Orders (Trade Requests) EXTRA PARAMS
Parameter | Type | Description |
167 | SecurityType | FXSPOT/FXSWAP |
59 | TimeInForce | 3 = HIT/TAKE |
231 | ContractMultiplier | Always 1000000 |
854 | QtyType | Always 1 (Contracts) |
1138 | DisplayQty | Required for FX SPOT More Quantity orders. Not valid for FX SWAP/HIT/TAKE orders |
1028 | ManualOrderIndicator | Y = True/Yes – represents manual user entry N = False/No – represents electronic or algorithmic order entry. Default is Y. |
Note:
Since ReutersMapi 1.4 upgrade, the tag 1028 (ManualOrderIndicator) has become a mandatary tag in Order Entry message (NewOrderSingle, NewOrderList). If the NewOrder message doesn't have the tag 1028 in its extraparams, the adapter will add it with the default value.
The 35=A (Logon) message simply authenticates the session. This is required to start and maintain a FIX connection but on its own it will not be able to perform any trading on the system. The 35=BE (UserRequest) is a trader login. It is this login that allows you to trade. There can be many trader logins on the same session simultaneously. However, as the Username(554) field is not valid in an order, you have to have a way of differentiating orders made from the different traders. This is performed using the SenderSubID(50). So the value supplied for it on an order must match back to the value used in a UserRequest message. If it doesn't, the order will be rejected. The SenderSubID(50) is added to New order as "Header:50":"xxxxxee" to extra parameters, where "Header:50" says that the tag 50 needs to be added to Header of the respective message.
Example:
com.apama.oms.NewOrder("4","eur/usd",99.025,"BUY","LIMIT",120,"MAPI-FIX","","",
"MAPI_TRADING","","",{"167":"FXSPOT","59":"0","Header:50":"234","854":"1",
"231":"1000000.0","15":"eur","1":"RBCL","1028":"Y"})
For submitting IOC order or yours/mine order or hit/take order,Tag 59 should be set to specify hit/take order
Example:
com.apama.oms.NewOrder("4","eur/usd",99.025,"BUY","LIMIT",120,"MAPI-FIX","","",
"MAPI_TRADING","","",{"167":"FXSPOT","59":"3","Header:50":"234","854":"1",
"231":"1000000.0","15":"eur","1":"RBCL","1028":"Y"})
Note:
Jobbing order is no more supported in MAPI 1.6.
Note:
Amending an order is not supported.