
The unique ID of a split component
L2_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
L2_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
L2_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
L2_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L2_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L2_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields L2_Receive[n]
API
L2_Receive[n]SettlementId
string
The identifier for the settlement instruction.
L2_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
L2_Receive[n]SettlementAmount
decimal
The amount of a settlement
L2_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
L2_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
L2_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
L2_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
L2_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L2_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
L2_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
L2_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
L2_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
L2_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
L2_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
L2_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
L2_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
L2_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
L2_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
L2_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
L2_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
L2_Receive[n]SplitComponentId
string
The unique ID of a split component
L2_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
L2_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
L2_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
L2_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
L2_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
L2_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents L2_PayNettingComponents[n]
API
L2_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L2_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents L2_ReceiveNettingComponents[n]
API
L2_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
L2_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
L2_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
L2_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
L2_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
L2_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
L2_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
L2_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
L2_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
L2_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
L2_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
L2_CanRelease
boolean
Relates to post trade actions: User can release the trade
L2_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
L2_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
L2_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
L2_AffirmedBy
string
The name of the user who affirmed a trade.
L2_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
L2_ConfirmedBy
string
The name of the user who confirmed a trade.
L2_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
L2_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
L2_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
L2_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
L2_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
L2_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
L2_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount L2
API
L2_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
L2_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
L2_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry L2_Remarks[n]
API
L2_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L2_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L2_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L2_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L2_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L2_TradeID
string
Example: 00001561
A unique identifier for this trade
L2_AllInRate
decimal
Example: 1.091790
L2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
L2_FwdPoints
decimal
Example: 0.001198
L2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
L2_FwdPips
string
Example: 11.98
L2_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
L2_Amount
decimal
The amount of a trade or order in the DealtCurrency.
L2_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
L2_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
L2_SettlementDate
string
L2_FilledAmount
decimal
Example: 0
L2_RemainingAmount
decimal
Example: 500
L2_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
L2_StartDate
string
Example: 20150620
L2_StartTenor
string
Example: 1W
L2_IsTimeOption
boolean
Example: true
true if a leg is time-option
L2_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
L2_Profit
decimal
Example: 1000
The sales profit in the specified currency.
L2_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
L2_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
L2_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
L2_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
L2_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
L2_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
L2_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
L2_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
L2_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
L2_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
L2_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
L2_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
L2_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L2_FullName
string
The full name of the user the trade is on behalf of
L2_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
L2_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
L2_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
L2_OriginalRate
decimal
The Rate of the trade that this trade was created from.
L2_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields L1
API
L1_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L1_FixingCurrency
string
Example: USD
L1_FixingCode
string
Example: [CCY]1/1600/GBLO
L1_FixingDescription
string
Example: WMR [CCY] 4pm London
L1_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L1_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L1_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L1_SettlementAmount
decimal
The amount of a settlement
NDFLegTradeConfirmationFields L2
API
L2_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
L2_FixingCurrency
string
Example: USD
L2_FixingCode
string
Example: [CCY]1/1600/GBLO
L2_FixingDescription
string
Example: WMR [CCY] 4pm London
L2_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
L2_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
L2_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
L2_SettlementAmount
decimal
The amount of a settlement
SwapTradeConfirmationFields
API
SwapPoints
decimal
Example: 0.005390
The difference in interest rates between transaction currencies.
SwapMidPoints
decimal
Example: 0.004553
SwapPips
string
Example: 53.90
SwapType
string
Example: SPOTFWD
SalesLegTradeConfirmationFields L1
API
SalesSyntheticComponentLegTradeConfirmationFields L1_C1
API
L1_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegTradeConfirmationFields L1_C2
API
L1_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L1_C2_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
RemarksEntry L1_TraderRemarks[n]
API
L1_TraderRemarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L1_TraderRemarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L1_TraderRemarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L1_TraderRemarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L1_TraderRemarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L1_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
L1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L1_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
L1_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
L1_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L1_TraderOriginalRate
decimal
The TraderRate of the trade that this trade was created from.
L1_OriginalMargin
decimal
The Margin of the trade that this trade was created from.
L1_AdjustedTraderSwapPoints
decimal
The trader swap points adjusted for this repriced trade
L1_AdjustedSwapMargin
decimal
The swap margin adjusted for this repriced trade
SalesLegTradeConfirmationFields L2
API
SalesSyntheticComponentLegTradeConfirmationFields L2_C1
API
L2_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_C1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L2_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegTradeConfirmationFields L2_C2
API
L2_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
L2_C2_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L2_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
RemarksEntry L2_TraderRemarks[n]
API
L2_TraderRemarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
L2_TraderRemarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
L2_TraderRemarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
L2_TraderRemarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
L2_TraderRemarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
L2_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
L2_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
L2_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
L2_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
L2_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
L2_TraderOriginalRate
decimal
The TraderRate of the trade that this trade was created from.
L2_OriginalMargin
decimal
The Margin of the trade that this trade was created from.
L2_AdjustedTraderSwapPoints
decimal
The trader swap points adjusted for this repriced trade
L2_AdjustedSwapMargin
decimal
The swap margin adjusted for this repriced trade
SalesCommonTradeConfirmationFields
API
SalesSyntheticComponentTradeConfirmationFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentTradeConfirmationFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitRate
decimal
Example: 1.091790
The conversion rate from the contra currency into the profit currency.
TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
SpotMargin
decimal
Example: 0.00054
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
Profit
decimal
Example: 1000
The sales profit in the specified currency.
Competition
boolean
Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP
Source
string
The source of a quote request. The name or ID of an ECN, SDP or other channel
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
ExternalRemarks
string
The trader's comments on an order leg - visible to only the sales, set/edited only by the Trader
IsAdvised
boolean
Indicates whether the trader gave the client advice
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
AmendmentReasonDisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAmendmentReasonDisplayFields','name':'addDefaultSalesAmendmentReasonDisplayFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs for the amendment type/reasons. Use DefaultDisplayFields builders to provide Caplin default fields.
SpotTrader
string
The Spot trader for a manual mode trade
ForwardPointsTrader
string
The Forward points trader for a manual mode trade
SalesSwapTradeConfirmationFields
API
SalesSwapSyntheticComponentTradeConfirmationFields C1
API
C1_TraderSwapPoints
decimal
Example: 0.004211
The spot points with no client margins applied to them.
SalesSwapSyntheticComponentTradeConfirmationFields C2
API
C2_TraderSwapPoints
decimal
Example: 0.004211
The spot points with no client margins applied to them.
TraderSwapPoints
decimal
Example: 0.004211
The spot points with no client margins applied to them.
SwapMargin
decimal
Example: 0.000040
The swap margin that the sales user has selected. It should be sent as a raw value, and unformatted.
SettlementSummaryTradeFields U1
API
SettlementSummaryFields U1_Pay
API
U1_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U1_Receive
API
U1_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U1_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryTradeFields U2
API
SettlementSummaryFields U2_Pay
API
U2_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U2_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields U2_Receive
API
U2_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
U2_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
DisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAllocationDetailsUpdateFields','name':'addDefaultSalesAllocationDetailsUpdateFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.
TradeConfirmation Block Trade Confirmation
Example
API
BlockTradeConfirmationFields
API
NetBuySell
string
The net direction of all the trade legs, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount (unsigned) for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount (unsigned) for all the trade legs
NDFTradeConfirmationFields
API
FixingSource
string
Example: WMR 8am London Time
SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
NetConfirmationFields
API
NetBuySell
string
The net direction of all the trade legs, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount (unsigned) for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount (unsigned) for all the trade legs
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
NettedLegTradeConfirmationFields Ln
Example
API
LegTradeConfirmationFields Ln
API
SettlementTradeFields Ln
API
SettlementFields Ln_Pay[n]
API
Ln_Pay[n]SettlementId
string
The identifier for the settlement instruction.
Ln_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_Pay[n]SettlementAmount
decimal
The amount of a settlement
Ln_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_Pay[n]SplitComponentId
string
The unique ID of a split component
Ln_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields Ln_Receive[n]
API
Ln_Receive[n]SettlementId
string
The identifier for the settlement instruction.
Ln_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_Receive[n]SettlementAmount
decimal
The amount of a settlement
Ln_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_Receive[n]SplitComponentId
string
The unique ID of a split component
Ln_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents Ln_PayNettingComponents[n]
API
Ln_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents Ln_ReceiveNettingComponents[n]
API
Ln_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
Ln_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
Ln_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
Ln_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
Ln_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
Ln_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
Ln_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
Ln_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
Ln_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
Ln_CanRelease
boolean
Relates to post trade actions: User can release the trade
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
Ln_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
Ln_AffirmedBy
string
The name of the user who affirmed a trade.
Ln_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
Ln_ConfirmedBy
string
The name of the user who confirmed a trade.
Ln_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
Ln_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
Ln_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
Ln_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
Ln_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
Ln_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
Ln_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount Ln
API
Ln_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
Ln_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
Ln_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry Ln_Remarks[n]
API
Ln_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
Ln_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
Ln_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
Ln_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
Ln_TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_AllInRate
decimal
Example: 1.091790
Ln_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdPoints
decimal
Example: 0.001198
Ln_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdPips
string
Example: 11.98
Ln_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
Ln_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
Ln_SettlementDate
string
Ln_FilledAmount
decimal
Example: 0
Ln_RemainingAmount
decimal
Example: 500
Ln_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_StartDate
string
Example: 20150620
Ln_StartTenor
string
Example: 1W
Ln_IsTimeOption
boolean
Example: true
true if a leg is time-option
Ln_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
Ln_Profit
decimal
Example: 1000
The sales profit in the specified currency.
Ln_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
Ln_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
Ln_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
Ln_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
Ln_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
Ln_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
Ln_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
Ln_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
Ln_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
Ln_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_FullName
string
The full name of the user the trade is on behalf of
Ln_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
Ln_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
Ln_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
Ln_OriginalRate
decimal
The Rate of the trade that this trade was created from.
Ln_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields Ln
API
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_FixingCurrency
string
Example: USD
Ln_FixingCode
string
Example: [CCY]1/1600/GBLO
Ln_FixingDescription
string
Example: WMR [CCY] 4pm London
Ln_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
Ln_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
Ln_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
Ln_SettlementAmount
decimal
The amount of a settlement
LegTradeConfirmationFields Ln_In
API
SettlementTradeFields Ln_In
API
SettlementFields Ln_In_Pay[n]
API
Ln_In_Pay[n]SettlementId
string
The identifier for the settlement instruction.
Ln_In_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_Pay[n]SettlementAmount
decimal
The amount of a settlement
Ln_In_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_In_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_In_Pay[n]SplitComponentId
string
The unique ID of a split component
Ln_In_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields Ln_In_Receive[n]
API
Ln_In_Receive[n]SettlementId
string
The identifier for the settlement instruction.
Ln_In_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_Receive[n]SettlementAmount
decimal
The amount of a settlement
Ln_In_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_In_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_In_Receive[n]SplitComponentId
string
The unique ID of a split component
Ln_In_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents Ln_In_PayNettingComponents[n]
API
Ln_In_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_In_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents Ln_In_ReceiveNettingComponents[n]
API
Ln_In_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_In_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_In_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
Ln_In_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
Ln_In_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_In_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
Ln_In_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
Ln_In_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
Ln_In_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
Ln_In_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
Ln_In_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
Ln_In_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
Ln_In_CanRelease
boolean
Relates to post trade actions: User can release the trade
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_In_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
Ln_In_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
Ln_In_AffirmedBy
string
The name of the user who affirmed a trade.
Ln_In_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
Ln_In_ConfirmedBy
string
The name of the user who confirmed a trade.
Ln_In_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
Ln_In_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
Ln_In_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
Ln_In_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
Ln_In_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
Ln_In_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
Ln_In_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount Ln_In
API
Ln_In_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
Ln_In_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
Ln_In_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry Ln_In_Remarks[n]
API
Ln_In_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_In_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
Ln_In_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
Ln_In_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
Ln_In_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
Ln_In_TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_In_AllInRate
decimal
Example: 1.091790
Ln_In_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_In_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_In_FwdPoints
decimal
Example: 0.001198
Ln_In_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_In_FwdPips
string
Example: 11.98
Ln_In_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_In_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
Ln_In_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
Ln_In_SettlementDate
string
Ln_In_FilledAmount
decimal
Example: 0
Ln_In_RemainingAmount
decimal
Example: 500
Ln_In_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_In_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_In_StartDate
string
Example: 20150620
Ln_In_StartTenor
string
Example: 1W
Ln_In_IsTimeOption
boolean
Example: true
true if a leg is time-option
Ln_In_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
Ln_In_Profit
decimal
Example: 1000
The sales profit in the specified currency.
Ln_In_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
Ln_In_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
Ln_In_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
Ln_In_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_In_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
Ln_In_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_In_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
Ln_In_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_In_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
Ln_In_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
Ln_In_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
Ln_In_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
Ln_In_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_In_FullName
string
The full name of the user the trade is on behalf of
Ln_In_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
Ln_In_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
Ln_In_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
Ln_In_OriginalRate
decimal
The Rate of the trade that this trade was created from.
Ln_In_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields Ln_In
API
Ln_In_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_In_FixingCurrency
string
Example: USD
Ln_In_FixingCode
string
Example: [CCY]1/1600/GBLO
Ln_In_FixingDescription
string
Example: WMR [CCY] 4pm London
Ln_In_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
Ln_In_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
Ln_In_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
Ln_In_SettlementAmount
decimal
The amount of a settlement
SwapPartnerLegTradeConfirmationFields Ln_In
API
Ln_In_SwapPartnerNettedLegID
integer
Ln_In_SwapPartnerInputLegID
integer
Ln_IsReprice
boolean
Defines if the leg of an allocation needs to be repriced.
SettlementSummaryTradeFields Un
API
SettlementSummaryFields Un_Pay
API
Un_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Un_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields Un_Receive
API
Un_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Un_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
NettedAmount
decimal
Use NetDealtAmount and NetContraAmount instead
TradeConfirmation Block Sales Trade Confirmation
Example
API
BlockTradeConfirmation
Example
API
BlockTradeConfirmationFields
API
NetBuySell
string
The net direction of all the trade legs, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount (unsigned) for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount (unsigned) for all the trade legs
NDFTradeConfirmationFields
API
FixingSource
string
Example: WMR 8am London Time
SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
NetConfirmationFields
API
NetBuySell
string
The net direction of all the trade legs, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
NetDealtAmount
decimal
Example: 1000000
The net dealt amount (unsigned) for all the trade legs
NetContraAmount
decimal
Example: 1123400
The net contra amount (unsigned) for all the trade legs
CommonTradeConfirmationFields
API
TradeID
string
Example: 00001561
A unique identifier for this trade
CurrencyPair
string
The currency pair for the trade. For example, EURUSD
DealtCurrency
string
Example: GBP
The currency of the Amount of a trade or order.
SpotRate
decimal
Example: 1.08341
SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ExecutionDateTime
string
Example: 20160322123621
TradeDate
string
Example: 20160314
Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
TraderUsername
string
Example: sales_trader@novobank.co.za
The user who entered the trade. This may be on behalf of themselves, or on behalf of someone else. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be dealer1@novobank.co.za. If the user client@customer.co.za makes a trade on behalf of themselves it will be client@customer.co.za.
TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
FullName
string
The full name of the user the trade is on behalf of
EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
AssetType
string
Example: FX
A grouping of investments that exhibit similar characteristics and are subject to the same laws and regulations. Supported asset types are [FX, PM]
TradingType
string
Caplin supported values are [SPOT, FWD, NDF, NDF_FIXING, NDS, TIME_OPTION, DRAWDOWN, SWAP, BLOCK, PAR_FORWARD]. See the constants defined within com.caplin.motif.fx.trading.FXTradingType for further details.
DeliverableType
string
Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)
DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
OrderID
string
The id of the order.
WarningCode
string
Example: 001
The code for the warning regarding a quote request.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
DetailedWarningMessage
string
Example: color: {{theme:foreground.semantic.warning_inverse}}
Client
string
Client is a duplicate of TOBOUser
CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
CostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
ContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
ServiceCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
ServiceContraCostCurrencyDPS
integer
Example: 2
The number of decimal places to display after the decimal point.
CanAllocate
string
Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL
CanDrawdown
boolean
Ability to Drawdown a time option trade.
AllocationSettlementDateOptions
string
Example: ORIGINAL,EARLIER,LATER
Comma-separated list, defines available settlement dates for an allocation.
IsAllocated
boolean
Deprecated, use HasPostTradeHistory instead.
HasPostTradeHistory
boolean
Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.
IsReversible
boolean
Whether a trade can be reversed.
IsAmendable
boolean
Whether a trade can be amended.
IsCancellable
boolean
Whether a trade can be cancelled.
AmountDPS
integer
Example: 2
The precision for a specified currency pair and dealt currency
ContraAmountDPS
integer
Example: 2
The precision for a specified currency pair and contra currency
Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
UTI
string
Unique Transaction Identifier.
BackOfficeID
string
Back office trade identifier.
PriceSource
string
Example: st1@caplin.com
Identifies the person or system that priced the trade.
Venue
string
Example: FX Sales
Where the trade was placed.
Purpose
string
Example: Commercial
The purpose of a trade.
Tags
string
Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}
Tags for a trade.
ClientAgreementDateTime
datetime
Optional field that can be used to display the client agreement date time in a trade amend. This field can also be included in the Amend's EditableFields list to allow the user to edit it. This field can be used to allow the user to specify a client agreement time in scenarios where the execution time might have been different
PostTradeType
string
The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN
OriginalTradeID
string
TradeID of the trade that this trade was created from.
Status
string
Status of the trade. Frontends may use this value for display purpose, but no logic is associated with it. Use Can* flags to drive post-trade logic.
NaturalLanguageSummaryHidden
boolean
When true, the natural language summary will be hidden on the RFS ticket summary.
IsCommercial
boolean
Indicates whether the given trade is commercial or not
NettedLegTradeConfirmationFields Ln
Example
API
LegTradeConfirmationFields Ln
API
SettlementTradeFields Ln
API
SettlementFields Ln_Pay[n]
API
Ln_Pay[n]SettlementId
string
The identifier for the settlement instruction.
Ln_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_Pay[n]SettlementAmount
decimal
The amount of a settlement
Ln_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_Pay[n]SplitComponentId
string
The unique ID of a split component
Ln_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields Ln_Receive[n]
API
Ln_Receive[n]SettlementId
string
The identifier for the settlement instruction.
Ln_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_Receive[n]SettlementAmount
decimal
The amount of a settlement
Ln_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_Receive[n]SplitComponentId
string
The unique ID of a split component
Ln_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents Ln_PayNettingComponents[n]
API
Ln_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents Ln_ReceiveNettingComponents[n]
API
Ln_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
Ln_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
Ln_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
Ln_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
Ln_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
Ln_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
Ln_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
Ln_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
Ln_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
Ln_CanRelease
boolean
Relates to post trade actions: User can release the trade
Ln_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
Ln_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
Ln_AffirmedBy
string
The name of the user who affirmed a trade.
Ln_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
Ln_ConfirmedBy
string
The name of the user who confirmed a trade.
Ln_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
Ln_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
Ln_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
Ln_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
Ln_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
Ln_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
Ln_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount Ln
API
Ln_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
Ln_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
Ln_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry Ln_Remarks[n]
API
Ln_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
Ln_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
Ln_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
Ln_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
Ln_TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_AllInRate
decimal
Example: 1.091790
Ln_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_FwdPoints
decimal
Example: 0.001198
Ln_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_FwdPips
string
Example: 11.98
Ln_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
Ln_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
Ln_SettlementDate
string
Ln_FilledAmount
decimal
Example: 0
Ln_RemainingAmount
decimal
Example: 500
Ln_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_StartDate
string
Example: 20150620
Ln_StartTenor
string
Example: 1W
Ln_IsTimeOption
boolean
Example: true
true if a leg is time-option
Ln_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
Ln_Profit
decimal
Example: 1000
The sales profit in the specified currency.
Ln_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
Ln_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
Ln_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
Ln_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
Ln_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
Ln_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
Ln_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
Ln_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
Ln_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
Ln_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_FullName
string
The full name of the user the trade is on behalf of
Ln_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
Ln_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
Ln_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
Ln_OriginalRate
decimal
The Rate of the trade that this trade was created from.
Ln_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields Ln
API
Ln_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_FixingCurrency
string
Example: USD
Ln_FixingCode
string
Example: [CCY]1/1600/GBLO
Ln_FixingDescription
string
Example: WMR [CCY] 4pm London
Ln_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
Ln_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
Ln_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
Ln_SettlementAmount
decimal
The amount of a settlement
LegTradeConfirmationFields Ln_In
API
SettlementTradeFields Ln_In
API
SettlementFields Ln_In_Pay[n]
API
Ln_In_Pay[n]SettlementId
string
The identifier for the settlement instruction.
Ln_In_Pay[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_Pay[n]SettlementAmount
decimal
The amount of a settlement
Ln_In_Pay[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_Pay[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_Pay[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_Pay[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_Pay[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_In_Pay[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_Pay[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_Pay[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_Pay[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_Pay[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_Pay[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_Pay[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_Pay[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_Pay[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_Pay[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_Pay[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_Pay[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_In_Pay[n]SplitComponentId
string
The unique ID of a split component
Ln_In_Pay[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_In_Pay[n]SettlementDetailsLine6
string
The sixth line of remittance information.
SettlementFields Ln_In_Receive[n]
API
Ln_In_Receive[n]SettlementId
string
The identifier for the settlement instruction.
Ln_In_Receive[n]SettlementCurrency
string
Example: GBP
A currency for of settlement instruction
Ln_In_Receive[n]SettlementAmount
decimal
The amount of a settlement
Ln_In_Receive[n]SettlementDirection
string
The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH
Ln_In_Receive[n]IsDefaultSettlementInstruction
boolean
Is this the default settlement instruction for this currency
Ln_In_Receive[n]SettlementInstructionType
string
Example: EXISTING
The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]
Ln_In_Receive[n]SettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Ln_In_Receive[n]SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_In_Receive[n]BankAccount
string
Example: 12345678
The account number of the bank
Ln_In_Receive[n]BankSwift
string
Example: CAP123
The BIC of the bank
Ln_In_Receive[n]BankName
string
Example: Bank Of Caplin
The name of the bank
Ln_In_Receive[n]BankAddress1
string
Example: 12 Capitol
The first line of the bank's address
Ln_In_Receive[n]BankAddress2
string
Example: The City
The second line of the bank's address
Ln_In_Receive[n]BankAddress3
string
Example: London
The third line of the bank's address
Ln_In_Receive[n]IndividualAccount
string
Example: 87654321
The account number of the recipient
Ln_In_Receive[n]IndividualSwift
string
Example: SOLD987
The BIC of the recipient's account
Ln_In_Receive[n]IndividualName
string
Example: Susan Sellers
The name of the payee or payee's bank
Ln_In_Receive[n]IndividualAddress1
string
Example: 98 Lane
The first line of the recipient
Ln_In_Receive[n]IndividualAddress2
string
Example: Manchester
The second line of the recipient
Ln_In_Receive[n]NettingStatus
string
Example: NETTED
The status that denotes the permanent netting state of a settlement. This is required to know which settlements have been netted and which have not
Ln_In_Receive[n]SplitComponentId
string
The unique ID of a split component
Ln_In_Receive[n]SettlementDetailsLine1
string
The first line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine2
string
The second line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine3
string
The third line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine4
string
The fourth line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine5
string
The fifth line of remittance information.
Ln_In_Receive[n]SettlementDetailsLine6
string
The sixth line of remittance information.
NettingComponents Ln_In_PayNettingComponents[n]
API
Ln_In_PayNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_In_PayNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_PayNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
NettingComponents Ln_In_ReceiveNettingComponents[n]
API
Ln_In_ReceiveNettingComponents[n]TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_In_ReceiveNettingComponents[n]BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_ReceiveNettingComponents[n]Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_In_CanAffirm
boolean
Ability to Affirm the Trade Details are as agreed.
Ln_In_CanConfirm
boolean
Ability to Confirm the Settlement Details are now final.
Ln_In_CanAdHoc
boolean
Can confirm adhoc settlement instructions for a trade.
Ln_In_CanDispute
boolean
Ability to Dispute the details of a trade, if for example something is wrong about it.
Ln_In_CanCancel
boolean
Ability to Cancel a trade, for example if a mistake was made.
Ln_In_CanReplace
boolean
Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.
Ln_In_CanAutoConfirm
boolean
Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.
Ln_In_CanUnconfirm
boolean
Ability to move the deal back to a Pending state.
Ln_In_CanApproveInstructions
boolean
Can approve settlement instructions for a trade.
Ln_In_CanRejectInstructions
boolean
Can reject settlement instructions for a trade.
Ln_In_CanRelease
boolean
Relates to post trade actions: User can release the trade
Ln_In_SettlementStatus
string
Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]
Ln_In_NextActionDeadline
datetime
Example: 2018-03-16T07:25:16+00:00
The deadline for a user to perform a trade's next action in ISO-8601 format
Ln_In_NextActionDeadlineDisplayTimezone
string
Example: America/New_York
The timezone for the NextActionDeadline field in the form Area/Location
Ln_In_AffirmedBy
string
The name of the user who affirmed a trade.
Ln_In_AffirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was affirmed in ISO-8601 format
Ln_In_ConfirmedBy
string
The name of the user who confirmed a trade.
Ln_In_ConfirmedDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The time at which a trade was confirmed in ISO-8601 format
Ln_In_IsPayNetted
boolean
Denotes whether the pay side of a trade has been netted.
Ln_In_IsReceiveNetted
boolean
Denotes whether the receive side of a trade has been netted.
Ln_In_IsPayNettingRequired
boolean
Denotes whether the pay side of a trade requires netting.
Ln_In_IsReceiveNettingRequired
boolean
Denotes whether the receive side of a trade requires netting.
Ln_In_IsPaySplit
boolean
Denotes whether the pay side of a trade has been split.
Ln_In_IsReceiveSplit
boolean
Denotes whether the receive side of a trade has been split.
NostroAccount Ln_In
API
Ln_In_NostroName
string
Example: GBP Nostro Account.
An identifier for the given nostro account.
Ln_In_NostroBIC
string
Example: ARABAEADABC
The Bank Identifier Code denoting the bank which will receive the money.
Ln_In_NostroAccount
string
Example: AE770090004000824676500
The account at the bank denoted by the NostroBIC field that will receive the money.
RemarksEntry Ln_In_Remarks[n]
API
Ln_In_Remarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_In_Remarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
Ln_In_Remarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
Ln_In_Remarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
Ln_In_Remarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
Ln_In_TradeID
string
Example: 00001561
A unique identifier for this trade
Ln_In_AllInRate
decimal
Example: 1.091790
Ln_In_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_In_AllInMidRate
decimal
Example: 1.091790
The mid rate used in charging customers for accepting banker's acceptances, consisting of the discount interest rate plus the commission.
Ln_In_FwdPoints
decimal
Example: 0.001198
Ln_In_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
Ln_In_FwdPips
string
Example: 11.98
Ln_In_BuySell
string
The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.
Ln_In_Amount
decimal
The amount of a trade or order in the DealtCurrency.
Ln_In_ContraAmount
decimal
Example: 350
The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.
Ln_In_Tenor
string
Example: 1M
Supported types are [ON, [TODAY, TOD, TD], TN, [TOM, ND], SPOT, SN, 1D, 1W, 2W, 3W, 4W, 1M, 2M, 4M, 5M, 6M, 7M, 8M, 9M, 10M, 11M, [1Y, 12M], 15M, 18M, 21M, [2Y, 24M], [3Y, 36M], [4Y, 48M], [5Y, 60M], broken]. 'broken' indicates that the settlement date does not fall onto a tenor.
Ln_In_SettlementDate
string
Ln_In_FilledAmount
decimal
Example: 0
Ln_In_RemainingAmount
decimal
Example: 500
Ln_In_RiskDate
string
Example: 20160314
The date in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_In_RiskTenor
string
Example: 1W
The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.
Ln_In_StartDate
string
Example: 20150620
Ln_In_StartTenor
string
Example: 1W
Ln_In_IsTimeOption
boolean
Example: true
true if a leg is time-option
Ln_In_Account
string
Example: Garfields|GARF
The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>
Ln_In_Profit
decimal
Example: 1000
The sales profit in the specified currency.
Ln_In_CostAmount
decimal
Example: 12412891.31
The actual transactional cost of performing the trade to the client in the home currency
Ln_In_EntityId
string
Example: CUSTONE
The entity the trade is on behalf of. For example, if the logged in user user1@customer.co.za wishes to make a trade on behalf of entity CUSTONE, then the value of this field will be CUSTONE. If this field is absent on a leg then the default entity should be presumed.
Ln_In_EntityDescription
string
Example: Customer 1
The description of a trade on behalf of entity.
Ln_In_CostCurrency
string
Example: GBP
The currency that the cost is displayed in, this could be any currency but will typically be set to the home currency
Ln_In_CostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade. This number should be out of 100, where 100.0 represents 100%.
Ln_In_ContraCostAmount
decimal
The actual transactional cost of performing the trade to the client on the contra currency
Ln_In_ContraCostCurrency
string
Example: GBP
The contra currency that the cost is displayed in
Ln_In_ContraCostPercentage
decimal
Example: 13.56
Percentage of the overall price which is the transactional cost to the client of performing the trade in contra currency. This number should be out of 100, where 100.0 represents 100%.
Ln_In_ServiceContraCostAmount
decimal
The actual service cost of performing the trade to the client on the contra currency
Ln_In_ServiceContraCostCurrency
string
Example: GBP
The service contra currency that the cost is displayed in
Ln_In_ServiceCostAmount
decimal
The actual service cost of performing the trade to the client on the home currency
Ln_In_ServiceCostCurrency
string
Example: GBP
The service home currency that the cost is displayed in
Ln_In_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_In_FullName
string
The full name of the user the trade is on behalf of
Ln_In_ForwardPointsDecimalOffset
integer
Example: 4
Optional override to determine the number of decimal places to move forward points before displaying them. Should be used if standard display of pips is not desired.
Ln_In_AllocatableAmount
decimal
Example: 500
This is the amount that can be allocated or rolled.
Ln_In_AllocatableContraAmount
decimal
Example: 500
This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency
Ln_In_OriginalRate
decimal
The Rate of the trade that this trade was created from.
Ln_In_AdjustedSwapPoints
decimal
The swap points adjusted for this repriced trade
NDFLegTradeConfirmationFields Ln_In
API
Ln_In_FixingDate
string
Example: 20150620
This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.
Ln_In_FixingCurrency
string
Example: USD
Ln_In_FixingCode
string
Example: [CCY]1/1600/GBLO
Ln_In_FixingDescription
string
Example: WMR [CCY] 4pm London
Ln_In_FixingAmount
decimal
The Buy or Sell Amount from the original deal for currency that is the Settlement Currency
Ln_In_ReferenceCurrency
decimal
The Buy or Sell Currency that is not the Settlement Currency
Ln_In_ReferenceAmount
decimal
The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency
Ln_In_SettlementAmount
decimal
The amount of a settlement
SwapPartnerLegTradeConfirmationFields Ln_In
API
Ln_In_SwapPartnerNettedLegID
integer
Ln_In_SwapPartnerInputLegID
integer
Ln_IsReprice
boolean
Defines if the leg of an allocation needs to be repriced.
SettlementSummaryTradeFields Un
API
SettlementSummaryFields Un_Pay
API
Un_PaySettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Un_PaySettlementRemarks
string
The remarks corresponding to the settlement details
SettlementSummaryFields Un_Receive
API
Un_ReceiveSettlementDisplayName
string
Example: [CCY] Account 1
The name of the settlement instruction. This field can be omitted.
Un_ReceiveSettlementRemarks
string
The remarks corresponding to the settlement details
NettedAmount
decimal
Use NetDealtAmount and NetContraAmount instead
SalesCommonTradeConfirmationFields
API
SalesSyntheticComponentTradeConfirmationFields C1
API
C1_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C1_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C1_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C1_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C1_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C1_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
SalesSyntheticComponentTradeConfirmationFields C2
API
C2_CurrencyPair
string
The currency pair for the trade. For example, EURUSD
C2_TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
C2_SpotMidRate
decimal
Example: 1.08345
The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.
C2_DigitsBeforePips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of digits between the decimal point and the pips (i.e the big digits that the client wants to look at). For most currency pairs the value of this field will be 2, i.e. for a USDGBP rate of 1.23456 the pips are 45 so there are two digits between the decimal point and the pips. For USDJPY the rate could be 103.256 and the pips are the 25, so in this case the value of DigitsBeforePips should be 0.
C2_NumberOfPips
integer
Example: 2
Precision-related field that tells the client how to display rates. This is the number of pips the client wants to look at. Normally this value is 2.
C2_SpotRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
ProfitCurrency
string
Example: USD
The profit currency that the ProfitBidRate is being provided for.
ProfitCurrencyDPS
integer
Example: 5
The number of decimal places that should be used for formatting the amount in profit currency field.
ProfitIsHouse
boolean
Whether the field ProfitCurrency is the system/house currency or not.
ProfitRate
decimal
Example: 1.091790
The conversion rate from the contra currency into the profit currency.
TraderSpotRate
decimal
Example: 1.09174
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
SpotMargin
decimal
Example: 0.00054
Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS
Profit
decimal
Example: 1000
The sales profit in the specified currency.
Competition
boolean
Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP
Source
string
The source of a quote request. The name or ID of an ECN, SDP or other channel
Reasons
string
A JSON structure containing all the reasons and information about why the trade requires intervention. Please see the Sales Intervention Reasons documentation on the website for more information.
TraderRemarks
string
The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales
ExternalRemarks
string
The trader's comments on an order leg - visible to only the sales, set/edited only by the Trader
IsAdvised
boolean
Indicates whether the trader gave the client advice
StreamingMode
string
Example: MANUAL, STREAMING
Indicates whether the rates/margins of this trade have been manually set
SyntheticCrossCurrency
string
Example: GBP
The common currency of each synthetic component.
AmendmentReasonDisplayFields
string
Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAmendmentReasonDisplayFields','name':'addDefaultSalesAmendmentReasonDisplayFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}
Configuration for a frontend to display label-value pairs for the amendment type/reasons. Use DefaultDisplayFields builders to provide Caplin default fields.
SpotTrader
string
The Spot trader for a manual mode trade
ForwardPointsTrader
string
The Forward points trader for a manual mode trade
NettedLegSalesTradeConfirmationFields Ln
Example
API
SalesLegTradeConfirmationFields Ln
API
SalesSyntheticComponentLegTradeConfirmationFields Ln_C1
API
Ln_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_C1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegTradeConfirmationFields Ln_C2
API
Ln_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_C2_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
RemarksEntry Ln_TraderRemarks[n]
API
Ln_TraderRemarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_TraderRemarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
Ln_TraderRemarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
Ln_TraderRemarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
Ln_TraderRemarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
Ln_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
Ln_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
Ln_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
Ln_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_TraderOriginalRate
decimal
The TraderRate of the trade that this trade was created from.
Ln_OriginalMargin
decimal
The Margin of the trade that this trade was created from.
Ln_AdjustedTraderSwapPoints
decimal
The trader swap points adjusted for this repriced trade
Ln_AdjustedSwapMargin
decimal
The swap margin adjusted for this repriced trade
SalesLegTradeConfirmationFields Ln_In
API
SalesSyntheticComponentLegTradeConfirmationFields Ln_In_C1
API
Ln_In_C1_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_In_C1_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_In_C1_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
SalesSyntheticComponentLegTradeConfirmationFields Ln_In_C2
API
Ln_In_C2_AllInRateDPS
integer
Example: 5
The number of decimal places to display after the decimal point.
Ln_In_C2_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_In_C2_FwdMidPoints
decimal
Example: 0.005390
The number of basis points added to or subtracted from the mid rate to determine the forward rate for delivery on a specific value date.
RemarksEntry Ln_In_TraderRemarks[n]
API
Ln_In_TraderRemarks[n]Remarks
string
The text content of a comment left on a leg of a trade or order, visible to Client and sales and possibly the trader, set/edited by Client or sales
Ln_In_TraderRemarks[n]RemarkDateTime
datetime
Example: 2018-03-16T07:25:16+00:00
The date and time a remark was left on in ISO-8601 format.
Ln_In_TraderRemarks[n]RemarkSource
string
The username of the person who left a remark on a trade.
Ln_In_TraderRemarks[n]RemarkOriginStatus
string
Additional remark field pointing at the previous status of the trade.
Ln_In_TraderRemarks[n]RemarkTargetStatus
string
Additional remark field pointing at the current status of the trade when the remark was added.
Ln_In_TraderAllInRate
decimal
Example: 1.005390
The all-in rate, with no client margin applied to it
Ln_In_TraderFwdPoints
decimal
Example: 0.005390
The forward points with no client margin applied to them.
Ln_In_FwdMargin
decimal
Example: 0.000019
The Forward margin that the user has selected. This field should be sent raw and unformatted.
Ln_In_AllInMargin
decimal
Example: 0.00054
The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.
Ln_In_TOBOUser
string
Example: client@customer.co.za
The user the trade is on behalf of. For example, if the logged in user dealer1@novobank.co.za wishes to make a trade on behalf of user client@customer.co.za, then the value of this field will be client@customer.co.za.
Ln_In_TraderOriginalRate
decimal
The TraderRate of the trade that this trade was created from.
Ln_In_OriginalMargin
decimal
The Margin of the trade that this trade was created from.
Ln_In_AdjustedTraderSwapPoints
decimal
The trader swap points adjusted for this repriced trade
Ln_In_AdjustedSwapMargin
decimal
The swap margin adjusted for this repriced trade
Warning Warning
API
WarningType
string
Example: Generic
The type of a warning message. Caplin supported warning types are [AMEND_REASON, GENERIC]. See the constants defined within com.caplin.motif.fx.trading.WarningTypes.
WarningTitle
string
Example: Credit Check
The title of a warning message. Supports strings and i18n tokens.
WarningMessage
string
Example: **CREDIT CHECK:** This user has a credit limit of **1,000,000.00 USD** which should not be exceeded.
The message to display for any warnings regarding a quote request. Supports Markdown syntax for formatting.
Withdraw
This message has no fields that you can set.