OpenAPI

Message to indicate that an position has depreciated beyond a limit as specified by MIFID II regulations.
Only sent for configured client segments.

Additional Fields


DepreciationPctDecimalDepreciation percentage.
OpenPriceDecimalThe price the instrument was traded at.
AmountDecimalAmount (e.g. number of securities) ordered.
ForwardDateDateTimeForward date that is only used for FxForward entry orders
PutCallPutCallThe Put/Call value of the option.
ExpiryDateDateTimeThe ExpiryDate.
StrikePriceDecimalThe strike price of the option.
AssetTypeAssetTypeThe Instruments AssetType.
UicintUnique id of the instrument.

Sample Message


An example of an position depreciation event message:

{
  "ReferenceId": "U_939",
  "Timestamp": "2018-07-11T13:39:29.228357Z",
  "Data": [
    {
      "AccountId": "IB-AMA-Cash",

      "ActivityTime": "2018-07-11T13:39:29.228357Z",
      "ActivityType": "PositionDepreciation",
      "Amount": -5.758239653774162e+28,
      "ClientId": "214704588",
      "DepreciationPct": -31.52,
      "OpenPrice": 60.5966839,
      "PutCall": "None",
      "SequenceId": "844970",
      "Strike": -2.4355361773597914e+25,
      "Uic": 228

    }
  ]
}