STP
Get trades as they are executed.
Requirements
Work with your Integral Technical Account Manager to make sure that your organization is configured for STP download via WebSocket:
- Downloading User: must be the same as the user of the WebSocket session
- Format: JSON
- Transport Mechanism: WebSocket
Subscribe to STP
Subscribe to STP download to get trades as they are executed.
Request
{ "stpSubscription": [{
"organization":"pfOrg"
}]
}| organization required | string<= 30 characters Your organization ID. |
Acknowledge
Response example: SUCCESS
{ "stpSubscription": {
"organization": "pfOrg",
"status": "SUCCESS"
}
}Response
An array with trades as they are executed.
| orderId | string<= 60 characters Order ID. For cover trades, this is the cover order ID. |
| tradeId | string<= 255 characters Integral trade ID. |
| coId | string<= 255 characters Customer-supplied order ID.
|
| event | string<= 50 characters Status of the trade so you can decide how to treat the download.
|
| tradeType | string<= 20 characters Trade type:
|
| tradeDate | string<= 20 characters Date the trade was initiated in the format YYYY-MM-DD. |
| valueDate | string<= 20 characters Value date in the format YYYY-MM-DD. |
| fixingDate | string<= 20 characters (NDF trades) Fixing date in the format YYYY-MM-DD. |
| fixingTenor | string<= 20 characters (NDF trades) Fixing tenor. |
| maker | boolean
|
| side | string<= 10 characters Side of the order from the customer's perspective, either Buy or Sell. |
| status | string<= 20 characters Status of the trade when the message was created. STP returns only Verified trades. |
| symbol | string<= 35 characters Dealt instrument pair (currency, metal, energy, index, crypto), for example `AUD/USD`. |
| currency | string<= 10 characters Dealt currency, for example AUD. |
| rateId | string<= 255 characters May be omitted. ID of the originating rate for previously quoted (PQ) orders. |
| customerAccount | string<= 30 characters Settlement code when available. |
| customerOrg | string<= 30 characters Customer org ID. |
| user | string<= 100 characters Full name of the user who entered the trade. |
| counterparty | string<= 30 characters Counterparty ID. |
| counterpartyLongName | string<= 255 characters Counterparty name. |
| counterpartyTradeId | string or null<= 255 characters Trade ID assigned by counterparty. |
| counterpartyAccount | string<= 30 characters Counterparty settlement code when available. |
| channel | string<= 100 characters Workflow, app, and UI component that originated the request. |
| channelCategory | string<= 50 characters Category of trade origin or intent. Applicable when received by a taker.
|
| tenor | string<= 50 characters May be omitted. Trade tenor.
|
| farTenor | string<= 50 characters May be omitted. Far-leg tenor for swaps.
|
| farFixingTenor | string<= 50 characters May be omitted. Far-leg fixing tenor for NDF swaps. Required if farFixingDate not specified.
|
| farFixingDate | string<= 20 characters May be omitted. Far-leg fixing date for NDF swaps in the format YYYY-MM-DD. Required if farFixingTenor not specified.
|
| farValueDate | string<= 20 characters May be omitted. Far-leg value date for swaps in the format YYYY-MM-DD.
|
| farSide | string<= 10 characters May be omitted. Side of the far leg for swaps.
|
| customerLEI | string<= 100 characters May be omitted. Customer LEI code.
|
| counterpartyLEI | string<= 100 characters May be omitted. Counterparty LEI code.
|
| upi | string<= 50 characters May be omitted. Unique Product Identifier for SEF trades.
|
| uti | string<= 150 characters May be omitted. Unique Transaction Identifier for SEF trades.
|
| usi | string<= 150 characters May be omitted. Unique Swap Identifier for near leg of SEF swaps.
|
| farUSI | string<= 150 characters May be omitted. Unique Swap Identifier for far leg of SEF swaps.
|
| exchange | string<= 30 characters May be omitted. Exchange ID.
|
| portfolioId | string<= 100 characters May be omitted. For batch trades and SSPs, the containing portfolio ID.
|
| parentUSI | string<= 150 characters May be omitted. Unique Swap Identifier for SEF swaps.
|
| isNet | boolean Whether or not the trade was done to net another trade.
|
| midMarket | boolean Whether or not the trade was done at the mid-market rate.
|
| regulatory | object May be omitted. An object containing regulatory information.
|
| orderSubmissionTime | string<= 32 characters Date/time order was submitted in the format yyyy-MM-dd HH:mm:ss,SSS Z.
|
| tradeExecutionTime | string<= 32 characters Date/time trade was executed in the format yyyy-MM-dd HH:mm:ss,SSS Z.
|
| mtf | boolean Whether or not the trade was done in a multilateral trading facility (MTF).
|
| mtfVenue | string<= 30 characters ID of the multilateral trading facility (MTF) venue.
|
| investmentDecisionMaker | string<= 30 characters Investment decision maker per MiFID II.
|
| takerCapacity | string<= 10 characters Capacity in which the trade is reported, for example dealing on your own account, in matched principal, or any other capacity.
|
| executingUser | string<= 30 characters ID of the user who executed the trade.
|
| executingOrg | string<= 30 characters ID of the executing organization.
|
| makerExecutingFirm | string<= 30 characters ID of the maker executing firm.
|
| takerExecutingFirm | string<= 30 characters ID of the taker executing firm.
|
| siExecution | boolean Whether or not this trade was done by a Systematic Internaliser (SI) per MiFID II.
|
| siVenue | string<= 30 characters ID of the Systematic Internaliser (SI) venue.
|
| sft | boolean Whether or not the trade is a securities financing transaction (SFT) per MiFID II.
|
| npft | boolean Whether or not the trade is a non-price-forming transaction (NPFT) per MiFID II.
|
| preTradeWaiver | string<= 10 characters Pre-trade waiver, if any, per MiFID II.
|
| postTradeDeferral | string<= 10 characters Post-trade deferral due to size or liquidity, if any, per MiFID II.
|
| takerCountryCode | string<= 3 characters Taker's country code.
|
| makerCountryCode | string<= 3 characters Maker's country code.
|
| customerCountryCode | string<= 3 characters Customer's country code.
|
| customerAccount | string<= 30 characters ID of customer's account.
|
| benchmarkRate | number <double> Reference benchmark rate.
|
| farLegISIN | string<= 12 characters May be omitted. Far-leg International Securities Identification Number for multi-leg trades.
|
| nearLegISIN | string<= 12 characters May be omitted. Near-leg International Securities Identification Number for multi-leg trades.
|
| isinLinkId | string<= 12 characters May be omitted. International Securities Identification Number link ID.
|
| notes | string<= 255 characters May be omitted. Any notes on the order entered by the order submitting user.
|
| executionTime | string<= 32 characters Date and time trade was done in the format yyyy-MM-dd HH:mm:ss,SSS Z.
|
| dealtAmount | number <double> Amount of the dealt currency.
|
| settledAmount | number <double> Amount of the settlement currency.
|
| baseAmount | number <double> Amount of base currency.
|
| termAmount | number <double> Amount of term currency.
|
| spotRate | number <double> Spot rate of the trade or near leg of the trade.
|
| rate | number <double> All-in rate.
|
| forwardPoints | number <double> May be omitted. Forward points for outright trades and near leg of swaps.
|
| swapPoints | number <double> May be omitted. Swap points, if any.
|
| farRate | number <double> May be omitted. Far-leg rate for swaps.
|
| farDealtAmount | number <double> May be omitted. Far-leg amount in the dealt instrument for swaps.
|
| farSettledAmount | number <double> May be omitted. Far-leg amount in the settlement instrument for swaps.
|
| farBaseAmount | number <double> May be omitted. Far-leg amount in the base instrument for swap.
|
| farTermAmount | number <double> May be omitted. Far-leg amount in the term instrument for swaps.
|
| farForwardPoints | number <double> May be omitted. Far-leg forward points for swaps.
|
| mifidBenchmarkRate | number <double> May be omitted. Reference benchmark rate per MiFID II.
|
| fees | number <double> May be omitted. Fees on the trade, if any.
|
| initialSettledAmount | number <double> May be omitted. Initial settled amount before any amendment.
|
| stream | string<= 30 characters May be omitted. ID of the stream that priced the trade.
|
| midRate | number <double> May be omitted. Spot or near-leg mid rate for swaps.
|
| farMidRate | number <double> May be omitted. Far-leg mid rate for swaps.
|
| coverRate | number <double> May be omitted. Rate of the trade that covered this trade.
|
| coverSpotRate | number <double> May be omitted. Spot rate of the trade that covered this trade.
|
| coverForwardPoints | number <double> May be omitted. Forward points of the trade that covered this trade.
|
| coverFarRate | number <double> May be omitted. Far-leg rate of the trade that covered this trade.
|
| coverFarSpotRate | number <double> May be omitted. Far-leg spot rate of the trade that covered this trade.
|
| coverFarForwardPoints | number <double> May be omitted. Far-leg forward points of the trade that covered this trade.
|
| coverRiskManagementType | string<= 20 characters Cover risk management type. Applicable when received by a maker.
|
| spreads | object May be omitted. Spreads on the trade. Available to makers who have configured STP to include market rate and spreads.
|
| pmNearSpread | number <double> Trading spread. Total forward spread applied to the near leg. This value includes price improvement, if any.
|
| pmFarSpread | number <double> Trading spread. Total forward spread applied to the far leg. This value includes price improvement, if any.
|
| pmPreSpotSpread | number <double> Trading spread. Spot spread applied by trading via price making configurations in the pricing engine. This is applicable to spot, outright, and swap trades.
|
| pmSpotSpread | number <double> Trading spread. Spot spread applied by trading via price making configurations in the pricing engine. This is applicable to spot, outright, and swap trades.
|
| ppSpotSpread | number <double> Sales spread. Spot spread applied by a salesperson via the price provisioning section in the pricing engine. This is applicable to spot, outright, and swap trades.
|
| ppNearSpread | number <double> Sales spread. Fixed spread applied to the near leg as defined in the price provisioning rule applied to the spot rate.
|
| ppFarSpread | number <double> Sales spread. Fixed spread applied to the near leg as defined in the price provisioning rule applied to the spot rate.
|
| ppCustSpread | number <double> Sales spread. Sum of the spot spread ( ppSpotSpread), the near leg spread (ppNearSpread), and the far leg forward spread (ppFarSpread).
|
| bookName | string<= 30 characters May be omitted. Only applicable to FX Yield Manager. If FX Yield Manager is used to manage positions, this is the name of the book, if any, to which the trade is entered.
|
| coveredTradeId | string<= 255 characters May be omitted. ID of the trade covered by this trade, if any.
|
| coveredCounterparty | string<= 30 characters ID of the customer org that originated the trade with the broker.
|
| isSynthetic | boolean May be omitted. Whether or not the symbol is a synthetic currency pair.
|
| syntheticComponent | string<= 10 characters May be omitted. Component currency used to price the synthetic currency pair.
|
| MT300Field72 | string<= 210 characters SWIFT MT 300 Foreign Exchange Confirmation, field 72 Sender to Receiver Information
|
Example
{ "stpMessages": [
{ "orderId": "4820276016",
"tradeId": "FXI9369258100",
"tradeType": "Spot",
"tradeDate": "2023-06-02",
"valueDate": "2023-06-15",
"maker": false,
"side": "Buy",
"status": "Verified",
"symbol": "EUR/USD",
"currency": "EUR",
"customerAccount": "CustomerOrgle1",
"customerOrg": "CustomerOrg",
"user": "userName@CustomerOrg",
"counterparty": "BrokerOrg1",
"counterpartyLongName": "The Broker Org",
"counterpartyAccount": "BrokerOrg1LE5",
"coId": "8932452311944",
"channel": "API/REST/ESP",
"executionTime": "2023-06-02 18:31:01,301 +0000",
"dealtAmount": 1000000,
"settledAmount": 1097166.9,
"baseAmount": 1000000,
"termAmount": 1097166.9,
"spotRate": 1.0971669,
"rate": 1.0971669,
"event": "NEW",
"channelCategory": "API",
"upi": "EUR_USD_SPOT",
"uti": "1234567890AQUSUUINP9349138130"
}
]
}Unsubscribe from STP
Unsubscribe from STP download and stop receiving STP messages.
:::attention NOTE STP download subscriptions are automatically ended when your WebSocket session ends. :::
Request
{ "stpUnsubscription": [{
"organization": "pfOrg"
}]
}| organization
required | string<= 30 characters Your organization ID. |
Acknowledge
{ "stpUnsubscription": {
"organization": "pfOrg",
"status": "SUCCESS"
}
}