EBS Ai Application Logon Response - Success

EBS Ai Standard Header

Y

35=BF

923

UserRequestID

Y

String

Carried over from User Request – Logon

553

Username

Y

String

Carried over from User Request – Logon

926

UserStatus

Y

Integer

Valid value: 1

Carried over from User Request – Logon

927

UserStatusText

N

String

The Logon result status text (used only for rejects)

5976

NoUserData

N

NumInGroup

Valid value: 2

Number of repeating blocks to follow

→5977

UserDataName

N

String

Present when NoUserData >0

Each block will contain one of the following parameter keywords:

TotalActiveOrders – Set to 210000000 (2.1 billion orders)

NumberOfOrders – Set to 1500 (messaging control limit)

NumberOfOrdersTimeInterval – Set to 3000 (messaging control time interval in milliseconds)

AiHostName:

Instance : 'Instance Environment'-'Instance Name'-'Instance Region+Instance Id'

examples:

1. PROD-AI-JP1

• PROD : Instance Environment → Production

• AI: Instance Name → AI

• JP1: Instance Region+Instance Id → JP(Japan) + 1

  2. PROD-AI-JP2

  3. DR-AI-JP1

  4. PROD-AI-LD1

region : region Id

AiPort – port number of F5

IcebergRandomTimeIncrement – Set to 0 (since there is no IcebergHighRandomTime supported and display qty replenishment will be immediate)

IcebergMaxRandomTime – Set to 0 ( since there is no IcebergHighRandomTime supported and display qty replenishment will be immediate)

146

NoRelatedSym

Y

Int

146=10

Number of repeating blocks to follow.

→55

Symbol

N

String

max size 7

55=EUR/HUF

Present when NoRelatedSym >0.

Base/Local

Denotes the currency pair in CCY1/CCY2 convention.

→461

CFICode

N

String

max size 6

Present when NoRelatedSym >0.

RCSXXX = FX Spot

FFCNNO = NDF
FFCNNW = NDF Swap (NDS)

→63

SettlType

N

String

max size 3

63=0

63=B

63=M1

63=Y1

Present when NoRelatedSym >0.

0 - Regular / FX Spot settlement (T+1 or T+2 depending on currency)

Dx = FX tenor expression for "days", e.g. "D5", where "x" is any integer > 0

Wx = FX tenor expression for "weeks", e.g. "W13", where "x" is any integer > 0

Mx = FX tenor expression for "months", e.g. "M3", where "x" is any integer > 0

Yx = FX tenor expression for "years", e.g. "Y1", where "x" is any integer > 0

B = Fixed Date tenor for Fixed Date NDFs only. The Settlement Date will be provided in tag 64-SettlDate.

Noted that for FX the tenors do not denote business days, but calendar days.

→561

RoundLot

N

Int

Present when NoRelatedSym >0.

The Regular Order Amount Size. Refer to Guide to EBS Pair Parameters for more information.

→75

TradeDate

N

LocalMktDate

YYYYMMDD

Present when NoRelatedSym >0.

Effective Trade Date. This date is applicable for the date this message is received.

The date will be published in YYYYMMDD format

→64

SettlDate

N

LocalMktDate

YYYYMMDD

When CFICode = FFCNNO  this tag will contain the NDF settlement date.

When CFICode = RCSXXX this tag will contain the SPOT value date.

This date is applicable for the date this message is received.

The date will be published in YYYYMMDD format

→541

MaturityDate

N

LocalMktDate

Published when CFICode = FFCNNO

NDF fixing date

Not published for SPOT
This date is applicable for the date this message is received.

The date will be published in YYYYMMDD format

→9995

SpotValueDateForNDF

N

LocalMktDate

May or may not be published when CFICode = FFCNNO (NDF)
Not published when CFICode=RCSXXX (Fx SPOT)

Will contain the SPOT settlement date (also known as the SPOT value date).

SPOT settlement date and SPOT value date are equivalent) This date is applicable for the date this message is received.

The date will be published in YYYYMMDD format

→20100

PriceDepth

Y

Int

Present when NoRelatedSym > 0

Indicates the maximum number of data points a client can receive for this currency pair in the Price Depth view.

→→20105

PriceDepthRange

N

Price

Decimal value

EBS Ai will not support "PriceDepthRange" and will set tag value to 999999.

→20101

NoSpreads

Y

Int

0

Present when NoRelatedSym > 0

Specifies the number of Spread elements that follow; the SpreadPriceOffset tag is repeated for each spread price offset that has been configured for the instrument.

When the value is “0”, SpreadView is not available for the instrument.

→→20103

SpreadPriceOffset

N

-

-

Present when NoSpreads > 0

The configured spread price offset determines the prices

at which the accumulated inventory from the best dealable price will be reported, when the client subscribes to Spread View for this instrument.

→20102

NoAmounts

Y

Int

0

Present when NoRelatedSym > 0

Specifies the number of Amount elements that follow;

the CumulativeAmount element is repeated for each inventory amount configured for the instrument.

When the value is “0”, Amount View is not available for the instrument.

→20104

CumulativeAmount

N

-

-

Present when NoAmounts > 0

The configured sizes are the amounts for which prices will be reported in order to “take” the entire amount, when the client subscribes to an Amount View for this instrument.

The configured sizes will be listed in order of increasing size.

→20113

NoFullAmounts

N

-

-

Present when NoRelatedSym > 0 and the instrument is a Direct instrument.

Specifies the number of FullAmount elements that follow; the FullAmount element is repeated for each inventory amount configured for the instrument.

When the value is “0”, FullAmount View is not available for the instrument.

→→20114

FullAmount

N

The configured sizes are the amounts for which prices will be reported in order to “take” up to the full amount at the specified price from a single LP.

The configured sizes will be listed in order of increasing size.

→386

NoTradingSessions

Y

Int

1

Number of Trading Sessions.

There will be at least one “Standard” session.

→→336

TradinSessionID

Y

Int

12356

Identifier for a Trading Session.

A Trading Session spans an extended period of time during which specific types of orders or specific instruments can be submitted.

The TradingSessionID will be required on the Order only for MarketSegmentID of “Fixing”.

For MarketSegmentID of "Standard" tag 336 value will equal to 1.

→→1300

MarketSegmentID

Y

String max 8

Fixing

Standard

Identifies the type of order book in which the instrument is traded.
Valid values are:

“Fixing”
“Standard”

→9000

NoNestedUserData

Y

Int

Present when NoRelatedSym > 0

Number of repeating blocks to follow

→→9001

NestedUserDataName

N

String

Required if NoNestedUsrData > 0.

Each block will contain one of the following parameter keywords:

xPips

An Order price can deviate (when inverted) from the Dealable Best Price by the designated pips before it is rejected.

Applies if the PriceCheck parameter is disabled. 

If PriceCheck is enabled, all Orders with inverted prices are rejected.

wideSpread

The value of the WideSpreadCheck parameter.

largeDiff

The value of the LargeDifferenceCheck parameter.

isBasket

Indicates whether or not the instrument represents a basket comprised of weighted currencies.

formula

Will contain the calculations applicable to the component deals.

midPDEnabled

Pairs enabled for Mid PD will have a value of “Y” and pairs not enabled for Mid PD will have a value of “N”.
Provided only for Mid PD entitled users.

fixPointIncrement

Points on eFix orders must be specified in increments equal to this amount.

maxFixPoints

Maximum points that can be added to or subtracted from an eFix Sell or eFix Buy.

When maxFixPoints = 0, points cannot be submitted for this instrument on an eFix order.

This attribute has the same precision as the price and is unsigned.

minFixPremiumOrderQty

Minimum Order Quantity for an eFix order where the client wishes to receive a premium, i.e. Buy with negative points or Sell with positive points.

maxFixPremiumOrderQty

Maximum Order Quantity for an eFix order where the client wishes to receive a premium, i.e. Buy with negative points or Sell with positive points.

execRegionEnabled

Specifies if the instrument provided in the Logon Response supports Local IOC order matching.

Instruments which support Local IOC orders will have a value of “Y”. Instruments that do no support Local IOC orders will have a value of “N”.

aFOKEnabled

Specifies if the instrument provided in the Logon Response supports Attempted Fill Or Kill orders.

Instruments which support Attempted Fill Or Kill orders will have a value of “Y”. Instruments that do no support Attempted Fill Or Kill orders will have a value of “N”.

→→9002

NestedUserData

N

Type varies

dependent on NestedUserDataName

Required if NoNestedUserData > 0

Each block will contain the value for the parameter specified by the keyword in tag 9001

Please note:

•  

  • tag 9002-NestedUserData value for xPips parameter will default  to 99999.0000

  • tag 9002-NestedUserData value for wideSpread and largeDiff parameters will default  to 9999.0000