OpenAPI

Q: Is there any way to change the netting mode "EndOdDay" >> "Intraday" using the API client endpoint in order to get the closed position for the current day?

Yes, it can be done but user might not be able to do so since it is not possible with the user privilege.

However, we can setup the same in SIM and request the user to try it with the newly triggered trades since this closed position module hosts only today’s closed positions.


Q: Is there any way to monitor the life of order until it become position?

Yes,below are the steps which can be used to depict how the order will flow from created -> working->Cancelled/Executed

  • Use order state till the time order is in working state.
  • Use Order streaming update value as>> "__meta_deleted": true along with the Order id when Order is in cancelled state.
  • Once executed you should use position subscription (with source order id = order id) for tracking fill and order full execution. 
  • Audit activities does include the textual information under Description and it is not useful for maintaining status.
  • As agreed, once order is in Executed/Cancelled/Expired State it will not show any information since it is out of Orders now.

Below attached word document can be used for the reference along with the snapshots

OrderLifecycle.docx


Q: Can SourceOrderId on a position always be used to find the id of the originating order?

Generally the answer is yes. However in a few situations this relation may break. One such example if if the position is subject to a corporate action. For example if an instrument changes from one name with one ISIN to another name with another ISIN, the Saxo Bank system will (over night) sell the position in the original instrument and buy an equivalent position in the new instrument. In this case the SourceOrderId will not be carried over to the new position.