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