FX blotter records

This page describes the FX API’s FX blotter records.

This documentation is for the FX Integration API 12.9.0.

Contents:

FX blotter record specifications

FX blotter record specifications

The FX API provides builders for the following FX blotter records.

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

OrderBlotterRecord

CommonBlotterFields

AmountDPS

integer

Example: 2

The precision for a specified currency pair and dealt currency

CommonFields

API

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

AllowedActions

string

Example: View,AuditTrail,Cancel,Deactivate,Duplicate,Edit

Comma separated list of Caplin supported values. See the constants defined within com.caplin.motif.fx.orders.AllowedActions

ActivationType

string

How the order should be activated. Caplin supported statuses are [GFA, EXPLICIT]

ActivationDateTime

datetime

Example: 2013-07-24T17:13:59.985

The time and date the order will become active. This is in ISO-8601 format.

ActivationDisplayTimeZone

timezone

Example: Europe/London

The timezone that the activation time and date should be formatted to for display. This is in the TZ database format.

ExpirationType

string

How the order should be deactivated. Caplin supported statuses are [IOC, GTC, GFD, FOK, EXPLICIT]

ExpirationDateTime

datetime

Example: 2013-07-24T17:13:59.985

The time and date the order will be deactivated. This is in ISO-8601 format.

ExpirationDisplayTimeZone

timezone

Example: Europe/London

The timezone that the expiration time and date should be formatted to for display. This is in the TZ database format.

AlertType

string

The type of alert that an order will send. Caplin supported statuses are [EMAIL, SMS].

StrategyID

string

The strategy Id of the order.

StrategyType

string

The strategy the order was submitted with. This field should not be used by the front end for structuring orders. Comma separated list of Caplin supported values are [SINGLE, IF-DONE-OCO, OCO, IF-DONE, IF-TIMEOUT, IF-DONE-LOOP, LOOP]. OTHER denotes a strategy type that is unsupported.

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.

OrderCount

integer

OrderID

string

Example: 000012345

The id of the order.

ActivationDate

string

What date the strategy should be activated.

ActivationTime

string

What time the strategy should be activated if the ActivationDate was in the format of yyyymmdd.

ActivationLocation

string

Example: Europe/London

When location should be used to evaluate the time to activate if the ActivationDate was in the format of yyyymmdd.

ActivationUTCOffset

string

ExpirationDate

string

What date the strategy should expire.

ExpirationTime

string

What time the strategy should be activated if the ExpirationDate was in the format of yyyymmdd.

ExpirationLocation

string

When location should be used to evaluate the time to expire if the ExpirationDate was in the format of yyyymmdd.

ExpirationUTCOffset

string

Temperature

string

Example: 2

Shows how close an Order is to its trigger point at the leg level. Shows the maximum of the leg temperatures at the common level [1=cold,2=warm,3=hot,4=very hot,5=target rate reached].

SubmittedDateTime

datetime

Example: 2023-04-19T11:09:45.00Z

The time and date a trade or order was submitted

FixingSource

string

Example: WMR 8am London Time

Specifies where the fixing rate comes from.

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

Tags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

OrderRateDPS

integer

Example: 5

The precision to use for order rate information.

LegFields

API

Editable

boolean

Whether a trade or order is editable.

OrderID

string

Example: 000012345

The id of the order.

Status

string

Example: Completed

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.

OrderStatus

string

Example: ACTIVE

Caplin supported statuses are [PENDING-ACCEPT, PENDING-ACTIVATION, PENDING-CONFIRMATION, ACTIVE, PARENT-ACTIVE, PENDING-DEACTIVATION, DEACTIVATED, EXPIRED, COMPLETED, REJECTED, PENDING-CANCEL, CANCELLED, CANCELLED-BY-PARTNER]

SubmittedDateTime

datetime

Example: 2023-04-19T11:09:45.00Z

The time and date a trade or order was submitted

LastActionBy

string

The last person or system to perform an action on an order.

LastActionDateTime

datetime

The time and date of the last action on an order.

Amount

decimal

The amount of a trade or order in the DealtCurrency.

Filled

decimal

The amount of an order that has been filled.

Remaining

decimal

The amount of an order that has not been filled.

MonitorSide

string

The side that should be monitored for an order to be triggered.

DealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

ExecutionType

string

The order type. Caplin supported types are [BENCHMARK, CALL-ORDER, MARKET, PEGGED, STOP-LOSS, TAKE-PROFIT]

BenchmarkType

string

The benchmark order name. For example, ECB.

BenchmarkTime

time

Example: 18:00

The fixing time of the benchmark in ISO-8601 format

BenchmarkDate

date

The fixing date of the benchmark in ISO-8601 format

BenchmarkTimeZone

timezone

Example: Europe/London

The TZ format timezone for the provided time and date

LimitPrice

decimal

The price at which a leg should fill.

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

ChildLegId

integer

Example: 1

The id of the child leg, if the order has a child leg

ChildRelationship

string

Example: IF-DONE

Describes the relationship with the child if it exists.

PartnerLegId

integer

Example: 1

The id of the partner leg, if the order has a partner leg

PartnerRelationship

string

Example: OCO

Describes the relationship with the partner leg if it exists.

LoopLegId

integer

Example: 1

The leg to loop back to upon completion.

FillRate

string

OrderTenor

string

The tenor the order will settle on for Forward and NDF orders. Either OrderTenor or OrderSettlementDate should be provided but not both.

OrderSettlementDate

date

The settlement date the order will settle on for Forward and NDF orders. Either OrderTenor or OrderSettlementDate should be provided but not both.

OrderFixingDate

date

The date an NDF order will fix on if filled.

Temperature

string

Example: 2

Shows how close an Order is to its trigger point at the leg level. Shows the maximum of the leg temperatures at the common level [1=cold,2=warm,3=hot,4=very hot,5=target rate reached].

FilledRate

decimal

Example: 123.012345

The rate at which an order has been filled.

OrderType

string

Example: TAKE-PROFIT, STOP-LOSS

The order execution type. Caplin supported types are TAKE-PROFIT, STOP-LOSS, CALL-ORDER, MARKET, BENCHMARK, MARKET, PEGGED.

FillID

string

Example: 00001561

The Trade ID of the trade created when an order is fully filled by a single fill.

Trigger

string

The trigger type for the order

SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

AllowPartialFill

boolean

Indicates whether the order leg can be partially filled

SalesOrderBlotterRecord

OrderBlotterRecord

CommonBlotterFields

AmountDPS

integer

Example: 2

The precision for a specified currency pair and dealt currency

CommonFields

API

CurrencyPair

string

The currency pair for the trade. For example, EURUSD

Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

AllowedActions

string

Example: View,AuditTrail,Cancel,Deactivate,Duplicate,Edit

Comma separated list of Caplin supported values. See the constants defined within com.caplin.motif.fx.orders.AllowedActions

ActivationType

string

How the order should be activated. Caplin supported statuses are [GFA, EXPLICIT]

ActivationDateTime

datetime

Example: 2013-07-24T17:13:59.985

The time and date the order will become active. This is in ISO-8601 format.

ActivationDisplayTimeZone

timezone

Example: Europe/London

The timezone that the activation time and date should be formatted to for display. This is in the TZ database format.

ExpirationType

string

How the order should be deactivated. Caplin supported statuses are [IOC, GTC, GFD, FOK, EXPLICIT]

ExpirationDateTime

datetime

Example: 2013-07-24T17:13:59.985

The time and date the order will be deactivated. This is in ISO-8601 format.

ExpirationDisplayTimeZone

timezone

Example: Europe/London

The timezone that the expiration time and date should be formatted to for display. This is in the TZ database format.

AlertType

string

The type of alert that an order will send. Caplin supported statuses are [EMAIL, SMS].

StrategyID

string

The strategy Id of the order.

StrategyType

string

TraderUsername

string

Example: sales_trader@novobank.co.za

TOBOUser

string

Example: client@customer.co.za

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

OrderCount

integer

OrderID

string

Example: 000012345

The id of the order.

ActivationDate

string

What date the strategy should be activated.

ActivationTime

string

What time the strategy should be activated if the ActivationDate was in the format of yyyymmdd.

ActivationLocation

string

Example: Europe/London

When location should be used to evaluate the time to activate if the ActivationDate was in the format of yyyymmdd.

ActivationUTCOffset

string

ExpirationDate

string

What date the strategy should expire.

ExpirationTime

string

What time the strategy should be activated if the ExpirationDate was in the format of yyyymmdd.

ExpirationLocation

string

When location should be used to evaluate the time to expire if the ExpirationDate was in the format of yyyymmdd.

ExpirationUTCOffset

string

Temperature

string

Example: 2

Shows how close an Order is to its trigger point at the leg level. Shows the maximum of the leg temperatures at the common level [1=cold,2=warm,3=hot,4=very hot,5=target rate reached].

SubmittedDateTime

datetime

Example: 2023-04-19T11:09:45.00Z

The time and date a trade or order was submitted

FixingSource

string

Example: WMR 8am London Time

Specifies where the fixing rate comes from.

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

Tags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

OrderRateDPS

integer

Example: 5

The precision to use for order rate information.

LegFields

API

Editable

boolean

Whether a trade or order is editable.

OrderID

string

Example: 000012345

The id of the order.

Status

string

Example: Completed

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.

OrderStatus

string

Example: ACTIVE

SubmittedDateTime

datetime

Example: 2023-04-19T11:09:45.00Z

The time and date a trade or order was submitted

LastActionBy

string

The last person or system to perform an action on an order.

LastActionDateTime

datetime

The time and date of the last action on an order.

Amount

decimal

The amount of a trade or order in the DealtCurrency.

Filled

decimal

The amount of an order that has been filled.

Remaining

decimal

The amount of an order that has not been filled.

MonitorSide

string

The side that should be monitored for an order to be triggered.

DealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

ExecutionType

string

The order type. Caplin supported types are [BENCHMARK, CALL-ORDER, MARKET, PEGGED, STOP-LOSS, TAKE-PROFIT]

BenchmarkType

string

The benchmark order name. For example, ECB.

BenchmarkTime

time

Example: 18:00

The fixing time of the benchmark in ISO-8601 format

BenchmarkDate

date

The fixing date of the benchmark in ISO-8601 format

BenchmarkTimeZone

timezone

Example: Europe/London

The TZ format timezone for the provided time and date

LimitPrice

decimal

The price at which a leg should fill.

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

ChildLegId

integer

Example: 1

The id of the child leg, if the order has a child leg

ChildRelationship

string

Example: IF-DONE

Describes the relationship with the child if it exists.

PartnerLegId

integer

Example: 1

The id of the partner leg, if the order has a partner leg

PartnerRelationship

string

Example: OCO

Describes the relationship with the partner leg if it exists.

LoopLegId

integer

Example: 1

The leg to loop back to upon completion.

FillRate

string

OrderTenor

string

The tenor the order will settle on for Forward and NDF orders. Either OrderTenor or OrderSettlementDate should be provided but not both.

OrderSettlementDate

date

The settlement date the order will settle on for Forward and NDF orders. Either OrderTenor or OrderSettlementDate should be provided but not both.

OrderFixingDate

date

The date an NDF order will fix on if filled.

Temperature

string

Example: 2

Shows how close an Order is to its trigger point at the leg level. Shows the maximum of the leg temperatures at the common level [1=cold,2=warm,3=hot,4=very hot,5=target rate reached].

FilledRate

decimal

Example: 123.012345

The rate at which an order has been filled.

OrderType

string

Example: TAKE-PROFIT, STOP-LOSS

The order execution type. Caplin supported types are TAKE-PROFIT, STOP-LOSS, CALL-ORDER, MARKET, BENCHMARK, MARKET, PEGGED.

FillID

string

Example: 00001561

The Trade ID of the trade created when an order is fully filled by a single fill.

Trigger

string

The trigger type for the order

SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

AllowPartialFill

boolean

Indicates whether the order leg can be partially filled

SalesLegFields

API

Margin

decimal

The amount of margin

Discretion

decimal

Number of points the trader has discretion to fill the order

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

SpotBlotterRecord

Example

API

CommonBlotterFields

API

BaseCurrency

string

Example: USD

The first currency listed in the currency pair.

TradingType

string

Example: SPOT

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.

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

ExecutionStyle

string

The execution style. Caplin supported types are [ORDER, RFS, ESP]

USI

string

Unique swap identifier, global unique transaction identifier.

CanLaunchTradeConfirmation

boolean

Example: true

Indicates whether the user can launch the trade confirmation ticket

CommonSpotTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

AllowedAllocationTypes

string

Example: ALLOCATION,ALLOCATE_ROLL,ROLL,ROLL_BACK,ROLL_FORWARD

Comma separated string of allowed allocation types.

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

The rate for trading two currencies on the spot settlement date.

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

The date and time a trade was executed on.

TradeDate

string

Example: 20160314

The date a trade was executed on.

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

TOBOUser

string

Example: client@customer.co.za

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

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

Example: SPOT

DeliverableType

string

Example: DELIVERABLE

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

Example: 000012345

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 (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

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

IsRepriceTrade

boolean

Boolean flag that indicates whether the trade was created from a Post Trade Action, where a new price was executed against.

OriginalTradeID

string

TradeID of the trade that this trade was created from.

Status

string

Example: Completed

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

SpotSalesBlotterRecord

Example

API

CommonBlotterFields

API

BaseCurrency

string

Example: USD

The first currency listed in the currency pair.

TradingType

string

Example: SPOT

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

ExecutionStyle

string

The execution style. Caplin supported types are [ORDER, RFS, ESP]

USI

string

Unique swap identifier, global unique transaction identifier.

CanLaunchTradeConfirmation

boolean

Example: true

Indicates whether the user can launch the trade confirmation ticket

CommonSpotSalesTradeConfirmation

Example

API

CommonSpotTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

AllowedAllocationTypes

string

Example: ALLOCATION,ALLOCATE_ROLL,ROLL,ROLL_BACK,ROLL_FORWARD

Comma separated string of allowed allocation types.

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

The rate for trading two currencies on the spot settlement date.

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

The date and time a trade was executed on.

TradeDate

string

Example: 20160314

The date a trade was executed on.

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

TOBOUser

string

Example: client@customer.co.za

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

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

Example: SPOT

DeliverableType

string

Example: DELIVERABLE

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

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

Example: 000012345

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 (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

ClientAgreementDateTime

datetime

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN

IsRepriceTrade

boolean

Boolean flag that indicates whether the trade was created from a Post Trade Action, where a new price was executed against.

OriginalTradeID

string

TradeID of the trade that this trade was created from.

Status

string

Example: Completed

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

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

L1_ReferenceFwdPoints

decimal

Example: 1.08575

This field represents the reference fwd points with no client margin applied to it.

L1_XVAAmount

decimal

Example: 5

The XVA amount on a TradeConfirmation

L1_XVAPoints

decimal

Example: 0.000002

The XVA points on a TradeConfirmation

L1_AskDiscountFactor

decimal

Example: 1.2

The ask discount factor value

L1_BidDiscountFactor

decimal

Example: 1.2

The bid discount factor value

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

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

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 by the frontend

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

ReferenceSpotRate

decimal

Example: 1.08575

This field represents the reference spot bid rate with no client margin applied to it.

XVATotalAmount

decimal

Example: 15

The sum of all the XVA amounts

XVANetProfit

decimal

Example: 14.12

Calculated as the (total profit - xva total amount)

AmendmentSummaryDisplayFields

string

Example: method={'import':'static com.caplin.motif.fx.config.DefaultDisplayFields.addDefaultSalesAmendmentSummaryDisplayFields','name':'addDefaultSalesAmendmentSummaryDisplayFields','comment':'See DefaultDisplayFields javadoc for parameters and available builder methods.'}

Configuration to display amended details for a trade.

ForwardBlotterRecord

Example

API

CommonBlotterFields

API

BaseCurrency

string

Example: USD

The first currency listed in the currency pair.

TradingType

string

Example: SPOT

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

ExecutionStyle

string

The execution style. Caplin supported types are [ORDER, RFS, ESP]

USI

string

Unique swap identifier, global unique transaction identifier.

CanLaunchTradeConfirmation

boolean

Example: true

Indicates whether the user can launch the trade confirmation ticket

CommonForwardTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

AllowedAllocationTypes

string

Example: ALLOCATION,ALLOCATE_ROLL,ROLL,ROLL_BACK,ROLL_FORWARD

Comma separated string of allowed allocation types.

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

The rate for trading two currencies on the spot settlement date.

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

The date and time a trade was executed on.

TradeDate

string

Example: 20160314

The date a trade was executed on.

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

TOBOUser

string

Example: client@customer.co.za

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

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

Example: SPOT

DeliverableType

string

Example: DELIVERABLE

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

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

Example: 000012345

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 (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

ClientAgreementDateTime

datetime

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN

IsRepriceTrade

boolean

Boolean flag that indicates whether the trade was created from a Post Trade Action, where a new price was executed against.

OriginalTradeID

string

TradeID of the trade that this trade was created from.

Status

string

Example: Completed

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

Specifies where the fixing rate comes from.

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

LocationType

string

Describes whether a non deliverable trade is for an onshore or offshore client. Enum of: ONSHORE, OFFSHORE.

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

The currency whose exchange rate is observed on the fixing date to determine the settlement amount

L1_FixingCode

string

Example: [CCY]1/1600/GBLO

A code that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingDescription

string

Example: WMR [CCY] 4pm London

A description that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L1_ReferenceCurrency

string

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

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

ForwardSalesBlotterRecord

Example

API

CommonBlotterFields

API

BaseCurrency

string

Example: USD

The first currency listed in the currency pair.

TradingType

string

Example: SPOT

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

ExecutionStyle

string

The execution style. Caplin supported types are [ORDER, RFS, ESP]

USI

string

Unique swap identifier, global unique transaction identifier.

CanLaunchTradeConfirmation

boolean

Example: true

Indicates whether the user can launch the trade confirmation ticket

CommonForwardSalesTradeConfirmation

Example

API

CommonForwardTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

AllowedAllocationTypes

string

Example: ALLOCATION,ALLOCATE_ROLL,ROLL,ROLL_BACK,ROLL_FORWARD

Comma separated string of allowed allocation types.

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

The rate for trading two currencies on the spot settlement date.

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

The date and time a trade was executed on.

TradeDate

string

Example: 20160314

The date a trade was executed on.

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

TOBOUser

string

Example: client@customer.co.za

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

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

Example: SPOT

DeliverableType

string

Example: DELIVERABLE

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

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

Example: 000012345

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 (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

ClientAgreementDateTime

datetime

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN

IsRepriceTrade

boolean

Boolean flag that indicates whether the trade was created from a Post Trade Action, where a new price was executed against.

OriginalTradeID

string

TradeID of the trade that this trade was created from.

Status

string

Example: Completed

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

Specifies where the fixing rate comes from.

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

LocationType

string

Describes whether a non deliverable trade is for an onshore or offshore client. Enum of: ONSHORE, OFFSHORE.

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

The currency whose exchange rate is observed on the fixing date to determine the settlement amount

L1_FixingCode

string

Example: [CCY]1/1600/GBLO

A code that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingDescription

string

Example: WMR [CCY] 4pm London

A description that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L1_ReferenceCurrency

string

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

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

L1_ReferenceFwdPoints

decimal

Example: 1.08575

This field represents the reference fwd points with no client margin applied to it.

L1_XVAAmount

decimal

Example: 5

The XVA amount on a TradeConfirmation

L1_XVAPoints

decimal

Example: 0.000002

The XVA points on a TradeConfirmation

L1_AskDiscountFactor

decimal

Example: 1.2

The ask discount factor value

L1_BidDiscountFactor

decimal

Example: 1.2

The bid discount factor value

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

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

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 by the frontend

SyntheticCrossCurrency

string

Example: GBP

The common currency of each synthetic component.

AmendmentReasonDisplayFields

string

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

ReferenceSpotRate

decimal

Example: 1.08575

This field represents the reference spot bid rate with no client margin applied to it.

XVATotalAmount

decimal

Example: 15

The sum of all the XVA amounts

XVANetProfit

decimal

Example: 14.12

Calculated as the (total profit - xva total amount)

AmendmentSummaryDisplayFields

string

Configuration to display amended details for a trade.

SwapTradeBlotterRecord

Example

API

CommonBlotterFields

API

BaseCurrency

string

Example: USD

The first currency listed in the currency pair.

TradingType

string

Example: SPOT

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

ExecutionStyle

string

The execution style. Caplin supported types are [ORDER, RFS, ESP]

USI

string

Unique swap identifier, global unique transaction identifier.

CanLaunchTradeConfirmation

boolean

Example: true

Indicates whether the user can launch the trade confirmation ticket

CommonSwapTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

AllowedAllocationTypes

string

Example: ALLOCATION,ALLOCATE_ROLL,ROLL,ROLL_BACK,ROLL_FORWARD

Comma separated string of allowed allocation types.

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

The rate for trading two currencies on the spot settlement date.

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

The date and time a trade was executed on.

TradeDate

string

Example: 20160314

The date a trade was executed on.

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

TOBOUser

string

Example: client@customer.co.za

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

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

Example: SPOT

DeliverableType

string

Example: DELIVERABLE

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

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

Example: 000012345

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 (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

ClientAgreementDateTime

datetime

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN

IsRepriceTrade

boolean

Boolean flag that indicates whether the trade was created from a Post Trade Action, where a new price was executed against.

OriginalTradeID

string

TradeID of the trade that this trade was created from.

Status

string

Example: Completed

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

Specifies where the fixing rate comes from.

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

LocationType

string

Describes whether a non deliverable trade is for an onshore or offshore client. Enum of: ONSHORE, OFFSHORE.

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

L2_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L2_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L2_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L2_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

The currency whose exchange rate is observed on the fixing date to determine the settlement amount

L1_FixingCode

string

Example: [CCY]1/1600/GBLO

A code that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingDescription

string

Example: WMR [CCY] 4pm London

A description that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L1_ReferenceCurrency

string

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

The currency whose exchange rate is observed on the fixing date to determine the settlement amount

L2_FixingCode

string

Example: [CCY]1/1600/GBLO

A code that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L2_FixingDescription

string

Example: WMR [CCY] 4pm London

A description that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L2_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L2_ReferenceCurrency

string

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

The value of swap points that is halfway between the swap bid points and the swap ask points.

SwapPips

string

Example: 53.90

SwapType

string

Example: SPOTFWD

SwapSalesBlotterRecord

Example

API

CommonBlotterFields

API

BaseCurrency

string

Example: USD

The first currency listed in the currency pair.

TradingType

string

Example: SPOT

IsReversible

boolean

Whether a trade can be reversed.

IsAmendable

boolean

Whether a trade can be amended.

IsCancellable

boolean

Whether a trade can be cancelled.

ExecutionStyle

string

The execution style. Caplin supported types are [ORDER, RFS, ESP]

USI

string

Unique swap identifier, global unique transaction identifier.

CanLaunchTradeConfirmation

boolean

Example: true

Indicates whether the user can launch the trade confirmation ticket

CommonSwapSalesTradeConfirmation

Example

API

CommonSwapTradeConfirmation

Example

API

CommonTradeConfirmationFields

API

AllowedAllocationTypes

string

Example: ALLOCATION,ALLOCATE_ROLL,ROLL,ROLL_BACK,ROLL_FORWARD

Comma separated string of allowed allocation types.

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

The rate for trading two currencies on the spot settlement date.

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

The date and time a trade was executed on.

TradeDate

string

Example: 20160314

The date a trade was executed on.

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

TOBOUser

string

Example: client@customer.co.za

FullName

string

The full name of the user the trade is on behalf of

EntityId

string

Example: CUSTONE

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

Example: SPOT

DeliverableType

string

Example: DELIVERABLE

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

DigitsBeforePips

integer

Example: 2

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

Example: 000012345

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 (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

ClientAgreementDateTime

datetime

PostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN

IsRepriceTrade

boolean

Boolean flag that indicates whether the trade was created from a Post Trade Action, where a new price was executed against.

OriginalTradeID

string

TradeID of the trade that this trade was created from.

Status

string

Example: Completed

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

Specifies where the fixing rate comes from.

SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

LocationType

string

Describes whether a non deliverable trade is for an onshore or offshore client. Enum of: ONSHORE, OFFSHORE.

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

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

The number of pips to be added or subtracted from the spot rate to form the forward rate.

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

L2_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L2_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

L2_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

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

The date of which the time option becomes active from.

L2_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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

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

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

The currency whose exchange rate is observed on the fixing date to determine the settlement amount

L1_FixingCode

string

Example: [CCY]1/1600/GBLO

A code that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingDescription

string

Example: WMR [CCY] 4pm London

A description that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L1_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L1_ReferenceCurrency

string

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

The currency whose exchange rate is observed on the fixing date to determine the settlement amount

L2_FixingCode

string

Example: [CCY]1/1600/GBLO

A code that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L2_FixingDescription

string

Example: WMR [CCY] 4pm London

A description that specifies which exchange rate is used for the fixing of the non-deliverable currency.

L2_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

L2_ReferenceCurrency

string

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

The value of swap points that is halfway between the swap bid points and the swap ask points.

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

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

L1_ReferenceFwdPoints

decimal

Example: 1.08575

This field represents the reference fwd points with no client margin applied to it.

L1_XVAAmount

decimal

Example: 5

The XVA amount on a TradeConfirmation

L1_XVAPoints

decimal

Example: 0.000002

The XVA points on a TradeConfirmation

L1_AskDiscountFactor

decimal

Example: 1.2

The ask discount factor value

L1_BidDiscountFactor

decimal

Example: 1.2

The bid discount factor value

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

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

L2_ReferenceFwdPoints

decimal

Example: 1.08575

This field represents the reference fwd points with no client margin applied to it.

L2_XVAAmount

decimal

Example: 5

The XVA amount on a TradeConfirmation

L2_XVAPoints

decimal

Example: 0.000002

The XVA points on a TradeConfirmation

L2_AskDiscountFactor

decimal

Example: 1.2

The ask discount factor value

L2_BidDiscountFactor

decimal

Example: 1.2

The bid discount factor value

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

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

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 by the frontend

SyntheticCrossCurrency

string

Example: GBP

The common currency of each synthetic component.

AmendmentReasonDisplayFields

string

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

ReferenceSpotRate

decimal

Example: 1.08575

This field represents the reference spot bid rate with no client margin applied to it.

XVATotalAmount

decimal

Example: 15

The sum of all the XVA amounts

XVANetProfit

decimal

Example: 14.12

Calculated as the (total profit - xva total amount)

AmendmentSummaryDisplayFields

string

Configuration to display amended details for a 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.

InterventionAllocationBlotterRecord

Example

API

AllocationTradeDetails

Example

API

CommonTradeDetailsFields

API

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

EntityId

string

Example: CUSTONE

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

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.

LastActionDateTime

datetime

The time and date of the last action on an order.

RequestedDateTime

datetime

TraderUsername

string

Example: sales_trader@novobank.co.za

TradeDetailsFields

API

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.

TradingType

string

Example: SPOT

InterventionTradeDetailsFields

API

InterventionStatus

string

Use the TradeStatus field instead

InterventionTradingType

string

Example: RFS

The type of intervention that is required. Caplin supported values are [RFS, ALLOCATION, ALGO]. RFS is assumed if this is not specified. Constants are defined within com.caplin.motif.fx.trading.InterventionTradingType.

InterventionMode

string

Example: ACCEPT

Determine what type of intervention is required, such as whether it requires pricing or whether it is a simple accept/reject. Caplin supported values are [ACCEPT, PRICE]. PRICE is assumed if this is not specified.

TradeStatus

string

Example: AWAITING-PRICE

The current status of the trade. Supported types are [AWAITING-TRADER, AWAITING-PRICE, PRICED, EXECUTING, CLOSED, REJECTED, ERRORED, COMPLETED]. CLOSED means the client cancelled the trade request, REJECTED indicates it was rejected by the dealer.

Dealable

boolean

Whether a trade request can be picked up by a sales trader

PricingMode

string

Example: AUTO

Whether the trade is being automatically or manually priced by the frontend. Supported types are [AUTO, MANUAL]

Competition

boolean

Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP

PrimaryReason

string

Example: This trade exceeds the GFA

The headline reason that a trade requires intervention.

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.

TradeRequestID

string

Example: 000012345

The unique id identifying the trade to be picked up for intervention

Source

string

The source of a quote request. The name or ID of an ECN, SDP or other channel

IntervenerUsername

string

Example: head_trader@novobank.co.za

The user who is currently intervening on and potentially pricing a trade.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

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.

CommonForwardSalesTradeConfirmation AllocatingFromTrade

Example

API

CommonForwardTradeConfirmation AllocatingFromTrade

Example

API

CommonTradeConfirmationFields AllocatingFromTrade

API

AllocatingFromTradeAllowedAllocationTypes

string

Example: ALLOCATION,ALLOCATE_ROLL,ROLL,ROLL_BACK,ROLL_FORWARD

Comma separated string of allowed allocation types.

AllocatingFromTradeTradeID

string

Example: 00001561

A unique identifier for this trade

AllocatingFromTradeCurrencyPair

string

The currency pair for the trade. For example, EURUSD

AllocatingFromTradeDealtCurrency

string

Example: GBP

The currency of the Amount of a trade or order.

AllocatingFromTradeSpotRate

decimal

Example: 1.08341

The rate for trading two currencies on the spot settlement date.

AllocatingFromTradeSpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

AllocatingFromTradeSpotRateDPS

integer

Example: 5

The number of decimal places to display after the decimal point.

AllocatingFromTradeExecutionDateTime

string

Example: 20160322123621

The date and time a trade was executed on.

AllocatingFromTradeTradeDate

string

Example: 20160314

The date a trade was executed on.

AllocatingFromTradeAccount

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

AllocatingFromTradeTraderUsername

string

Example: sales_trader@novobank.co.za

AllocatingFromTradeTOBOUser

string

Example: client@customer.co.za

AllocatingFromTradeFullName

string

The full name of the user the trade is on behalf of

AllocatingFromTradeEntityId

string

Example: CUSTONE

AllocatingFromTradeEntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

AllocatingFromTradeAssetType

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]

AllocatingFromTradeTradingType

string

Example: SPOT

AllocatingFromTradeDeliverableType

string

Example: DELIVERABLE

Caplin supported values are [DELIVERABLE, NON_DELIVERABLE]. Determines whether trade is deliverable or not (for ndfs etc)

AllocatingFromTradeDigitsBeforePips

integer

Example: 2

AllocatingFromTradeNumberOfPips

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.

AllocatingFromTradeOrderID

string

Example: 000012345

The id of the order.

AllocatingFromTradeWarningCode

string

Example: 001

The code for the warning regarding a quote request.

AllocatingFromTradeWarningMessage

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.

AllocatingFromTradeDetailedWarningMessage

string

Example: color: {{theme:foreground.semantic.warning_inverse}}

AllocatingFromTradeClient

string

Client is a duplicate of TOBOUser

AllocatingFromTradeCostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

AllocatingFromTradeCostCurrency

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

AllocatingFromTradeCostCurrencyDPS

integer

Example: 2

The number of decimal places to display after the decimal point.

AllocatingFromTradeCostPercentage

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%.

AllocatingFromTradeContraCostAmount

decimal

The actual transactional cost of performing the trade to the client on the contra currency

AllocatingFromTradeContraCostCurrency

string

Example: GBP

The contra currency that the cost is displayed in

AllocatingFromTradeContraCostCurrencyDPS

integer

Example: 2

The number of decimal places to display after the decimal point.

AllocatingFromTradeContraCostPercentage

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%.

AllocatingFromTradeServiceCostCurrencyDPS

integer

Example: 2

The number of decimal places to display after the decimal point.

AllocatingFromTradeServiceContraCostCurrencyDPS

integer

Example: 2

The number of decimal places to display after the decimal point.

AllocatingFromTradeCanAllocate

string

Defines if a user can allocate a trade. Enum of: NONE, FULL, FULL_OR_PARTIAL

AllocatingFromTradeCanDrawdown

boolean

Ability to Drawdown a time option trade.

AllocatingFromTradeAllocationSettlementDateOptions

string

Example: ORIGINAL,EARLIER,LATER

Comma-separated list, defines available settlement dates for an allocation.

AllocatingFromTradeIsAllocated

boolean

Deprecated, use HasPostTradeHistory instead.

AllocatingFromTradeHasPostTradeHistory

boolean

Define whether post-trade history (related deals e.g. drawdowns, allocations, early take ups and roll overs) is available.

AllocatingFromTradeIsReversible

boolean

Whether a trade can be reversed.

AllocatingFromTradeIsAmendable

boolean

Whether a trade can be amended.

AllocatingFromTradeIsCancellable

boolean

Whether a trade can be cancelled.

AllocatingFromTradeAmountDPS

integer

Example: 2

The precision for a specified currency pair and dealt currency

AllocatingFromTradeContraAmountDPS

integer

Example: 2

The precision for a specified currency pair and contra currency

AllocatingFromTradeRemarks

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

AllocatingFromTradeUTI

string

Unique Transaction Identifier.

AllocatingFromTradeBackOfficeID

string

Back office trade identifier.

AllocatingFromTradePriceSource

string

Example: st1@caplin.com

Identifies the person or system that priced the trade.

AllocatingFromTradeVenue

string

Example: FX Sales

Where the trade was placed.

AllocatingFromTradePurpose

string

Example: Commercial

The purpose of a trade.

AllocatingFromTradeTags

string

Example: method={'import':'static com.caplin.motif.fx.config.definitions.common.Tag','name':'Arrays.asList'}

Tags for a trade (see also `com.caplin.motif.fx.config.DefaultTag`) or order (see also `com.caplin.motif.fx.orders.DefaultOrderTag`).

AllocatingFromTradeClientAgreementDateTime

datetime

AllocatingFromTradePostTradeType

string

The post-trade action that created this trade. Enum of: ROLL_BACK, ROLL_FORWARD, ALLOCATION, DRAWDOWN

AllocatingFromTradeIsRepriceTrade

boolean

Boolean flag that indicates whether the trade was created from a Post Trade Action, where a new price was executed against.

AllocatingFromTradeOriginalTradeID

string

TradeID of the trade that this trade was created from.

AllocatingFromTradeStatus

string

Example: Completed

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.

AllocatingFromTradeNaturalLanguageSummaryHidden

boolean

When true, the natural language summary will be hidden on the RFS ticket summary.

AllocatingFromTradeIsCommercial

boolean

Indicates whether the given trade is commercial or not

NDFTradeConfirmationFields AllocatingFromTrade

API

AllocatingFromTradeFixingSource

string

Example: WMR 8am London Time

Specifies where the fixing rate comes from.

AllocatingFromTradeSettlementCurrency

string

Example: GBP

A currency for of settlement instruction

AllocatingFromTradeLocationType

string

Describes whether a non deliverable trade is for an onshore or offshore client. Enum of: ONSHORE, OFFSHORE.

LegTradeConfirmationFields AllocatingFromTradeL1

API

SettlementTradeFields AllocatingFromTradeL1

API

SettlementFields AllocatingFromTradeL1_Pay[n]

API

AllocatingFromTradeL1_Pay[n]SettlementId

string

The identifier for the settlement instruction.

AllocatingFromTradeL1_Pay[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

AllocatingFromTradeL1_Pay[n]SettlementAmount

decimal

The amount of a settlement

AllocatingFromTradeL1_Pay[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

AllocatingFromTradeL1_Pay[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

AllocatingFromTradeL1_Pay[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

AllocatingFromTradeL1_Pay[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

AllocatingFromTradeL1_Pay[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

AllocatingFromTradeL1_Pay[n]BankAccount

string

Example: 12345678

The account number of the bank

AllocatingFromTradeL1_Pay[n]BankSwift

string

Example: CAP123

The BIC of the bank

AllocatingFromTradeL1_Pay[n]BankName

string

Example: Bank Of Caplin

The name of the bank

AllocatingFromTradeL1_Pay[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

AllocatingFromTradeL1_Pay[n]BankAddress2

string

Example: The City

The second line of the bank's address

AllocatingFromTradeL1_Pay[n]BankAddress3

string

Example: London

The third line of the bank's address

AllocatingFromTradeL1_Pay[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

AllocatingFromTradeL1_Pay[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

AllocatingFromTradeL1_Pay[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

AllocatingFromTradeL1_Pay[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

AllocatingFromTradeL1_Pay[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

AllocatingFromTradeL1_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

AllocatingFromTradeL1_Pay[n]SplitComponentId

string

The unique ID of a split component

AllocatingFromTradeL1_Pay[n]SettlementDetailsLine1

string

The first line of remittance information.

AllocatingFromTradeL1_Pay[n]SettlementDetailsLine2

string

The second line of remittance information.

AllocatingFromTradeL1_Pay[n]SettlementDetailsLine3

string

The third line of remittance information.

AllocatingFromTradeL1_Pay[n]SettlementDetailsLine4

string

The fourth line of remittance information.

AllocatingFromTradeL1_Pay[n]SettlementDetailsLine5

string

The fifth line of remittance information.

AllocatingFromTradeL1_Pay[n]SettlementDetailsLine6

string

The sixth line of remittance information.

SettlementFields AllocatingFromTradeL1_Receive[n]

API

AllocatingFromTradeL1_Receive[n]SettlementId

string

The identifier for the settlement instruction.

AllocatingFromTradeL1_Receive[n]SettlementCurrency

string

Example: GBP

A currency for of settlement instruction

AllocatingFromTradeL1_Receive[n]SettlementAmount

decimal

The amount of a settlement

AllocatingFromTradeL1_Receive[n]SettlementDirection

string

The direction in which the settlement details refer to, supported directions are: PAY, RECEIVE, BOTH

AllocatingFromTradeL1_Receive[n]IsDefaultSettlementInstruction

boolean

Is this the default settlement instruction for this currency

AllocatingFromTradeL1_Receive[n]SettlementInstructionType

string

Example: EXISTING

The type of settlement instruction attached to a trade. Supported types are [EXISTING, ADHOC, NONE]

AllocatingFromTradeL1_Receive[n]SettlementDisplayName

string

Example: [CCY] Account 1

The name of the settlement instruction. This field can be omitted.

AllocatingFromTradeL1_Receive[n]SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

AllocatingFromTradeL1_Receive[n]BankAccount

string

Example: 12345678

The account number of the bank

AllocatingFromTradeL1_Receive[n]BankSwift

string

Example: CAP123

The BIC of the bank

AllocatingFromTradeL1_Receive[n]BankName

string

Example: Bank Of Caplin

The name of the bank

AllocatingFromTradeL1_Receive[n]BankAddress1

string

Example: 12 Capitol

The first line of the bank's address

AllocatingFromTradeL1_Receive[n]BankAddress2

string

Example: The City

The second line of the bank's address

AllocatingFromTradeL1_Receive[n]BankAddress3

string

Example: London

The third line of the bank's address

AllocatingFromTradeL1_Receive[n]IndividualAccount

string

Example: 87654321

The account number of the recipient

AllocatingFromTradeL1_Receive[n]IndividualSwift

string

Example: SOLD987

The BIC of the recipient's account

AllocatingFromTradeL1_Receive[n]IndividualName

string

Example: Susan Sellers

The name of the payee or payee's bank

AllocatingFromTradeL1_Receive[n]IndividualAddress1

string

Example: 98 Lane

The first line of the recipient

AllocatingFromTradeL1_Receive[n]IndividualAddress2

string

Example: Manchester

The second line of the recipient

AllocatingFromTradeL1_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

AllocatingFromTradeL1_Receive[n]SplitComponentId

string

The unique ID of a split component

AllocatingFromTradeL1_Receive[n]SettlementDetailsLine1

string

The first line of remittance information.

AllocatingFromTradeL1_Receive[n]SettlementDetailsLine2

string

The second line of remittance information.

AllocatingFromTradeL1_Receive[n]SettlementDetailsLine3

string

The third line of remittance information.

AllocatingFromTradeL1_Receive[n]SettlementDetailsLine4

string

The fourth line of remittance information.

AllocatingFromTradeL1_Receive[n]SettlementDetailsLine5

string

The fifth line of remittance information.

AllocatingFromTradeL1_Receive[n]SettlementDetailsLine6

string

The sixth line of remittance information.

NettingComponents AllocatingFromTradeL1_PayNettingComponents[n]

API

AllocatingFromTradeL1_PayNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

AllocatingFromTradeL1_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.

AllocatingFromTradeL1_PayNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

NettingComponents AllocatingFromTradeL1_ReceiveNettingComponents[n]

API

AllocatingFromTradeL1_ReceiveNettingComponents[n]TradeID

string

Example: 00001561

A unique identifier for this trade

AllocatingFromTradeL1_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.

AllocatingFromTradeL1_ReceiveNettingComponents[n]Amount

decimal

The amount of a trade or order in the DealtCurrency.

AllocatingFromTradeL1_CanAffirm

boolean

Ability to Affirm the Trade Details are as agreed.

AllocatingFromTradeL1_CanConfirm

boolean

Ability to Confirm the Settlement Details are now final.

AllocatingFromTradeL1_CanAdHoc

boolean

Can confirm adhoc settlement instructions for a trade.

AllocatingFromTradeL1_CanDispute

boolean

Ability to Dispute the details of a trade, if for example something is wrong about it.

AllocatingFromTradeL1_CanCancel

boolean

Ability to Cancel a trade, for example if a mistake was made.

AllocatingFromTradeL1_CanReplace

boolean

Ability to mark a deal as amended, meaning that it has been replaced by a corrected deal.

AllocatingFromTradeL1_CanAutoConfirm

boolean

Ability to Mark that the deal was Confirmed by the Bank, rather than by the client.

AllocatingFromTradeL1_CanUnconfirm

boolean

Ability to move the deal back to a Pending state.

AllocatingFromTradeL1_CanApproveInstructions

boolean

Can approve settlement instructions for a trade.

AllocatingFromTradeL1_CanRejectInstructions

boolean

Can reject settlement instructions for a trade.

AllocatingFromTradeL1_CanRelease

boolean

Relates to post trade actions: User can release the trade

AllocatingFromTradeL1_SettlementStatus

string

Caplin supported statuses are [PENDING, AFFIRMED, CONFIRMED, DISPUTED, CANCELLED, REPLACED, AUTO_CONFIRMED, OVERDUE, REJECTED]

AllocatingFromTradeL1_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

AllocatingFromTradeL1_NextActionDeadlineDisplayTimezone

string

Example: America/New_York

The timezone for the NextActionDeadline field in the form Area/Location

AllocatingFromTradeL1_AffirmedBy

string

The name of the user who affirmed a trade.

AllocatingFromTradeL1_AffirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was affirmed in ISO-8601 format

AllocatingFromTradeL1_ConfirmedBy

string

The name of the user who confirmed a trade.

AllocatingFromTradeL1_ConfirmedDateTime

datetime

Example: 2018-03-16T07:25:16+00:00

The time at which a trade was confirmed in ISO-8601 format

AllocatingFromTradeL1_IsPayNetted

boolean

Denotes whether the pay side of a trade has been netted.

AllocatingFromTradeL1_IsReceiveNetted

boolean

Denotes whether the receive side of a trade has been netted.

AllocatingFromTradeL1_IsPayNettingRequired

boolean

Denotes whether the pay side of a trade requires netting.

AllocatingFromTradeL1_IsReceiveNettingRequired

boolean

Denotes whether the receive side of a trade requires netting.

AllocatingFromTradeL1_IsPaySplit

boolean

Denotes whether the pay side of a trade has been split.

AllocatingFromTradeL1_IsReceiveSplit

boolean

Denotes whether the receive side of a trade has been split.

NostroAccount AllocatingFromTradeL1

API

AllocatingFromTradeL1_NostroName

string

Example: GBP Nostro Account.

An identifier for the given nostro account.

AllocatingFromTradeL1_NostroBIC

string

Example: ARABAEADABC

The Bank Identifier Code denoting the bank which will receive the money.

AllocatingFromTradeL1_NostroAccount

string

Example: AE770090004000824676500

The account at the bank denoted by the NostroBIC field that will receive the money.

RemarksEntry AllocatingFromTradeL1_Remarks[n]

API

AllocatingFromTradeL1_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

AllocatingFromTradeL1_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.

AllocatingFromTradeL1_Remarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

AllocatingFromTradeL1_Remarks[n]RemarkOriginStatus

string

Additional remark field pointing at the previous status of the trade.

AllocatingFromTradeL1_Remarks[n]RemarkTargetStatus

string

Additional remark field pointing at the current status of the trade when the remark was added.

AllocatingFromTradeL1_TradeID

string

Example: 00001561

A unique identifier for this trade

AllocatingFromTradeL1_AllInRate

decimal

Example: 1.091790

The final client rate that is made up of the spot rate + any additional costs or adjustments such as swap points or margin.

AllocatingFromTradeL1_AllInRateDPS

integer

Example: 5

The number of decimal places to display after the decimal point.

AllocatingFromTradeL1_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.

AllocatingFromTradeL1_FwdPoints

decimal

Example: 0.001198

The number of pips to be added or subtracted from the spot rate to form the forward rate.

AllocatingFromTradeL1_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.

AllocatingFromTradeL1_FwdPips

string

Example: 11.98

AllocatingFromTradeL1_BuySell

string

The direction of the trade or trade leg, from the client's perspective. This always refers to the BaseCurrency, NOT the DealtCurrency.

AllocatingFromTradeL1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

AllocatingFromTradeL1_ContraAmount

decimal

Example: 350

The amount that is exchanged for the Amount. This will be defined in the contra currency of the DealtCurrency.

AllocatingFromTradeL1_Tenor

string

Example: 1M

AllocatingFromTradeL1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

AllocatingFromTradeL1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

AllocatingFromTradeL1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

AllocatingFromTradeL1_RiskDate

string

Example: 20160314

The date in the settlement window which yields the lowest client sell price, or the highest client buy price.

AllocatingFromTradeL1_RiskTenor

string

Example: 1W

The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.

AllocatingFromTradeL1_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

AllocatingFromTradeL1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

AllocatingFromTradeL1_IsTimeOption

boolean

Example: true

true if a leg is time-option

AllocatingFromTradeL1_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

AllocatingFromTradeL1_Profit

decimal

Example: 1000

The sales profit in the specified currency.

AllocatingFromTradeL1_CostAmount

decimal

Example: 12412891.31

The actual transactional cost of performing the trade to the client in the home currency

AllocatingFromTradeL1_EntityId

string

Example: CUSTONE

AllocatingFromTradeL1_EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

AllocatingFromTradeL1_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

AllocatingFromTradeL1_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%.

AllocatingFromTradeL1_ContraCostAmount

decimal

The actual transactional cost of performing the trade to the client on the contra currency

AllocatingFromTradeL1_ContraCostCurrency

string

Example: GBP

The contra currency that the cost is displayed in

AllocatingFromTradeL1_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%.

AllocatingFromTradeL1_ServiceContraCostAmount

decimal

The actual service cost of performing the trade to the client on the contra currency

AllocatingFromTradeL1_ServiceContraCostCurrency

string

Example: GBP

The service contra currency that the cost is displayed in

AllocatingFromTradeL1_ServiceCostAmount

decimal

The actual service cost of performing the trade to the client on the home currency

AllocatingFromTradeL1_ServiceCostCurrency

string

Example: GBP

The service home currency that the cost is displayed in

AllocatingFromTradeL1_TOBOUser

string

Example: client@customer.co.za

AllocatingFromTradeL1_FullName

string

The full name of the user the trade is on behalf of

AllocatingFromTradeL1_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.

AllocatingFromTradeL1_AllocatableAmount

decimal

Example: 500

This is the amount that can be allocated or rolled.

AllocatingFromTradeL1_AllocatableContraAmount

decimal

Example: 500

This is the amount that can be allocated or rolled, defined in the contra currency of the DealtCurrency

AllocatingFromTradeL1_OriginalRate

decimal

The Rate of the trade that this trade was created from.

AllocatingFromTradeL1_AdjustedSwapPoints

decimal

The swap points adjusted for this repriced trade

NDFLegTradeConfirmationFields AllocatingFromTradeL1

API

AllocatingFromTradeL1_FixingDate

string

Example: 20150620

This is the day and time whereby the comparison between the NDF rate and the prevailing spot rate is made.

AllocatingFromTradeL1_FixingCurrency

string

Example: USD

The currency whose exchange rate is observed on the fixing date to determine the settlement amount

AllocatingFromTradeL1_FixingCode

string

Example: [CCY]1/1600/GBLO

A code that specifies which exchange rate is used for the fixing of the non-deliverable currency.

AllocatingFromTradeL1_FixingDescription

string

Example: WMR [CCY] 4pm London

A description that specifies which exchange rate is used for the fixing of the non-deliverable currency.

AllocatingFromTradeL1_FixingAmount

decimal

The Buy or Sell Amount from the original deal for currency that is the Settlement Currency

AllocatingFromTradeL1_ReferenceCurrency

string

The Buy or Sell Currency that is not the Settlement Currency

AllocatingFromTradeL1_ReferenceAmount

decimal

The Buy or Sell Amount from the original deal for currency that is not the Settlement Currency

AllocatingFromTradeL1_SettlementAmount

decimal

The amount of a settlement

TimeOptionLegTradeConfirmationFields AllocatingFromTradeL1

API

AllocatingFromTradeL1_FilledAmount

decimal

Example: 0

The amount filled on an order, or the amount filled on a time option trade after performing a drawdown(s).

AllocatingFromTradeL1_RemainingAmount

decimal

Example: 500

The amount remaining on a trade or order which can reduce after performing a post trade action/an order is filled.

AllocatingFromTradeL1_RiskDate

string

Example: 20160314

The date in the settlement window which yields the lowest client sell price, or the highest client buy price.

AllocatingFromTradeL1_RiskTenor

string

Example: 1W

The tenor in the settlement window which yields the lowest client sell price, or the highest client buy price.

AllocatingFromTradeL1_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

AllocatingFromTradeL1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

SalesLegTradeConfirmationFields AllocatingFromTradeL1

API

SalesSyntheticComponentLegTradeConfirmationFields AllocatingFromTradeL1_C1

API

AllocatingFromTradeL1_C1_AllInRateDPS

integer

Example: 5

The number of decimal places to display after the decimal point.

AllocatingFromTradeL1_C1_TraderFwdPoints

decimal

Example: 0.005390

The forward points with no client margin applied to them.

AllocatingFromTradeL1_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 AllocatingFromTradeL1_C2

API

AllocatingFromTradeL1_C2_AllInRateDPS

integer

Example: 5

The number of decimal places to display after the decimal point.

AllocatingFromTradeL1_C2_TraderFwdPoints

decimal

Example: 0.005390

The forward points with no client margin applied to them.

AllocatingFromTradeL1_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 AllocatingFromTradeL1_TraderRemarks[n]

API

AllocatingFromTradeL1_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

AllocatingFromTradeL1_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.

AllocatingFromTradeL1_TraderRemarks[n]RemarkSource

string

The username of the person who left a remark on a trade.

AllocatingFromTradeL1_TraderRemarks[n]RemarkOriginStatus

string

Additional remark field pointing at the previous status of the trade.

AllocatingFromTradeL1_TraderRemarks[n]RemarkTargetStatus

string

Additional remark field pointing at the current status of the trade when the remark was added.

AllocatingFromTradeL1_TraderAllInRate

decimal

Example: 1.005390

The all-in rate, with no client margin applied to it

AllocatingFromTradeL1_TraderFwdPoints

decimal

Example: 0.005390

The forward points with no client margin applied to them.

AllocatingFromTradeL1_FwdMargin

decimal

Example: 0.000019

The Forward margin that the user has selected. This field should be sent raw and unformatted.

AllocatingFromTradeL1_AllInMargin

decimal

Example: 0.00054

The sales user's selected SpotMargin added to the sales user's selected L1_FwdMargin.

AllocatingFromTradeL1_TOBOUser

string

Example: client@customer.co.za

AllocatingFromTradeL1_TraderOriginalRate

decimal

The TraderRate of the trade that this trade was created from.

AllocatingFromTradeL1_OriginalMargin

decimal

The Margin of the trade that this trade was created from.

AllocatingFromTradeL1_AdjustedTraderSwapPoints

decimal

The trader swap points adjusted for this repriced trade

AllocatingFromTradeL1_AdjustedSwapMargin

decimal

The swap margin adjusted for this repriced trade

AllocatingFromTradeL1_ReferenceFwdPoints

decimal

Example: 1.08575

This field represents the reference fwd points with no client margin applied to it.

AllocatingFromTradeL1_XVAAmount

decimal

Example: 5

The XVA amount on a TradeConfirmation

AllocatingFromTradeL1_XVAPoints

decimal

Example: 0.000002

The XVA points on a TradeConfirmation

AllocatingFromTradeL1_AskDiscountFactor

decimal

Example: 1.2

The ask discount factor value

AllocatingFromTradeL1_BidDiscountFactor

decimal

Example: 1.2

The bid discount factor value

SalesCommonTradeConfirmationFields AllocatingFromTrade

API

SalesSyntheticComponentTradeConfirmationFields AllocatingFromTradeC1

API

AllocatingFromTradeC1_CurrencyPair

string

The currency pair for the trade. For example, EURUSD

AllocatingFromTradeC1_TraderSpotRate

decimal

Example: 1.09174

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

AllocatingFromTradeC1_SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

AllocatingFromTradeC1_DigitsBeforePips

integer

Example: 2

AllocatingFromTradeC1_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.

AllocatingFromTradeC1_SpotRateDPS

integer

Example: 5

The number of decimal places to display after the decimal point.

SalesSyntheticComponentTradeConfirmationFields AllocatingFromTradeC2

API

AllocatingFromTradeC2_CurrencyPair

string

The currency pair for the trade. For example, EURUSD

AllocatingFromTradeC2_TraderSpotRate

decimal

Example: 1.09174

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

AllocatingFromTradeC2_SpotMidRate

decimal

Example: 1.08345

The mid rate between the SpotAskRate and SpotBidRate. Note that this will not always be precisely between.

AllocatingFromTradeC2_DigitsBeforePips

integer

Example: 2

AllocatingFromTradeC2_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.

AllocatingFromTradeC2_SpotRateDPS

integer

Example: 5

The number of decimal places to display after the decimal point.

AllocatingFromTradeProfitCurrency

string

Example: USD

The profit currency that the ProfitBidRate is being provided for.

AllocatingFromTradeProfitCurrencyDPS

integer

Example: 5

The number of decimal places that should be used for formatting the amount in profit currency field.

AllocatingFromTradeProfitIsHouse

boolean

Whether the field ProfitCurrency is the system/house currency or not.

AllocatingFromTradeProfitRate

decimal

Example: 1.091790

The conversion rate from the contra currency into the profit currency.

AllocatingFromTradeTraderSpotRate

decimal

Example: 1.09174

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

AllocatingFromTradeSpotMargin

decimal

Example: 0.00054

Can be formatted using DigitsBeforePips, NumberOfPips and SpotRateDPS

AllocatingFromTradeProfit

decimal

Example: 1000

The sales profit in the specified currency.

AllocatingFromTradeCompetition

boolean

Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP

AllocatingFromTradeSource

string

The source of a quote request. The name or ID of an ECN, SDP or other channel

AllocatingFromTradeReasons

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.

AllocatingFromTradeTraderRemarks

string

The sale's comments on an order leg - visible to only the Trader and sales, set/edited only by the sales

AllocatingFromTradeExternalRemarks

string

The trader's comments on an order leg - visible to only the sales, set/edited only by the Trader

AllocatingFromTradeIsAdvised

boolean

Indicates whether the trader gave the client advice

AllocatingFromTradeStreamingMode

string

Example: MANUAL, STREAMING

Indicates whether the rates/margins of this trade have been manually set by the frontend

AllocatingFromTradeSyntheticCrossCurrency

string

Example: GBP

The common currency of each synthetic component.

AllocatingFromTradeAmendmentReasonDisplayFields

string

Configuration for a frontend to display label-value pairs for the amendment type/reasons. Use DefaultDisplayFields builders to provide Caplin default fields.

AllocatingFromTradeSpotTrader

string

The Spot trader for a manual mode trade

AllocatingFromTradeForwardPointsTrader

string

The Forward points trader for a manual mode trade

AllocatingFromTradeReferenceSpotRate

decimal

Example: 1.08575

This field represents the reference spot bid rate with no client margin applied to it.

AllocatingFromTradeXVATotalAmount

decimal

Example: 15

The sum of all the XVA amounts

AllocatingFromTradeXVANetProfit

decimal

Example: 14.12

Calculated as the (total profit - xva total amount)

AllocatingFromTradeAmendmentSummaryDisplayFields

string

Configuration to display amended details for a trade.

NettedLegTradeDetailsFields Ln

Example

API

LegTradeDetailsFields Ln

API

Ln_TOBOUser

string

Example: client@customer.co.za

Ln_EntityId

string

Example: CUSTONE

Ln_Amount

decimal

The amount of a trade or order in the DealtCurrency.

Ln_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

Ln_Tenor

string

Example: 1M

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_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

Ln_IsTimeOption

boolean

Example: true

true if a leg is time-option

Ln_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

Ln_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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.

LegTradeDetailsFields Ln_In

API

Ln_In_TOBOUser

string

Example: client@customer.co.za

Ln_In_EntityId

string

Example: CUSTONE

Ln_In_Amount

decimal

The amount of a trade or order in the DealtCurrency.

Ln_In_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

Ln_In_Tenor

string

Example: 1M

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_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_IsTimeOption

boolean

Example: true

true if a leg is time-option

Ln_In_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

Ln_In_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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.

InterventionLegTradeDetailsFields Ln_In

API

Ln_In_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.

SwapPartnerLegTradeDetailsFields Ln_In

API

Ln_In_SwapPartnerNettedLegID

integer

Ln_In_SwapPartnerInputLegID

integer

InterventionSpotBlotterRecord

SpotTradeDetails

CommonTradeDetailsFields

API

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

EntityId

string

Example: CUSTONE

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

OneWayDirection

string

LastActionDateTime

datetime

The time and date of the last action on an order.

RequestedDateTime

datetime

TraderUsername

string

Example: sales_trader@novobank.co.za

TradeDetailsFields

API

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.

TradingType

string

Example: SPOT

InterventionTradeDetailsFields

API

InterventionStatus

string

Use the TradeStatus field instead

InterventionTradingType

string

Example: RFS

InterventionMode

string

Example: ACCEPT

TradeStatus

string

Example: AWAITING-PRICE

Dealable

boolean

Whether a trade request can be picked up by a sales trader

PricingMode

string

Example: AUTO

Whether the trade is being automatically or manually priced by the frontend. Supported types are [AUTO, MANUAL]

Competition

boolean

Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP

PrimaryReason

string

Example: This trade exceeds the GFA

The headline reason that a trade requires intervention.

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.

TradeRequestID

string

Example: 000012345

The unique id identifying the trade to be picked up for intervention

Source

string

The source of a quote request. The name or ID of an ECN, SDP or other channel

IntervenerUsername

string

Example: head_trader@novobank.co.za

The user who is currently intervening on and potentially pricing a trade.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

DisplayFields

string

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

LegTradeDetailsFields L1

API

L1_TOBOUser

string

Example: client@customer.co.za

L1_EntityId

string

Example: CUSTONE

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_Tenor

string

Example: 1M

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_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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.

InterventionForwardBlotterRecord

ForwardTradeDetails

CommonTradeDetailsFields

API

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

EntityId

string

Example: CUSTONE

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

OneWayDirection

string

LastActionDateTime

datetime

The time and date of the last action on an order.

RequestedDateTime

datetime

TraderUsername

string

Example: sales_trader@novobank.co.za

TradeDetailsFields

API

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.

TradingType

string

Example: SPOT

InterventionTradeDetailsFields

API

InterventionStatus

string

Use the TradeStatus field instead

InterventionTradingType

string

Example: RFS

InterventionMode

string

Example: ACCEPT

TradeStatus

string

Example: AWAITING-PRICE

Dealable

boolean

Whether a trade request can be picked up by a sales trader

PricingMode

string

Example: AUTO

Whether the trade is being automatically or manually priced by the frontend. Supported types are [AUTO, MANUAL]

Competition

boolean

Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP

PrimaryReason

string

Example: This trade exceeds the GFA

The headline reason that a trade requires intervention.

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.

TradeRequestID

string

Example: 000012345

The unique id identifying the trade to be picked up for intervention

Source

string

The source of a quote request. The name or ID of an ECN, SDP or other channel

IntervenerUsername

string

Example: head_trader@novobank.co.za

The user who is currently intervening on and potentially pricing a trade.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

DisplayFields

string

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

LegTradeDetailsFields L1

API

L1_TOBOUser

string

Example: client@customer.co.za

L1_EntityId

string

Example: CUSTONE

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_Tenor

string

Example: 1M

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_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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.

NDFLegTradeDetailsFields 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.

TimeOptionLegTradeDetailsFields L1

API

L1_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

InterventionSwapBlotterRecord

SwapTradeDetails

CommonTradeDetailsFields

API

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

EntityId

string

Example: CUSTONE

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

OneWayDirection

string

LastActionDateTime

datetime

The time and date of the last action on an order.

RequestedDateTime

datetime

TraderUsername

string

Example: sales_trader@novobank.co.za

TradeDetailsFields

API

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.

TradingType

string

Example: SPOT

InterventionTradeDetailsFields

API

InterventionStatus

string

Use the TradeStatus field instead

InterventionTradingType

string

Example: RFS

InterventionMode

string

Example: ACCEPT

TradeStatus

string

Example: AWAITING-PRICE

Dealable

boolean

Whether a trade request can be picked up by a sales trader

PricingMode

string

Example: AUTO

Whether the trade is being automatically or manually priced by the frontend. Supported types are [AUTO, MANUAL]

Competition

boolean

Whether a quote request is in competition. For example, true for quotes from an ECN and false for quotes from an SDP

PrimaryReason

string

Example: This trade exceeds the GFA

The headline reason that a trade requires intervention.

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.

TradeRequestID

string

Example: 000012345

The unique id identifying the trade to be picked up for intervention

Source

string

The source of a quote request. The name or ID of an ECN, SDP or other channel

IntervenerUsername

string

Example: head_trader@novobank.co.za

The user who is currently intervening on and potentially pricing a trade.

EntityDescription

string

Example: Customer 1

The description of a trade on behalf of entity.

DisplayFields

string

Configuration for a frontend to display label-value pairs. Use DefaultDisplayFields builders to provide Caplin default and/or custom fields.

LegTradeDetailsFields L1

API

L1_TOBOUser

string

Example: client@customer.co.za

L1_EntityId

string

Example: CUSTONE

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L1_Tenor

string

Example: 1M

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_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L1_IsTimeOption

boolean

Example: true

true if a leg is time-option

L1_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

L1_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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.

LegTradeDetailsFields L2

API

L2_TOBOUser

string

Example: client@customer.co.za

L2_EntityId

string

Example: CUSTONE

L2_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L2_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

L2_Tenor

string

Example: 1M

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_Account

string

Example: Garfields|GARF

The account a trade or order has been submitted against. The format is <description>|<name> or <name>|<name>

L2_IsTimeOption

boolean

Example: true

true if a leg is time-option

L2_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

L2_StartTenor

string

Example: 1W

The tenor of which the time option becomes active from.

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.

NDFLegTradeDetailsFields 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.

NDFLegTradeDetailsFields 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.

MissedTradeSalesBlotterRecord

Example

API

CommonMissedBlotterFields

API

RequestID

String

The RequestID. A Unique identifier, must remain the same for each event in the trade model

TOBOUser

string

Example: client@customer.co.za

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.

TradingType

string

Example: SPOT

MissedReason

string

Example: Traded Away

Reason for the missed trade

MissedTime

string

Example: 2013-07-24T17:13:59.985

The time and date the trade missed. This is in ISO-8601 format.

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.

SwapAskPoints

decimal

Example: 0.004934

The swap ask points that the client wants to trade on

SwapBidPoints

decimal

Example: 0.004171

The swap bid points that the client wants to trade on

SpotAskMargin

decimal

Example: 1.08341

This field is included on the rate update that the client wants to trade on.

SpotBidMargin

decimal

Example: 1.08341

This field is included on the rate update that the client wants to trade on.

SwapAskMargin

decimal

Example: 0.004934

The swap margin to be applied to the ask side

SwapBidMargin

decimal

Example: 0.004934

The swap margin to be applied to the bid side

MissedTradeLegFields L1

API

L1_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L1_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

L1_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

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_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_AllInAskMargin

decimal

Example: 1.091790

This field represents the all-in bid rate, with client margin applied to it

L1_AllInBidMargin

decimal

Example: 1.091790

This field represents the all-in bid rate, with client margin applied to it

MissedTradeLegFields L2

API

L2_Amount

decimal

The amount of a trade or order in the DealtCurrency.

L2_StartDate

string

Example: 20150620

The date of which the time option becomes active from.

L2_SettlementDate

string

Example: 20160314

The date on which the two currencies in the FX trade are exchanged. Can be a tenor or a broken date, i.e. SPOT or 20160314.

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_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_AllInAskMargin

decimal

Example: 1.091790

This field represents the all-in bid rate, with client margin applied to it

L2_AllInBidMargin

decimal

Example: 1.091790

This field represents the all-in bid rate, with client margin applied to it