SecurityList
Instruments details, containing all data required for subscription and trading.
MarketDataRequestReject message fields, Tag 35=x
Tag
Field Name
Required
Type
Comments
<Standard Header>
1
Account
Y
String
Related client identificator.
146
NoRelatedSym
Y
Int
Number of instruments following.
>55
Symbol
Y
String
Instrument name (e.g. BTC/USDT)
>1500
MDStreamID
Y
String
Stream or pool name, to use in market data subscription and orders sending.
>48
SecurityID
Y
Int
Internal identificator of instrument.
>10001
Enable
Y
Boolean
Flag indicating if pricing and trading is currently available for this instrument.
>969
MinPriceIncrement
Y
Double
Price precision (e.g. 0.0001)
>562
MinTradeVol
Y
Double
Min tradable amount in base currency*
>10002
MinTradeVol_Quote
Y
Double
Min tradable amount in quote currency*
>10003
MinTradeSizeIncrement
Y
Double
Minimal order size granularity, e.g. 0.0001 BTC
>10004
Leverage
Y
Int
Allowed funds borrowing multiplier. Applicable to Margin Trading mode only.
>10005
MarginCallPercent
Y
Int
Percentage defining maximum possible floating loss on opened position. When this value reached, position would be closed. Applicable to Margin Trading mode only.
0 = no margin call checks
>479
CommCurrency
Y
String
Currency which commission should be nominated in. E.g. USDT
>12
Commission
Y
Double
Commission value according to type. Could be set as negative value, if clients needs to be paid for each trade.
>13
CommType
Y
Char
Method of commission calculation:
0 = no commission applied
1 = value defined per million of USD**
2 = value defined as percent from traded amount ***
3 = value is defined per trade no matter what traded amount was.
6 = value is defined per contract ****
>231
ContractMultiplier
Y
Double
Contract size in base currency. Might be ignored for now.
* For each instrument, here is two parameters to define min order size. One in base currency, and one in quote currency. And each time system is checking both, taking final min value from the largest one, according to current price. For example, we have MinTradeVol = 0.001 BTC and MinTradeVol_Quote = 10 USDT. When BTC/USDT price = 30000, 0.001 BTC = 30 USDT, i.e. 10 USDT is less than it, and 0.001 BTC is our min value. While when price = 5000, 0.001 BTC = 5 USDT. Therefore in this case min is 10 USD => final min is equal to 0.002 BTC.
IMPORTANT NOTE: min value set for aggregated instrument might be different from similar values on underlying exchanges. It means, if aggregated min is less than min on certain exchange, then that exchange would not be used in orders routing with small amounts.
** Example: client traded 1 BTC with cost of 30000 USD, and Commission=200 USD, then he would be charged with value = 200*(1*30000 / 1000000) = 6 USD
*** Example: client traded 0.42 BTC with cost of 27100 USDT, value set to 0.12% and currency is USD. Therefore, we have 0.42 * 27100 * 0.0012 = 13.6584 USDT, which also needs to be converted to USD. E.g. if USDT/USD = 0.9998, then it would be 13.65566832 USD.
IMPORTANT NOTE: Sellsides platform is not performing quantities rounding in this case. Please request for this feature if you need commission rounding to cents or so.
**** Example: EUR/USD contract size set to 100k EUR, commission is 8 USD. Client traded 92k EUR => we have (92000 / 100000) * 8 = 7.36 USD
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