Behavior Changes

API Behavior Changes

Any query APIs that return these objects now have the below new fields and response value changes as listed.

AccountPosition

Key	Value
NotionalHoldAmount	decimal. Cross Product Amount on Hold from open orders
NotionalRate	decimal. Current notional rate from base currency
TotalDayDepositNotional	decimal. Total Calendar Day Deposit Notional
TotalMonthDepositNotional	decimal. Total Calendar Month Deposit Notional
TotalDayWithdrawNotional	decimal. Total Calendar Day Withdraw Notional
TotalMonthWithdrawNotional	decimal. Total Calendar Month Withdraw Notional

OrderTrade

Key	Value
CounterPartyClientUserId	int. Indicates counterparty source of trade (OMS, Remarketer, FIX)
NotionalProductId	int. Notional product the notional value was captured in
NotionalRate	decimal. Notional rate from base currency at time of trade
NotionalValue	decimal. Notional value in base currency of venue at time of trade

AccountInstrumentStatistics

Key	Value
NotionalProductId	int. Notional product the notional value was captured in
DailyNotionalTradeVolume	decimal. Total Calendar Day Trading Notional
MonthlyNotionalTradeVolume	decimal. Total Calendar Month Trading Notional
YearlyNotionalTradeVolume	decimal. Total Calendar Year Trading Notional

VerificationLevelInstruments

Key	Value
NotionalProductId	int. Notional product the notional value was captured in
DailyNotionalLimit	decimal. Total Calendar Day Trading Notional
MonthlyNotionalLimit	decimal. Total Calendar Month Trading Notional
YearlyNotionalLimit	decimal. Total Calendar Year Trading Notional

AccountStatistics

Key	Value
TotalDayDepositNotional	decimal. Total Calendar Day Deposit Notional
TotalMonthDepositNotional	decimal. Total Calendar Month Deposit Notional
TotalDayWithdrawNotional	decimal. Total Calendar Day Withdraw Notional
TotalMonthWithdrawNotional	decimal. Total Calendar Month Withdraw Notional

VerificationLevelProducts

Key	Value
DailyDepositNotionalLimit	decimal. Total Calendar Day Deposit Notional Limit
MonthlyDepositNotionalLimit	decimal. Total Calendar Month Deposit Notional Limit
DailyWithdrawNotionalLimit	decimal. Total Calendar Day Withdraw Notional Limit
MonthlyWithdrawNotionalLimit	decimal. Total Calendar Month Withdraw Notional Limit

OMSInfo

Key	Value
BaseNotionalProductId	int. Id of Base Product to be used in Notional Limits

Fee

Key	Value
FeeTier	int. Id of the Fee Tier the fee belongs to. Matches AccountInfo FeeGroupId (previously existing field)

Instrument

Key	Value
PriceCollarIndexDifference	decimal. The percent different from the index price that an order is allowed to execute at. Anything falling outside of the index price +/- (1 + PriceCollarIndexDifference) will be collared
PriceCollarConvertToOtcEnabled	bool. Turns on/off conversion of collared orders to block trades
PriceCollarConvertToOtcClientUserId	int. Internal System UserId to assign the collared otc orders to. Should alwaays be 1 in current implementation (default)
PriceCollarConvertToOtcAccountId	int. Account Id to assign the collared orders to. This will effectively be a liability account that will need to have working block trades managed by operator.
PriceCollarConvertToOtcThreshold	decimal. Threshold of remaining size of order to convert to block trade. If collared order does not have remaining quantity above this threshold the remainder will be cancelled.
OtcConvertSizeEnabled	bool. Turns on/off auto conversion of 'large' limit orders converted to block trade orders upon receipt by the matching engine
OtcConvertSizeThreshold	decimal. Threshold to convert limit order quantity to block trade automatically for discovery by block trade market participants