-
Notifications
You must be signed in to change notification settings - Fork 1
/
OrderPlacement.yaml
1276 lines (1210 loc) · 42.1 KB
/
OrderPlacement.yaml
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
969
970
971
972
973
974
975
976
977
978
979
980
981
982
983
984
985
986
987
988
989
990
991
992
993
994
995
996
997
998
999
1000
openapi: 3.0.0
info:
version: 2.0.8
title: Order Placement API
description: This API is used to place orders and check on the order status.
contact:
email: openwealth@synpulse.com
license:
name: Apache 2.0
url: http://www.apache.org/licenses/LICENSE-2.0.html
servers:
# Added by API Auto Mocking Plugin
- description: SwaggerHub API Auto Mocking
url: https://virtserver.swaggerhub.com/OpenWealthAPI/OrderPlacement/2.0.8
paths:
/orders:
parameters:
- $ref: '#/components/parameters/correlation_in_header'
post:
summary: Posts a new order.
description: Posts a new order.
operationId: postOrder
tags:
- orderplacement
requestBody:
content:
application/json:
schema:
$ref: '#/components/schemas/requestedOrder'
responses:
'202':
description: Order accepted for further processing.
headers:
X-Correlation-ID:
$ref: '#/components/headers/X-Correlation-ID'
content:
application/json:
schema:
$ref: '#/components/schemas/order'
'400':
$ref: '#/components/responses/standard400'
'401':
$ref: '#/components/responses/standard401'
'403':
$ref: '#/components/responses/standard403'
'404':
$ref: '#/components/responses/standard404'
'405':
$ref: '#/components/responses/standard405'
'500':
$ref: '#/components/responses/standard500'
'501':
$ref: '#/components/responses/standard501'
'502':
$ref: '#/components/responses/standard502'
'503':
$ref: '#/components/responses/standard503'
'504':
$ref: '#/components/responses/standard504'
get:
summary: Returns a list of open security orders.
description: Returns all open orders to which the user of the API has access to. Paging is done based on the order object, i.e. if limit is set to 1, then 1 order will be returned per page.
operationId: getOrders
tags:
- orderstatus
parameters:
- $ref: '#/components/parameters/cursor'
- $ref: '#/components/parameters/limit'
responses:
'200':
description: Order list.
headers:
X-Correlation-ID:
$ref: '#/components/headers/X-Correlation-ID'
X-nextCursor:
$ref: '#/components/headers/X-nextCursor'
content:
application/json:
schema:
type: array
items:
$ref: '#/components/schemas/order'
'400':
$ref: '#/components/responses/standard400'
'401':
$ref: '#/components/responses/standard401'
'403':
$ref: '#/components/responses/standard403'
'404':
$ref: '#/components/responses/standard404'
'405':
$ref: '#/components/responses/standard405'
'500':
$ref: '#/components/responses/standard500'
'501':
$ref: '#/components/responses/standard501'
'502':
$ref: '#/components/responses/standard502'
'503':
$ref: '#/components/responses/standard503'
'504':
$ref: '#/components/responses/standard504'
/orders/{clientOrderId}:
parameters:
- name: clientOrderId
in: path
required: true
description: The security order id. This Id corresponds with the clientOrderIdentification.
schema:
type: string
maxLength: 20
- $ref: '#/components/parameters/correlation_in_header'
get:
summary: Returns a single security order.
description: Returns a specific security order.
operationId: getOrderByClientOrderId
tags:
- orderstatus
responses:
'200':
description: Receive a specific order with the corresponding allocations and status.
headers:
X-Correlation-ID:
$ref: '#/components/headers/X-Correlation-ID'
content:
application/json:
schema:
$ref: '#/components/schemas/order'
'400':
$ref: '#/components/responses/standard400'
'401':
$ref: '#/components/responses/standard401'
'403':
$ref: '#/components/responses/standard403'
'404':
$ref: '#/components/responses/standard404'
'405':
$ref: '#/components/responses/standard405'
'500':
$ref: '#/components/responses/standard500'
'501':
$ref: '#/components/responses/standard501'
'502':
$ref: '#/components/responses/standard502'
'503':
$ref: '#/components/responses/standard503'
'504':
$ref: '#/components/responses/standard504'
delete:
summary: Cancellation of a specific order.
description: Places the cancellation request for a specific order.
operationId: deleteOrderByClientOrderId
tags:
- orderplacement
responses:
'202':
description: Order cancellation received for further processing.
headers:
X-Correlation-ID:
$ref: '#/components/headers/X-Correlation-ID'
content:
application/json:
schema:
$ref: '#/components/schemas/order'
'400':
$ref: '#/components/responses/standard400'
'401':
$ref: '#/components/responses/standard401'
'403':
$ref: '#/components/responses/standard403'
'404':
$ref: '#/components/responses/standard404'
'405':
$ref: '#/components/responses/standard405'
'500':
$ref: '#/components/responses/standard500'
'501':
$ref: '#/components/responses/standard501'
'502':
$ref: '#/components/responses/standard502'
'503':
$ref: '#/components/responses/standard503'
'504':
$ref: '#/components/responses/standard504'
/accountaccesses:
parameters:
- $ref: '#/components/parameters/correlation_in_header'
get:
summary: Returns list of accounts the requestor has access to.
description: Returns list of accounts the requestor has access to with the type of access the requestor has. Paging is done based on the accountaccess object, i.e. if limit is set to 1, then 1 accountaccess object will be returned per page.
operationId: getAccountAccesses
tags:
- accountaccess
parameters:
- $ref: '#/components/parameters/cursor'
- $ref: '#/components/parameters/limit'
responses:
'200':
description: Returns list of accounts the requestor has access to.
headers:
X-Correlation-ID:
$ref: '#/components/headers/X-Correlation-ID'
content:
application/json:
schema:
$ref: '#/components/schemas/accountAccessList'
'400':
$ref: '#/components/responses/standard400'
'401':
$ref: '#/components/responses/standard401'
'403':
$ref: '#/components/responses/standard403'
'404':
$ref: '#/components/responses/standard404'
'405':
$ref: '#/components/responses/standard405'
'500':
$ref: '#/components/responses/standard500'
'501':
$ref: '#/components/responses/standard501'
'502':
$ref: '#/components/responses/standard502'
'503':
$ref: '#/components/responses/standard503'
'504':
$ref: '#/components/responses/standard504'
components:
###############
# Parameters #
###############
parameters:
limit:
name: limit
in: query
description: Maximum number of items to return.
required: false
schema:
type: integer
format: int32
minimum: 1
# maximum: 100
# default: 20
cursor:
name: cursor
in: query
description: An opaque string value used for pagination
required: false
schema:
type: string
correlation_in_header:
in: header
name: X-Correlation-ID
description: Unique ID (defined by the caller) which will be reflected back in the response.
required: true
schema:
type: string
###############
# Headers #
###############
headers:
X-Correlation-ID:
description: Client defined ID from request to correlate HTTP requests between a client and server.
schema:
type: string
example: f058ebd6-02f7-4d3f-942e-904344e8cde5
X-nextCursor:
description: An opaque string value, or an empty string if there are no more results.
required: false
schema:
type: string
############
# Schemas #
############
schemas:
account:
type: object
properties:
identification:
type: string
maxLength: 35
example: 876543219
description: Unambiguous identification for the account
type:
type: string
description: Indicates the type of the account.
example: safekeepingAccount
enum:
- cashAccount
- safekeepingAccount
- other
accounts:
type: array
description: List of affected cashAccount and safekeepingAccount
items:
$ref: '#/components/schemas/account'
accountAccess:
type: object
required:
- account
- accessType
properties:
account:
$ref: '#/components/schemas/account'
accessType:
type: string
description: Indicates what type of access the requestor has for the specified account.
enum:
- read
- write
accountAccessList:
type: array
description: List of accountAccess objects
items:
$ref: '#/components/schemas/accountAccess'
accruedInterests:
type: object
properties:
numberDaysAccrued:
type: number
format: integer
example: 28
description: Specifies the number of days used for calculating the accrued interest amount.
amount:
$ref: '#/components/schemas/amount'
currency:
$ref: '#/components/schemas/currency'
creditDebitIndicator:
$ref: '#/components/schemas/creditDebitIndicator'
foreignExchangeRate:
$ref: '#/components/schemas/foreignExchangeRate'
requestedAllocation:
type: object
required:
- accounts
- clientAllocationIdentification
- amount
properties:
accounts:
$ref: '#/components/schemas/accounts'
clientAllocationIdentification:
type: string
description: Unambiguous identifier for the individual allocation of the bulk order, as assigned by the instructing party.
example: 321321321
amount:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: Quantity to be allocated to specific safekeeping account
example: 100
allocation:
required:
- requestedAllocation
type: object
description: Extended details regarding the allocations including validity of the allocation and billing details.
properties:
requestedAllocation:
$ref: '#/components/schemas/requestedAllocation'
allocationCancellationReasonList:
$ref: '#/components/schemas/allocationCancellationReasonList'
remainingAllocation:
$ref: '#/components/schemas/remainingAllocation'
completeAllocationList:
$ref: '#/components/schemas/completeAllocationList'
allocationCancellationReason:
type: object
properties:
code:
type: string
description: Cancelled reason expressed as a code.
enum:
- accountIdentificationMissing
- accountInvalidForOrderPlacement
- accountTypeMissing
- accountTypeNotMatchingAccount
- allocationQuantityTooHigh
- cashAccountMissing
- cashAccountNotFound
- insufficientBuyingPower
- insufficientQuantityAvailable
- invalidCurrencyForAccount
- pretradeCheckFailed
- safekeepingAccountMissing
- safekeepingAccountNotFound
- tooManyCashAccountsIndicated
- tooManySafekeepingAccounts
- valueTooHigh
- zeroQuantity
- other
example: zeroQuantity
proprietary:
type: string
description: Cancelled reason expressed as a proprietary description that provides more details about the reason of the cancellation.
allocationCancellationReasonList:
type: array
description: Reasons for cancellation of the allocation.
items:
$ref: '#/components/schemas/allocationCancellationReason'
remainingAllocation:
type: object
description: Provides an overview of what quantity has already been allocated to the allocation and what quantity is still outstanding.
properties:
executedQuantity:
$ref: '#/components/schemas/executedQuantity'
remainingQuantity:
$ref: '#/components/schemas/remainingQuantity'
completeAllocation:
type: object
description: Completed allocation
properties:
allocationIdentification:
type: string
description: Unambiguous identifier of the individual allocation of the bulk order , as assigned by the confirming party. Corresponds with the transactionIdentification of the OpenWealth Custody Services API.
example: 123123123
executedQuantity:
$ref: '#/components/schemas/executedQuantity'
averagePrice:
$ref: '#/components/schemas/dayAveragePrice'
bookingDate:
$ref: '#/components/schemas/bookingDate'
billingDetails:
$ref: '#/components/schemas/billingDetails'
completeAllocationList:
type: array
description: List of completed allocations.
items:
$ref: '#/components/schemas/completeAllocation'
bookingDate:
type: object
description: Indicates the booking date for an order or allocation.
properties:
date:
$ref: '#/components/schemas/date'
amount:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
example: 12000
description: Absolute amount
billingDetails:
type: object
properties:
billingAmountList:
type: array
items:
$ref: '#/components/schemas/billingAmount'
accruedInterests:
$ref: '#/components/schemas/accruedInterests'
feesOrTaxList:
type: array
items:
$ref: '#/components/schemas/feeOrTax'
billingAmount:
type: object
properties:
type:
type: string
description: Indicates the type of billing amount.
example: grossTradeAmount
enum:
- grossTradeAmount
- grossSettlementAmount
- netSettlementAmount
- netBillingAmount
amount:
$ref: '#/components/schemas/amount'
currency:
$ref: '#/components/schemas/currency'
creditDebitIndicator:
$ref: '#/components/schemas/creditDebitIndicator'
foreignExchangeRate:
$ref: '#/components/schemas/foreignExchangeRate'
bulkOrderDetails:
required:
- side
- orderQuantity
- financialInstrumentDetails
- currency
- executionType
- timeInForce
- numberOfAllocations
type: object
properties:
side:
type: string
description: Side taken by a party on an order.
example: buy
enum:
- buy
- sell
orderQuantity:
$ref: '#/components/schemas/orderQuantity'
displayQuantity:
$ref: '#/components/schemas/amount'
numberOfAllocations:
type: number
format: integer
example: 5
description: Indicates number of orders to be combined for average pricing and allocation.
financialInstrumentDetails:
$ref: '#/components/schemas/financialInstrumentDetails'
placeOfTrade:
$ref: '#/components/schemas/placeOfTrade'
currency:
$ref: '#/components/schemas/currency'
executionType:
type: string
description: Type of the execution of the order
example: limit
enum:
- market
- limit
- stop
- stopLimit
limitPrice:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: Limit price per unit of quantity (e.g. per share)
example: 12.50
stopPrice:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: Stop price per unit of quantity (e.g. per share)
example: 10.05
timeInForce:
type: string
description: Specifies how long the order remains in effect.
example: day
enum:
- day
- goodTillCancel
- atTheOpening
- immediateOrCancel
- fillOrKill
- goodTillCrossing
- goodTillDate
- atTheClose
- goodThroughCrossing
- atCrossing
- goodForTime
- goodForAuction
- goodForMonth
expiryDateTime:
type: string
format: date-time
example: 2018-04-13T11:11:11Z
description: Date and time of the order expiration (UTC Timestamp). In accordance with ISO 8601.
order:
required:
- extendedOrder
- orderState
type: object
properties:
statementDateTime:
$ref: '#/components/schemas/statementDateTime'
extendedOrder:
$ref: '#/components/schemas/extendedOrder'
orderState:
$ref: '#/components/schemas/orderState'
dateList:
$ref: '#/components/schemas/dateList'
creditDebitIndicator:
type: string
enum:
- credit
- debit
example: debit
description: Specifies if the amount is a debit (negative) or credit (positive) amount.
currency:
description: ISO 4217 code
type: string
pattern: '[A-Z]{3}'
example: CHF
date:
type: string
format: date
description: Date according to ISO 8601 i.e. YYYY-MM-DD format
example: 2018-04-13
dateList:
type: array
description: Indicates dates relevant for the respective order
items:
$ref: '#/components/schemas/orderDate'
dayOrderQuantity:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: For GoodTill(GT) orders the orderQuantity less all quantity (adjusted for stock splits) that traded on previous days. DayOrderQuantity = OrderQuantity - (executedQuantity - dayExecutedQuantity).
example: 15
dayExecutedQuantity:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: For GT orders the quantity on a GT order that has traded today.
example: 5
executedQuantity:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: Total quantity (e.g. number of shares) filled.
example: 100
extendedOrder:
required:
- clientOrderIdentification
- bulkOrderDetails
type: object
description: Order object with extended allocation information.
properties:
clientOrderIdentification:
type: string
example: 123123123
description: Unambiguous identifier for the bulk order, as assigned by the instructing party.
maxLength: 20
orderDateTime:
type: string
format: date-time
example: 2018-04-13T11:11:11Z
description: Date and time the order has been received. In accordance with ISO 8601.
readOnly: true
orderIdentification:
type: string
description: Unambiguous identifier for the bulk order, as assigned by the confirming party.
example: 321321321
readOnly: true
bulkOrderDetails:
$ref: '#/components/schemas/bulkOrderDetails'
allocationList:
type: array
items:
$ref: '#/components/schemas/allocation'
feeOrTax:
type: object
properties:
feeType:
type: string
description: Indicates the type of fee/tax
enum:
- stampDuty
- withholdingTax
- capitalGainTax
- financialTransactionTax
- otherTaxes
- transactionFee
- brokerageFee
- managementFee
- courtage
- custodyFee
- exchangeFee
- thirdPartyFee
- otherFee
- others
amount:
$ref: '#/components/schemas/amount'
currency:
$ref: '#/components/schemas/currency'
creditDebitIndicator:
$ref: '#/components/schemas/creditDebitIndicator'
foreignExchangeRate:
$ref: '#/components/schemas/foreignExchangeRate'
foreignExchangeRate:
type: object
properties:
sourceCurrency:
description: Currency of the amount to be converted in a currency conversion.
type: string
pattern: '[A-Z]{3}'
example: CHF
rate:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
example: 1.0963
description: Indicates the rate of a fx transaction for one source currency unit to the target currency. E.g. 1GBP=xxxEUR, where the source currency is GBP and the target currency is EUR.
targetCurrency:
description: Currency into which an amount is to be converted in a currency conversion.
type: string
pattern: '[A-Z]{3}'
example: CHF
fxType:
type: string
description: Defines, if the indicated fx rate includes (costPrice) or excludes (dealPrice) fees and taxes.
example: costPrice
enum:
- costPrice
- dealPrice
financialInstrumentDetails:
type: object
required:
- financialInstrumentIdentification
properties:
financialInstrumentIdentification:
type: object
required:
- identification
- type
properties:
identification:
type: string
example: CH0012005267
description: Instrument identification
type:
type: string
example: isin
description: Type of the instrument identification
enum:
- isin
- sedol
- cusip
- ric
- tickerSymbol
- bloomberg
- cta
- quick
- wertpapier
- dutch
- valoren
- sicovam
- belgian
- common
- otherProprietaryIdentification
requestedOrder:
required:
- clientOrderIdentification
- bulkOrderDetails
- requestedAllocationList
type: object
properties:
clientOrderIdentification:
type: string
example: 123123123
description: Unambiguous identifier for the bulk order, as assigned by the instructing party.
maxLength: 20
orderDateTime:
type: string
format: date-time
example: 2018-04-13T11:11:11Z
description: Date and time of the order placement (UTC Timestamp). In accordance with ISO 8601.
readOnly: true
orderIdentification:
type: string
description: Unambiguous identifier for the bulk order, as assigned by the confirming party.
example: 321321321
readOnly: true
bulkOrderDetails:
$ref: '#/components/schemas/bulkOrderDetails'
requestedAllocationList:
type: array
items:
$ref: '#/components/schemas/requestedAllocation'
orderQuantity:
type: object
properties:
amount:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
example: 300
type:
type: string
description: Type of the amount
example: unitsNumber
enum:
- unitsNumber
- nominal
orderState:
required:
- status
- executedQuantity
- remainingQuantity
type: object
properties:
status:
$ref: '#/components/schemas/orderStatus'
statusDateTime:
$ref: '#/components/schemas/statusDateTime'
orderCancellationReasonList:
$ref: '#/components/schemas/orderCancellationReasonList'
executedQuantity:
$ref: '#/components/schemas/executedQuantity'
remainingQuantity:
$ref: '#/components/schemas/remainingQuantity'
averagePrice:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: Calculated average price of all fills on this order.
example: 17.85
dayOrderQuantity:
$ref: '#/components/schemas/dayOrderQuantity'
dayExecutedQuantity:
$ref: '#/components/schemas/dayExecutedQuantity'
dayAveragePrice:
$ref: '#/components/schemas/dayAveragePrice'
factor:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
example: 100
description: |
For Fixed Income: Amorization Factor for deriving Current face from Original face for ABS or MBS securities, note the fraction may be greater than, equal to or less than . In TIPS securities this is the Inflation index.
Qty * Factor * Price = Gross Trade Amount
For Derivatives: Contract Value Factor by which price must be adjusted to determine the true nominal value of one futures/options contract.
(Qty * Price) * Factor = Nominal Value"
orderStatusHistoryList:
$ref: '#/components/schemas/orderStatusHistoryList'
statusDateTime:
type: string
format: date-time
example: 2018-04-13T11:11:11Z
description: Indicates the date and time at which the status has been updated into the status indicated under "status" (UTC Timestamp). In accordance with ISO 8601.
orderStatusHistory:
type: object
description: Provides the status of the order was at a certain time in its lifecycle.
properties:
status:
$ref: '#/components/schemas/orderStatus'
statusDateTime:
$ref: '#/components/schemas/statusDateTime'
orderStatusHistoryList:
type: array
description: Provides all the status that the order was in at a certain time in its lifecycle.
items:
$ref: '#/components/schemas/orderStatusHistory'
orderStatus:
type: string
description: Shows in which stage of its life cycle an order is.
enum:
- acknowledged
- accepted
- customerRelease
- placed
- partiallyFilled
- filled
- executed
- cancelled
- partiallyCancelled
- marketCancelled
- pendingCancel
- rejected
- partiallyRejected
- marketRejected
- expired
- partiallyExpired
- marketExpired
example: partiallyFilled
dayAveragePrice:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: The average price for quantity that has traded today.
example: 17.8
orderDate:
type: object
description: Indicates a date with a dateType relevant for the respective order.
properties:
date:
$ref: '#/components/schemas/date'
dateType:
type: string
example: bookingDate
enum:
- transactionDate
- bookingDate
- valueDate
orderCancellationReason:
type: object
description: Indicates the reason, why an order is invalid/cancelled/rejected
properties:
code:
type: string
description: Cancelled reason expressed as a code.
enum:
- allocationInvalid
- cancelledByHub
- cancelledByInstructingParty
- cancelledByOther
- cannotContainMarketIdentificationAndMarketDescription
- currencyNotSupportedForFinancialInstrument
- displayQuantityNotImplemented
- endOfLife
- executionTypeInconsequential
- executionTypeNotSupported
- expiryDateTimeInThePast
- expiryDateTimeMissing
- expiryDateTimeNotAllowed
- financialInstrumentIdentificationNotUnique
- financialInstrumentIdentificationTypeNotSupported
- financialInstrumentNotAllowedViaInterface
- financialInstrumentNotFound
- financialInstrumentNotTradedOnMarket
- icebergOrderTooLarge
- invalidPrices
- limitPriceMissingForExecutionType
- limitPriceNotAllowedForExecutionType
- marketCurrentlyBlockedForTrading
- marketQuoteNotAvailableForProduct
- maximumNumberOfAllocationsExceeded
- numberOfAllocationsDeviateFromAllocationsProvided
- numberOfAllocationsEmpty
- numberOfAllocationsZero
- orderQuantityDeviatesFromSumOfAllocationQuantities
- orderQuantityTooHigh
- orderQuantityTooSmall
- orderQuantityTypeNotImplemented
- orderQuantityTypeWrong
- orderTypeNotSupportedByMarket
- placeOfTradeNotImplemented
- placeOfTradeNotSupported
- productExpired
- selectedTimeInForceNotImplemented
- stopPriceMissingForExecutionType
- stopPriceNotAllowedForExecutionType
- timeInForceAndExpiryDateInconsistent
- valueTooHigh
- wrongDenomination
- other
example: endOfLife
proprietary:
type: string
description: Cancelled reason expressed as a proprietary description that provides more details about the reason of the cancellation.
orderCancellationReasonList:
type: array
description: Indicates the reasons, why an order is invalid/cancelled/rejected
items:
$ref: '#/components/schemas/orderCancellationReason'
placeOfTrade:
type: object
description: Market in which a trade transaction is to be or has been executed.
properties:
marketIdentificationCode:
type: string
maxLength: 4
description: Market Identifier Code. Identification of a financial market, as stipulated in the norm ISOMarket Identifier Code. Identification of a financial market, as stipulated in the norm ISO 10383 "Codes for exchanges and market identifications".
example: XSWX
marketDescription:
type: string
description: Description of the market when no Market Identification Code is available.
example: OTC
remainingQuantity:
type: string
pattern: '[0-9]{1,12}([.][0-9]{1,9})?'
maxLength: 22
description: Quantity open for further execution. If the status is cancelled, expired, or rejected (in which case the order is no longer active) then remainingQuantity could be 0, otherwise remainingQuantity = orderQuantity - executedQuantity.
example: 20
statementDateTime: