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Use allowAutoRebookFlag element in AccountingTrade EagleML message to activate Rebook logic only for this message:
Code Block <EagleML xmlns="http://www.eagleinvsys.com/2011/EagleML-2-0" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:SchemaLocation="http://www.eagleinvsys.com/2011/EagleML-2-0 eagleml-ext-2-0.xsd" xsi:type="AccountingTransactionMessage"> <accountingTransaction> <header> <objectType>AccountingTrade</objectType> </header> <accountingTrade> [...] <allowAutoRebookFlag>Y</allowAutoRebookFlag> [...] </accountingTrade> </accountingTransaction> </EagleML>
Use global option W_ACCTTRADE_ALLOW_AUTOREBOOK that can be set in w_config_custom.inc file to activate Rebook logic for all AccountingTrade messages:
Code Block <CODE> :W_ACCTTRADE_ALLOW_AUTOREBOOK: := 'Y'; </CODE>
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The next set of buySellIndicators supports Rebook logic: BUY, SELL, BUYCVR, SHORTSELL, TRADEFWD, OPENSWAP, CLOSESWAP, DEL, REC, WROFF.
Tags
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Compared in Rebook logic
Common
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Trades (not Forward)
Element | Tag | EagleML Xpath |
|---|---|---|
tradeDate | 35 | EagleML/accountingTransaction/accountingTrade/tradeDate |
settlementDate | 37 | EagleML/accountingTransaction/accountingTrade/settlementDate |
sharesParQuantity | 40 | EagleML/accountingTransaction/accountingTrade/sharesParQuantity |
price | 45 | EagleML/accountingTransaction/accountingTrade/price |
commission | 47 | EagleML/accountingTransaction/accountingTrade/commission |
secFee | 48 | EagleML/accountingTransaction/accountingTrade/secFee |
taxAmount | 46 | EagleML/accountingTransaction/accountingTrade/taxAmount |
stampDutyTax | 51 | EagleML/accountingTransaction/accountingTrade/stampDutyTax |
otherFee | 3752 | EagleML/accountingTransaction/accountingTrade/otherFee |
clearingBrokerCode | 1237 | EagleML/accountingTransaction/accountingTrade/clearingBrokerCode |
tradedInterest | 49 | EagleML/accountingTransaction/accountingTrade/tradedInterest |
buySellIndicator | 55 | EagleML/accountingTransaction/accountingTrade/buySellIndicator |
brokerCode | 88 | EagleML/accountingTransaction/accountingTrade/brokerCode |
principal | 165 | EagleML/accountingTransaction/accountingTrade/principal |
settlementCurrency | 63 | EagleML/accountingTransaction/accountingTrade/settlementCurrency |
currentFactor | 91 | EagleML/accountingTransaction/accountingTrade/currentFactor |
originalFace | 41 | EagleML/accountingTransaction/accountingTrade/originalFace |
| Info |
|---|
NOTE: Tags 91 and 41 are compared only when Sink Flag (tag 1780) in Security is set to Y. |
Forward
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Trades
Element | Tag | EagleML Xpath |
|---|---|---|
tradeDate | 35 | EagleML/accountingTransaction/accountingTrade/tradeDate |
buyQuantity | 316 | EagleML/accountingTransaction/accountingTrade/forward/buyQuantity |
sellQuantity | 366 | EagleML/accountingTransaction/accountingTrade/forward/sellQuantity |
commission | 47 | EagleML/accountingTransaction/accountingTrade/commission |
otherFee | 3752 | EagleML/accountingTransaction/accountingTrade/otherFee |
otherFeeSettlementDate | 9357 | EagleML/accountingTransaction/accountingTrade/otherFeeSettlementDate |
buySellIndicator | 55 | EagleML/accountingTransaction/accountingTrade/buySellIndicator |
brokerCode | 88 | EagleML/accountingTransaction/accountingTrade/brokerCode |
settlementCurrency | 63 | EagleML/accountingTransaction/accountingTrade/settlementCurrency |