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
DepreciationPct | Decimal | Depreciation percentage. |
OpenPrice | Decimal | The price the instrument was traded at. |
Amount | Decimal | Amount (e.g. number of securities) ordered. |
ForwardDate | UtcDateTime | Forward date that is only used for FxForward entry orders |
PutCall | PutCall | The Put/Call value of the option. |
ExpiryDate | UtcDateTime | The ExpiryDate. |
StrikePrice | Decimal | The strike price of the option. |
AssetType | AssetType | The Instruments AssetType. |
Uic | int | Unique 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 } ] }