raise_exact
which will return a boolean indicating if an order is a raise exact orderdisplay_base_size
and display_quote_size
which will return the display size in the order currency. If the order does not have a display size, the response will be empty.raise_exact
which will return a boolean indicating if an order is a raise exact orderdisplay_base_size
and display_quote_size
which will return the display size in the order currency. If the order does not have a display size, the response will be empty.stop_price
for a Stop Limit order displayed in quote currencyvenue_fee
which returns the venue fee in quote currency if the entity is enabled for cost-plus pricing.CES_commission
which will return the Client Execution Services commission of the trade.base_quantity
and quote_value
, an error will be thrownbase_quantity
and display_quote_size
, an error will be thrownquote_value
and display_base_size
, an error will be throwndisplay_quote_size
and display_base_size
, an error will be thrownuser_id
which will return the unique user_id in each responsevenue_fee
which will return the venue fee in quote currency if entity is enabled for cost-plus pricing.commission
which will return the trading fee of the order.CES_commission
which will return the Client Execution Services commission of the trade.price_increment
permissions
which always returns PRODUCT_PERMISSION_READ and if the client can trade the product pair will also return PRODUCT_PERMISSION_TRADETimeInForce
which will return the Time in force for the orderStopPrice
for a Stop Limit order displayed in quote currencyMaxShow
displays Maximum quantity within an order to be shown to other customers (Display Size). Only present on LIMIT orders.FilledValue
presents the sum of fills (inclusive of fees) in quote units of an orderG
(Order Cancel/Replace Request).
Additional functionality:
GET /v1/portfolios/:portfolio_id/orders/:order_id
inside the edit_history
field.8
(Execution Report) with ExecType
: E
(Pending Replace) and 5
(Replaced).orig_client_order_id
in the edit is to ensure you are editing the version of the order you want to edit. It is the value of the current orders client_order_id
. And the client_order_id
passed into the edit is the new identifier for your order’s state. Both values need to be different.Tag | Req | Name | Description |
---|---|---|---|
1137 | Y | DefaultApplVerID | Must be 9 |
Tag | Req | Name | Description |
---|---|---|---|
262 | Y | MDReqID | Client unique identifier for market data request |
263 | Y | SubscriptionRequestType | 0 = Snapshot only1 = Snapshot+Updates (Subscribe)2 = Disable previous Snapshot+Update (Unsubscribe) |
264 | Y | MarketDepth | 0 = Full depth (L2)1 = Top of bookN >1 = Report best N price tiers of data |
265 | N | MDUpdateType | Required if SubscriptionRequestType <263> = 1 :0 = Snapshot+Updates1 = Updates only |
267 | Y | NoMDEntryTypes | Number of MDEntryType <269> fields requested |
↳269 | Y | MDEntryType | 0 = Bid1 = Offer2 = Trade4 = Open5 = Close7 = High8 = LowB = Volume |
146 | Y | NoRelatedSym | Number of Symbols <55> requested |
↳55 | Y | Symbol | Repeating group of symbols for which the client requests market data |
Tag | Req | Name | Description |
---|---|---|---|
262 | Y | MDReqID | Client unique identifier for market data request |
281 | Y | MDReqRejReason | See MDReqRejReason table |
58 | N | Text | User friendly error message |
Value | Description |
---|---|
0 | Unknown symbol |
1 | Duplicate MDReqID |
2 | Insufficient bandwidth |
3 | Insufficient permission |
4 | Invalid SubscriptionRequestType <263> |
5 | Invalid MarketDepth <264> |
6 | Unsupported MDUpdateType <267> |
7 | Other |
8 | Unsupported MDEntryType <269> |
Tag | Req | Name | Description |
---|---|---|---|
262 | Y | MDReqID | Client unique identifier for market data request |
55 | Y | Symbol | The trading pair from MarketDataRequest |
268 | Y | NoMDEntries | Number of market data updates in snapshot |
↳269 | Y | MDEntryType | 0 = Bid1 = Offer2 = Trade4 = Open5 = Close7 = High8 = LowB = Volume |
↳278 | Y | MDEntryID | Unique identifier for this market data entry |
↳83 | Y | RptSeq | Public sequence number for each entry in the snapshot by symbol |
↳270 | N | MDEntryPx | Price of the market data entry (Not present if MDEntryType = B ) |
↳271 | N | MDEntrySize | Volume represented by the market data entry (Not present if MDEntryType = 4 , 5 , 7 , or 8 ) |
↳272 | Y | MDEntryDate | Date of the market data entry |
↳2446 | N | AggressorSide | If MDEntryType = 2 (Trade), the side of the order:1 = Buy2 = Sell |
↳273 | Y | MDEntryTime | Time of the market data entry |
Tag | Req | Name | Description |
---|---|---|---|
262 | Y | MDReqID | Client unique identifier for market data request |
55 | Y | Symbol | The trading pair from MarketDataRequest |
268 | Y | NoMDEntries | Number of market data updates in snapshot |
↳279 | Y | MDUpdateAction | Type of entry update:0 = NEW1 = CHANGE2 = DELETE |
↳269 | Y | MDEntryType | 0 = Bid1 = Offer2 = Trade4 = Open5 = Close7 = High8 = LowB = Volume |
↳278 | Y | MDEntryID | Unique identifier for this market data entry |
↳83 | Y | RptSeq | Public sequence number for each entry in the snapshot by symbol |
↳270 | N | MDEntryPx | Price of the market data entry (Not present if MDEntryType = B ) |
↳271 | N | MDEntrySize | Volume represented by the market data entry (Not present if MDEntryType = 4 , 5 , 7 , or 8 ) |
↳272 | Y | MDEntryDate | Date of the market data entry |
↳2446 | N | AggressorSide | If MDEntryType = 2 (Trade), the side of the order:1 =Buy2 =Sell |
↳273 | Y | MDEntryTime | Time of the market data entry |
settl_currency
.rfq_product_detail
fields: min_notional_size
and max_notional_size
and introduce the new fields:
min_base_size
max_base_size
min_quote_size
max_quote_size
rfq_product_detail
fields values on all product endpoints and the websockets channel/v1/portfolios/:portfolio_id/orders/:order_id
, the new field order_edit_history
will be added to the order payload: