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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,42 @@ | ||
| --- | ||
| id: Order | ||
| sidebar_label: Order | ||
| title: Order | ||
| hide_title: true | ||
| --- | ||
| # `Order` | ||
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| :::caution Experimental | ||
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| **Note:** This feature has been designated as experimental to indicate that its design may change in the future. To read more about the FDC3 experimental policy pleae visit our [Experimental Features](https://fdc3.finos.org/docs/fdc3-compliance#experimental-features) page. | ||
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| ::: | ||
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| A context type representing the details of an order, which may be used to transmit a new order to a third party or share details of an existing order. | ||
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| When the intent is to create an Order in a downstream system at least one OrderLeg MUST be populated. | ||
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| When the intent is to lookup an Order in a downstream system at least one entry MUST be populated in the id field and other fields are not required. | ||
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| ## Type | ||
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| `fdc3.order` | ||
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| ## Schema | ||
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| https://fdc3.finos.org/scehmas/next/order.schema.json | ||
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| ## Details | ||
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| | Property| Type| Required| Example | ||
| | -| -| -| - | ||
| | `id` | object | Yes | `{'OMS': '123456789'}` | ||
| | `id.OMS` | string | No | `'123456789'` | ||
| | `id.EMS` | string | No | `'EMSID1234'` | ||
| | `id.PMS` | string | No | `'PMS12345'` | ||
| | `sendingTime` | string | Yes | `'2022-03-30T15:44:44+00:00'` | ||
| | `timeInForce` | fdc3.timeRange| No | `{type: "fdc3.timeRange", startTime: "2020-09-01T08:00:00.000Z", endTime: "2020-10-31T08:00:00.000Z"}` | ||
| | `orderLegs` | fdc3.orderLeg[] | Yes | | ||
| | `notes` | String | No | ||
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,56 @@ | ||
| --- | ||
| id: OrderLeg | ||
| sidebar_label: OrderLeg | ||
| title: OrderLeg | ||
| hide_title: true | ||
| --- | ||
| # `OrderLeg` | ||
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| :::caution Experimental | ||
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| **Note:** This feature has been designated as experimental to indicate that its design may change in the future. To read more about the FDC3 experimental policy pleae visit our [Experimental Features](https://fdc3.finos.org/docs/fdc3-compliance#experimental-features) page. | ||
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| ::: | ||
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| A context type representing the details of an individual order leg, which MAY be used as part of an Order context when creating a new Order and MAY be transmitted separately to look up details of an existing OrderLeg. | ||
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| When the OrderLeg is part of an Order context with the intent to CREATE a new Order fields MUST be populated as indicated. | ||
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| When the intent is to lookup an OrderLeg in a downstream system at least one entry MUST be populated in the id field and other fields are NOT required. | ||
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| ## Type | ||
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| `fdc3.orderLeg` | ||
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| ## Schema | ||
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| https://fdc3.finos.org/scehmas/next/orderLeg.schema.json | ||
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| | Property| Type| Required| Example | ||
| | -| -| -| - | ||
| | `type` | String | Yes | `fdc3.orderLeg` | ||
| | `id` | object | Yes | `{'OMS': '123456789-leg1'}` | ||
| | `product` | object | Yes | `{'instrument': {'ticker':'MSFT'}} \| {'productDefinition': '...'}` | ||
| | `product.instrument` | fdc3.Instrument | No | `{'instrument': {'ticker':'MSFT'}}` | ||
| | `product.productDefinition` | object | No | `{'productDefinition': '...'}` | ||
| | `quantity` | object | Yes | `{'units': 100000.00}` | ||
| | `quantity.units` | double | No | `1000000.00` | ||
| | `quantity.cashValue` | double | No | `5000000.00` | ||
| | `quantity.proceedsFrom` | string | No | `{'OMS': '123456789-leg2'}` | ||
| | `currency` | fdc3.currency | No | `{type: 'fdc3.currency', name: 'US Dollar', id: {CURRENCY_ISOCODE: "USD"}}` | ||
| | `side` | string | Yes | `'B' \| 'S' \| 'P' \| 'R'...` | ||
| | `price` | object | Yes | `{'orderType': 'limit', 'limitPrice': 123.45}` | ||
| | `price.priceType` | string | No | `'absolute' \| 'percentage' \| 'yield' \| 'spread'...` | ||
| | `price.orderType` | string | Yes | `'limit' \| 'market' \| 'stopMarket' \| 'stopLimit'...` | ||
| | `price.limitPrice` | double | No | `1.15` | ||
| | `price.stopPrice` | double | No | `1.20` | ||
| | `settlement` | object | No | `{currency: {type: 'fdc3.currency', name: 'Pound Sterling', id: {CURRENCY_ISOCODE: "GBP"}, 'date': '2022-03-30T15:44:44+00:00'}` | ||
| | `settlement.currency` | fdc3.currency | No | `{type: 'fdc3.currency', name: 'Pound Sterling', id: {CURRENCY_ISOCODE: "GBP"}` | ||
| | `settlement.date` | string | No | `'2022-03-30T15:44:44+00:00'` | ||
| | `allocations` | object[] | No | `[{'account': 'TRADEACCOUNT1', 'quantity': 1000000.00, 'positionEffect': 'O'}]` | ||
| | `allocations[i].account` | string | Yes | `TRADEACCOUNT1` | ||
| | `allocations[i].quantity` | double | No | `1000000.00` | ||
| | `allocations[i].positionEffect` | string | No | `'O' \| 'C'` | ||
| | `partyIdentifiers` | object[] | No | `[{'role': 'executingFirm', 'id': {'LEI': '549300UO56I4KIWC0U51'}]` | ||
| | `partyIdentifiers[i].role` | string | Yes | `'executingFirm'` | ||
| | `partyIdentifiers[i].id` | string | Yes | `{'LEI': '549300UO56I4KIWC0U51'}` |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| { | ||
| "$schema": "http://json-schema.org/draft-07/schema#", | ||
| "$id": "https://fdc3.finos.org/schemas/next/order.schema.json", | ||
| "type": "object", | ||
| "title": "Order", | ||
| "allOf": [ | ||
| { | ||
| "$ref": "context.schema.json#" | ||
| } | ||
| ], | ||
| "properties": { | ||
| "type": { | ||
| "const": "fdc3.order" | ||
| }, | ||
| "id": { | ||
| "properties": { | ||
| "EMS": { | ||
| "type": "string" | ||
| }, | ||
| "OMS": { | ||
| "type": "string" | ||
| }, | ||
| "PMS": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| }, | ||
| "sendingTime": { | ||
| "type": "string" | ||
| }, | ||
| "timeInForce": { | ||
| "$ref": "timerange.schema.json#" | ||
| }, | ||
| "orderLegs": { | ||
| "type": "array", | ||
| "items": { | ||
| "$ref": "orderLeg.schema.json#" | ||
| } | ||
| }, | ||
| "notes": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,166 @@ | ||
| { | ||
| "$schema": "http://json-schema.org/draft-07/schema#", | ||
| "$id": "https://fdc3.finos.org/schemas/next/orderLeg.schema.json", | ||
| "type": "object", | ||
| "title": "orderLeg", | ||
| "allOf": [ | ||
| { | ||
| "$ref": "context.schema.json#" | ||
| } | ||
| ], | ||
| "properties": { | ||
| "type": { | ||
| "const": "fdc3.orderLeg" | ||
| }, | ||
| "id": { | ||
| "properties": { | ||
| "EMS": { | ||
| "type": "string" | ||
| }, | ||
| "OMS": { | ||
| "type": "string" | ||
| }, | ||
| "PMS": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| }, | ||
| "product": { | ||
| "type": "object", | ||
| "properties": { | ||
| "oneof": { | ||
| "instrument": { | ||
| "$ref": "instrument.schema.json#" | ||
| }, | ||
| "productDefinition": { | ||
| "type": "object" | ||
| } | ||
| } | ||
| } | ||
| }, | ||
| "quantity": { | ||
| "type": "object", | ||
| "properties": { | ||
| "oneof": { | ||
| "units": { | ||
| "type": "number" | ||
| }, | ||
| "cashValue": { | ||
| "type": "number" | ||
| }, | ||
| "proceedsFrom": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| } | ||
| }, | ||
| "currency": { | ||
| "$ref": "currency.schema.json#" | ||
| }, | ||
| "side": { | ||
| "type": "string", | ||
| "enum": [ | ||
| "B", | ||
| "S", | ||
| "P", | ||
| "R", | ||
| "BS", | ||
| "SS" | ||
| ] | ||
| }, | ||
| "price": { | ||
| "type": "object", | ||
| "properties": { | ||
| "orderType": { | ||
| "type": "string", | ||
| "enum": [ | ||
| "limit", | ||
| "market", | ||
| "stopMarket", | ||
| "stopLimit" | ||
| ] | ||
| }, | ||
| "limitPrice": { | ||
| "type": "number" | ||
| }, | ||
| "stopPrice": { | ||
| "type": "number" | ||
| }, | ||
| "priceType": { | ||
| "type": "string", | ||
| "enum": [ | ||
| "absolute", | ||
| "percentage", | ||
| "yield", | ||
| "spread" | ||
| ] | ||
| } | ||
| }, | ||
| "required": [ | ||
| "orderType" | ||
| ] | ||
| }, | ||
| "settlement": { | ||
| "type": "object", | ||
| "properties": { | ||
| "currency": { | ||
| "$ref": "currency.schema.json#" | ||
| }, | ||
| "date": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| }, | ||
| "allocations": { | ||
| "type": "array", | ||
| "items": { | ||
| "type": "object", | ||
| "properties": { | ||
| "account": { | ||
| "type": "string" | ||
| }, | ||
| "quantity": { | ||
| "type": "number" | ||
| }, | ||
| "positionEffect": { | ||
| "type": "string", | ||
| "enum": [ | ||
| "O", | ||
| "C" | ||
| ] | ||
| } | ||
| }, | ||
| "required": [ | ||
| "account" | ||
| ] | ||
| } | ||
| }, | ||
| "partyIdentifiers": { | ||
| "type": "array", | ||
| "items": { | ||
| "type": "object", | ||
| "properties": { | ||
| "role": { | ||
| "type": "string" | ||
| }, | ||
| "id": { | ||
| "type": "object", | ||
| "properties": { | ||
| "LEI": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } | ||
| } | ||
| }, | ||
| "required": [ | ||
| "type", | ||
| "id", | ||
| "price", | ||
| "side", | ||
| "product", | ||
| "quantity" | ||
| ] | ||
| } |
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| Original file line number | Diff line number | Diff line change |
|---|---|---|
| @@ -0,0 +1,44 @@ | ||
| { | ||
| "$schema": "http://json-schema.org/draft-07/schema#", | ||
| "$id": "https://fdc3.finos.org/schemas/next/order.schema.json", | ||
| "type": "object", | ||
| "title": "Order", | ||
| "allOf": [ | ||
| { | ||
| "$ref": "context.schema.json#" | ||
| } | ||
| ], | ||
| "properties": { | ||
| "type": { | ||
| "const": "fdc3.order" | ||
| }, | ||
| "id": { | ||
| "properties": { | ||
| "EMS": { | ||
| "type": "string" | ||
| }, | ||
| "OMS": { | ||
| "type": "string" | ||
| }, | ||
| "PMS": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| }, | ||
| "sendingTime": { | ||
| "type": "string" | ||
| }, | ||
| "timeInForce": { | ||
| "$ref": "timerange.schema.json#" | ||
| }, | ||
| "orderLegs": { | ||
| "type": "array", | ||
| "items": { | ||
| "$ref": "orderLeg.schema.json#" | ||
| } | ||
| }, | ||
| "notes": { | ||
| "type": "string" | ||
| } | ||
| } | ||
| } |
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