Standard Model Reference

Actions are categorised based on their target: Market Actions to manipulate the Market, and Symbol actions to manipulate the Symbol or Security.

Market Actions

Create new market

Create a new market using this model.

Trigger: REST API

The Config property on MarketCreateBody describes the starting configuration for the market. It takes an object with the following fields:

Field	Type	Label	Description
TimeZone	String	Optional	A standard IANA Time Zone specifier. If omitted, defaults to Utc.

The Data property on MarketCreateBody is given to the configured market model to initialise the market state. It takes an object with the following fields:

Field	Type	Label	Description
Status	String	Optional	The code for the initial Trading Status of the market. If omitted, defaults to Closed.

Results

Code	Status	Description
Created	Success	Market was successfully created.
Code	Failure	Invalid Market Code.
Config	Failure	Configuration rejected by the Market Model.
Engine	Failure	Unable to load Engine Provider.
EngineType	Failure	Invalid EngineType definition.
Fault	Failure	A fault occurred while initialising the Market Model. Check the Worker logs for more information.
MarketType	Failure	Invalid MarketType definition.
Model	Failure	Unable to load Market Model.
Status	Failure	Invalid trading status code.
TimeZone	Failure	Invalid TimeZone identifier.
TranslatorType	Failure	Invalid TranslatorType definition.

Add Symbol

Lists a new symbol to the market.

Trigger: REST API

The Data property on MarketBody takes an object with the following fields:

Field	Type	Label	Description
Attributes	Map<String,String>	Optional	Any additional attributes to record against the symbol.
Class	String		A six-character CFI Code describing the classification of the security.
Currency	String		The currency code that prices are quoted in.
Name	String		A descriptive name for the symbol.
Status	String	Optional	The code for the initial Trading Status of the security. If omitted, inherits from the market.
TickTable	String	Optional	The code for a tick table that orders must conform to. If omitted, prices are unconstrained.
Values	Map<String,Number>	Optional	Any additional numeric values to record against the security.

Results

Code	Status	Description
Created	Success	Symbol was successfully created.
Attributes	Failure	Invalid attribute(s). First parameter specifies the invalid key, if any.
Class	Failure	CFI code is invalid or missing.
Currency	Failure	Currency is required.
Exists	Failure	A symbol already exists with this code.
Name	Failure	Name is required.
Status	Failure	Invalid trading status code.
TickTable	Failure	Tick table does not exist.
Values	Failure	Invalid value(s). First parameter specifies the invalid key, if any.

Update Symbol

Updates an existing symbol on the market. This acts as a replacement - attributes and values are not merged, and must be fully specified.

Field	Type	Label	Description
Attributes	Map<String,String>	Optional	Any additional attributes to record against the symbol.
Class	String		A six-character CFI Code describing the classification of the security.
Currency	String		The currency code that prices are quoted in.
Name	String		A descriptive name for the symbol.
TickTable	String	Optional	The code for a tick table that orders must conform to. If omitted, prices are unconstrained.
Values	Map<String,Number>	Optional	Any additional numeric values to record against the security.

Results

Code	Status	Description
Updated	Success	Symbol was successfully updated.
Attributes	Failure	Invalid attribute(s). First parameter specifies the invalid key, if any.
Class	Failure	CFI code is invalid or missing.
Code	Failure	The symbol was not found on the market.
Comments	Failure	A comment is required for this action.
Currency	Failure	Currency is required.
Exists	Failure	A symbol already exists with this code.
Name	Failure	Name is required.
Status	Failure	Invalid trading status code.
TickTable	Failure	Tick table does not exist.
Values	Failure	Invalid value(s). First parameter specifies the invalid key, if any.

Rename Symbol

Changes the code for the symbol

No special properties.

Results

Code	Status	Description
Updated	Success	Symbol was successfully updated.
Code	Failure	The symbol was not found on the market.
Comments	Failure	A comment is required for this action.
Exists	Failure	A symbol already exists with the new code.

Remove Symbol

Unlistst a symbol from the market. All open orders will be cancelled.

No special properties.

Results

Code	Status	Description
Removed	Success	Symbol was successfully removed.
Code	Failure	The symbol was not found on the market.
Comments	Failure	A comment is required for this action.

Update Market

Updates the market configuration.

Note

The Market Model cannot be changed. To select a new model, execution engine, or translator, create a new market.

Field	Type	Label	Description
TimeZone	String	Optional	A standard IANA Time Zone specifier. If omitted, defaults to Utc.

Results

Code	Status	Description
Updated	Success	Market was successfully updated.
Comments	Failure	A comment is required for this action.
TimeZone	Failure	Invalid TimeZone identifier.

Post Market News

Posts a news announcement to the market.

Field	Type	Label	Description
Priority	Number		The priority of the announcement.

Results

Code	Status	Description
Created	Success	Announcement was successfully published.
Priority	Failure	Invalid Priority.

Update Market News

Updates a previously posted news announcement.

Field	Type	Label	Description
Priority	Number		The priority of the announcement.

Results

Code	Status	Description
Updated	Success	Announcement was successfully updated.
Priority	Failure	Invalid Priority.

Rename Entity

Renames an entity from one code to another. This will update every matching open order with the new entity code.

No special properties.

Results

Code	Status	Description
Applied	Success	Rename was applied.
Priority	Failure	Invalid Priority.

Symbol Actions

Note

These actions are unavailable directly through the REST API, and can be accessed through the FIX API.

Place Order

Submits an Order. Maps to the NewOrderSingle FIX message.

Field	Type	Label	Description	FIX
ExpiryDate	String	Optional	The date and time the order should automatically expire.	ExpireTime
Instructions	OrderInstruction	Repeated	A list of instruction codes.	ExecInst
LimitPrice	Number	Optional	A limit price to place the order at.	Price
MinQuantity	Number	Optional	The minimum execution quantity.	MinQty
Quantity	Number		The maximum execution quantity, including any minimum.	OrderQty
Validity	OrderValidity		A validity specifier.	TimeInForce

Amend Order

Amends an existing Order. Maps to the OrderCancelReplaceRequest FIX message.

Field	Type	Label	Description	FIX
ExpiryDate	String	Optional	The date and time the order should automatically expire.	ExpireTime
Instructions	OrderInstruction	Repeated	A list of instruction codes.	ExecInst
LimitPrice	Number	Optional	A limit price to place the order at.	Price
MinQuantity	Number	Optional	The minimum execution quantity.	MinQty
Quantity	Number		The maximum execution quantity, including any minimum.	OrderQty
Validity	OrderValidity		A validity specifier.	TimeInForce
Executed	Number	Optional	If specified, the amend will fail if the executed quantity differs.	DisplayQty

Cancel Order

Cancels an open Order. Maps to the OrderCancelRequest FIX message.

Field	Type	Label	Description	FIX
Executed	Number	Optional	If specified, the amend will fail if the executed quantity differs.	OrderQty

Enumerations

OrderInstruction

Identifies any additional execution instructions. Maps to the ExecInst enumeration.

Name	Number	Description	FIX
None	0	No additional instructions.
AllOrNone	1	Order should execute as all-or-none.	G
AllowCross	2	Allow NCBO (No Change of Beneficial Owner, cross-trades) unless denied by the opposing Order.	B
DenyCross	3	Deny NCBO (No Change of Beneficial Owner, cross-trades) even when allowed by the opposing Order.	A

OrderValidity

Identifies the validity type of a Market Order. Maps to the TimeInForce enumeration.

Name	Number	Description	FIX
Unknown	0	Order validity is unknown.
UntilCancel	1	Valid until cancelled, or until ExpiryDate if specified.	1
FillAndKill	2	Valid only when placed, filling as much as possible and cancelling the remainder. Also known as Immediate or Cancel.	3
FillOrKill	3	Valid only when placed, filling completely or cancelling.	4
UntilDay	4	Valid until cancelled, or until the market-specific ‘day’ elapses. If ExpiryDate is specified, uses the day component to specify the end of day. Time is ignored.	6