Capital Markets Adapters 10.11 | Apama Capital Markets Adapters Documentation 10.11 | Reuters MAPI Adapter | Order management | Maximum order size
 
Maximum order size
Prime broker parents have the option to specify a Maximum Order Size (MOS) that can be entered by their Prime Broker Clients (PBC) on Matching. The Prime Broker parent can optionally specify the MOS value for each of the clients on a per Matching Site Id (Credit Code) basis. Maximum Order Size is specified by Prime Brokers in whole units of 1 million USD.
Maximum Order size for a given instrument can be 999m as per MAPI specification. MOS values can be set using,
com.apama.fix.mapi.SetMOSEntry {
string TRANSPORT;
string serviceId;
string symbol;
float value;
}
Default MOS value is 999m. As MQL above, you don't get MOS values for each instrument from Matching service. They need to be configure using above event.