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