Saxo Bank Developer Portal

Message to indicate some event related to positions. Cash deposits and withdrawals are not included in position notifications. Instead they are reported as funding events.

Additional Fields

Name	Type	Description	Available
Amount	Decimal	The total amount of the position.	PositionEvent in <New, Updated>
AssetType	AssetType	Identifies the instrument, together with the Uic.	Always
BondCleanOpenPrice	Decimal	Open price without accrued interest (bonds).	AssetType = Bond
BuySell	BuySell	Identifies the side of the transaction. Buy: Buy the security. Sell: Sell the security.	Always.
ClientName	String	Name of the client.	PII data - when allowed.
Commission	Decimal	The commission on the position (if there is any). Part of the TotalCost.	When Commission is applicable.
ConversionRate	Decimal	The conversion rate used at the time of the transaction.	Whenever there are costs involved. When "Market Conversion Rate" is enabled for the account.
CorrelationKey	String	This unique id relates order and position events.	Always.
CurrencyCode	String	The currency of the transaction.	Whenever there are costs involved.
Direction	Direction	Direction of the structured product (turbo, warrant). Depending on the type: Long, Short Call, Put	AssetType in <MiniFuture, WarrantOpenEndKnockOut, WarrantKnockOut, Warrant>
DisplayAndFormat.BarrierDecimals	Int	Number of display decimals for barrier price.	When field group "DisplayAndFormat" is requested. When AssetType in <FxOneTouchOption, FxNoTouchOption>
DisplayAndFormat.Currency	String	Currency of the instrument.	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.Decimals	Int	The resolution in which e.g. a price must be displayed. Positive numbers are represents digits, and negative numbers represent fractions using this formula: 1/(2^x).	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.Description	String	Description of instrument (DAX Index - Nov 2023), in English.	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.DisplayHint	DisplayHintType	Hint to the client application about how it should display the instrument.	When applicable for the instrument, mainly futures and Fx. More when extended AssetTypes are not enabled.
DisplayAndFormat.OrderDecimals	Int	The number of decimals limit price for orders should be formatted with.	When field group "DisplayAndFormat" is requested.
DisplayAndFormat.StrikeDecimals	Int	The decimals value to use when formatting strike price.	When field group "DisplayAndFormat" is requested. AssetType in <StockOption, StockIndexOption>
DisplayAndFormat.Symbol	String	A combination of letters used to uniquely identify a traded instrument. e.g. ALFEN:xams.	When field group "DisplayAndFormat" is requested.
ExchangeFee	Decimal	Exchange fee charged for the trade. Part of the TotalCost. Currency of the instrument.	When ExchangeFee is applicable.
ExchangeInfo.ExchangeId	String	Refers to the ExchangeId.	When field group "ExchangeInfo" is requested.
ExecutionTime	UtcDateTime	Timestamp when the business transaction represented by the notification occurred.	Always.
ExpiryDate	Date	Date of expiry of the instrument.	When AssetType in <StockOption, StockIndexOption, ContractFutures, Bond, Warrant, MiniFuture*>
ExternalReference	String	Optional reference supplied when placing the order.	When supplied when placing the order.
FillAmount	Decimal	Partial fill amount.	For 'New' and 'Updated' events.
FinancingLevel	Decimal	Indicates the financing level used to calculate accrued interest for the instrument.	AssetType = MiniFuture
OpenPrice	Decimal	Price per security, in instrument currency. OpenPrice x FillAmount x ContractSize = TradedValue	PositionEvent in <New, OptionExercised>
OpenSpot	Decimal	FX spot rate.	FX instruments.
OpenSwap	Decimal	Forex forward points added to OpenSpot. May be a negative value.	FX instruments.
OptionData.ExpiryDate	Date	Date of expiry of the instrument.	When AssetType in <StockOption, StockIndexOption, ContractFutures, Bond, Warrant, MiniFuture*>
OptionData.ExpiryCut	ExpiryCut	Specifies the type of cut-time used in option expiration.	When AssetType in <CfdIndexOption, CertificateConstantLeverage, CertificateTracker, FxVanillaOption, FxOneTouchOption, FuturesOption, MiniFuture, StockIndexOption, StockOption, WarrantOpenEndKnockOut, Warrant>
OptionData.LowerBarrier	Decimal	For options with two barriers, this is the low barrier. For Warrants this is the Knockout level.	When AssetType = WarrantOpenEndKnockOut
OptionData.PremiumDate	Date	Forex Options premium date.	When AssetType in <FxOneTouchOption, FxVanillaOption>
OptionData.PremiumTradeDate	Date	Forex Options date ef execution.	When AssetType in <FxOneTouchOption, FxVanillaOption>
OptionData.PutCall	PutCall	The Put/Call value of the option.	When AssetType in <StockOption, StockIndexOption>
OptionData.Strike	Decimal	Strike price.	AssetType in <StockIndexOption, StockOption, WarrantOpenEndKnockOut, Warrant>
OptionData.ToOpenClose	ToOpen, ToClose	Indicates is option is written, or not.	AssetType in <StockIndexOption, StockOption>
OptionData.UpperBarrier	Decimal	For options with two barriers, this is the high barrier.	Spread based derivatives.
OptionData.UpperStrike	Decimal	Upper strike price for spread based derivatives.	Spread based derivatives.
OriginalAccountId	String	Account that the position originally belonged to (if it has been moved).	When an inter account asset transfer took place.
OriginatingPositionId	String	Identifies the option this position is associated with.	AssetType in <FxForwards, FxSpot> Option exercise.
OriginatingToolId	Int	Can be used to identify the system that originally initiated the event. Position updates keep showing the original tool. 10=Corporate Action 11=Trade correction 12=Position correction 19=Futures expiry 20=Futures reset 22=Asset transfer 49=Assignment for contract Options (and their underlying Stocks/ETFs) 50=Option expiry 53=Corporate Action for options	Always.
PositionEvent	PositionEvent	Describes the position event. Deleted: The position is deleted. New: The position is created. OptionExercised: The position has been deleted when an option was exercised. OptionExpired: The position has been deleted when an option expired (FxOptions). Updated: The position has been updated.	Always.
PositionId	String	Identifies the position.	Always.
PremiumAmount	Decimal	The premium of an FX option.	AssetType in <FxOneTouchOption, FxVanillaOption>
Price	Decimal	Identifies the price of the transaction.	When a transaction took place.
PriceType	PriceType	Amount: The quoted price is an amount Ccy1Percentage: The quoted price is a percentage of the first currency of the pair Ccy1Pips: The quoted price is in pips of the first currency of the currency pair Ccy2Percentage: The quoted price is a percentage of the second currency of the pair Ccy2Pips: The quoted price is in pips of the second currency of the currency pair ThirdCurrency: The quoted price is in the third currency	When a transaction took place.
RelatedOrderCount	Int	The number of related orders to this position.	When there are related orders: OrderId supplied when creating the order. Multiple orders created with the same request.
RelatedPositionId	String	Optional reference to the original position, before the corporate action, or asset transfer.	When an applicable corporate action took place.
SourceOrderId	String	Identifies the order that was the source for this position.	When this event was triggered by an order.
SpotDate	Date	Settlement date for Fx.	AssetType in <FxForwards, FxOneTouchOption, FxVanillaOption>
StampDuty	Decimal	Tax applied by an exchange. Part of the TotalCost. Currency of the instrument.	When StampDuty is applicable.
Symbol	String	A combination of letters used to uniquely identify a traded instrument. e.g. ALFEN:xams. This is the symbol at time of the event.	Always.
TotalCost	Decimal	Total cost of the trade. Sum of Commission, StampDuty and ExchangeFee. Currency of the instrument.	Whenever there are costs involved.
TradedValue	Decimal	Total traded value, in instrument currency. OpenPrice x FillAmount x ContractSize = TradedValue	Always.
UserId	String	Identifies the user doing the transaction.	If the event originated from a user, instead of a backoffice process.
Uic	Int	Identifies the instrument, together with the AssetType.	Always.
ValueDate	Date	The date when the final transfer of the product of the transaction takes place. For Corporate Actions, this can be in the past.	Always.

* Not applicable for all MiniFutures.

Sample Message

An example of a position event message:

{
  "ReferenceId": "U_939",
  "Timestamp": "2018-07-11T13:39:30.190120Z",
  "Data": [
    {
      "AccountId": "1234INET",
      "AccountKey": "1234==",
      "ActivityTime": "2022-11-01T09:01:11.836666Z",
      "ActivityType": "Positions",
      "Amount": 7645.0,
      "AssetType": "Rights",
      "BuySell": "Buy",
      "ClientId": "5678",
      "ClientKey": "5678==",
      "ClientName": "***",
      "CorrelationKey": "ab917a75-b9f3-4a23-b3d0-d94dbe57aa36",
      "CurrencyCode": "CHF",
      "DisplayAndFormat": {
        "Currency": "CHF",
        "Decimals": 5,
        "Description": "Meyer Burger Tech AG- Rights",
        "OrderDecimals": 5,
        "Symbol": "MBTN1:xswx"
      },
      "ExecutionTime": "2022-11-01T09:00:29.000000Z",
      "ExternalReference": "MyTestOrder_001",
      "OptionData": {},
      "OriginatingToolId": 10,
      "PositionEvent": "Updated",
      "PositionId": "6282058780",
      "PriceType": "Amount",
      "SequenceId": "1066362477",
      "SpotDate": "2022-11-03",
      "Symbol": "MBTN1:xswx",
      "TradedValue": 0.00,
      "Uic": 32160052,
      "ValueDate": "2022-11-03"
    }
  ]
}

PositionEvent

The type of position event is provided in the PositionEvent field. Possible event types are:

Position Event	Description
Deleted	The position is deleted.
New	The position is created.
OptionExercised	The position has been deleted as the option has been exercised.
OptionExpired	The position has been deleted when an option expired.
Updated	The position has been updated.

Position Events

Additional Fields

Sample Message

PositionEvent