Pricing Definitions
ClientPrice is an application/json object with the following Schema:
{
#
# The string “PRICE”. Used to identify the a Price object when found in a
# stream.
#
type : (string, default=PRICE),
#
# The Price’s Instrument.
#
instrument : (InstrumentName),
#
# The date/time when the Price was created
#
time : (DateTime),
#
# The status of the Price.
#
#
# Deprecated: Will be removed in a future API update.
#
status : (PriceStatus, deprecated),
#
# Flag indicating if the Price is tradeable or not
#
tradeable : (boolean),
#
# The list of prices and liquidity available on the Instrument’s bid side.
# It is possible for this list to be empty if there is no bid liquidity
# currently available for the Instrument in the Account.
#
bids : (Array[PriceBucket]),
#
# The list of prices and liquidity available on the Instrument’s ask side.
# It is possible for this list to be empty if there is no ask liquidity
# currently available for the Instrument in the Account.
#
asks : (Array[PriceBucket]),
#
# The closeout bid Price. This Price is used when a bid is required to
# closeout a Position (margin closeout or manual) yet there is no bid
# liquidity. The closeout bid is never used to open a new position.
#
closeoutBid : (PriceValue),
#
# The closeout ask Price. This Price is used when a ask is required to
# closeout a Position (margin closeout or manual) yet there is no ask
# liquidity. The closeout ask is never used to open a new position.
#
closeoutAsk : (PriceValue),
#
# The factors used to convert quantities of this price’s Instrument’s quote
# currency into a quantity of the Account’s home currency. When the
# includeHomeConversions is present in the pricing request (regardless of
# its value), this field will not be present.
#
#
# Deprecated: Will be removed in a future API update.
#
quoteHomeConversionFactors : (QuoteHomeConversionFactors, deprecated),
#
# Representation of how many units of an Instrument are available to be
# traded by an Order depending on its positionFill option.
#
#
# Deprecated: Will be removed in a future API update.
#
unitsAvailable : (UnitsAvailable, deprecated)
}
| Value | Description |
|---|---|
| tradeable | The Instrument’s price is tradeable. |
| non-tradeable | The Instrument’s price is not tradeable. |
| invalid | The Instrument of the price is invalid or there is no valid Price for the Instrument. |
QuoteHomeConversionFactors is an application/json object with the following Schema:
{
#
# The factor used to convert a positive amount of the Price’s Instrument’s
# quote currency into a positive amount of the Account’s home currency.
# Conversion is performed by multiplying the quote units by the conversion
# factor.
#
positiveUnits : (DecimalNumber),
#
# The factor used to convert a negative amount of the Price’s Instrument’s
# quote currency into a negative amount of the Account’s home currency.
# Conversion is performed by multiplying the quote units by the conversion
# factor.
#
negativeUnits : (DecimalNumber)
}
HomeConversions is an application/json object with the following Schema:
{
#
# The currency to be converted into the home currency.
#
currency : (Currency),
#
# The factor used to convert any gains for an Account in the specified
# currency into the Account’s home currency. This would include positive
# realized P/L and positive financing amounts. Conversion is performed by
# multiplying the positive P/L by the conversion factor.
#
accountGain : (DecimalNumber),
#
# The factor used to convert any losses for an Account in the specified
# currency into the Account’s home currency. This would include negative
# realized P/L and negative financing amounts. Conversion is performed by
# multiplying the positive P/L by the conversion factor.
#
accountLoss : (DecimalNumber),
#
# The factor used to convert a Position or Trade Value in the specified
# currency into the Account’s home currency. Conversion is performed by
# multiplying the Position or Trade Value by the conversion factor.
#
positionValue : (DecimalNumber)
}
PricingHeartbeat is an application/json object with the following Schema:
{
#
# The string “HEARTBEAT”
#
type : (string, default=HEARTBEAT),
#
# The date/time when the Heartbeat was created.
#
time : (DateTime)
}
| Type | string |
|---|---|
| Format | A string containing the following, all delimited by “:” characters: 1) InstrumentName 2) CandlestickGranularity 3) PricingComponent e.g. EUR_USD:S10:BM |