BATS Chi-X Europe BCN Reporting API

Transcription

1 BATS Chi-X Europe BCN Reporting API Version August 2013 BATS Trading Limited is a Recognised Investment Exchange regulated by the Financial Conduct Authority. BATS Trading Limited is an indirect wholly-owned subsidiary of BATS Global Markets, Inc. and is a company registered in England and Wales with Company Number and registered office at 10 Lower Thames Street, London EC3R 6AF. This document has been established for informational purposes only. None of the information concerning the services or products described in this document constitutes advice or a recommendation of any product or service. To the extent that the information provided in this document constitutes a financial promotion as defined by section 21 of the Financial Services and Markets Act 2000, it is only directed at persons who qualify as a Professional Client or Eligible Counterparty. Persons who do not qualify should not act or rely upon it.

2 BATS Chi-X Europe Contents 1 Introduction Overview Requirements Access Command Details viewmarketvolumes reportmarketvolumes Support 6 4 Revision History 6 BATS Trading Limited c

3 1 Introduction BATS Chi-X Europe 1.1 Overview The BATS Chi-X Europe BCN Reporting API (BCN API) can be used by a Broker Crossing Network (BCN) to identify volumes reported to the BATS Chi-X Europe Trade Reporting Facility (TRF) that were crossed within their systems. 1.2 Requirements You must be able to use the BATS Chi-X Europe Secure Web API. General details on how to access this are available in the Specification Document. 1.3 Access The BCN API is accessed via a URL using the HTTPS protocol and is served from the api.batstrading.co.uk domain. TRF reporting/ Access to our UAT environments is through the api.certification.batstrading.co.uk domain. TRF reporting/ BATS Trading Limited c

4 2 Command Details BATS Chi-X Europe 2.1 viewmarketvolumes Use this command to view volumes previously reported to us. Parameter Description command viewmarketvolumes dt Supply an ISO format date (YYYY-MM-DD). Example Request (GET)?command=viewMarketVolumes&dt= Example Response { code : 200, data : [ { market : london, currency : GBP, notional : }, { market : london, currency : USD, notional : }, { market : paris, currency : EUR, notional : } ], msg : } BATS Trading Limited c

5 BATS Chi-X Europe 2.2 reportmarketvolumes Use this command to report volumes executed in supported primary listing markets. Once accepted, any repeated reports will replace prior reports for the relevant market / currency pair. You can use a value of zero in order to clear any previous reports for that market / currency pair. Parameter command dt volumes Description reportmarketvolumes Supply an ISO format date (YYYY-MM-DD). The date must be for the most recent trade reporting session. Please note that we will only accept reports for market segments that have been open for the most recent trading session. Supply a comma separated list of market/currency/notional value combinations. The market should be a URL Stub Form market name 1 as per the listing markets on our Market Share by Market webpage. It is always required. The currency is always required. The notional value must be numeric and is always required. Example Values: london:gbp: A report of GBP 12,345, crossed in London listed symbols. london:gbp: ,london:usd: As above, plus an additional USD 200,000 crossed in London listed symbols. london:gbp: ,london:usd:200000,paris:eur: As above, plus an additional EUR 256,789 in Paris listed symbols. Example Request (POST)?command=reportMarketVolumes&dt= &volumes=london:GBP: ,paris:USE: Example Response { code : 206, data : { invalidvalues : [{ value : paris:use:200000, reason : Unsupported Currency }] }, msg : 1 report(s) accepted } BATS Trading Limited c

6 3 Support BATS Chi-X Europe Please questions or comments regarding this specification to 4 Revision History Protocol Date Description Version August 2013 Initial version. BATS Trading Limited c