Skip to content

Commit

Permalink
FIXAPI-3404: add transact time to documentation
Browse files Browse the repository at this point in the history
  • Loading branch information
bonsue authored and bonsue committed Jan 26, 2024
1 parent e3f0d01 commit 64ae0b6
Show file tree
Hide file tree
Showing 3 changed files with 31 additions and 29 deletions.
4 changes: 2 additions & 2 deletions ig-us-rfed/document/document-fixt/markdown/03 FIXAPI Trade.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -372,15 +372,15 @@ RequestForPositions (Open positions snapshot plus updates):
RequestForPositionsAck, (one open position)
8=FIXT.1.1 | 9=164 | 35=AO | 34=3 | 49=IGUSTRADE | 52=20210330-12:54:39.327 | 56=IGClient | 1=LQ76J | 710=PosReqID+1617108879027 | 721=cbd12cf9-72e8-4f16-84af-af609f5e7336 | 727=1 | 728=0 | 729=0 | 10=027 |
8=FIXT.1.1 | 9=245 | 35=AP | 34=4 | 49=IGUSTRADE | 52=20210330-12:54:39.327 | 56=IGClient | 1=LQ76J | 15=USD | 22=M | 48=CS.D.GBPUSD.CZD.IP | 325=N | 710=PosReqID+1617108879027 | 715=20210330 | 721=OPAAAAF98Y97HA8 | 912=Y | 2618=OPAAAAF98Y97HA8 | 20104=1.37381 | 702=1 | 703=TOT | 704=1 | 706=1 | 10=081 |
8=FIXT.1.1 | 9=245 | 35=AP | 34=4 | 49=IGUSTRADE | 52=20210330-12:54:39.327 | 56=IGClient | 1=LQ76J | 15=USD | 22=M | 48=CS.D.GBPUSD.CZD.IP | 60=20210330-15:36:20.983 | 325=N | 710=PosReqID+1617108879027 | 715=20210330 | 721=OPAAAAF98Y97HA8 | 912=Y | 2618=OPAAAAF98Y97HA8 | 20104=1.37381 | 702=1 | 703=TOT | 704=1 | 706=1 | 10=081 |
NewOrderSingle, Market Buy order:
8=FIXT.1.1 | 9=186 | 35=D | 34=4 | 49=IGClient | 52=20210330-12:54:39.494 | 56=IGUSTRADE | 1=LQ76J | 11=marketOrder1+1617108879461 | 15=USD | 22=M | 38=1 | 40=1 | 48=CS.D.GBPUSD.CZD.IP | 54=1 | 59=4 | 60=20210330-12:54:39.000 | 10=217 |
ExecutionReport, order filled:
8=FIXT.1.1 | 9=289 | 35=8 | 34=6 | 49=IGUSTRADE | 52=20210330-12:54:39.777 | 56=IGClient | 1=LQ76J | 6=1.37373 | 11=marketOrder1+1617108879461 | 14=1 | 15=USD | 17=EXAAAAF98ZNV8A8 | 22=M | 31=1.37373 | 32=1 | 37=ORAAAAF98Y97VA8 | 38=1 | 39=2 | 40=1 | 44=1.37373 | 48=CS.D.GBPUSD.CZD.IP | 54=1 | 59=4 | 60=20210330-12:54:39.722 | 150=F | 151=0 | 636=N | 10=231 |
PositionReport, (Total position in GBPUSD is 1, delta change is also 1):
8=FIXT.1.1 | 9=265 | 35=AP | 34=7 | 49=IGUSTRADE | 52=20210330-12:54:39.777 | 56=IGClient | 1=LQ76J | 15=USD | 22=M | 48=CS.D.GBPUSD.CZD.IP | 325=N | 710=PosReqID+1617108879027 | 715=20210330 | 721=PRAAAAF98ZNWAA8 | 731=2 | 2618=OPAAAAF98ZNV9A8 | 20104=1.37373 | 702=2 | 703=TOT | 704=1 | 706=1 | 703=DLT | 704=1 | 706=1 | 10=099 |
8=FIXT.1.1 | 9=265 | 35=AP | 34=7 | 49=IGUSTRADE | 52=20210330-12:54:39.777 | 56=IGClient | 1=LQ76J | 15=USD | 22=M | 48=CS.D.GBPUSD.CZD.IP | 60=20210330-15:36:20.983 | 325=N | 710=PosReqID+1617108879027 | 715=20210330 | 721=PRAAAAF98ZNWAA8 | 731=2 | 2618=OPAAAAF98ZNV9A8 | 20104=1.37373 | 702=2 | 703=TOT | 704=1 | 706=1 | 703=DLT | 704=1 | 706=1 | 10=099 |
Unsubscribe to position updates:
8=FIXT.1.1 | 9=175 | 35=AN | 34=5 | 49=IGClient | 52=20210330-12:54:40.227 | 56=IGUSTRADE | 1=LQ76J | 60=20210330-12:54:40.000 | 263=2 | 710=PosReqID+1617108879027 | 715=2021-03-30T12:54:40.000+0000 | 724=0 | 10=143 |
Expand Down
55 changes: 28 additions & 27 deletions ig-us-rfed/document/document-websocket/markdown/websocketPostTradeAPI.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -181,33 +181,34 @@ SettlCurrFxRate publishes the FX Rate used if the currency in which the position

Note that field #OpenPrice is a custom field used by IG.

|Field/Component Name|Required?|Comments|
|---|---|---|
|Standard Header|Y|MsgType = "PositionReport"|
|PosMaintRptID|Y|Unique identifier for this Position Report.|
|PositionID|N|Unique identifier for this position entity.|
|PosReqID|N|Unique identifier for the Request for Positions (AN) associated with this report. This field will not be provided if the report is unsolicited.|
|PosReqType|N|Will be present with value Positions|
|TotalNumPosReports|N|Total number of Position Reports being returned.|
|PosReqResult|N|Will be present in a response to a Request for Positions Request.|
|UnsolicitedIndicator|N|Indicates whether or not message is being sent as a result of a subscription request or not.<ul><li>'N' = Message is being sent as a result of a prior request</li><li>'Y' = Message is being sent unsolicited</li></ul>|
|ClearingBusinessDate|Y|The Clearing Business Date covered by this request. Should follow the format YYYYMMDD|
|Account|Y|Account ID|
|SettlCurrency|N|Will be present on position closes|
|MessageEventSource|N|Will be present to identify the event source for Position Changes. See MessageEventSource table below.|
|SettlCurrFxRate|N|SettlCurrFxRate is the rate used to exchange Currency for SettlCurrency. Will be present on position closes.|
|Instrument|N||
|Currency|N|Currency in which the position is held|
|OpenPrice|N|The price at which the Position was opened, will be reported in Currency|
|SettlPrice|N|Will be present on position closes, will be reported in Currency|
|SettlPriceType|N|Value will be "Final"|
|PositionQty|N||
|PositionAmountData|N||
|Text|N|May be present, Free format text|
|OriginatingClientOrderRef|N|May be included in a Position Report to indicate the client reference of the originating order. The OriginatingClientOrderRef value may be: <ul><li>the ClOrdID from the client order which resulted in the position</li><li>a reference from another channel such as web trading</li></ul>Only present for PosType = "TOT"|
|OriginatingOrderIDRef|N|May be included in Position Report to identify the IG Order ID of the order which has resulted in opening this position. The OriginatingOrderIDRef value corresponds to the value of OrderId on the Execution Report for the client order which resulted in opening the position.|
|ClosingOrderIDRef|N|May be included in Position Report to identify the IG Order ID of the order which has resulted in a close or part-close of this position. The ClosingOrderIDRef value corresponds to:<ul><li>The value of SecondaryOrderID on the Execution Report for the client order which resulted in the position change where SecondaryOrderID is present.</li><li>the value of OrderId on the Execution Report for the client order which resulted in the position change.</li></ul>|
|LastRptRequested|N| Indicates whether this message is the last report message in response to a request message|
| Field/Component Name |Required?| Comments |
|---------------------------|---|-----------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------------|
| Standard Header |Y| MsgType = "PositionReport" |
| PosMaintRptID |Y| Unique identifier for this Position Report. |
| PositionID |N| Unique identifier for this position entity. |
| PosReqID |N| Unique identifier for the Request for Positions (AN) associated with this report. This field will not be provided if the report is unsolicited. |
| PosReqType |N| Will be present with value Positions |
| TotalNumPosReports |N| Total number of Position Reports being returned. |
| PosReqResult |N| Will be present in a response to a Request for Positions Request. |
| UnsolicitedIndicator |N| Indicates whether or not message is being sent as a result of a subscription request or not.<ul><li>'N' = Message is being sent as a result of a prior request</li><li>'Y' = Message is being sent unsolicited</li></ul> |
| ClearingBusinessDate |Y| The Clearing Business Date covered by this request. Should follow the format YYYYMMDD |
| Account |Y| Account ID |
| SettlCurrency |N| Will be present on position closes |
| MessageEventSource |N| Will be present to identify the event source for Position Changes. See MessageEventSource table below. |
| SettlCurrFxRate |N| SettlCurrFxRate is the rate used to exchange Currency for SettlCurrency. Will be present on position closes. |
| Instrument |N| |
| Currency |N| Currency in which the position is held |
| OpenPrice |N| The price at which the Position was opened, will be reported in Currency |
| SettlPrice |N| Will be present on position closes, will be reported in Currency |
| SettlPriceType |N| Value will be "Final" |
| TransactTime |N| Time in which the position was created. In format yyyy-MM-dd'T'HH:mm:ss.SSSX in UTC timezone |
| PositionQty |N| |
| PositionAmountData |N| |
| Text |N| May be present, Free format text |
| OriginatingClientOrderRef |N| May be included in a Position Report to indicate the client reference of the originating order. The OriginatingClientOrderRef value may be: <ul><li>the ClOrdID from the client order which resulted in the position</li><li>a reference from another channel such as web trading</li></ul>Only present for PosType = "TOT" |
| OriginatingOrderIDRef |N| May be included in Position Report to identify the IG Order ID of the order which has resulted in opening this position. The OriginatingOrderIDRef value corresponds to the value of OrderId on the Execution Report for the client order which resulted in opening the position. |
| ClosingOrderIDRef |N| May be included in Position Report to identify the IG Order ID of the order which has resulted in a close or part-close of this position. The ClosingOrderIDRef value corresponds to:<ul><li>The value of SecondaryOrderID on the Execution Report for the client order which resulted in the position change where SecondaryOrderID is present.</li><li>the value of OrderId on the Execution Report for the client order which resulted in the position change.</li></ul> |
| LastRptRequested |N| Indicates whether this message is the last report message in response to a request message |

#### MessageEventSource

Expand Down
1 change: 1 addition & 0 deletions ig-us-rfed/document/document-websocket/markdown/websocketQuickstart.md
View file
Original file line number Diff line number Diff line change
Expand Up @@ -365,6 +365,7 @@ PositionReport messages will be delivered for each open position:
"SecurityIDSource": "MarketplaceAssignedIdentifier",
"SecAltIDGrp": [],
"Currency": "USD",
"TransactTime": "2022-08-03T15:53:03.610+0000",
"PositionQty": [
{
"PosType": "TotalTransactionQty",
Expand Down

0 comments on commit 64ae0b6

Please sign in to comment.