Trade Event Notification System

Maintenance and further development of the code residing on Saxo Group's servers will be conducted by Saxo Group.

Schedule

Updates are run at the same time as other Saxo systems. It is usually done on Saturdays when markets are closed.

Notifications

Important updates are notified monthly.

Support

Onboarding Support

Saxo will provide resources during the onbording period to support the Institutional Client with questions during the implementation and configuration of the service. It is expected that the Institutional Client has development resources.

Maintenance Support

Saxo Group's Service Center supports the solution 24/6½ and can be reached on +39 77 40 01 and servicecenter@saxobank.com.


Appendix 1 - XML schema

<?xml version="1.0"?>
<xs:schema xmlns:xs="http://www.w3.org/2001/XMLSchema" attributeFormDefault="unqualified" elementFormDefault="qualified">
<xs:simpleType name="BuySell">
<xs:restriction base="xs:string">
<xs:enumeration value="Buy" />
<xs:enumeration value="Sell" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="CallPut">
<xs:restriction base="xs:string">
<xs:enumeration value="Call" />
<xs:enumeration value="Put" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ContractType">
<xs:restriction base="xs:string">
<xs:enumeration value="Bond" />
<xs:enumeration value="Cfd" />
<xs:enumeration value="CfdOnFuture" />
<xs:enumeration value="ContractOption" />
<xs:enumeration value="FutureContract" />
<xs:enumeration value="FxBinaryOption" />
<xs:enumeration value="FxKnockInOption" />
<xs:enumeration value="FxKnockOutOption" />
<xs:enumeration value="FxNoTouchOption" />
<xs:enumeration value="FxOneTouchOption" />
<xs:enumeration value="FxSpot" />
<xs:enumeration value="FxVanillaOption" />
<xs:enumeration value="ManagedFund" />
<xs:enumeration value="Share" />
<xs:enumeration value="ShareOption" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="Duration">
<xs:restriction base="xs:string">
<xs:enumeration value="AtTheClose" />
<xs:enumeration value="AtTheOpening" />
<xs:enumeration value="DayOrder" />
<xs:enumeration value="FillOrKill" />
<xs:enumeration value="GoodTillCancel" />
<xs:enumeration value="GoodTillDate" />
<xs:enumeration value="ImmediateOrCancel" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ExecutionType">
<xs:restriction base="xs:string">
<xs:enumeration value="Changed" />
<xs:enumeration value="Deleted" />
<xs:enumeration value="New" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="FundingEvent">
<xs:restriction base="xs:string">
<xs:enumeration value="Deleted" />
<xs:enumeration value="New" />
<xs:enumeration value="Updated" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="FundingType">
<xs:restriction base="xs:string">
<xs:enumeration value="Deposit" />
<xs:enumeration value="Withdrawal" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="MarginCallAction">
<xs:restriction base="xs:string">
<xs:enumeration value="MarginCall" />
<xs:enumeration value="Reinstate" />
<xs:enumeration value="StopOut" />
<xs:enumeration value="LevelDrop" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrderRelation">
<xs:restriction base="xs:string">
<xs:enumeration value="IfDoneMaster" />
<xs:enumeration value="IfDoneSlave" />
<xs:enumeration value="IfDoneSlaveOco" />
<xs:enumeration value="Oco" />
<xs:enumeration value="StandAlone" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="OrderType">
<xs:restriction base="xs:string">
<xs:enumeration value="Algorithmic" />
<xs:enumeration value="CallLimit" />
<xs:enumeration value="CallStop" />
<xs:enumeration value="GuaranteedStop" />
<xs:enumeration value="Limit" />
<xs:enumeration value="Market" />
<xs:enumeration value="MarketExpiry" />
<xs:enumeration value="MarketStopOut" />
<xs:enumeration value="StopIfBid" />
<xs:enumeration value="StopIfOffered" />
<xs:enumeration value="StopIfTraded" />
<xs:enumeration value="StopLimit" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PositionEvent">
<xs:restriction base="xs:string">
<xs:enumeration value="Deleted" />
<xs:enumeration value="MarginStopOut" />
<xs:enumeration value="New" />
<xs:enumeration value="OptionExercised" />
<xs:enumeration value="OptionExpired" />
<xs:enumeration value="Updated" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="PriceType">
<xs:restriction base="xs:string">
<xs:enumeration value="Amount" />
<xs:enumeration value="Ccy1Percentage" />
<xs:enumeration value="Ccy1Pips" />
<xs:enumeration value="Ccy2Percentage" />
<xs:enumeration value="Ccy2Pips" />
<xs:enumeration value="ThirdCurrency" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="SystemOrigin">
<xs:restriction base="xs:string">
<xs:enumeration value="B2B" />
<xs:enumeration value="ClientStation" />
<xs:enumeration value="MobileTrader" />
<xs:enumeration value="Other" />
<xs:enumeration value="WebTrader" />
</xs:restriction>
</xs:simpleType>
<xs:simpleType name="ToOpenClose">
<xs:restriction base="xs:string">
<xs:enumeration value="ToClose" />
<xs:enumeration value="ToOpen" />
</xs:restriction>
</xs:simpleType>
<xs:element name="Funding">
<xs:complexType>
<xs:all>
<xs:element name="AccountId" type="xs:string" />
<xs:element name="Amount" type="xs:decimal" />
<xs:element name="ClientId" type="xs:int" />
<xs:element name="ConversionRate" type="xs:decimal" minOccurs="0"/>
<xs:element name="Created" type="xs:dateTime" />
<xs:element name="CurrencyCode" type="xs:string" />
<xs:element name="FundingEvent" type="FundingEvent" />
<xs:element name="FundingType" type="FundingType" />
<xs:element name="PositionId" type="xs:int" />
<xs:element name="RegistrationTime" type="xs:dateTime" />
<xs:element name="ValueDate" type="xs:date" />
</xs:all>
</xs:complexType>
</xs:element>
<xs:element name="MarginCall">
<xs:complexType>
<xs:all>
<xs:element name="BaseCurrency" type="xs:string" />
<xs:element name="ClientId" type="xs:int" />
<xs:element name="Created" type="xs:dateTime" />
<xs:element name="DefaultAccountId" type="xs:string" />
<xs:element name="MarginCallAction" type="MarginCallAction" />
<xs:element name="MarginCallLevel" type="xs:int" minOccurs="0"/>
<xs:element minOccurs="0" maxOccurs="1" name="MarginDeficit" type="xs:string" />
<xs:element minOccurs="0" maxOccurs="1" name="MarginRequired" type="xs:string" />
<xs:element minOccurs="0" maxOccurs="1" name="NetEquityForMargin" type="xs:string" />
<xs:element minOccurs="0" maxOccurs="1" name="NetFreeBalance" type="xs:string" />
<xs:element minOccurs="0" maxOccurs="1" name="UseOfEquityForMargin" type="xs:string" />
</xs:all>
</xs:complexType>
</xs:element>
<xs:element name="Order">
<xs:complexType>
<xs:all>
<xs:element name="AccountId" type="xs:string" />
<xs:element name="Amount" type="xs:decimal" minOccurs="0" />
<xs:element name="BuySell" type="BuySell" minOccurs="0" />
<xs:element name="CallPut" type="CallPut" minOccurs="0" />
<xs:element name="ClientId" type="xs:int" />
<xs:element name="ClientOrderId" type="xs:string" minOccurs="0" />
<xs:element name="ContractType" type="ContractType" minOccurs="0" />
<xs:element name="Created" type="xs:dateTime" />
<xs:element name="CurrencyCode" type="xs:string" minOccurs="0" />
<xs:element name="Duration" type="Duration" minOccurs="0" />
<xs:element name="ExchangeId" type="xs:string" minOccurs="0" />
<xs:element name="ExecutionType" type="ExecutionType" />
<xs:element name="ExpiryDate" type="xs:date" minOccurs="0" />
<xs:element name="FilledAmount" type="xs:decimal" minOccurs="0" />
<xs:element name="Instrument" type="xs:string" />
<xs:element name="IsinCode" type="xs:string" minOccurs="0" />
<xs:element name="OrderId" type="xs:int" />
<xs:element name="OrderRelation" type="OrderRelation" minOccurs="0" />
<xs:element name="OrderType" type="OrderType" minOccurs="0" />
<xs:element name="OriginalOrderId" type="xs:int" minOccurs="0" />
<xs:element name="OriginatingPositionId" type="xs:int" minOccurs="0" />
<xs:element name="Price" type="xs:decimal" minOccurs="0" />
<xs:element name="RegistrationTime" type="xs:dateTime" minOccurs="0" />
<xs:element name="RelatedOrderId" type="xs:int" minOccurs="0" />
<xs:element name="RelatedPositionId" type="xs:int" minOccurs="0" />
<xs:element name="RelatedSecondOrderId" type="xs:int" minOccurs="0" />
<xs:element name="Symbol" type="xs:string" minOccurs="0" />
<xs:element name="SystemOrigin" type="SystemOrigin" minOccurs="0" />
<xs:element name="ToOpenClose" type="ToOpenClose" minOccurs="0" />
<xs:element name="TrailingStopPriceChangeThreshold" type="xs:decimal" minOccurs="0" />
<xs:element name="TrailingStopPriceDifference" type="xs:decimal" minOccurs="0" />
<xs:element name="UserId" type="xs:int" minOccurs="0" />
</xs:all>
</xs:complexType>
</xs:element>
<xs:element name="Position">
<xs:complexType>
<xs:all>
<xs:element name="AccountId" type="xs:string" />
<xs:element name="Amount" type="xs:decimal" minOccurs="0" />
<xs:element name="BuySell" type="BuySell" minOccurs="0" />
<xs:element name="CallPut" type="CallPut" minOccurs="0" />
<xs:element name="ClientId" type="xs:int" />
<xs:element name="Commission" type="xs:decimal" minOccurs="0" />
<xs:element name="ContractType" type="ContractType" minOccurs="0" />
<xs:element name="ConversionRate" type="xs:decimal" minOccurs="0" />
<xs:element name="Created" type="xs:dateTime" />
<xs:element name="CurrencyCode" type="xs:string" minOccurs="0" />
<xs:element name="Delta" type="xs:decimal" minOccurs="0" />
<xs:element name="ExchangeFee" type="xs:decimal" minOccurs="0" />
<xs:element name="ExchangeId" type="xs:string" minOccurs="0" />
<xs:element name="ExecutionTime" type="xs:dateTime" minOccurs="0" />
<xs:element name="ExpiryCut" type="xs:string" minOccurs="0" />
<xs:element name="ExpiryDate" type="xs:date" minOccurs="0" />
<xs:element name="Instrument" type="xs:string" minOccurs="0" />
<xs:element name="IsinCode" type="xs:string" minOccurs="0" />
<xs:element name="LowerBarrier" type="xs:decimal" minOccurs="0" />
<xs:element name="OpenPrice" type="xs:decimal" minOccurs="0" />
<xs:element name="OpenSpot" type="xs:decimal" minOccurs="0" />
<xs:element name="OpenSwap" type="xs:decimal" minOccurs="0" />
<xs:element name="OriginalAccountId" type="xs:string" minOccurs="0" />
<xs:element name="OriginatingPositionId" type="xs:int" minOccurs="0" />
<xs:element name="PositionEvent" type="PositionEvent" />
<xs:element name="PositionId" type="xs:int" />
<xs:element name="PremiumAmount" type="xs:decimal" minOccurs="0" />
<xs:element name="PremiumAmountCcy2" type="xs:decimal" minOccurs="0" />
<xs:element name="PriceType" type="PriceType" minOccurs="0" />
<xs:element name="RegistrationTime" type="xs:dateTime" minOccurs="0" />
<xs:element name="RelatedOrderCount" type="xs:int" minOccurs="0" />
<xs:element name="RelatedPositionId" type="xs:int" minOccurs="0" />
<xs:element name="SourceOrderId" type="xs:int" minOccurs="0" />
<xs:element name="SpotDate" type="xs:date" minOccurs="0" />
<xs:element name="StampDuty" type="xs:decimal" minOccurs="0" />
<xs:element name="StrikePrice" type="xs:decimal" minOccurs="0" />
<xs:element name="Symbol" type="xs:string" minOccurs="0" />
<xs:element name="SystemOrigin" type="SystemOrigin" minOccurs="0" />
<xs:element name="ToOpenClose" type="ToOpenClose" minOccurs="0" />
<xs:element name="UpperBarrier" type="xs:decimal" minOccurs="0" />
<xs:element name="ValueDate" type="xs:date" minOccurs="0" />
<xs:element name="Volatility" type="xs:decimal" minOccurs="0" />
</xs:all>
</xs:complexType>
</xs:element>
</xs:schema>


Appendix 2 - Option Exercise
This is an example of how the notification flow is when an option is exercised. The following scenarios are shown;

  1. A position is created and
  2. The option is exercised.

Create position
A position is placed: EURGBP Long Call position at strike .8257 with expiry 17th April. The position has Position ID: 68754792. One notification received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Buy</BuySell>
<CallPut>Call</CallPut>
<ClientId>2147123712</ClientId>
<ContractType>FxVanillaOption</ContractType>
<ConversionRate>1.21129</ConversionRate>
<Created>2012-04-17T04:10:06.16</Created>
<CurrencyCode>GBP</CurrencyCode>
<Delta>0.479085721</Delta>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:10:00.45</ExecutionTime>
<ExpiryCut>NY</ExpiryCut>
<ExpiryDate>2012-04-17</ExpiryDate>
<Instrument>EURGBP</Instrument>
<OpenPrice>0.0016</OpenPrice>
<OpenSpot>0.0016</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68754792</PositionId>
<PremiumAmount>160</PremiumAmount>
<PremiumAmountCcy2>160</PremiumAmountCcy2>
<PriceType>Ccy2Pips</PriceType>
<RegistrationTime>2012-04-17T04:10:06.127</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<StrikePrice>0.8257</StrikePrice>
<Symbol>EUR/GBP</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
<Volatility>0.087177194</Volatility>
</Position> 


Exercise Option
The above mentioned position is then exercised. Four (4) notifications received.

Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<ConversionRate>1.21121</ConversionRate>
<Created>2012-04-17T04:14:05.913</Created>
<CurrencyCode>GBP</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:14:05.887</ExecutionTime>
<Instrument>EURGBP</Instrument>
<OpenPrice>0.8257</OpenPrice>
<OpenSpot>0.8257</OpenSpot>
<OriginatingPositionId>68754792</OriginatingPositionId>
<PositionEvent>New</PositionEvent>
<PositionId>68754794</PositionId>
<RegistrationTime>2012-04-17T04:14:05.91</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/GBP</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>

Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Buy</BuySell>
<CallPut>Call</CallPut>
<ClientId>2147123712</ClientId>
<ContractType>FxVanillaOption</ContractType>
<ConversionRate>1.21129</ConversionRate>
<Created>2012-04-17T04:14:06.073</Created>
<CurrencyCode>GBP</CurrencyCode>
<Delta>0.479085721</Delta>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:10:00.45</ExecutionTime>
<ExpiryCut>NY</ExpiryCut>
<ExpiryDate>2012-04-17</ExpiryDate>
<Instrument>EURGBP</Instrument>
<OpenPrice>0.0016</OpenPrice>
<OpenSpot>0.0016</OpenSpot>
<PositionEvent>OptionExercised</PositionEvent>
<PositionId>68754792</PositionId>
<PremiumAmount>160</PremiumAmount>
<PremiumAmountCcy2>160</PremiumAmountCcy2>
<PriceType>Ccy2Pips</PriceType>
<RegistrationTime>2012-04-17T04:10:06.127</RegistrationTime>
<SourceOrderId>68754794</SourceOrderId>
<SpotDate>2012-04-19</SpotDate>
<StrikePrice>0.8257</StrikePrice>
<Symbol>EUR/GBP</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
<Volatility>0.087177194</Volatility>
</Position>


Notification 3

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<ConversionRate>1.21121</ConversionRate>
<Created>2012-04-17T04:14:06.103</Created>
<CurrencyCode>GBP</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:14:05.887</ExecutionTime>
<Instrument>EURGBP</Instrument>
<OpenPrice>0.82562</OpenPrice>
<OpenSpot>0.82562</OpenSpot>
<OriginatingPositionId>68754792</OriginatingPositionId>
<PositionEvent>New</PositionEvent>
<PositionId>68754796</PositionId>
<RegistrationTime>2012-04-17T04:14:06.1</RegistrationTime>
<RelatedPositionId>68754794</RelatedPositionId>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/GBP</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Notification 4

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<ConversionRate>1.21121</ConversionRate>
<Created>2012-04-17T04:14:06.103</Created>
<CurrencyCode>GBP</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:14:05.887</ExecutionTime>
<Instrument>EURGBP</Instrument>
<OpenPrice>0.8257</OpenPrice>
<OpenSpot>0.8257</OpenSpot>
<OriginatingPositionId>68754792</OriginatingPositionId>
<PositionEvent>Updated</PositionEvent>
<PositionId>68754794</PositionId>
<RegistrationTime>2012-04-17T04:14:05.91</RegistrationTime>
<RelatedPositionId>68754796</RelatedPositionId>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/GBP</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Appendix 3 - Option Expire
This is an example of how the notification flow is when an option is exercised. The following scenarios are shown;

  1. A position is created and
  2. The option is expired.

Create Position
A position is placed: CHFJPY short Put at strike 87.77, expiry 17th April. The position has Position ID: 68754798. One notification received.


 Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Sell</BuySell>
<CallPut>Put</CallPut>
<ClientId>2147123712</ClientId>
<ContractType>FxVanillaOption</ContractType>
<ConversionRate>0.009477</ConversionRate>
<Created>2012-04-17T04:24:09.637</Created>
<CurrencyCode>JPY</CurrencyCode>
<Delta>-0.483923093</Delta>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:24:09.283</ExecutionTime>
<ExpiryCut>NY</ExpiryCut>
<ExpiryDate>2012-04-17</ExpiryDate>
<Instrument>CHFJPY</Instrument>
<OpenPrice>0.04</OpenPrice>
<OpenSpot>0.04</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68754798</PositionId>
<PremiumAmount>4000</PremiumAmount>
<PremiumAmountCcy2>4000</PremiumAmountCcy2>
<PriceType>Ccy2Pips</PriceType>
<RegistrationTime>2012-04-17T04:24:09.633</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<StrikePrice>87.77</StrikePrice>
<Symbol>CHF/JPY</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
<Volatility>0.155</Volatility>
</Position> 


Expire Option
Position created above is then expired. One notification received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Sell</BuySell>
<CallPut>Put</CallPut>
<ClientId>2147123712</ClientId>
<ContractType>FxVanillaOption</ContractType>
<ConversionRate>0.009477</ConversionRate>
<Created>2012-04-17T04:29:43.363</Created>
<CurrencyCode>JPY</CurrencyCode>
<Delta>-0.483923093</Delta>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:24:09.283</ExecutionTime>
<ExpiryCut>NY</ExpiryCut>
<ExpiryDate>2012-04-17</ExpiryDate>
<Instrument>CHFJPY</Instrument>
<OpenPrice>0.04</OpenPrice>
<OpenSpot>0.04</OpenSpot>
<PositionEvent>OptionExpired</PositionEvent>
<PositionId>68754798</PositionId>
<PremiumAmount>4000</PremiumAmount>
<PremiumAmountCcy2>4000</PremiumAmountCcy2>
<PriceType>Ccy2Pips</PriceType>
<RegistrationTime>2012-04-17T04:24:09.633</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<StrikePrice>87.77</StrikePrice>
<Symbol>CHF/JPY</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
<Volatility>0.155</Volatility>
</Position>


Appendix 4 – Allocation

Appendix 5 - Position netting
This is an example of how the notification flow is when a position is netted by Saxo Group's Back Office overnight. The following scenarios are shown;

  1. Create two opposing positions
  2. Leave positions open during a week-night

Create two opposing positions
One buy and one sell position are created. Two notifications received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<Commission>57.4</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.1323415</ConversionRate>
<Created>2012-04-17T09:06:10.053</Created>
<CurrencyCode>NOK</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T09:06:10.003</ExecutionTime>
<Instrument>EURNOK</Instrument>
<OpenPrice>7.5578</OpenPrice>
<OpenSpot>7.5578</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68578373</PositionId>
<RegistrationTime>2012-04-17T09:06:10.053</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/NOK</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position> 



Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>10000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<Commission>57.4</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.132337</ConversionRate>
<Created>2012-04-17T09:06:22.36</Created>
<CurrencyCode>NOK</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T09:06:22.33</ExecutionTime>
<Instrument>EURNOK</Instrument>
<OpenPrice>7.5549</OpenPrice>
<OpenSpot>7.5549</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68790802</PositionId>
<RegistrationTime>2012-04-17T09:06:22.36</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/NOK</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Leave positions open
The positions are left open overnight. The following morning two notifications are received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<Commission>57.4</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.132337</ConversionRate>
<Created>2012-04-17T22:23:59.027</Created>
<CurrencyCode>NOK</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T09:06:22.33</ExecutionTime>
<Instrument>EURNOK</Instrument>
<OpenPrice>7.55394</OpenPrice>
<OpenSpot>7.5549</OpenSpot>
<OpenSwap>-0.00096</OpenSwap>
<PositionEvent>Updated</PositionEvent>
<PositionId>68790802</PositionId>
<RegistrationTime>2012-04-17T22:23:59.05</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/NOK</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<ValueDate>2012-04-20</ValueDate>
</Position>
Notification 2
<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<Created>2012-04-17T22:23:59.427</Created>
<PositionEvent>Deleted</PositionEvent>
<PositionId>68578373</PositionId>
</Position>



This is an example of how the notification flow is when a Saxo Group employee initiates a trade on a customer's account. (EXAMPLE?) The following scenarios are shown:

  1. Create position

Create position
A position is created: EURGBP Long Call position at strike .8257 with expiry 17th April. The position has Position ID: 68754792. One notification received.


 Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>100000</Amount>
<BuySell>Buy</BuySell>
<CallPut>Call</CallPut>
<ClientId>2147123712</ClientId>
<ContractType>FxVanillaOption</ContractType>
<ConversionRate>1.21129</ConversionRate>
<Created>2012-04-17T04:10:06.16</Created>
<CurrencyCode>GBP</CurrencyCode>
<Delta>0.479085721</Delta>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:10:00.45</ExecutionTime>
<ExpiryCut>NY</ExpiryCut>
<ExpiryDate>2012-04-17</ExpiryDate>
<Instrument>EURGBP</Instrument>
<OpenPrice>0.0016</OpenPrice>
<OpenSpot>0.0016</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68754792</PositionId>
<PremiumAmount>160</PremiumAmount>
<PremiumAmountCcy2>160</PremiumAmountCcy2>
<PriceType>Ccy2Pips</PriceType>
<RegistrationTime>2012-04-17T04:10:06.127</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<StrikePrice>0.8257</StrikePrice>
<Symbol>EUR/GBP</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
<Volatility>0.087177194</Volatility>
</Position>


Appendix 9 - Customer trade
This is an example of how the notification flow is when a customer creates a position in any of the available trading platforms. (This example is based on Desktop Trader (Client Station). The following scenarios are shown:

  1. Create Position
  2. Place stop Order

Create position
Create position: Long spot EURCHF position @1.20211. One notification received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<Commission>9.1</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.831968</ConversionRate>
<Created>2012-04-17T04:33:06.447</Created>
<CurrencyCode>CHF</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:33:06.417</ExecutionTime>
<Instrument>EURCHF</Instrument>
<OpenPrice>1.20211</OpenPrice>
<OpenSpot>1.20211</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68578337</PositionId>
<RegistrationTime>2012-04-17T04:33:06.44</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/CHF</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position> 



Place Stop order
Then a stop order is placed with regards to above position. Two notifications received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<Commission>9.1</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.831968</ConversionRate>
<Created>2012-04-17T04:43:45.447</Created>
<CurrencyCode>CHF</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:33:06.417</ExecutionTime>
<Instrument>EURCHF</Instrument>
<OpenPrice>1.20211</OpenPrice>
<OpenSpot>1.20211</OpenSpot>
<PositionEvent>Updated</PositionEvent>
<PositionId>68578337</PositionId>
<RegistrationTime>2012-04-17T04:33:06.44</RegistrationTime>
<RelatedOrderCount>1</RelatedOrderCount>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/CHF</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>



Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T04:43:45.447</Created>
<CurrencyCode>CHF</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>EURCHF</Instrument>
<OrderId>44309531</OrderId>
<OrderType>StopIfOffered</OrderType>
<Price>1.1961</Price>
<RegistrationTime>2012-04-17T04:43:45.423</RegistrationTime>
<RelatedPositionId>68578337</RelatedPositionId>
<Symbol>EUR/CHF</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Appendix 10 - Margin Call
This is an example of how the notification flow is when a customer's account hits three predefined margin call levels. The following scenarios are shown;

  1. Margin utilization exceeds 100%
  2. Margin utilization exceeds 115%
  3. Margin utilization exceeds 125% and the customer is stopped out.


Margin utilization exceeds 100%
When the customer's account hit the margin call at 100% one e-mail and one notification were received.
Margin call e-mail 1
Margin Call for client number 197373785. Passed 100.0%%
Wednesday, April 18, 2012 8:25:44 AM GMT
Net Equity for Margin: 270210.82EUR
Margin Required: 298506.73EUR
Use of Equity for Margin:110.1%


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<MarginCall>
<BaseCurrency>USD</BaseCurrency>
<ClientId>1973785</ClientId>
<Created>2012-04-18T08:25:44.817</Created>
<DefaultAccountId>19373785</DefaultAccountId>
<MarginCallAction>MarginCall</MarginCallAction>
<MarginCallLevel>110</MarginCallLevel>
<MarginDeficit>28295.91</MarginDeficit>
<MarginRequired>298506.73</MarginRequired>
<NetEquityForMargin>270210.82</NetEquityForMargin>
<NetFreeBalance>-28295.91</NetFreeBalance>
<UseOfEquityForMargin>1.10</UseOfEquityForMargin>
</MarginCall> 



Margin utilization exceeds 115%
When the customer's account hit the margin call at 115% one e-mail and one notification were received.
Margin call e-mail 2
Margin Call for client number 19373785. Passed 115.0%%
Wednesday, April 18, 2012 9:18:47 AM GMT
Net Equity for Margin: 945.97EUR
Margin Required: 6011.24EUR
Use of Equity for Margin:600.35%


Notification 2

<?xml version="1.0" encoding="utf-8"?>
<MarginCall>
<BaseCurrency>USD</BaseCurrency>
<ClientId>1973785</ClientId>
<Created>2012-04-18T09:18:47.1</Created>
<DefaultAccountId>19373785</DefaultAccountId>
<MarginCallAction>MarginCall</MarginCallAction>
<MarginCallLevel>115</MarginCallLevel>
<MarginDeficit>5065.27</MarginDeficit>
<MarginRequired>6011.24</MarginRequired>
<NetEquityForMargin>945.97</NetEquityForMargin>
<NetFreeBalance>-5065.27</NetFreeBalance>
<UseOfEquityForMargin>6.35</UseOfEquityForMargin>
</MarginCall>


Margin utilization exceeds 125% - stop out
When the customer's account hit margin utilization of 125%, all outstanding positions were squared. One notification received.


Notification 3

<?xml version="1.0" encoding="utf-8"?>
<MarginCall>
<BaseCurrency>USD</BaseCurrency>
<ClientId>1973785</ClientId>
<Created>2013-11-18T10:12:26.77</Created>
<DefaultAccountId>19373785</DefaultAccountId>
<MarginCallAction>StopOut</MarginCallAction>
<MarginCallLevel>125</MarginCallLevel>
<MarginDeficit>206.72</MarginDeficit>
<MarginRequired>810.48</MarginRequired>
<NetEquityForMargin>603.76</NetEquityForMargin>
<NetFreeBalance>-206.72</NetFreeBalance>
<UseOfEquityForMargin>1.34</UseOfEquityForMargin>
</MarginCall>


Appendix 11 - Customer Order
This is an example of how the notification flow is when placing orders. The following scenarios are shown:

  1. Order placed and modified to market order
    1. Place order
    2. Modify to market order
  2. Order placed, modified and cancelled
    1. Place order
    2. Change price
    3. Cancel order
  3. Cancel all orders
    1. Create two orders
    2. Cancel all orders using "Cancel all" functionality
  4. Place related order (if done)
    1. Place order
    2. Place two related orders
    3. Slave order changed to Master order
    4. Old main order executed
  5. Place related order (OCO – One cancels other)



Order Placed and modified to market order

  1. Order placed and modified to market order
    1. Place order
    2. Modify to market order

Place order
An order is placed: Limit order to buy GBPCHF spot @ 1.44900. The order has Order ID: 44309579. One notification received.
 

Notification a.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:19:21.657</Created>
<CurrencyCode>CHF</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>GBPCHF</Instrument>
<OrderId>44309579</OrderId>
<Price>1.449</Price>
<RegistrationTime>2012-04-17T05:19:21.643</RegistrationTime>
<Symbol>GBP/CHF</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order> 



Modify to market order
This order is then changed to market order. Three notifications received.


Notification b.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:23:03.63</Created>
<CurrencyCode>CHF</CurrencyCode>
<Duration>DayOrder</Duration>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<Instrument>GBPCHF</Instrument>
<OrderId>44309579</OrderId>
<OrderType>Market</OrderType>
<RegistrationTime>2012-04-17T05:23:03.617</RegistrationTime>
<Symbol>GBP/CHF</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Notification b.2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:23:03.8</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>GBPCHF</Instrument>
<OrderId>44309579</OrderId>
<Symbol>GBP/CHF</Symbol>
</Order>

Notification b.3

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.8321575</ConversionRate>
<Created>2012-04-17T05:23:04.093</Created>
<CurrencyCode>CHF</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T05:23:03.73</ExecutionTime>
<Instrument>GBPCHF</Instrument>
<OpenPrice>1.45543</OpenPrice>
<OpenSpot>1.45543</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68781511</PositionId>
<RegistrationTime>2012-04-17T05:23:03.777</RegistrationTime>
<SourceOrderId>44309579</SourceOrderId>
<SpotDate>2012-04-19</SpotDate>
<Symbol>GBP/CHF</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>



Order placed, modified and cancelled

  1. Order placed, modified and cancelled
    1. Place order
    2. Change price
    3. Cancel order

Place order
An order is placed: Limit order to buy EURNOK spot @ 7.5180. Order has Order ID: 44309581. One notification received.


Notification a.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:27:30.117</Created>
<CurrencyCode>NOK</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>EURNOK</Instrument>
<OrderId>44309581</OrderId>
<Price>7.518</Price>
<RegistrationTime>2012-04-17T05:27:30.1</RegistrationTime>
<Symbol>EUR/NOK</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order> 


Change price
Then this order's price was changed to 7.5175. One notification received.


Notification b.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:30:00.143</Created>
<CurrencyCode>NOK</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<Instrument>EURNOK</Instrument>
<OrderId>44309581</OrderId>
<Price>7.5175</Price>
<RegistrationTime>2012-04-17T05:30:00.133</RegistrationTime>
<Symbol>EUR/NOK</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Cancel Order
Then this order was cancelled. One notification received.


Notification c.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:31:46.333</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURNOK</Instrument>
<OrderId>44309581</OrderId>
<Symbol>EUR/NOK</Symbol>
</Order>



Cancel all orders
I have a couple of orders for my account with order ID's 44309531 and 44309595. I cancelled them using "Cancel All" button from client station. Two notifications received.


Notification b.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:41:03.117</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURCHF</Instrument>
<OrderId>44309531</OrderId>
<Symbol>EUR/CHF</Symbol>
</Order>


Notification b.2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T05:41:03.36</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURNOK</Instrument>
<OrderId>44309595</OrderId>
<Symbol>EUR/NOK</Symbol>
</Order>



Place related order (If Done)

  1. Place related order (if done)
    1. Place order
    2. Place two related orders
    3. Slave order changed to Master order
    4. Old main order executed

Place order
An order is placed: EURUSD limit order @ 1.30250. Main order ID is Order ID: 44309635. One notification received.


Notification a.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:37:17.77</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309635</OrderId>
<Price>1.3025</Price>
<RegistrationTime>2012-04-17T06:37:17.767</RegistrationTime>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order> 


Place two related orders
Two related orders were also placed along with the main order (44309635). Related order ID's: 44309636, 44309637. Five notifications received.


Notification b.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:37:18.347</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309636</OrderId>
<OrderRelation>IfDoneSlave</OrderRelation>
<Price>1.309</Price>
<RegistrationTime>2012-04-17T06:37:18.33</RegistrationTime>
<RelatedOrderId>44309635</RelatedOrderId>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>



Notification b.2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:37:18.347</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309635</OrderId>
<OrderRelation>IfDoneMaster</OrderRelation>
<Price>1.3025</Price>
<RegistrationTime>2012-04-17T06:37:17.767</RegistrationTime>
<RelatedOrderId>44309636</RelatedOrderId>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Notification b.3

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:37:18.77</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309637</OrderId>
<OrderRelation>IfDoneSlaveOco</OrderRelation>
<OrderType>StopIfOffered</OrderType>
<Price>1.296</Price>
<RegistrationTime>2012-04-17T06:37:18.75</RegistrationTime>
<RelatedOrderId>44309635</RelatedOrderId>
<RelatedSecondOrderId>44309636</RelatedSecondOrderId>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Notification b.4

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:37:18.77</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309635</OrderId>
<OrderRelation>IfDoneMaster</OrderRelation>
<Price>1.3025</Price>
<RegistrationTime>2012-04-17T06:37:17.767</RegistrationTime>
<RelatedOrderId>44309636</RelatedOrderId>
<RelatedSecondOrderId>44309637</RelatedSecondOrderId>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Notification b.5

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:37:18.77</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309636</OrderId>
<OrderRelation>IfDoneSlaveOco</OrderRelation>
<Price>1.309</Price>
<RegistrationTime>2012-04-17T06:37:18.33</RegistrationTime>
<RelatedOrderId>44309635</RelatedOrderId>
<RelatedSecondOrderId>44309637</RelatedSecondOrderId>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>



Slave order changed to master order
Then one of the Slave orders (order ID: 44309637) was switched to master order. One notification received.


Notification c.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:46:59.443</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309636</OrderId>
<OrderRelation>IfDoneSlaveOco</OrderRelation>
<Price>1.309</Price>
<RegistrationTime>2012-04-17T06:46:59.423</RegistrationTime>
<RelatedOrderId>44309635</RelatedOrderId>
<RelatedSecondOrderId>44309637</RelatedSecondOrderId>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>Other</SystemOrigin>
</Order>


Old main order executed
Then the order 44309635 was executed. Five notifications received.


Notification d.1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:53:29.977</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309636</OrderId>
<Symbol>EUR/USD</Symbol>
</Order>


Notification d.2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:53:29.977</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309637</OrderId>
<Symbol>EUR/USD</Symbol>
</Order>


Notification d.3

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<Commission>10</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.76357</ConversionRate>
<Created>2012-04-17T06:53:29.98</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T06:53:29.92</ExecutionTime>
<Instrument>EURUSD</Instrument>
<OpenPrice>1.3025</OpenPrice>
<OpenSpot>1.3025</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68781521</PositionId>
<RegistrationTime>2012-04-17T06:53:29.95</RegistrationTime>
<RelatedPositionId>68781523</RelatedPositionId>
<SourceOrderId>44309635</SourceOrderId>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Notification d.4

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T06:53:29.977</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURUSD</Instrument>
<OrderId>44309635</OrderId>
<Symbol>EUR/USD</Symbol>
</Order>


Notification d.5

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<Commission>10</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.76357</ConversionRate>
<Created>2012-04-17T06:53:30.04</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T06:53:30</ExecutionTime>
<Instrument>EURUSD</Instrument>
<OpenPrice>1.30963</OpenPrice>
<OpenSpot>1.30963</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68781523</PositionId>
<RegistrationTime>2012-04-17T06:53:30.02</RegistrationTime>
<RelatedPositionId>68781521</RelatedPositionId>
<SourceOrderId>44309636</SourceOrderId>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/USD</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>



Placing Related orders (OCO)
I placed a buy order for EURNZD @ 1.59800 and a related OCO order @ 1.61405. Main Order ID: 44309649, slave order ID: 44309650. Following emails (3) were received:


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T07:10:16.813</Created>
<CurrencyCode>NZD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>EURNZD</Instrument>
<OrderId>44309649</OrderId>
<Price>1.598</Price>
<RegistrationTime>2012-04-17T07:10:16.793</RegistrationTime>
<Symbol>EUR/NZD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T07:10:17.3</Created>
<CurrencyCode>NZD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>EURNZD</Instrument>
<OrderId>44309650</OrderId>
<OrderRelation>Oco</OrderRelation>
<OrderType>StopIfBid</OrderType>
<Price>1.61405</Price>
<RegistrationTime>2012-04-17T07:10:17.233</RegistrationTime>
<RelatedOrderId>44309649</RelatedOrderId>
<Symbol>EUR/NZD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Notification 3

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T07:10:17.3</Created>
<CurrencyCode>NZD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<Instrument>EURNZD</Instrument>
<OrderId>44309649</OrderId>
<OrderRelation>Oco</OrderRelation>
<Price>1.598</Price>
<RegistrationTime>2012-04-17T07:10:16.793</RegistrationTime>
<RelatedOrderId>44309650</RelatedOrderId>
<Symbol>EUR/NZD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<UserId>2147123712</UserId>
</Order>


Main order executed
Then the main order (44309649) was executed via order commander. Three notifications received.


Notification e.1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<Commission>12.2</Commission>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.62275</ConversionRate>
<Created>2012-04-17T07:16:36.787</Created>
<CurrencyCode>NZD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T07:16:36.73</ExecutionTime>
<Instrument>EURNZD</Instrument>
<OpenPrice>1.598</OpenPrice>
<OpenSpot>1.598</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68781529</PositionId>
<RegistrationTime>2012-04-17T07:16:36.77</RegistrationTime>
<SourceOrderId>44309649</SourceOrderId>
<SpotDate>2012-04-19</SpotDate>
<Symbol>EUR/NZD</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Notification e.2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T07:16:36.777</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURNZD</Instrument>
<OrderId>44309649</OrderId>
<Symbol>EUR/NZD</Symbol>
</Order>


Notification e.3

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<Created>2012-04-17T07:16:36.78</Created>
<ExchangeId>SBFX</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>EURNZD</Instrument>
<OrderId>44309650</OrderId>
<Symbol>EUR/NZD</Symbol>
</Order>


Appendix 12 - Trade correction
This is an example of how the notification flow is when a trade correction is done. (EXAMPLE?) The following scenarios are shown;

  1. Create position
  2. Saxo Group performs trade correction

Create position
A position is created: Long GBPUSD spot position @1.58859. The position has Position ID: 68578339. One notification received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.76227</ConversionRate>
<Created>2012-04-17T04:53:04.173</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:53:04.137</ExecutionTime>
<Instrument>GBPUSD</Instrument>
<OpenPrice>1.58859</OpenPrice>
<OpenSpot>1.58859</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68578339</PositionId>
<RegistrationTime>2012-04-17T04:53:04.17</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>GBP/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Saxo Group performs trade correction
The position is corrected and modified by a Saxo Group Employee. Two notifications received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.76227</ConversionRate>
<Created>2012-04-17T04:56:31.953</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:53:04.137</ExecutionTime>
<Instrument>GBPUSD</Instrument>
<OpenPrice>1.58859</OpenPrice>
<OpenSpot>1.58859</OpenSpot>
<PositionEvent>Deleted</PositionEvent>
<PositionId>68578339</PositionId>
<RegistrationTime>2012-04-17T04:53:04.17</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>GBP/USD</Symbol>
<SystemOrigin>ClientStation</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>6000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>FxSpot</ContractType>
<ConversionRate>0.76227</ConversionRate>
<Created>2012-04-17T04:56:31.967</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>SBFX</ExchangeId>
<ExecutionTime>2012-04-17T04:56:31.89</ExecutionTime>
<Instrument>GBPUSD</Instrument>
<OpenPrice>1.58859</OpenPrice>
<OpenSpot>1.58859</OpenSpot>
<PositionEvent>New</PositionEvent>
<PositionId>68754800</PositionId>
<RegistrationTime>2012-04-17T04:56:31.963</RegistrationTime>
<SpotDate>2012-04-19</SpotDate>
<Symbol>GBP/USD</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-04-19</ValueDate>
</Position>


Appendix 13 – Bonds
Position Buy event

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>165XXXINETUSD</AccountId>
<Amount>50000</Amount>
<BuySell>Buy</BuySell>
<ClientId>547000</ClientId>
<Commission>87.56</Commission>
<ContractType>Bond</ContractType>
<Created>2015-11-03T15:45:57.615</Created>
<CurrencyCode>USD</CurrencyCode>
<ExchangeId>BONDS</ExchangeId>
<ExecutionTime>2015-11-03T15:45:57.608</ExecutionTime>
<Instrument>XS0460546798</Instrument>
<IsinCode>XS0460546798</IsinCode>
<OpenPrice>79.099652778</OpenPrice>
<PositionEvent>New</PositionEvent>
<PositionId>742815636</PositionId>
<RegistrationTime>2015-11-03T15:45:57.615</RegistrationTime>
<Symbol>XS0460546798</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2015-11-05</ValueDate>
</Position>



Position Sell Event

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>165XXXINETUSD</AccountId>
<Amount>100000</Amount>
<BuySell>Sell</BuySell>
<ClientId>547000</ClientId>
<Commission>80</Commission>
<ContractType>Bond</ContractType>
<Created>2015-11-03T14:18:45.323</Created>
<CurrencyCode>EUR</CurrencyCode>
<ExchangeId>BONDS</ExchangeId>
<ExecutionTime>2015-11-03T14:18:45.319</ExecutionTime>
<Instrument>XS1063244682</Instrument>
<IsinCode>XS1063244682</IsinCode>
<OpenPrice>79.759221311</OpenPrice>
<PositionEvent>New</PositionEvent>
<PositionId>742815616</PositionId>
<RegistrationTime>2015-11-03T14:18:45.323</RegistrationTime>
<Symbol>XS1063244682</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2015-11-05</ValueDate>
</Position>



Deletion of position (position Netting)

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>165XXXINETUSD</AccountId>
<ClientId>547000</ClientId>
<Created>2015-11-04T01:45:26.179</Created>
<PositionEvent>Deleted</PositionEvent>
<PositionId>742815616</PositionId>
</Position>



Appendix 15 - Partial Fill
This is an example of how the notification flow is when an order is partially filled. The following scenarios are shown;

  1. Place buy order
  2. Partial fill
  3. Order executed fully
  4. Place sell order
  5. Sell order executed fully

Place order
An order is placed: Order to buy contract DANSKE:xcse, quantity 20000. Order ID: 44328657. One notification received:


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>20000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>Cfd</ContractType>
<Created>2012-05-17T10:10:15.017</Created>
<CurrencyCode>DKK</CurrencyCode>
<ExchangeId>CSE</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OrderId>44328657</OrderId>
<Price>82</Price>
<RegistrationTime>2012-05-17T10:10:15.01</RegistrationTime>
<Symbol>DANSKE</Symbol>
<SystemOrigin>Other</SystemOrigin>
</Order>


Partial fill
Out of 20000 quantity, 5000 was executed. Two notifications received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>20000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>Cfd</ContractType>
<Created>2012-05-17T10:10:31.623</Created>
<CurrencyCode>DKK</CurrencyCode>
<ExchangeId>CSE</ExchangeId>
<ExecutionType>Changed</ExecutionType>
<FilledAmount>5000</FilledAmount>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OrderId>44328657</OrderId>
<Price>82</Price>
<RegistrationTime>2012-05-17T10:10:15.01</RegistrationTime>
<Symbol>DANSKE</Symbol>
<SystemOrigin>Other</SystemOrigin>
</Order>


Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>5000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<Commission>409.1545</Commission>
<ContractType>Cfd</ContractType>
<ConversionRate>0.13453815</ConversionRate>
<Created>2012-05-17T10:10:31.64</Created>
<CurrencyCode>DKK</CurrencyCode>
<ExchangeId>CSE</ExchangeId>
<ExecutionTime>2012-05-17T10:10:31.587</ExecutionTime>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OpenPrice>81.8309</OpenPrice>
<PositionEvent>New</PositionEvent>
<PositionId>69645699</PositionId>
<RegistrationTime>2012-05-17T10:10:31.623</RegistrationTime>
<SourceOrderId>44328657</SourceOrderId>
<Symbol>DANSKE</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-05-21</ValueDate>
</Position>


Order executed fully
Then rest of the amount (15000) was executed. Two notifications received.
The existing position is modified, cumulated and no new position is created. Also position event "<PositionEvent>Updated</PositionEvent> " was changed to "Updated" and amount and other fields gets updated as per the xml in attached document.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>Cfd</ContractType>
<Created>2012-05-17T10:11:10.563</Created>
<ExchangeId>CSE</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OrderId>44328657</OrderId>
<Symbol>DANSKE</Symbol>
</Order>


Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>20000</Amount>
<BuySell>Buy</BuySell>
<ClientId>2147123712</ClientId>
<Commission>1636.618</Commission>
<ContractType>Cfd</ContractType>
<ConversionRate>0.13453796</ConversionRate>
<Created>2012-05-17T10:11:10.55</Created>
<CurrencyCode>DKK</CurrencyCode>
<ExchangeId>CSE</ExchangeId>
<ExecutionTime>2012-05-17T10:11:10.55</ExecutionTime>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OpenPrice>81.8309</OpenPrice>
<OpenSpot>81.8309</OpenSpot>
<PositionEvent>Updated</PositionEvent>
<PositionId>69645699</PositionId>
<RegistrationTime>2012-05-17T10:10:31.623</RegistrationTime>
<SourceOrderId>44328657</SourceOrderId>
<Symbol>DANSKE</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-05-21</ValueDate>
</Position>


Place sell order
After executing complete 20000 buy position, a sell order of 20000 quantity is placed for the same instrument. One notification received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<Amount>20000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<ContractType>Cfd</ContractType>
<Created>2012-05-17T10:15:54.58</Created>
<CurrencyCode>DKK</CurrencyCode>
<ExchangeId>CSE</ExchangeId>
<ExecutionType>New</ExecutionType>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OrderId>44328675</OrderId>
<Price>81.95</Price>
<RegistrationTime>2012-05-17T10:15:54.57</RegistrationTime>
<Symbol>DANSKE</Symbol>
<SystemOrigin>Other</SystemOrigin>
</Order>


Sell order executed fully
Then this order was executed completely via order commander. Two notifications received.


Notification 1

<?xml version="1.0" encoding="utf-8"?>
<Position>
<AccountId>xalk_test</AccountId>
<Amount>20000</Amount>
<BuySell>Sell</BuySell>
<ClientId>2147123712</ClientId>
<Commission>1638.18</Commission>
<ContractType>Cfd</ContractType>
<ConversionRate>0.1345379</ConversionRate>
<Created>2012-05-17T10:16:11.46</Created>
<CurrencyCode>DKK</CurrencyCode>
<ExchangeId>CSE</ExchangeId>
<ExecutionTime>2012-05-17T10:16:11.437</ExecutionTime>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OpenPrice>81.909</OpenPrice>
<PositionEvent>New</PositionEvent>
<PositionId>69645721</PositionId>
<RegistrationTime>2012-05-17T10:16:11.453</RegistrationTime>
<SourceOrderId>44328675</SourceOrderId>
<Symbol>DANSKE</Symbol>
<SystemOrigin>Other</SystemOrigin>
<ValueDate>2012-05-21</ValueDate>
</Position>


Notification 2

<?xml version="1.0" encoding="utf-8"?>
<Order>
<AccountId>xalk_test</AccountId>
<ClientId>2147123712</ClientId>
<ContractType>Cfd</ContractType>
<Created>2012-05-17T10:16:11.453</Created>
<ExchangeId>CSE</ExchangeId>
<ExecutionType>Deleted</ExecutionType>
<Instrument>DANSKE:xcse</Instrument>
<IsinCode>DK0010274414</IsinCode>
<OrderId>44328675</OrderId>
<Symbol>DANSKE</Symbol>
</Order>




Appendix 16 - Future Contract – New Order
Below you can find a XML example for a Future Contract – New Order event notification:

<?xml version="1.0" encoding="utf-8"?><Order>
  <AccountId>58756INET</AccountId>
  <Amount>1</Amount>
  <BuySell>Buy</BuySell>
  <ClientId>197573</ClientId>
  <ContractType>FutureContract</ContractType>
  <Created>2014-04-04T06:10:39.85</Created>
  <CurrencyCode>EUR</CurrencyCode>
  <Duration>DayOrder</Duration>
  <ExchangeId>EUREX</ExchangeId>
  <ExecutionType>New</ExecutionType>
  <Instrument>FEPPJ5</Instrument>
  <IsinCode>DE000A0Z3068</IsinCode>
  <OrderId>164690950</OrderId>
  <OrderType>Market</OrderType>
  <Price>14.6</Price>
  <RegistrationTime>2014-04-04T06:10:39.853</RegistrationTime>
  <Symbol>FEPPJ5</Symbol>
  <SystemOrigin>WebTrader</SystemOrigin>
  <UserId>6231222</UserId>
   <OptionExpiryDate>2015-04-23</OptionExpiryDate>
</Order>



Appendix 17 - Future Contract – New Position
Below you can find a XML example for a Future Contract – New Position event notification:

<?xml version="1.0" encoding="utf-8"?>
<Position>
  <AccountId>58756INET</AccountId>
  <Amount>1</Amount>
  <BuySell>Buy</BuySell>
  <ClientId>197573</ClientId>
  <Commission>10</Commission>
  <ContractType>FutureContract</ContractType>
  <ConversionRate>1.36968</ConversionRate>
  <Created>2014-04-04T06:10:50.173</Created>
  <CurrencyCode>EUR</CurrencyCode>
  <ExchangeFee>3</ExchangeFee>
  <ExchangeId>EUREX</ExchangeId>
  <ExecutionTime>2014-04-04T06:10:50.153</ExecutionTime>
  <Instrument>FEPPJ5</Instrument>
  <IsinCode>DE000A0Z3068</IsinCode>
  <OpenPrice>14.6</OpenPrice>
  <PositionEvent>New</PositionEvent>
  <PositionId>1019215708</PositionId>
  <RegistrationTime>2014-04-04T06:10:50.167</RegistrationTime>
  <SourceOrderId>164690950</SourceOrderId>
  <Symbol>FEPPJ5</Symbol>
  <SystemOrigin>Other</SystemOrigin>
  <ValueDate>2014-04-04</ValueDate>
  <OptionExpiryDate>2015-04-23</OptionExpiryDate>
</Position>



Appendix 18 - Contract Option – New Order
Below you can find a XML example for a Contract Option – New Order event notification:

<?xml version="1.0" encoding="utf-8"?>
<Order>
  <AccountId>58756INET</AccountId>
  <Amount>1</Amount>
  <BuySell>Buy</BuySell>
  <ClientId>197573</ClientId>
  <ContractType>ContractOption</ContractType>
  <Created>2014-04-04T06:11:03.14</Created>
  <CurrencyCode>HKD</CurrencyCode>
  <Duration>DayOrder</Duration>
  <ExchangeId>HKEX</ExchangeId>
  <ExecutionType>New</ExecutionType>
  <Instrument>00005/J14C80:xhkg</Instrument>
  <OrderId>164690951</OrderId>
  <OrderType>Market</OrderType>
  <Price>0.66</Price>
  <RegistrationTime>2014-04-04T06:11:03.14</RegistrationTime>
  <Symbol>00005</Symbol>
  <SystemOrigin>Other</SystemOrigin>
  <StrikePrice>80</StrikePrice>
  <CallPut>Call</CallPut>
  <OptionExpiryDate>2014-04-29</OptionExpiryDate>
</Order>


Appendix 19 - Contract Option – New Position
Below you can find a XML example for a Contract Option – New Position event notification

<?xml version="1.0" encoding="utf-8"?>
<Position>
  <AccountId>58756INET</AccountId>
  <Amount>1</Amount>
  <BuySell>Buy</BuySell>
  <ClientId>197573</ClientId>
  <Commission>45</Commission>
  <ContractType>ContractOption</ContractType>
  <ConversionRate>0.128909</ConversionRate>
  <Created>2014-04-04T06:11:03.823</Created>
  <CurrencyCode>HKD</CurrencyCode>
  <ExchangeFee>3</ExchangeFee>
  <ExchangeId>HKEX</ExchangeId>
  <ExecutionTime>2014-04-04T06:11:03.807</ExecutionTime>
  <Instrument>00005/J14C80:xhkg</Instrument>
  <OpenPrice>1</OpenPrice>
  <PositionEvent>New</PositionEvent>
  <PositionId>1019216206</PositionId>
  <RegistrationTime>2014-04-04T06:11:03.807</RegistrationTime>
  <SourceOrderId>164690951</SourceOrderId>
  <SpotDate>2014-04-04</SpotDate>
  <StrikePrice>80</StrikePrice>
  <Symbol>00005</Symbol>
  <SystemOrigin>Other</SystemOrigin>
  <ToOpenClose>ToOpen</ToOpenClose>
  <ValueDate>2014-04-04</ValueDate>
  <CallPut>Call</CallPut>
  <OptionExpiryDate>2014-04-29</OptionExpiryDate>
</Position>


Appendix 20 – Tool ID
Below you can find a conversion table for the ToolID as broadcasted in Tag 20034

ToolID

Actor

External Description

ToolID

Actor

External Description

1

Client

Saxo Trader

48

Client API

Saxo Prime

2

Saxo Employee

Manual Trade Input

49

Saxo Bank

ETO Assignment

3

Saxo Employee

Manual Trade Input

50

Saxo Bank

ETO Expiry

4

Client

Saxo Trader

53

Saxo Employee

ETO Correction

5

Saxo Bank

Saxo Bank Office

54

Saxo Employee

ETO Correction

6

Saxo Bank

FX Option Exersize

55

Saxo Employee

ETO Correction

7

Saxo Bank

Cash Transfer

59

Client

AutoTradeEngine

8

Client

Order Commander

60

Client

Traiana GiveIN

9

Client API

B2B Server

62

Client API

Saxo Prime

10

Saxo Bank

Corporate Action

63

Client API

Saxo Prime

11

Saxo Bank

Trade Correction

64

Client

Saxo Trader

12

Saxo Bank

Position Correction

65

Client

Saxo Trader

17

Saxo Bank

Margin Stop Out

66

Client

Saxo Trader

19

Saxo Bank

Futures Expiry

67

Client

Saxo Trader

22

Saxo Bank

Security Transfer

69

Client API

Saxo Prime

24

Saxo Bank

FX Option Barrier Service

72

Client API

Saxo Prime

27

Client

Open Order Monitor

73

Client API

Saxo Prime

28

Saxo Bank

Corporate Action

79

Client API

Saxo Prime

29

Client

Saxo Platforms

80

Client API

Saxo Prime

30

Client

Mobile Trader

81

Client API

Saxo Prime

34

Saxo Employee

Manual Trade Input

84

Client API

Saxo Prime

35

Saxo Bank

Bond Drawing

85

Client API

Saxo Prime

36

Saxo Bank

Bond Maturity

86

Client API

Saxo Prime

37

Client

AllocationService

87

Client API

Saxo Prime

40

Client

OpenAPI

89

Saxo Employee

Position Correction

41

Client

Saxo Trader for ETOs

90

Saxo Bank

Cascaded Expiry

42

Client

Saxo Trader

91

Client

FX Options TradeCapture

44

Client

Saxo Trader

2001

Client

SaxoTraderGO

45

Client

Saxo Trader

2005

Client

Open API MiniTrader

46

Client

Saxo Trader

2016

Client

ExcelTrader

47

Client

C-Card Payment

2028

Client

SaxoTrader Pro