openapi: 3.0.1 info: title: Orders API description: "This API allows web clients to stage FX spot, FX forward, NDF, NDS\ \ and FX option orders in\nthe TradingScreen order management system, query existing\ \ orders and executions and cancel orders that have gone to market.\n\nVersion\ \ 2 of the order management API contains a number of improvements designed to\ \ improve the client experience.\n\nWe have improved our error messaging format.\ \ If an error occurs when entering an order, the JSON response will\ncontain the\ \ original message plus a list of error objects as a sub-element.\nThis allows\ \ users to see all of the errors encountered while processing the message.\n\n\ Executions can now be queried from the TradingScreen Order Manager (TSOM), and\ \ are also available on queried orders.\n\nAll post requests that accept lists\ \ of objects now support a correlation id field, so that an order in a request\n\ can be linked back to a specific object in the response.\nThis is only valid for\ \ the duration of the request, all subsequent queries should use the unique id\ \ generated by TradingScreen.\n\nFX Orders of all types are supported - Spot,\ \ Forward, Non-deliverable Forwards, Swaps, Non-Deliverable Swaps.\n\nMulti-leg\ \ strategies such as FX future spreads are supported.\n\nNB: this swagger doc\ \ is for documentation purposes only - hitting execute will return 'failed to\ \ fetch'.\nHowever this will display the curl request which you can try out for\ \ yourself." contact: name: support url: https://www.bidfx.com/apis email: support@bidfx.com version: "2.0" servers: - url: https://api.ld.bidfx.biz:443 description: London UAT REST - url: https://api.ty.bidfx.biz:443 description: Tokyo UAT REST - url: https://api.sg.bidfx.com:443 description: Singapore Production REST - url: https://api.ty.bidfx.com:443 description: Tokyo Production REST - url: https://api.ld.bidfx.com:443 description: London Production REST - url: https://api.ny.bidfx.com:443 description: New York Production REST paths: /: get: operationId: health responses: default: description: default response content: '*/*': {} /{default}: get: operationId: get responses: default: description: default response content: '*/*': {} put: operationId: putMultiPart responses: default: description: default response content: '*/*': {} post: operationId: post requestBody: content: '*/*': schema: type: string responses: default: description: default response content: '*/*': {} delete: operationId: delete requestBody: content: '*/*': schema: type: string responses: default: description: default response content: '*/*': {} options: operationId: option responses: default: description: default response content: '*/*': {} patch: operationId: patch requestBody: content: '*/*': schema: type: string responses: default: description: default response content: '*/*': {} /api/om/heartbeat: get: summary: Heartbeat description: Returns a 200 OK Response when the service is up. Used to keep alive a connection by calling every x seconds operationId: getHeartBeat responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: Service is OK /api/om/v3/algo: get: tags: - Algo - FX summary: Query bank algos description: Query bank algos for user operationId: queryBankAlgos parameters: - name: executing_broker in: query description: An executing broker to query on required: true schema: type: string - name: name in: query schema: type: string responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: List of bank algos content: application/json: schema: type: array items: $ref: '#/components/schemas/BankAlgo' "400": description: Cannot query unlimited bank algos; supply 'branch_id' security: - basicAuth: [] /api/om/v2/execution: get: tags: - Order - FX summary: Query Executions description: Query Executions on an Order operationId: queryExecutions parameters: - name: order_ts_id in: query description: An existing order id to query on required: true schema: type: string responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: List of Executions content: application/json: schema: type: array items: $ref: '#/components/schemas/Execution' "400": description: Cannot query unlimited orders; supply 'order_ts_id' security: - basicAuth: [] /api/fx-dates/v1/fx-date: get: tags: - FX summary: FX Settlement and Fixing Dates description: "This API allows web clients to query FX settlement and fixing\ \ dates for particular FX deal types and tenors. If tenors are provided they\ \ will be echoed in the response, otherwise if a settlement date matches a\ \ particular tenor for a given trading day, this will be returned. If no tenor\ \ matches, the tenor value(s) will be 'BD' aka. a broken-date tenor." operationId: getFxDateDataWithUrl parameters: - name: ccy_pair in: query description: "The FX currency pair, e.g. EURUSD" schema: type: string - name: deal_type in: query description: The Deal Type schema: type: string enum: - SPOT - FWD - SWAP - NDF - NDS - DEAL_OUTRIGHT - SWAP_OUTRIGHT - WILDCARD responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: "Settlement Date information in the form Map" content: application/json: schema: type: string example: settlement_date: 2019-05-20 security: - basicAuth: [] /api/om/v2/order/acknowledgement: post: tags: - Order summary: Acknowledge a Compliance Limit Breach description: Acknowledge a Compliance Limit Breach. The POST body is a single InstructionAcknowledgement object. operationId: acknowledgeOrderInstruction parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true - name: include_competitive_rates in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: content: application/json: schema: $ref: '#/components/schemas/OrderInstructionAcknowledgement' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: The order that is N/Acked by this instruction content: application/json: schema: type: array items: type: string anyOf: - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/PortfolioOrder' "400": description: Invalid Acknowledgment Request content: application/json: schema: $ref: '#/components/schemas/OrderInstructionAcknowledgement' security: - basicAuth: [] /api/om/v2/order: get: tags: - Order summary: Query orders description: "Query order ids or client order id for the branch associated with\ \ the REST client username. For large or all order queries, refer to the paged\ \ order query." operationId: queryOrders parameters: - name: order_ts_id in: query description: The order ID to query schema: type: array items: type: string - name: include_executions in: query description: True to include executions schema: type: boolean default: true - name: include_instructions in: query description: True to include instructions schema: type: boolean default: false - name: include_historical_orders in: query description: True to include historical orders schema: type: boolean default: false - name: include_competitive_rates in: query description: True to include competitive rates schema: type: boolean default: false - name: client_order_id in: query description: The client order id to query schema: type: array items: type: string - name: filter_field in: query description: The name of a field on which to filter results schema: type: string - name: filter_value in: query description: Only orders whose filter_field field has a value of exactly filter_value are returned schema: type: string - name: filter_min in: query description: Only orders whose filter_field field have a value greater than filter_min are returned schema: type: string - name: filter_max in: query description: Only orders whose filter_field field have a value less that filter_max are returned schema: type: string - name: timeout in: query description: Request timeout in milliseconds schema: type: integer format: int64 - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: An empty List of orders content: application/json: schema: minItems: 0 type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' example: [] "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: A List or orders matching the query content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "400": description: An ErrorBuilder detailing the request failure content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] post: tags: - Order summary: Stage a list of orders on the branch associated with the REST client username description: |- Stage a list of orders on the branch associated with the REST client username. The POST body is a list of Order objects. Stage Orders with Allocations Stage a list of orders on the branch associated with the REST client username. The POST body is a list of Order objects. An Allocation object is specified as a sub-element. Stage Orders with Algo Parameters Stage a list of orders on the branch associated with the REST client username. The POST body is a list of Order objects. An OrderAlgo object is specified as a sub-element. Stage Cryptocurrency Orders Stage a list of orders on the branch associated with the REST client username. The POST body is a list of Order objects. Stage Portfolio Orders Stage a list of portfolio orders on the branch associated with the REST client username. The POST body is a list of Order objects. operationId: stageOrders parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true - name: allow_partial_success in: query description: "If true, if multiple orders are sent in the POST request, and\ \ if one or more fails validation the entire set will not be rejected. \ \ The successful orders will be processed." schema: type: boolean default: false requestBody: description: List of Order objects content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: List of Staged Orders content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "202": description: "List of Staged Orders. The orders are accepted because they\ \ require further processing, either by external brokers acknowledging\ \ an auto submit, or the client acknowledging a violation" content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "206": description: "List of Staged Orders. Not all the orders in the request\ \ could be staged, the failed orders are returned with the Error block\ \ set." content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "400": description: Invalid Order parameters content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' security: - basicAuth: [] /api/om/v2/order/paged: get: tags: - Order summary: Paged order query description: "Query all orders (or by order_ts_id/client_order_id) for the branch\ \ associated with the REST client username. This request responds with orders\ \ in a streaming fashion (Transfer-Encoding: chunked) and is the preferred\ \ method for querying large quantities of orders." operationId: queryAllOrdersPaged parameters: - name: order_ts_id in: query description: The order ID to query schema: type: array items: type: string - name: include_executions in: query description: True to include executions schema: type: boolean default: true - name: include_instructions in: query description: True to include instructions schema: type: boolean default: false - name: include_historical_orders in: query description: True to include historical orders schema: type: boolean default: false - name: include_competitive_rates in: query description: True to include competitive rates schema: type: boolean default: false - name: client_order_id in: query description: The client order id to query schema: type: array items: type: string - name: filter_field in: query description: The name of a field on which to filter results schema: type: string - name: filter_value in: query description: Only orders whose filter_field field has a value of exactly filter_value are returned schema: type: string - name: filter_min in: query description: Only orders whose filter_field field have a value greater than filter_min are returned schema: type: string - name: filter_max in: query description: Only orders whose filter_field field have a value less that filter_max are returned schema: type: string - name: timeout in: query description: Request timeout in milliseconds schema: type: integer format: int64 responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: An empty List of orders content: application/json: schema: minItems: 0 type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' example: [] "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: A List of orders matching the query content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "400": description: An ErrorBuilder detailing the request failure content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/om/v2/order/amend: post: tags: - Order summary: Amend any security order description: Amend any security order. The POST body is a single AmendInstruction object. operationId: amendOrder parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: The AmendInstruction content: application/json: schema: oneOf: - $ref: '#/components/schemas/PortfolioOrderAmendInstruction' - $ref: '#/components/schemas/FxOrderAmendInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: Details of the amended order content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "202": description: "Details of the amended order. The orders are accepted because\ \ they require further processing, either by external brokers acknowledging\ \ an auto submit, or the client acknowledging a violation" content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "400": description: Invalid Amend Instruction content: application/json: schema: oneOf: - $ref: '#/components/schemas/PortfolioOrderAmendInstruction' - $ref: '#/components/schemas/FxOrderAmendInstruction' security: - basicAuth: [] /api/om/v2/order/cancel: post: tags: - Order summary: Cancel an order that has gone to market description: Cancel an order that has gone to market. The POST body is a single CancelInstruction object. operationId: cancelOrder parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: The CancelInstruction content: application/json: schema: oneOf: - $ref: '#/components/schemas/PortfolioOrderCancelInstruction' - $ref: '#/components/schemas/FxOrderCancelInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: Details of the cancelled order content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "202": description: "Details of the amended order. The orders are accepted because\ \ they require further processing, by the client acknowledging a violation" content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "400": description: Invalid Cancel Instruction content: application/json: schema: oneOf: - $ref: '#/components/schemas/PortfolioOrderCancelInstruction' - $ref: '#/components/schemas/FxOrderCancelInstruction' security: - basicAuth: [] /api/om/v2/order/submit: post: tags: - Order summary: Submit an order to market description: Submit an order to market. The POST body is a single SubmitInstruction object. operationId: submitOrder parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: The SubmitInstruction content: application/json: schema: oneOf: - $ref: '#/components/schemas/PortfolioOrderSubmitInstruction' - $ref: '#/components/schemas/FxOrderSubmitInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: Details of the submitted order content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "202": description: "Details of the amended order. The orders are accepted because\ \ they require further processing, either by external brokers acknowledging\ \ the submit, or the client acknowledging a violation" content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "400": description: Invalid Submit Instruction content: application/json: schema: oneOf: - $ref: '#/components/schemas/PortfolioOrderSubmitInstruction' - $ref: '#/components/schemas/FxOrderSubmitInstruction' security: - basicAuth: [] /api/om/v2/order/slice: post: tags: - Order summary: Slice an order description: Slice an order. The POST body is a single SliceInstruction object. operationId: sliceOrder parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: The SliceInstruction content: application/json: schema: $ref: '#/components/schemas/SliceOrderInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: Details of the sliced order content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "202": description: Details of the amended order. The orders are accepted because they require further processing by the client acknowledging a violation content: application/json: schema: type: array items: type: object anyOf: - $ref: '#/components/schemas/PortfolioOrder' - $ref: '#/components/schemas/ATDLAlgoFxOrder' - $ref: '#/components/schemas/WaveOrder' "400": description: Invalid Slice Instruction content: application/json: schema: $ref: '#/components/schemas/SliceOrderInstruction' security: - basicAuth: [] /api/om/v2/algo: get: tags: - Order - FX summary: Query Algo Strategies description: "Collections of algo strategies are defined by TradingScreen support\ \ staff, and are selected by executing broker, client branch, username and\ \ asset class. Each collection contains a set of strategies, which are selected\ \ by name. Each strategy defines a set of parameters of various types, either\ \ required or optional. This endpoint allows the client to query collections\ \ of algo strategies and their parameters." operationId: queryAlgoStrategies parameters: - name: asset_class in: query schema: type: string enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX - name: executing_broker in: query schema: type: string - name: geographic_region in: query schema: type: string enum: - APAC - EUROPE - MEA - NORTH_AMERICA - SOUTH_AMERICA - name: name in: query schema: type: string - name: strategy_type in: query schema: type: string enum: - PAIRS responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: List of strategies matching the query parameters content: application/json: schema: type: array items: $ref: '#/components/schemas/Algo' "400": description: Invalid Request Paramenters content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/om/v2/fx: get: tags: - Order - FX summary: Query orders description: "Query order ids or client order id for the branch associated with\ \ the REST client username. For large or all order queries, refer to the paged\ \ order query." operationId: queryFxOrders parameters: - name: order_ts_id in: query description: The order ID to query schema: type: array items: type: string - name: include_executions in: query description: True to include executions schema: type: boolean default: true - name: include_instructions in: query description: True to include instructions schema: type: boolean default: false - name: include_historical_orders in: query description: True to include historical orders schema: type: boolean default: false - name: include_competitive_rates in: query description: True to include competitive rates schema: type: boolean default: false - name: client_order_id in: query description: The client order id to query schema: type: array items: type: string - name: filter_field in: query description: The name of a field on which to filter results schema: type: string - name: filter_value in: query description: Only orders whose filter_field field has a value of exactly filter_value are returned schema: type: string - name: filter_min in: query description: Only orders whose filter_field field have a value greater than filter_min are returned schema: type: string - name: filter_max in: query description: Only orders whose filter_field field have a value less that filter_max are returned schema: type: string - name: timeout in: query description: Request timeout in milliseconds schema: type: integer format: int64 - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: An empty List of FX orders content: application/json: schema: minItems: 0 type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' example: [] "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: A List of FX orders matching the query content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "400": description: An ErrorBuilder detailing the request failure content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] post: tags: - Order - FX summary: Stage FX Orders description: Stage a list of FX orders on the branch associated with the REST client username operationId: stageOrders_1 parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: false - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: List of FX Orders content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: FX Orders Staged content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "202": description: "FX Orders Staged. The orders are accepted because they require\ \ further processing, either by external brokers acknowledging the submit,\ \ or the client acknowledging a violation" content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "400": description: Invalid Staging Request content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' security: - basicAuth: [] /api/om/v2/fx/paged: get: tags: - Order - FX summary: Paged FX Order query description: "Query all FX orders (or by order_ts_id/client_order_id) for the\ \ branch associated with the REST client username. This request responds with\ \ orders in a streaming fashion (Transfer-Encoding: chunked) and is the preferred\ \ method for querying large quantities of FX orders." operationId: queryFxOrdersPaged parameters: - name: order_ts_id in: query description: The order ID to query schema: type: array items: type: string - name: include_executions in: query description: True to include executions schema: type: boolean default: true - name: include_instructions in: query description: True to include instructions schema: type: boolean default: false - name: include_historical_orders in: query description: True to include historical orders schema: type: boolean default: false - name: include_competitive_rates in: query description: True to include competitive rates schema: type: boolean default: false - name: client_order_id in: query description: The client order id to query schema: type: array items: type: string - name: filter_field in: query description: The name of a field on which to filter results schema: type: string - name: filter_value in: query description: Only orders whose filter_field field has a value of exactly filter_value are returned schema: type: string - name: filter_min in: query description: Only orders whose filter_field field have a value greater than filter_min are returned schema: type: string - name: filter_max in: query description: Only orders whose filter_field field have a value less that filter_max are returned schema: type: string - name: timeout in: query description: Request timeout in milliseconds schema: type: integer format: int64 responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: An empty List of FX orders content: application/json: schema: minItems: 0 type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' example: [] "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: A List of FX orders matching the query content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "400": description: An ErrorBuilder detailing the request failure content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/om/v2/fx/amend: post: tags: - Order - FX summary: Amend FX Orders description: Amend an FX order. The POST body is a single FxAmendInstruction object operationId: amendFxOrder parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: false - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: Amend Instruction content: application/json: schema: $ref: '#/components/schemas/FxOrderAmendInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: FX Order Amended content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "202": description: "FX Orders Staged. The orders are accepted because they require\ \ further processing, by the client acknowledging a violation" content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "400": description: Invalid Request content: application/json: schema: $ref: '#/components/schemas/FxOrderAmendInstruction' security: - basicAuth: [] /api/om/v2/fx/cancel: post: tags: - Order - FX summary: Cancel an FX Order description: Cancel an FX order that has gone to market. The POST body is a single CancelInstruction object operationId: cancelFxOrder parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: false - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: Cancel Instruction content: application/json: schema: $ref: '#/components/schemas/FxOrderCancelInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: FX Order Amended content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "202": description: "FX Orders Staged. The orders are accepted because they require\ \ further processing, by the client acknowledging a violation" content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "400": description: Invalid Request content: application/json: schema: $ref: '#/components/schemas/FxOrderCancelInstruction' security: - basicAuth: [] /api/om/v2/fx/submit: post: tags: - Order - FX summary: Submit an order to market description: Submit an order to market. The POST body is a single SubmitInstruction object. operationId: submitFxOrder parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: false - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: content: application/json: schema: $ref: '#/components/schemas/FxOrderSubmitInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: Order Submitted content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "202": description: "FX Orders Staged. The orders are accepted because they require\ \ further processing, either by external brokers acknowledging the submit,\ \ or the client acknowledging a violation" content: application/json: schema: type: array items: $ref: '#/components/schemas/ATDLAlgoFxOrder' "400": description: Invalid Request content: application/json: schema: $ref: '#/components/schemas/FxOrderSubmitInstruction' security: - basicAuth: [] /api/om/v3/fx: get: tags: - Order - FX summary: Query orders description: "Query order ids or client order id for the branch associated with\ \ the REST client username. For large or all order queries, refer to the paged\ \ order query." operationId: queryFxOrders_1 parameters: - name: order_ts_id in: query description: The order ID to query schema: type: array items: type: string - name: include_executions in: query description: True to include executions schema: type: boolean default: true - name: include_instructions in: query description: True to include instructions schema: type: boolean default: false - name: include_historical_orders in: query description: True to include historical orders schema: type: boolean default: false - name: include_competitive_rates in: query description: True to include competitive rates schema: type: boolean default: false - name: client_order_id in: query description: The client order id to query schema: type: array items: type: string - name: filter_field in: query description: The name of a field on which to filter results schema: type: string - name: filter_value in: query description: Only orders whose filter_field field has a value of exactly filter_value are returned schema: type: string - name: filter_min in: query description: Only orders whose filter_field field have a value greater than filter_min are returned schema: type: string - name: filter_max in: query description: Only orders whose filter_field field have a value less that filter_max are returned schema: type: string - name: timeout in: query description: Request timeout in milliseconds schema: type: integer format: int64 - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: true - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: An empty List of FX orders content: application/json: schema: minItems: 0 type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' example: [] "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: A List of FX orders matching the query content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "400": description: An ErrorBuilder detailing the request failure content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] post: tags: - Order - FX summary: Stage FX Orders description: Stage a list of FX orders on the branch associated with the REST client username operationId: stageOrders_2 parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: false - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: List of FX Orders content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: FX Orders Staged content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "202": description: "FX Orders Staged. The orders are accepted because they require\ \ further processing, either by external brokers acknowledging the submit,\ \ or the client acknowledging a violation" content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "400": description: Invalid Staging Request content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' security: - basicAuth: [] /api/om/v3/fx/paged: get: tags: - Order - FX summary: Paged FX Order query description: "Query all FX orders (or by order_ts_id/client_order_id) for the\ \ branch associated with the REST client username. This request responds with\ \ orders in a streaming fashion (Transfer-Encoding: chunked) and is the preferred\ \ method for querying large quantities of FX orders." operationId: queryFxOrdersPaged_1 parameters: - name: order_ts_id in: query description: The order ID to query schema: type: array items: type: string - name: include_executions in: query description: True to include executions schema: type: boolean default: true - name: include_instructions in: query description: True to include instructions schema: type: boolean default: false - name: include_historical_orders in: query description: True to include historical orders schema: type: boolean default: false - name: include_competitive_rates in: query description: True to include competitive rates schema: type: boolean default: false - name: client_order_id in: query description: The client order id to query schema: type: array items: type: string - name: filter_field in: query description: The name of a field on which to filter results schema: type: string - name: filter_value in: query description: Only orders whose filter_field field has a value of exactly filter_value are returned schema: type: string - name: filter_min in: query description: Only orders whose filter_field field have a value greater than filter_min are returned schema: type: string - name: filter_max in: query description: Only orders whose filter_field field have a value less that filter_max are returned schema: type: string - name: timeout in: query description: Request timeout in milliseconds schema: type: integer format: int64 responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: An empty List of FX orders content: application/json: schema: minItems: 0 type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' example: [] "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "200": description: A List of FX orders matching the query content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "400": description: An ErrorBuilder detailing the request failure content: application/json: schema: $ref: '#/components/schemas/Error' security: - basicAuth: [] /api/om/v3/fx/cancel: post: tags: - Order - FX summary: Cancel an FX Order description: Cancel an FX order that has gone to market. The POST body is a single CancelInstruction object operationId: cancelFxOrder_1 parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: false - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: description: Cancel Instruction content: application/json: schema: $ref: '#/components/schemas/FxOrderCancelInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: FX Order Amended content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "202": description: "FX Orders Staged. The orders are accepted because they require\ \ further processing, by the client acknowledging a violation" content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "400": description: Invalid Request content: application/json: schema: $ref: '#/components/schemas/FxOrderCancelInstruction' security: - basicAuth: [] /api/om/v3/fx/submit: post: tags: - Order - FX summary: Submit an order to market description: Submit an order to market. The POST body is a single SubmitInstruction object. operationId: submitFxOrder_1 parameters: - name: aggregate in: query description: "If true, child orders will be shown as sub elements of the parent\ \ order." schema: type: boolean default: false - name: aggregate_execution in: query description: "If true, and aggregate is also set, all executions of parent\ \ and child orders will be shown at the parent level" schema: type: boolean default: true requestBody: content: application/json: schema: $ref: '#/components/schemas/FxOrderSubmitInstruction' responses: "401": description: Credentials are required to access this endpoint "403": description: User does not have the required permissions to access this resource "404": description: "Could not find the requested resource, ensure the path is\ \ correct" "405": description: The request method is not supported on this resource "406": description: The request does not support the media type that the server is producing; check the "Accept" header in the request is valid "414": description: The request URL is too long "415": description: The endpoint does not support the media type that was sent; check the "Content-Type" header in the request is valid "500": description: An error occurred while processing the request "201": description: Order Submitted content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "202": description: "FX Orders Staged. The orders are accepted because they require\ \ further processing, either by external brokers acknowledging the submit,\ \ or the client acknowledging a violation" content: application/json: schema: type: array items: $ref: '#/components/schemas/BADLAlgoFxOrder' "400": description: Invalid Request content: application/json: schema: $ref: '#/components/schemas/FxOrderSubmitInstruction' security: - basicAuth: [] /application.wadl: get: operationId: getWadl responses: default: description: default response content: application/vnd.sun.wadl+xml: {} application/xml: {} /application.wadl/{path}: get: operationId: getExternalGrammar parameters: - name: path in: path required: true schema: type: string responses: default: description: default response content: application/xml: {} components: schemas: AlgoParameter: type: object properties: description: type: string description: Description of this parameter readOnly: true example: Duration of the order errors: type: array items: $ref: '#/components/schemas/Error' name: type: string description: Name of this parameter (expected on stage order requests) readOnly: true example: TimeInForce required: type: boolean description: True if this parameter is required readOnly: true type: type: string description: Type of this parameter readOnly: true enum: - AMOUNT - BOOLEAN - CHARACTER - CURRENCY - DURATION - FLOAT - INTEGER - MARKET_DATE - MULTIPLE_CHAR - MULTIPLE_STRING - PERCENTAGE - PRICE - PRICE_OFFSET - QUANTITY - STRING - TZ_TIME_ONLY - TZ_DATE_TIME - UTC_DATE_ONLY - UTC_TIME_ONLY - UTC_DATE_TIME - ENUMERATED - NONE values: type: array description: Choices for enumerated parameter values items: $ref: '#/components/schemas/AlgoValue' description: Parameter descriptions readOnly: true AlgoValue: type: object properties: description: type: string description: Description of this value readOnly: true example: Valid until end of current week errors: type: array items: $ref: '#/components/schemas/Error' value: type: string description: Wire value (sent to broker) readOnly: true example: DAY description: Choices for enumerated parameter values BankAlgo: type: object properties: algo_parameters: type: array description: Algo Parameter descriptions readOnly: true items: $ref: '#/components/schemas/AlgoParameter' asset_classes: type: array description: "Asset classes for which this algo is applicable, unless empty" readOnly: true example: FX items: type: string description: "Asset classes for which this algo is applicable, unless\ \ empty" readOnly: true example: FX enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX custom_parameters: type: array description: Custom Parameter descriptions readOnly: true items: $ref: '#/components/schemas/AlgoParameter' deal_types: type: array description: "Deal types for which this algo is applicable, unless empty" readOnly: true example: "SPOT, FWD" items: type: string description: "Deal types for which this algo is applicable, unless empty" readOnly: true example: "SPOT, FWD" enum: - SPOT - FWD - SWAP - NDF - NDS - DEAL_OUTRIGHT - SWAP_OUTRIGHT - WILDCARD description: type: string description: Description of this algo readOnly: true example: FX Limit Strategy global_markets: type: array description: "Global markets for which this algo is applicable, unless empty" readOnly: true items: type: string description: "Global markets for which this algo is applicable, unless\ \ empty" readOnly: true enum: - APAC - EUROPE - MEA - NORTH_AMERICA - SOUTH_AMERICA name: type: string description: Name of this algo (expected on stage order requests) readOnly: true order_parameters: type: array description: Order Parameter descriptions readOnly: true items: $ref: '#/components/schemas/AlgoParameter' order_types: type: array description: "Order types for which this algo is applicable, unless empty" readOnly: true items: type: string description: "Order types for which this algo is applicable, unless empty" readOnly: true time_types: type: array description: "Time in force types for which this algo is applicable, unless\ \ empty" readOnly: true example: "DAY, GTC, GTD" items: type: string description: "Time in force types for which this algo is applicable, unless\ \ empty" readOnly: true example: "DAY, GTC, GTD" venue_codes: type: array description: "Venue codes for which this algo is applicable, unless empty" readOnly: true example: "GBX, LME" items: type: string description: "Venue codes for which this algo is applicable, unless empty" readOnly: true example: "GBX, LME" Error: type: object properties: field: type: string description: The field the error applies to readOnly: true message: type: string description: Error message readOnly: true value: type: object description: The value in the field the error applies to readOnly: true Execution: type: object properties: accrued_interest: type: number description: Accrued Interest readOnly: true all_in_price: type: number description: All In Price readOnly: true broker_id: type: string description: The unique ID for this execution as assigned by the executing broker. readOnly: true broker_lei: type: string description: A 20 character string identifying the broker entity. readOnly: true contra_amount: type: number description: Contra Amount readOnly: true errors: type: array items: $ref: '#/components/schemas/Error' eti: type: string description: The electronic trading interface (varies from client to client). readOnly: true executed_by_systematic_internaliser: type: boolean description: Mifid II field readOnly: true executed_quantity: type: number description: The quantity executed by the broker in this individual execution. readOnly: true executed_time: type: string description: The exchange timestamp of the execution report format: date-time readOnly: true executed_value: type: number description: The value of the quantity executed. readOnly: true executing_broker: type: string description: Executing Broker readOnly: true executing_broker_name: type: string description: Executing Broker name readOnly: true far_all_in_price: type: number description: Far Leg All In Price readOnly: true far_contra_amount: type: number description: Far Leg Contra Amount readOnly: true far_price: type: number description: Far Leg price readOnly: true far_quantity: type: number description: The Far Leg executed quantity readOnly: true far_value: type: number description: The Far Leg executed value readOnly: true last_capacity_type: type: string description: Broker Capacity Type readOnly: true enum: - Agent - CrossAsAgent - CrossAsPrincipal - Principal - RisklessPrincipal last_liquidity_type: type: string description: Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity. readOnly: true enum: - ADDED - REMOVED - ROUTED_OUT - AUCTION - CONDITIONAL_CONTINUOUS - CONDITIONAL_AUCTION last_market: type: string description: Broker specified execution venue readOnly: true order_ts_id: type: string description: Uniquely identifies the order. readOnly: true partitionId: type: integer format: int32 price: type: number description: The executed price. readOnly: true price_basis: type: string description: Price basis of the execution readOnly: true enum: - PERCENT_PAR - PER_UNIT - FIXED_AMOUNT - DISCOUNT - PREMIUM - SPREAD - YIELD - UP_FRONT_POINTS protocol: type: string description: The Protocol the order was staged via. readOnly: true enum: - VOICE - A2A - RFQ - RFS - VENUE - AIOI - PROCESS - CROSS_TRADE - OTHER quantity: type: number description: The executed quantity. readOnly: true roll_convention: type: string description: The roll convention of the OTC product as defined by the Broker settlement_date: type: string description: Settlement Date format: date readOnly: true side: type: string description: The execution side readOnly: true enum: - BUY - SELL spread: type: number description: The Spread readOnly: true state: type: string description: The state of the execution readOnly: true enum: - ACTIVE - CANCELLED stub_period_type: type: string description: The stub period type of the OTC product as defined by the Broker. trade_date: type: string description: Trade Date format: date readOnly: true ts_id: type: string description: Uniquely identifies the execution. readOnly: true upfront_payment: type: number description: Any upfront payment associated with this executon. readOnly: true uuid: type: number description: Uniquely identifies the execution. readOnly: true value: type: number description: The total executed value readOnly: true yield: type: number description: The yield. readOnly: true description: Executions on the order (returned on the response). readOnly: true ATDLAlgoFxOrder: required: - asset_class - ccy_pair - deal_type - dealt_ccy - order_type - quantity - side - tenor type: object allOf: - $ref: '#/components/schemas/OrderObject' - type: object properties: all_in_price: type: number description: All in Price asset_class: type: string description: "The asset class of the order, FX" enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX benchmark: $ref: '#/components/schemas/FxBenchmarkDetails' best_value: type: boolean ccy_pair: type: string description: The currency pair to be traded deal_type: type: string description: The deal type to be traded (FWD can also be provided as FORWARD or OUTRIGHT) enum: - SPOT - FWD - SWAP - NDF - NDS - DEAL_OUTRIGHT - SWAP_OUTRIGHT - WILDCARD dealt_ccy: type: string description: The dealt currency (must match the base or term from the currency pair) far_all_in_price: type: number far_dealt_ccy: type: string description: The far leg dealt currency (must match the dealt_ccy) far_executed_quantity: type: number far_fixing_date: type: string description: The far leg fixing date as "YYYY-MM-DD" (recommended but will be computed from far tenor if missing) format: date far_forward_points: type: number far_isin: type: string far_quantity: type: number description: The far leg dealt quantity writeOnly: true far_settlement_date: type: string description: The far leg settlement date as "YYYY-MM-DD" (recommended but will be computed from non "BD" far tenor if missing) format: date far_side: type: string description: "The side of the far leg of the order (\"BUY\", \"SELL\"\ ). Must be the opposite side of the near leg." enum: - BUY - SELL - BUY_PROTECTION - SELL_PROTECTION far_tenor: type: string description: "The far leg tenor (\"SPOT\", \"1M\", \"2M\", \"1Y\", \"\ 2Y\", \"BD\")" enum: - TOD - TOM - SPOT - SPOT_NEXT - 1W - 2W - 3W - 1M - 2M - 3M - 4M - 5M - 6M - 7M - 8M - 9M - 10M - 11M - 1Y - 2Y - 3Y - IMMH - IMMM - IMMU - IMMZ - BD fixing_date: type: string description: The fixing date as "YYYY-MM-DD" (recommended but will be computed from tenor if missing) format: date forward_points: type: number fx_algo: $ref: '#/components/schemas/V2FxAlgoDetails' isin: type: string matched_principal: type: boolean description: "Where the facilitator of the trade takes no risk, only matching\ \ counterparties." regulated_venue: type: string description: "The regulated venue for the order, e.g. UK, EU, US." security_financing_transaction: type: boolean description: Transactions that fall within the scope of activity for securities financing. settlement_date: type: string description: The settlement date as "YYYY-MM-DD" (recommended but will be computed from non "BD" tenor if missing) format: date shaped_order_id: type: string description: The ID assigned by the shaping server if this order was the result of merging multiple staged orders together. Can be used to reference the order within the BidFX shaping server REST API. side: type: string description: "The side of the order (\"BUY\", \"SELL\")" enum: - BUY - SELL - BUY_PROTECTION - SELL_PROTECTION spot_rate: type: number swap: type: boolean swap_isin: type: string swap_points: type: number tenor: type: string description: "The tenor of the order (\"SPOT\", \"1M\", \"2M\", \"1Y\"\ , \"2Y\", \"BD\")" enum: - TOD - TOM - SPOT - SPOT_NEXT - 1W - 2W - 3W - 1M - 2M - 3M - 4M - 5M - 6M - 7M - 8M - 9M - 10M - 11M - 1Y - 2Y - 3Y - IMMH - IMMM - IMMU - IMMZ - BD ticket_shortcut_code: type: string description: The short code of the ticket shortcut unexecuted_quantity: type: number description: The unexecuted quantity readOnly: true upInstructionBuilder: $ref: '#/components/schemas/InstructionBuilderOrderFxOrderObject' Allocation: type: object properties: allocation_type: type: string description: The type of allocation enum: - PreTrade - PostTrade auto_allocate: type: boolean description: Auto Allocation entries: type: array description: An AllocationEntry object items: $ref: '#/components/schemas/AllocationEntry' errors: type: array items: $ref: '#/components/schemas/Error' template_name: type: string description: The allocation template name. readOnly: true description: "An Allocation object, defining pre-trade allocation quantities\ \ per account. Allocation object definition is below. Cannot be defined as\ \ well as allocation_template." AllocationEntry: required: - clearing_account - clearing_broker type: object properties: aggregation_level_1: type: string description: Grouping reference assigned to the order aggregation_level_2: type: string description: Grouping reference assigned to the order aggregation_level_3: type: string description: Grouping reference assigned to the order alloc_priority: type: integer description: Allocation priority for this entry. format: int32 alloc_ratio: type: number description: "The allocation ratio for this entry. For example two allocations\ \ may have a ratio of 1:1, 2:1, 8:4:2 etc. Must be supplied if an explicit\ \ quantity is not supplied." clearing_account: type: string description: The clearing account to allocate to. This is an account display name setup in the TS system. clearing_broker: type: string description: The clearing broker to allocate to. This is a broker short name setup in the TS system. errors: type: array items: $ref: '#/components/schemas/Error' far_quantity: type: number description: The allocation quantity of the far leg of an FX swap. min_alloc_qty: type: number description: The minimum allocated quantity. min_trade_lot: type: number description: The minimum number of lots for this. ordinal: type: integer description: Defines a logical ordering for the allocations. Used for viewing in TradeSmart EMS. format: int32 quantity: type: number description: The quantity to allocate. Must be supplied if an allocation ratio is not supplied. side: type: string description: The side of the Alloctaion entry enum: - BUY - SELL description: An AllocationEntry object BADLAlgoFxOrder: required: - asset_class - ccy_pair - deal_type - dealt_ccy - order_type - quantity - side - tenor type: object properties: account: type: string description: The executing account. aggregation_level_1: type: string description: Reference assigned to the order. aggregation_level_2: type: string description: Reference assigned to the order. aggregation_level_3: type: string description: Reference assigned to the order. algo: $ref: '#/components/schemas/V3FxAlgoDetails' all_in_price: type: number description: All in Price allocation_data: $ref: '#/components/schemas/Allocation' allocation_template: type: string description: "The allocation template name. Cannot be defined as well as\ \ allocation_data. Either account or allocation template is required;\ \ if both are supplied, the account will be replaced with the one from\ \ the template." writeOnly: true alternate_owner: type: string description: The alternative owner of the order asset_class: type: string description: "The asset class of the order, FX" enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX average_executed_price: type: number description: The average executed price readOnly: true benchmark: $ref: '#/components/schemas/FxBenchmarkDetails' best_value: type: boolean broker_order_id: type: string description: The unique ID of the order as assigned by the executing broker. readOnly: true cancel_response_time: type: string description: "The time the order cancel operation was acknowledged by the\ \ broker. Note that orders can be resubmitted to other brokers after cancellation,\ \ this field will only contain the time pertaining to the last processed\ \ cancel." format: date-time readOnly: true cancel_time: type: string description: "The time the order cancel operation was received. Note that\ \ orders can be resubmitted to other brokers after cancellation, this\ \ field will only contain the time pertaining to the last cancel instruction." format: date-time readOnly: true capture_date: type: string description: "The capture date. Only valid to be set on \"order_instruction\"\ \ : \"TRADE_ENTRY\" requests" format: date-time ccy_pair: type: string description: The currency pair to be traded children: type: array description: Child Orders items: $ref: '#/components/schemas/OrderObject' classification: type: string enum: - "NULL" - DMA - NOE - MANUAL - QUOTED - BROKER_ROUTED - CLIENT_ROUTED - BROKER_VIEW - ALLEGED - SYNTHETIC - CLIENT_ROUTED_DMA - CLIENT_ROUTED_MANUAL - BROKER_ROUTED_NOE - BROKER_VIEW_DMA - BROKER_VIEW_NOE - BROKER_VIEW_CLIENT_ROUTED - BROKER_VIEW_MANUAL - BROKER_VIEW_SYNTHETIC client_lei: type: string description: A 20 character string identifying the entity that issued the trade or made the investment decision client_order_id: type: string description: Client defined Order Id competitive_rates: type: array description: "Competitive rates for the Order. For RFQ orders: if provided, price is also required." items: $ref: '#/components/schemas/ReferencePrice' correlation_id: type: string description: Use to correlate order requests and responses (returned on the response). creation_date: type: string description: The order creation date custom_fields: type: object additionalProperties: type: string description: Custom fields that can be supplied to TS. This is by agreement. description: Custom fields that can be supplied to TS. This is by agreement. deal_type: type: string description: The deal type to be traded (FWD can also be provided as FORWARD or OUTRIGHT) enum: - SPOT - FWD - SWAP - NDF - NDS - DEAL_OUTRIGHT - SWAP_OUTRIGHT - WILDCARD dealt_ccy: type: string description: The dealt currency (must match the base or term from the currency pair) description: type: string description: The description field disable_instrument_lookup: type: boolean description: "Sets the order endpoint up to bypass instrument validation,\ \ instead deferring it to downstream systems. Setting this field to true\ \ implies that the instrument, instrument_type and venue_code have to\ \ be set. The venue_code must be the exchange (or OTC). If one of these\ \ parameters is missing or incorrect the entire trade will be rejected.\ \ Invalid on Strategy order types." errors: type: array items: $ref: '#/components/schemas/Error' excluded_executing_brokers: type: array description: Do not send order to executing brokers in this array. Mutually exclusive with 'included_executing_brokers'. items: type: string description: Do not send order to executing brokers in this array. Mutually exclusive with 'included_executing_brokers'. executed_quantity: type: number description: The executed quantity readOnly: true executed_value: type: number description: The executed value readOnly: true executing_broker: type: string description: The executing broker. executing_broker_name: type: string description: The name of the executing broker executions: type: array description: Executions on the order (returned on the response). readOnly: true items: $ref: '#/components/schemas/Execution' expiry_date: type: string description: The GTD expiry date. The input is treated as UTC. format: date far_all_in_price: type: number far_dealt_ccy: type: string description: The far leg dealt currency (must match the dealt_ccy) far_executed_quantity: type: number far_fixing_date: type: string description: The far leg fixing date as "YYYY-MM-DD" (recommended but will be computed from far tenor if missing) format: date far_forward_points: type: number far_isin: type: string far_quantity: type: number description: The far leg dealt quantity writeOnly: true far_settlement_date: type: string description: The far leg settlement date as "YYYY-MM-DD" (recommended but will be computed from non "BD" far tenor if missing) format: date far_side: type: string description: "The side of the far leg of the order (\"BUY\", \"SELL\").\ \ Must be the opposite side of the near leg." enum: - BUY - SELL - BUY_PROTECTION - SELL_PROTECTION far_tenor: type: string description: "The far leg tenor (\"SPOT\", \"1M\", \"2M\", \"1Y\", \"2Y\"\ , \"BD\")" enum: - TOD - TOM - SPOT - SPOT_NEXT - 1W - 2W - 3W - 1M - 2M - 3M - 4M - 5M - 6M - 7M - 8M - 9M - 10M - 11M - 1Y - 2Y - 3Y - IMMH - IMMM - IMMU - IMMZ - BD fixing_date: type: string description: The fixing date as "YYYY-MM-DD" (recommended but will be computed from tenor if missing) format: date forward_points: type: number fully_executed: type: boolean description: True if the order is fully executed readOnly: true handling_comment: type: string description: The handling comment. handling_type: type: string description: "The handling type (\"MANUAL\", \"AUTOMATIC\"). For \"RFQ\": price is required when competitive_rates is present." enum: - MANUAL - AUTOMATIC - TRADE_REPORT - COLOR_BOOK - EITHER - RFS - RFQ - RESTING - INSTRUMENT_DEFINITION - TURBO - IOI - ALLOCATION included_executing_brokers: type: array description: Can only send order to executing brokers in this array. Mutually exclusive with 'excluded_executing_brokers'. items: type: string description: Can only send order to executing brokers in this array. Mutually exclusive with 'excluded_executing_brokers'. instructions: type: array description: Instructions on the order (returned on the response). readOnly: true items: $ref: '#/components/schemas/InstructionBuilder' internal_comment: type: string description: Comment for internal use. (Comments column in Tradesmart) ioi_id: type: string description: The IOI Id against which the order has to be submitted isin: type: string leg_index: type: integer description: The index of this order in the legs array format: int64 leg_ratio: type: number description: The leg ratio for strategy legs limit_violations: type: array description: List of limit violation objects detailing the compliance limits that this order has breached along with their status. readOnly: true items: $ref: '#/components/schemas/LimitViolation' line_handler_order_id: type: string matched_principal: type: boolean description: "Where the facilitator of the trade takes no risk, only matching\ \ counterparties." on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER order_instruction: type: string description: "The instruction behaviour for the order (\"REGISTER\", \"\ SUBMIT, \"TRADE_ENTRY\"). Defaults to \"REGISTER\" if not provided. If\ \ submitting directly to market a trade entitlement check will be enforced." writeOnly: true enum: - REGISTER - SUBMIT - TRADE_ENTRY order_manager_state: type: string enum: - ACCEPTED - ACTIVE - ALLEGED - ALLOCATED - AMENDING - BOOKED - BROKEN - CANCELING - CANCELLED - DEACTIVATED - DEFERRED - DELETED - DONE - EXECUTED - EXPIRED - PARTIALLY_ALLOCATED - PARTIALLY_BOOKED - PENDING_ACCEPTANCE - PENDING_ALLOCATION - PENDING_AUTHORIZATION - PENDING_CANCELATION - REGISTERED - REJECTED - SETTLED - SUBMITTING - TRADING_COMPLETE - UNALLOCATED - WORKING - MANAGED order_ts_id: type: string description: Uniquely identifies the order. readOnly: true order_type: type: string description: The type of the order. orders_in_error: type: array items: $ref: '#/components/schemas/OrderObject' owner: type: string description: The owner of the order (set from the REST client login). parent_order_ts_id: type: string description: Uniquely identifies the parent order. readOnly: true partition_id: type: integer format: int32 price: type: number description: "The price of the order (when price type is \"LIMIT\"). For RFQ orders: required when competitive_rates is provided." price_offset: type: number description: "An offset from from the current price, used when defining\ \ a trailing stop (for example)." quantity: type: number description: The quantity of the order (in number of shares or contracts). reference1: type: string description: An STP reference (varies from client to client). reference2: type: string description: An STP reference (varies from client to client). regulated_venue: type: string description: "The regulated venue for the order, i.e. NONE, UK_MTF, EU_MTF." security_financing_transaction: type: boolean description: Transactions that fall within the scope of activity for securities financing. settlement_date: type: string description: The settlement date as "YYYY-MM-DD" (recommended but will be computed from non "BD" tenor if missing) format: date shaped_order_id: type: string description: The ID assigned by the shaping server if this order was the result of merging multiple staged orders together. Can be used to reference the order within the BidFX shaping server REST API. side: type: string description: "The side of the order (\"BUY\", \"SELL\")" enum: - BUY - SELL - BUY_PROTECTION - SELL_PROTECTION solicitation_type: type: string description: The solicitation type of the order enum: - DISCRETIONARY - SOLICITATED - UNSOLICITATED source_id: type: string description: The order originator source_intent: type: string description: The intended trading / execution stategy by the order originator. spot_rate: type: number start_date: type: string description: The GTD start date. The input is treated as UTC. format: date state: type: string description: "The state of the order (\"REGISTERED\", \"ACTIVE\", \"WORKING\"\ )." readOnly: true enum: - ACCEPTED - ACTIVE - ALLEGED - ALLOCATED - AMENDING - BOOKED - BROKEN - CANCELING - CANCELLED - DEACTIVATED - DEFERRED - DELETED - DONE - EXECUTED - EXPIRED - PARTIALLY_ALLOCATED - PARTIALLY_BOOKED - PENDING_ACCEPTANCE - PENDING_ALLOCATION - PENDING_AUTHORIZATION - PENDING_CANCELATION - REGISTERED - REJECTED - SETTLED - SUBMITTING - TRADING_COMPLETE - UNALLOCATED - WORKING - MANAGED strategyTSIdsForClone: type: array writeOnly: true items: type: string strategy_parent_order_ts_id: type: string description: The strategy parent order ID. submit_response_time: type: string description: "The time the order submit operation was acknowledged by the\ \ broker. Note that orders can be resubmitted to other brokers after cancellation,\ \ this field will only contain the time pertaining to the last processed\ \ submission. Note that accepted and rejected submissions will populate\ \ this field." format: date-time readOnly: true submit_time: type: string description: "The time the order submit operation was initiated inside the\ \ TS EMS. Note that orders can be resubmitted to other brokers after cancellation,\ \ this field will only contain the time pertaining to the last processed\ \ submission. Note that accepted and rejected submissions will populate\ \ this field." format: date-time readOnly: true swap: type: boolean swap_isin: type: string swap_points: type: number tenor: type: string description: "The tenor of the order (\"SPOT\", \"1M\", \"2M\", \"1Y\",\ \ \"2Y\", \"BD\")" enum: - TOD - TOM - SPOT - SPOT_NEXT - 1W - 2W - 3W - 1M - 2M - 3M - 4M - 5M - 6M - 7M - 8M - 9M - 10M - 11M - 1Y - 2Y - 3Y - IMMH - IMMM - IMMU - IMMZ - BD tep: type: number description: Target execution price. Can only be specified is TEP type is "MANUAL" or not specified. tep_type: type: string description: "Target execution price type. (\"MANUAL\", \"OPEN\", \"CLOSE\"\ , \"REGISTRATION_PRICE\", \"REGISTRATION_VWAP\", \"REGISTRATION_LAST\"\ ) If this field is omitted and TEP is specified, a value of MANUAL will\ \ be inferred." enum: - MANUAL - OPEN - CLOSE - REGISTRATION_PRICE - REGISTRATION_LAST - REGISTRATION_VWAP ticket_shortcut_code: type: string description: The short code of the ticket shortcut time_in_force_type: type: string description: "The time in force (\"DAY\", \"GOOD_TILL_CANCEL\", \"GOOD_TILL_DATE\"\ )." enum: - DAY - GOOD_TILL_CANCEL - GOOD_TILL_DATE - GOOD_TILL_TIME - GOOD_TILL_WEEK - GOOD_TILL_DURATION - GOOD_TILL_CROSS - CLOSE trigger_price: type: number description: The trigger price for stop orders type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ , )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT unexecuted_quantity: type: number description: The unexecuted quantity readOnly: true upInstructionBuilder: $ref: '#/components/schemas/InstructionBuilderOrderFxOrderObject' uuid: type: number description: Uniquely identifies the order. readOnly: true venue_duration: type: integer description: Duration in milliseconds till when placement will be valid format: int32 version: type: integer description: The version of the order format: int32 FxAlgoDetailsBuilder: required: - name - stop_pips type: object properties: name: type: object additionalProperties: type: string description: The algo parameters description: The algo parameters stop_pips: type: number description: The algo stop price in pips errors: type: array items: $ref: '#/components/schemas/Error' FxBenchmarkDetails: required: - code - fixing_date type: object properties: code: type: string description: The identifying code of the benchmark errors: type: array items: $ref: '#/components/schemas/Error' fixing_city: type: string fixing_date: type: string description: The date on which the trade fixing rate will be published fixing_time: type: string provider_code: type: string FxOrderBuilder: required: - asset_class - ccy_pair - deal_type - dealt_ccy - order_type - quantity - side - tenor type: object allOf: - $ref: '#/components/schemas/OrderObject' - type: object properties: fxAlgoDetails: $ref: '#/components/schemas/FxAlgoDetailsBuilder' swap: type: boolean upInstructionBuilder: $ref: '#/components/schemas/InstructionBuilderOrderFxOrderObject' far_side: type: string description: "The side of the far leg of the order (\"BUY\", \"SELL\"\ ). Must be the opposite side of the near leg." enum: - BUY - SELL - BUY_PROTECTION - SELL_PROTECTION side: type: string description: "The side of the order (\"BUY\", \"SELL\")" enum: - BUY - SELL - BUY_PROTECTION - SELL_PROTECTION benchmark: $ref: '#/components/schemas/FxBenchmarkDetails' ticket_shortcut_code: type: string description: The short code of the ticket shortcut far_tenor: type: string description: "The far leg tenor (\"SPOT\", \"1M\", \"2M\", \"1Y\", \"\ 2Y\", \"BD\")" enum: - TOD - TOM - SPOT - SPOT_NEXT - 1W - 2W - 3W - 1M - 2M - 3M - 4M - 5M - 6M - 7M - 8M - 9M - 10M - 11M - 1Y - 2Y - 3Y - IMMH - IMMM - IMMU - IMMZ - BD deal_type: type: string description: The deal type to be traded (FWD can also be provided as FORWARD or OUTRIGHT) enum: - SPOT - FWD - SWAP - NDF - NDS - DEAL_OUTRIGHT - SWAP_OUTRIGHT - WILDCARD far_settlement_date: type: string description: The far leg settlement date as "YYYY-MM-DD" (recommended but will be computed from non "BD" far tenor if missing) format: date settlement_date: type: string description: The settlement date as "YYYY-MM-DD" (recommended but will be computed from non "BD" tenor if missing) format: date all_in_price: type: number description: All in Price far_all_in_price: type: number far_quantity: type: number description: The far leg dealt quantity writeOnly: true spot_rate: type: number forward_points: type: number swap_points: type: number fixing_date: type: string description: The fixing date as "YYYY-MM-DD" (recommended but will be computed from tenor if missing) format: date tenor: type: string description: "The tenor of the order (\"SPOT\", \"1M\", \"2M\", \"1Y\"\ , \"2Y\", \"BD\")" enum: - TOD - TOM - SPOT - SPOT_NEXT - 1W - 2W - 3W - 1M - 2M - 3M - 4M - 5M - 6M - 7M - 8M - 9M - 10M - 11M - 1Y - 2Y - 3Y - IMMH - IMMM - IMMU - IMMZ - BD asset_class: type: string description: "The asset class of the order, FX" enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX swap_isin: type: string regulated_venue: type: string description: "The regulated venue for the order, i.e. NONE, UK_MTF, EU_MTF." matched_principal: type: boolean description: "Where the facilitator of the trade takes no risk, only matching\ \ counterparties." security_financing_transaction: type: boolean description: Transactions that fall within the scope of activity for securities financing. best_value: type: boolean ccy_pair: type: string description: The currency pair to be traded dealt_ccy: type: string description: The dealt currency (must match the base or term from the currency pair) far_dealt_ccy: type: string description: The far leg dealt currency (must match the dealt_ccy) far_executed_quantity: type: number far_fixing_date: type: string description: The far leg fixing date as "YYYY-MM-DD" (recommended but will be computed from far tenor if missing) format: date far_forward_points: type: number far_isin: type: string isin: type: string shaped_order_id: type: string description: The ID assigned by the shaping server if this order was the result of merging multiple staged orders together. Can be used to reference the order within the BidFX shaping server REST API. unexecuted_quantity: type: number description: The unexecuted quantity readOnly: true FxReferencePrice: type: object properties: ask: type: number ask_all_in: type: number ask_forward_points: type: number ask_price_status: type: string ask_rank: type: integer format: int32 ask_size: type: number ask_spot_rate: type: number ask_time: type: integer format: int64 ask_time_of_receipt: type: integer format: int64 ask_trade_eligible: type: boolean bid: type: number bid_all_in: type: number bid_forward_points: type: number bid_price_status: type: string bid_rank: type: integer format: int32 bid_size: type: number bid_spot_rate: type: number bid_time: type: integer format: int64 bid_time_of_receipt: type: integer format: int64 bid_trade_eligible: type: boolean dealer_id: type: string end_mid: type: number errors: type: array items: $ref: '#/components/schemas/Error' external_id: type: string far_ask_all_in: type: number far_ask_forward_points: type: number far_ask_size: type: number far_bid_all_in: type: number far_bid_forward_points: type: number far_bid_size: type: number forward_points: type: number internal_dealer_id: type: string mid: type: number net_term: type: number net_term_versus_best: type: number spot_rate: type: number swap_points: type: number trade_eligible: type: boolean InstructionBuilder: required: - order_ts_id type: object properties: partitionId: type: integer format: int32 manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT order_ts_id: type: string description: The unique order id of the order to apply this instruction to instruction_ts_id: type: string description: The id of the instruction. readOnly: true submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true errors: type: array items: $ref: '#/components/schemas/Error' description: Instructions on the order (returned on the response). readOnly: true InstructionBuilderOrderFxOrderObject: required: - order_ts_id type: object properties: partitionId: type: integer format: int32 manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT order_ts_id: type: string description: The unique order id of the order to apply this instruction to instruction_ts_id: type: string description: The id of the instruction. readOnly: true submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true errors: type: array items: $ref: '#/components/schemas/Error' InstructionBuilderOrderObjectObject: required: - order_ts_id type: object properties: partitionId: type: integer format: int32 manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT order_ts_id: type: string description: The unique order id of the order to apply this instruction to instruction_ts_id: type: string description: The id of the instruction. readOnly: true submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true errors: type: array items: $ref: '#/components/schemas/Error' InstructionBuilderOrderPortfolioOrderObject: required: - order_ts_id type: object properties: partitionId: type: integer format: int32 manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT order_ts_id: type: string description: The unique order id of the order to apply this instruction to instruction_ts_id: type: string description: The id of the instruction. readOnly: true submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true errors: type: array items: $ref: '#/components/schemas/Error' InstructionBuilderOrderWaveObject: required: - order_ts_id type: object properties: partitionId: type: integer format: int32 manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT order_ts_id: type: string description: The unique order id of the order to apply this instruction to instruction_ts_id: type: string description: The id of the instruction. readOnly: true submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true errors: type: array items: $ref: '#/components/schemas/Error' LimitViolation: type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' handling_comment: type: string description: The handling comment readOnly: true instruction_ts_id: type: string description: "The id of the instruction (amend, cancel or submit operation)\ \ that triggered the limit violation. Required to acknowledge the limit." readOnly: true limit_ts_id: type: string description: The unique identifier of the limit that caused the breach so it can be cross-referenced by TS Support. readOnly: true order_ts_id: type: string description: Uniquely identifies the order. Also required to acknowledge the limit. readOnly: true reason: type: string description: The reason for the limit violation. readOnly: true status: type: string description: The status of the limit violation. readOnly: true enum: - ACCEPTED - REJECTED - PENDING_APPROVAL ts_id: type: string description: The unique ID assigned for this limit violation. readOnly: true description: "A limit violation is created and attached to the order whenever\ \ a compliance rule is breached. \nThere are soft breaches and hard breaches.\n\ Soft breaches have to be manually acknowledged by a TradeSmart user (or via\ \ REST API.) \nHard breaches result in an outright rejection." readOnly: true OrderAlgo: required: - name type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' internal: type: boolean description: TradingScreen provided algo name: type: string description: Algo name parameters: type: array items: type: object additionalProperties: type: object description: Array of map of parameter name to value example: "{'\"EndTime\": \"2019-02-06T18:30:00.075\"'}" description: Array of map of parameter name to value example: "{'\"EndTime\": \"2019-02-06T18:30:00.075\"'}" strategy_type: type: string description: The bespoke broker strategy to use enum: - PAIRS description: "Collections of algos are defined by TradingScreen support staff,\ \ and are selected by executing broker, client branch, username and asset\ \ class. Each collection contains a set of algos, which are selected by name.\ \ Each algo defines a set of parameters of various types, either required\ \ or optional. Algos can be queried via the /api/om/v2/algo endpoint.\n\n\ Note that parameter names are camel case like \"StartTime\" (not snake case\ \ like \"start_time\") because these field names are defined in the ATDL resource\ \ files provided by the brokers.\n\nNote that parameter values can be any\ \ type (e.g. string, integer, decimal, date/time etc)" OrderObject: required: - asset_class - order_type - quantity - side type: object properties: strategyTSIdsForClone: type: array writeOnly: true items: type: string upInstructionBuilder: $ref: '#/components/schemas/InstructionBuilderOrderObjectObject' excluded_executing_brokers: type: array description: Do not send order to executing brokers in this array. Mutually exclusive with 'included_executing_brokers'. items: type: string description: Do not send order to executing brokers in this array. Mutually exclusive with 'included_executing_brokers'. included_executing_brokers: type: array description: Can only send order to executing brokers in this array. Mutually exclusive with 'excluded_executing_brokers'. items: type: string description: Can only send order to executing brokers in this array. Mutually exclusive with 'excluded_executing_brokers'. allocation_data: $ref: '#/components/schemas/Allocation' algo: $ref: '#/components/schemas/OrderAlgo' allocation_template: type: string description: "The allocation template name. Cannot be defined as well as\ \ allocation_data. Either account or allocation template is required;\ \ if both are supplied, the account will be replaced with the one from\ \ the template." writeOnly: true competitive_rates: type: array description: "Competitive rates for the Order. For RFQ orders: if provided, price is also required." items: $ref: '#/components/schemas/ReferencePrice' correlation_id: type: string description: Use to correlate order requests and responses (returned on the response). order_instruction: type: string description: "The instruction behaviour for the order (\"REGISTER\", \"\ SUBMIT, \"TRADE_ENTRY\"). Defaults to \"REGISTER\" if not provided. If\ \ submitting directly to market a trade entitlement check will be enforced." writeOnly: true enum: - REGISTER - SUBMIT - TRADE_ENTRY on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER leg_index: type: integer description: The index of this order in the legs array format: int64 disable_instrument_lookup: type: boolean description: "Sets the order endpoint up to bypass instrument validation,\ \ instead deferring it to downstream systems. Setting this field to true\ \ implies that the instrument, instrument_type and venue_code have to\ \ be set. The venue_code must be the exchange (or OTC). If one of these\ \ parameters is missing or incorrect the entire trade will be rejected.\ \ Invalid on Strategy order types." order_type: type: string description: The type of the order. enum: - MARKET - MARKET_OPEN - MARKET_CLOSE - MARKET_ON_CASH_CLOSE - LIMIT - LIMIT_OPEN - LIMIT_CLOSE - FUNARI - FILL_OR_KILL_LIMIT - FILL_OR_KILL_MARKET - QUOTED - SPREAD_LIMIT - STOP - STOP_BID - STOP_ASK - STOP_LIMIT - LIMIT_AUCTION_ONLY - MARKET_AUCTION_ONLY - MARKET_IF_TOUCHED - TAKE - TAKE_LIMIT - CALL - DISCRECTIONARY - PEG_LAST - PEG_MID - PEG_MARKET - PEG_PRIMARY - ALL_OR_NONE - AT_BEST - IMMEDIATE_OR_CANCEL_LIMIT - IMMEDIATE_OR_CANCEL_MARKET - EXECUTE_AND_ELIMINATE - DTC - DTK - ELO - SLO - FOKEL - FOKSL - PROBE - PROBE_POST - SWEEP - SWEEP_POST_ALL - SWEEP_POST - SWEEP_POST_DIRECTED - SWEEP_POST_HIDDEN - MARKET_POST - MARKET_WITH_LIMIT - MIDPOINT - MARKET_LIMIT_MARKET - MARKET_WITH_LEFTOVER_AS_LIMIT - NATIVE_ORDER_CANCELS_ORDER - BID_OFFER - MIDPOINT_WITH_LIMIT - TRAILING_STOP - TRAILING_STOP_LIMIT - IMBALANCE_ONLY time_in_force_type: type: string description: "The time in force (\"DAY\", \"GOOD_TILL_CANCEL\", \"GOOD_TILL_DATE\"\ )." enum: - DAY - GOOD_TILL_CANCEL - GOOD_TILL_DATE - GOOD_TILL_TIME - GOOD_TILL_WEEK - GOOD_TILL_DURATION - GOOD_TILL_CROSS - CLOSE executing_broker_name: type: string description: The name of the executing broker version: type: integer description: The version of the order format: int32 state: type: string description: "The state of the order (\"REGISTERED\", \"ACTIVE\", \"WORKING\"\ )." readOnly: true enum: - ACCEPTED - ACTIVE - ALLEGED - ALLOCATED - AMENDING - BOOKED - BROKEN - CANCELING - CANCELLED - DEACTIVATED - DEFERRED - DELETED - DONE - EXECUTED - EXPIRED - PARTIALLY_ALLOCATED - PARTIALLY_BOOKED - PENDING_ACCEPTANCE - PENDING_ALLOCATION - PENDING_AUTHORIZATION - PENDING_CANCELATION - REGISTERED - REJECTED - SETTLED - SUBMITTING - TRADING_COMPLETE - UNALLOCATED - WORKING - MANAGED type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ , )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT owner: type: string description: The owner of the order (set from the REST client login). reference1: type: string description: An STP reference (varies from client to client). description: type: string description: The description field strategy_parent_order_ts_id: type: string description: The strategy parent order ID. order_ts_id: type: string description: Uniquely identifies the order. readOnly: true executing_broker: type: string description: The executing broker. classification: type: string enum: - "NULL" - DMA - NOE - MANUAL - QUOTED - BROKER_ROUTED - CLIENT_ROUTED - BROKER_VIEW - ALLEGED - SYNTHETIC - CLIENT_ROUTED_DMA - CLIENT_ROUTED_MANUAL - BROKER_ROUTED_NOE - BROKER_VIEW_DMA - BROKER_VIEW_NOE - BROKER_VIEW_CLIENT_ROUTED - BROKER_VIEW_MANUAL - BROKER_VIEW_SYNTHETIC partition_id: type: integer format: int32 creation_date: type: string description: The order creation date price: type: number description: "The price of the order (when price type is \"LIMIT\"). For RFQ orders: required when competitive_rates is provided." quantity: type: number description: The quantity of the order (in number of shares or contracts). side: type: string description: "The side of the order (\"BUY\", \"SELL\")." enum: - BUY - SELL executed_quantity: type: number description: The executed quantity readOnly: true executed_value: type: number description: The executed value readOnly: true account: type: string description: The executing account. aggregation_level_1: type: string description: Reference assigned to the order. aggregation_level_2: type: string description: Reference assigned to the order. aggregation_level_3: type: string description: Reference assigned to the order. alternate_owner: type: string description: The alternative owner of the order average_executed_price: type: number description: The average executed price readOnly: true broker_order_id: type: string description: The unique ID of the order as assigned by the executing broker. readOnly: true cancel_response_time: type: string description: "The time the order cancel operation was acknowledged by the\ \ broker. Note that orders can be resubmitted to other brokers after cancellation,\ \ this field will only contain the time pertaining to the last processed\ \ cancel." format: date-time readOnly: true cancel_time: type: string description: "The time the order cancel operation was received. Note that\ \ orders can be resubmitted to other brokers after cancellation, this\ \ field will only contain the time pertaining to the last cancel instruction." format: date-time readOnly: true capture_date: type: string description: "The capture date. Only valid to be set on \"order_instruction\"\ \ : \"TRADE_ENTRY\" requests" format: date-time client_lei: type: string description: A 20 character string identifying the entity that issued the trade or made the investment decision client_order_id: type: string description: Client defined Order Id custom_fields: type: object additionalProperties: type: string description: Custom fields that can be supplied to TS. This is by agreement. description: Custom fields that can be supplied to TS. This is by agreement. fully_executed: type: boolean description: True if the order is fully executed readOnly: true executions: type: array description: Executions on the order (returned on the response). readOnly: true items: $ref: '#/components/schemas/Execution' expiry_date: type: string description: The GTD expiry date. The input is treated as a local market date according to the instrument specified. The return value will be a UTC adjusted timestamp of midnight in exchange local time. format: date start_date: type: string description: The GTD start date. The input is treated as a local market date according to the instrument specified. The return value will be a UTC adjusted timestamp of midnight in exchange local time. format: date handling_comment: type: string description: The handling comment. handling_type: type: string description: "The handling type (\"MANUAL\", \"AUTOMATIC\"). For \"RFQ\": price is required when competitive_rates is present." enum: - MANUAL - AUTOMATIC - TRADE_REPORT - COLOR_BOOK - EITHER - RFS - RFQ - RESTING - INSTRUMENT_DEFINITION - TURBO - IOI - ALLOCATION ioi_id: type: string description: The IOI Id against which the order has to be submitted instructions: type: array description: Instructions on the order (returned on the response). readOnly: true items: $ref: '#/components/schemas/InstructionBuilder' internal_comment: type: string description: Comment for internal use. (Comments column in Tradesmart) leg_ratio: type: number description: The leg ratio for strategy legs limit_violations: type: array description: List of limit violation objects detailing the compliance limits that this order has breached along with their status. readOnly: true items: $ref: '#/components/schemas/LimitViolation' line_handler_order_id: type: string order_manager_state: type: string enum: - ACCEPTED - ACTIVE - ALLEGED - ALLOCATED - AMENDING - BOOKED - BROKEN - CANCELING - CANCELLED - DEACTIVATED - DEFERRED - DELETED - DONE - EXECUTED - EXPIRED - PARTIALLY_ALLOCATED - PARTIALLY_BOOKED - PENDING_ACCEPTANCE - PENDING_ALLOCATION - PENDING_AUTHORIZATION - PENDING_CANCELATION - REGISTERED - REJECTED - SETTLED - SUBMITTING - TRADING_COMPLETE - UNALLOCATED - WORKING - MANAGED parent_order_ts_id: type: string description: Uniquely identifies the parent order. readOnly: true price_offset: type: number description: "An offset from from the current price, used when defining\ \ a trailing stop (for example)." reference2: type: string description: An STP reference (varies from client to client). solicitation_type: type: string description: The solicitation type of the order enum: - DISCRETIONARY - SOLICITATED - UNSOLICITATED source_id: type: string description: The order originator source_intent: type: string description: The intended trading / execution stategy by the order originator. submit_response_time: type: string description: "The time the order submit operation was acknowledged by the\ \ broker. Note that orders can be resubmitted to other brokers after cancellation,\ \ this field will only contain the time pertaining to the last processed\ \ submission. Note that accepted and rejected submissions will populate\ \ this field." format: date-time readOnly: true submit_time: type: string description: "The time the order submit operation was initiated inside the\ \ TS EMS. Note that orders can be resubmitted to other brokers after cancellation,\ \ this field will only contain the time pertaining to the last processed\ \ submission. Note that accepted and rejected submissions will populate\ \ this field." format: date-time readOnly: true tep: type: number description: Target execution price. Can only be specified is TEP type is "MANUAL" or not specified. tep_type: type: string description: "Target execution price type. (\"MANUAL\", \"OPEN\", \"CLOSE\"\ , \"REGISTRATION_PRICE\", \"REGISTRATION_VWAP\", \"REGISTRATION_LAST\"\ ) If this field is omitted and TEP is specified, a value of MANUAL will\ \ be inferred." enum: - MANUAL - OPEN - CLOSE - REGISTRATION_PRICE - REGISTRATION_LAST - REGISTRATION_VWAP trigger_price: type: number description: The trigger price for stop orders uuid: type: number description: Uniquely identifies the order. readOnly: true venue_duration: type: integer description: Duration in milliseconds till when placement will be valid format: int32 orders_in_error: type: array items: $ref: '#/components/schemas/OrderObject' errors: type: array items: $ref: '#/components/schemas/Error' asset_class: type: string description: Child Orders discriminator: propertyName: asset_class PortfolioOrder: required: - asset_class - order_type - quantity - side type: object allOf: - $ref: '#/components/schemas/OrderObject' - type: object properties: account: type: string allow_partial_baskets: type: boolean description: "Sets the order endpoint up to create a basket even when\ \ some legs fail validation checks. Setting this field to true will\ \ result in some baskets being created without all the specified legs,\ \ the legs that could not be added to the basket will be returned in\ \ the leg_error collection. This flag is incompatible with the disable_instrument_lookup\ \ flag." writeOnly: true asset_class: type: string enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX disable_instrument_lookup: type: boolean description: "Sets the order endpoint up to bypass instrument validation,\ \ instead deferring it to downstream systems. Setting this field to\ \ true implies that the instrument, instrument_type and venue_code have\ \ to be set on all child legs. The venue_code must be the exchange\ \ (or OTC). This flag only has to be set at the parent level, and will\ \ cascade down to the underlying orders. If one of these parameters\ \ is missing or incorrect the entire trade will be rejected." legs: type: array description: "For a grouped order, such as a derivatives strategy or portfolio,\ \ the list of constituent legs of the parent order" items: $ref: '#/components/schemas/OrderObject' name: type: string description: The portfolio name upInstructionBuilder: $ref: '#/components/schemas/InstructionBuilderOrderPortfolioOrderObject' ReferencePrice: type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' external_id: type: string description: Competitive rates for the Order anyOf: - $ref: '#/components/schemas/FxReferencePrice' V2FxAlgoDetails: required: - name - stop_pips type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' name: type: integer description: The algo urgency (aggressiveness) format: int32 stop_pips: type: number description: The algo stop price in pips V3FxAlgoDetails: required: - name - stop_pips type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' name: type: integer description: The algo urgency (aggressiveness) format: int32 stop_pips: type: number description: The algo stop price in pips description: "An OrderAlgo object, defining algo strategy name and parameters." WaveOrder: required: - asset_class - order_type - quantity - side type: object allOf: - $ref: '#/components/schemas/OrderObject' - type: object properties: asset_class: type: string enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX name: type: string description: The portfolio name portfolio_order_ts_id: type: string upInstructionBuilder: $ref: '#/components/schemas/InstructionBuilderOrderWaveObject' OrderInstructionAcknowledgement: required: - accept - instruction_ts_id - order_ts_id type: object properties: accept: type: boolean description: Whether or not to accept the breach. Acknowledging a limit breach with this flag will allow the order submission process to continue and it will be released to market errors: type: array items: $ref: '#/components/schemas/Error' instruction_ts_id: type: string description: "The unique instruction ID of the operation which caused the\ \ associated order to breach the limit, for example, a submission to market\ \ or an amend operation" order_ts_id: type: string description: The unique order id of the order which breached the compliance limit partitionId: type: integer format: int32 reason: type: string description: "The reason for the limit violation reject, sent to TradeSmart" type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT PortfolioOrderAmendInstruction: required: - order_ts_id type: object properties: account: type: string description: The account to book the order to. aggregation_level_1: type: string description: Grouping reference assigned to the order aggregation_level_2: type: string description: Grouping reference assigned to the order aggregation_level_3: type: string description: Grouping reference assigned to the order algo: $ref: '#/components/schemas/OrderAlgo' allocation_data: $ref: '#/components/schemas/Allocation' allocation_template: type: string description: "The allocation template name. Cannot be defined as well as\ \ allocation_data. Either account or allocation template is required;\ \ if both are supplied, the account will be replaced with the one from\ \ the template" alternate_owner: type: string description: The alternative owner of the order currency: type: string description: The currency. custom_fields: type: object additionalProperties: type: string description: "Custom fields that can be supplied to TS by agreement. \ \ NOTE: Only those fields being amended need to be included, to remove\ \ a custom field supply it with an empty string. You cannot remove\ \ ALL custom fields from an order once one is set, however you can replace\ \ custom fields by setting the one to remove to an empty string and\ \ adding a new field with a value" description: "Custom fields that can be supplied to TS by agreement. NOTE:\ \ Only those fields being amended need to be included, to remove a custom\ \ field supply it with an empty string. You cannot remove ALL custom\ \ fields from an order once one is set, however you can replace custom\ \ fields by setting the one to remove to an empty string and adding a\ \ new field with a value" description: type: string done: type: boolean description: Should the order be set to a DONE state? errors: type: array items: $ref: '#/components/schemas/Error' executing_broker: type: string description: The executing broker. expiry_date: type: string handling_comment: type: string description: The handling comment. instruction_ts_id: type: string description: The id of the instruction. readOnly: true internal_comment: type: string description: Comment for internal use. (Comments column in Tradesmart) manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" name: type: string on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER orderFields: $ref: '#/components/schemas/PortfolioOrder' order_ts_id: type: string description: The unique order id of the order to apply this instruction to order_type: type: string description: "The type of the order (\"LIMIT\", \"MARKET\", \"QUOTED\",\ \ \"IMBALANCE_ONLY\")." enum: - MARKET - MARKET_OPEN - MARKET_CLOSE - MARKET_ON_CASH_CLOSE - LIMIT - LIMIT_OPEN - LIMIT_CLOSE - FUNARI - FILL_OR_KILL_LIMIT - FILL_OR_KILL_MARKET - QUOTED - SPREAD_LIMIT - STOP - STOP_BID - STOP_ASK - STOP_LIMIT - LIMIT_AUCTION_ONLY - MARKET_AUCTION_ONLY - MARKET_IF_TOUCHED - TAKE - TAKE_LIMIT - CALL - DISCRECTIONARY - PEG_LAST - PEG_MID - PEG_MARKET - PEG_PRIMARY - ALL_OR_NONE - AT_BEST - IMMEDIATE_OR_CANCEL_LIMIT - IMMEDIATE_OR_CANCEL_MARKET - EXECUTE_AND_ELIMINATE - DTC - DTK - ELO - SLO - FOKEL - FOKSL - PROBE - PROBE_POST - SWEEP - SWEEP_POST_ALL - SWEEP_POST - SWEEP_POST_DIRECTED - SWEEP_POST_HIDDEN - MARKET_POST - MARKET_WITH_LIMIT - MIDPOINT - MARKET_LIMIT_MARKET - MARKET_WITH_LEFTOVER_AS_LIMIT - NATIVE_ORDER_CANCELS_ORDER - BID_OFFER - MIDPOINT_WITH_LIMIT - TRAILING_STOP - TRAILING_STOP_LIMIT - IMBALANCE_ONLY owner: type: string description: The owner of the order (set from the REST client login). partitionId: type: integer format: int32 price: type: number description: The price of the order (when price type is "LIMIT"). reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided reference1: type: string description: Client specified reference id 1 reference2: type: string description: Client specified reference id 2 short_type: type: string description: "The short type of the order (\"COMPLY\", \"COVER\", \"EXEMPT\"\ , \"UNDISCLOSED\")." enum: - COMPLY - EXEMPT - COVER - UNDISCLOSED state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true time_in_force_type: type: string enum: - DAY - GOOD_TILL_CANCEL - GOOD_TILL_DATE - GOOD_TILL_TIME - GOOD_TILL_WEEK - GOOD_TILL_DURATION - GOOD_TILL_CROSS - CLOSE trigger_price: type: number description: The trigger price for stop orders type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT FxOrderAmendInstruction: required: - order_ts_id - quantity type: object properties: account: type: string description: The account to book the order to. aggregation_level_1: type: string description: Grouping reference assigned to the order aggregation_level_2: type: string description: Grouping reference assigned to the order aggregation_level_3: type: string description: Grouping reference assigned to the order algo: $ref: '#/components/schemas/OrderAlgo' allocation_data: $ref: '#/components/schemas/Allocation' allocation_template: type: string description: "The allocation template name. Cannot be defined as well as\ \ allocation_data. Either account or allocation template is required;\ \ if both are supplied, the account will be replaced with the one from\ \ the template" alternate_owner: type: string description: The alternative owner of the order currency: type: string description: The currency. custom_fields: type: object additionalProperties: type: string description: "Custom fields that can be supplied to TS by agreement. \ \ NOTE: Only those fields being amended need to be included, to remove\ \ a custom field supply it with an empty string. You cannot remove\ \ ALL custom fields from an order once one is set, however you can replace\ \ custom fields by setting the one to remove to an empty string and\ \ adding a new field with a value" description: "Custom fields that can be supplied to TS by agreement. NOTE:\ \ Only those fields being amended need to be included, to remove a custom\ \ field supply it with an empty string. You cannot remove ALL custom\ \ fields from an order once one is set, however you can replace custom\ \ fields by setting the one to remove to an empty string and adding a\ \ new field with a value" done: type: boolean description: Should the order be set to a DONE state? errors: type: array items: $ref: '#/components/schemas/Error' executing_broker: type: string description: The executing broker. expiry_date: type: string far_quantity: type: number description: The allocation quantity of the far leg of an FX swap writeOnly: true handling_comment: type: string description: The handling comment. instruction_ts_id: type: string description: The id of the instruction. readOnly: true internal_comment: type: string description: Comment for internal use. (Comments column in Tradesmart) manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" matched_principal: type: boolean description: "Where the facilitator of the trade takes no risk, only matching\ \ counterparties." on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER orderFields: $ref: '#/components/schemas/FxOrderBuilder' order_ts_id: type: string description: The unique order id of the order to apply this instruction to order_type: type: string description: "The type of the order (\"LIMIT\", \"MARKET\", \"QUOTED\",\ \ \"IMBALANCE_ONLY\")." enum: - MARKET - MARKET_OPEN - MARKET_CLOSE - MARKET_ON_CASH_CLOSE - LIMIT - LIMIT_OPEN - LIMIT_CLOSE - FUNARI - FILL_OR_KILL_LIMIT - FILL_OR_KILL_MARKET - QUOTED - SPREAD_LIMIT - STOP - STOP_BID - STOP_ASK - STOP_LIMIT - LIMIT_AUCTION_ONLY - MARKET_AUCTION_ONLY - MARKET_IF_TOUCHED - TAKE - TAKE_LIMIT - CALL - DISCRECTIONARY - PEG_LAST - PEG_MID - PEG_MARKET - PEG_PRIMARY - ALL_OR_NONE - AT_BEST - IMMEDIATE_OR_CANCEL_LIMIT - IMMEDIATE_OR_CANCEL_MARKET - EXECUTE_AND_ELIMINATE - DTC - DTK - ELO - SLO - FOKEL - FOKSL - PROBE - PROBE_POST - SWEEP - SWEEP_POST_ALL - SWEEP_POST - SWEEP_POST_DIRECTED - SWEEP_POST_HIDDEN - MARKET_POST - MARKET_WITH_LIMIT - MIDPOINT - MARKET_LIMIT_MARKET - MARKET_WITH_LEFTOVER_AS_LIMIT - NATIVE_ORDER_CANCELS_ORDER - BID_OFFER - MIDPOINT_WITH_LIMIT - TRAILING_STOP - TRAILING_STOP_LIMIT - IMBALANCE_ONLY owner: type: string description: The owner of the order (set from the REST client login). partitionId: type: integer format: int32 price: type: number description: The price of the order (when price type is "LIMIT"). quantity: type: number description: The quantity of the order (in number of shares or contracts). reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided reference1: type: string description: Client specified reference id 1 reference2: type: string description: Client specified reference id 2 regulated_venue: type: string description: "The regulated venue for the order, i.e. NONE, UK_MTF, EU_MTF." security_financing_transaction: type: boolean description: Transactions that fall within the scope of activity for securities financing. short_type: type: string description: "The short type of the order (\"COMPLY\", \"COVER\", \"EXEMPT\"\ , \"UNDISCLOSED\")." enum: - COMPLY - EXEMPT - COVER - UNDISCLOSED state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION strategy_parent_order_ts_id: type: string submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true time_in_force_type: type: string enum: - DAY - GOOD_TILL_CANCEL - GOOD_TILL_DATE - GOOD_TILL_TIME - GOOD_TILL_WEEK - GOOD_TILL_DURATION - GOOD_TILL_CROSS - CLOSE trigger_price: type: number description: The trigger price for stop orders type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT PortfolioOrderCancelInstruction: required: - order_ts_id type: object properties: done: type: boolean description: A flag to indicate that the order should be set to done (non-tradeable) state after cancellation. Equivalent to the 'Stop' functionality in TradeSmart errors: type: array items: $ref: '#/components/schemas/Error' instruction_ts_id: type: string description: The id of the instruction. readOnly: true manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER order_ts_id: type: string description: The unique order id of the order to apply this instruction to partitionId: type: integer format: int32 reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT FxOrderCancelInstruction: required: - order_ts_id type: object properties: done: type: boolean description: A flag to indicate that the order should be set to done (non-tradeable) state after cancellation. Equivalent to the 'Stop' functionality in TradeSmart errors: type: array items: $ref: '#/components/schemas/Error' instruction_ts_id: type: string description: The id of the instruction. readOnly: true manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER order_ts_id: type: string description: The unique order id of the order to apply this instruction to partitionId: type: integer format: int32 reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT PortfolioOrderSubmitInstruction: required: - order_ts_id type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' instruction_ts_id: type: string description: The id of the instruction. readOnly: true manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER order_ts_id: type: string description: The unique order id of the order to apply this instruction to partitionId: type: integer format: int32 reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT FxOrderSubmitInstruction: required: - order_ts_id type: object properties: errors: type: array items: $ref: '#/components/schemas/Error' instruction_ts_id: type: string description: The id of the instruction. readOnly: true manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER order_ts_id: type: string description: The unique order id of the order to apply this instruction to partitionId: type: integer format: int32 reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT SliceOrderInstruction: required: - order_ts_id type: object properties: partitionId: type: integer format: int32 manual_accept: type: boolean description: "A flag to indicate the operation must be accepted manually\ \ via the owning trader in TradeSmart. In the case of sliced orders, the\ \ children must be adjusted before the parent amend can be accepted" on_behalf_of: type: string description: "The manual activation behaviour for the order submitter (\"\ SELF\", \"OWNER\", \"ALTERNATE_OWNER\"). Defaults to \"SELF\" if not provided." writeOnly: true enum: - SELF - OWNER - ALTERNATE_OWNER - NEW_OWNER - NEW_ALTERNATE_OWNER order_instruction: type: string description: "The instruction behaviour for the order (\"REGISTER\", \"\ SUBMIT, \"TRADE_ENTRY\"). Defaults to \"REGISTER\" if not provided. If\ \ submitting directly to market a trade entitlement check will be enforced,\ \ and the parent order requires a valid executing_broker and account" writeOnly: true enum: - REGISTER - SUBMIT - TRADE_ENTRY price: type: number description: The price of the order (when price type is "LIMIT"). Only required when the child slice should have a different price than the parent. type: type: string description: "Type of the item (\"AMEND\", \"CANCEL\", \"SLICE\", \"SUBMIT\"\ \ )" enum: - ACKNOWLEDGEMENT - AMEND - CANCEL - ORDER - SLICE - SUBMIT - PRODUCT quantity: type: number description: Quantity to slice reason: type: string description: An arbitrary reason as to why the order is being amended. Populated with a default value if not provided state: type: string description: The state of the instruction readOnly: true enum: - REGISTERED - SUBMITTING_INTERNAL - SUBMITTING_EXTERNAL - ACCEPTED - REJECTED - RETRACTED - BROKEN - PENDING_PRICING - PENDING_BROKER_SELECTION order_ts_id: type: string description: The unique order id of the order to apply this instruction to instruction_ts_id: type: string description: The id of the instruction. readOnly: true submitter: type: string description: Submitter of the order as per on_behalf_of readOnly: true errors: type: array items: $ref: '#/components/schemas/Error' Algo: type: object properties: asset_classes: type: array description: "Asset classes for which this algo is applicable, unless empty" readOnly: true example: FX items: type: string description: "Asset classes for which this algo is applicable, unless\ \ empty" readOnly: true example: FX enum: - EQUITY - FUTURE - OPTION - FX - FIXED_INCOME - CRYPTO - PORTFOLIO - CDS - IRS - STRATEGY - WARRANT - INDEX deal_types: type: array description: "Deal types for which this algo is applicable, unless empty" readOnly: true example: "SPOT, FWD" items: type: string description: "Deal types for which this algo is applicable, unless empty" readOnly: true example: "SPOT, FWD" enum: - SPOT - FWD - SWAP - NDF - NDS - DEAL_OUTRIGHT - SWAP_OUTRIGHT - WILDCARD description: type: string description: Description of this algo readOnly: true example: FX Limit Strategy errors: type: array items: $ref: '#/components/schemas/Error' global_markets: type: array description: "Global markets for which this algo is applicable, unless empty" readOnly: true items: type: string description: "Global markets for which this algo is applicable, unless\ \ empty" readOnly: true enum: - APAC - EUROPE - MEA - NORTH_AMERICA - SOUTH_AMERICA include_venue_codes: type: boolean description: Flag describing venue_codes as either a whitelist (true) or blacklist (false) name: type: string description: Name of this algo (expected on stage order requests) readOnly: true order_types: type: array description: "Order types for which this algo is applicable, unless empty" readOnly: true items: type: string description: "Order types for which this algo is applicable, unless empty" readOnly: true parameters: type: array description: Parameter descriptions readOnly: true items: $ref: '#/components/schemas/AlgoParameter' time_types: type: array description: "Time in force types for which this algo is applicable, unless\ \ empty" readOnly: true example: "DAY, GTC, GTD" items: type: string description: "Time in force types for which this algo is applicable, unless\ \ empty" readOnly: true example: "DAY, GTC, GTD" venue_codes: type: array description: "Venue codes for which this algo is applicable, unless empty" readOnly: true example: "GBX, LME" items: type: string description: "Venue codes for which this algo is applicable, unless empty" readOnly: true example: "GBX, LME" securitySchemes: basicAuth: type: http scheme: basic