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

Additional Fields

AmountDecimalAmount (e.g. number of securities).Always.
DepreciationPctDecimalDepreciation percentage.Always.
ExpiryDateDateThe ExpiryDate.When AssetType = <StockIndexOption, StockOption>
ForwardDateDateForward date that is only used for FxForward entry orders.When AssetType = FxForward.
OpenPriceDecimalThe price the instrument was traded at.Always.
PutCallPutCallOptionType.When AssetType = <StockIndexOption, StockOption>
StrikeDecimalThe strike price of the option.When AssetType = <StockIndexOption, StockOption>
UicIntIdentifies the instrument, together with the AssetType.Always.

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