MiFID II の TTAPI と X_TRADER API プロパティ

MiFiD II に対応するため、TTAPI と X_TRADER API を更新して、コンプライアンスに必要な新規の欄を追加しました。以下の表には、MiFID II 欄を一覧にし、両方の API のクラスとプロパティの更新を示しています。

MiFID II 欄 説明 XTAPI クラス TTAPI クラス
* TTAPI.OrderProfileBase クラスから継承
** TTAPI.Order クラスから継承
Client 顧客の ID (LEI/ショートコード)。

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.Client property
TTFillObj.Get("Client")
TTOrderObj.Get("Client")
TTOrderProfile.Get("Client")
TTOrderProfile.Set("Client", "
value")
TTAPI.Fill.Client property (get only)
TTAPI.Order.Client property (get only)
TTAPI.OrderProfile.Client property (get only)*
TTAPI.OrderProfileBase.Client property (get/set)
TTAPI.SyntheticOrder.Client property (get only)**
TTAPI.SyntheticOrderProfile.Client property (get/set)*
TTAPI.Autospreader.LegOrder.Client property (get only)**
TTAPI.Autospreader.SyntheticOrder.Client property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.Client property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.Client property (get/set)
Commodity Derivative Indicator 注文がリスク軽減のためのヘッジ目的であるかどうかの表示。

XTAPI Data type: string ("N", "T", "F") TTAPI Data type: MiFIDBooleanEnum (None, True, False)
ITTCustomerProfile.CommodityDerivIndicator property TTFillObj.Get("CommodityDerivIndicator")
TTOrderObj.Get("CommodityDerivIndicator")
TTOrderProfile.Get("CommodityDerivIndicator")
TTOrderProfile.Set("CommodityDerivIndicator", "
value")
TTAPI.Fill.CommodityDerivIndicator property (get only)
TTAPI.Order.CommodityDerivIndicator property (get only)
TTAPI.OrderProfile.CommodityDerivIndicator property (get only)*
TTAPI.OrderProfileBase.CommodityDerivIndicator property (get/set)
TTAPI.SyntheticOrder.CommodityDerivIndicator property (get only)**
TTAPI.SyntheticOrderProfile.CommodityDerivIndicator property (get/set)*
TTAPI.Autospreader.LegOrder.CommodityDerivIndicator property (get only)**
TTAPI.Autospreader.SyntheticOrder.CommodityDerivIndicator property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.CommodityDerivIndicator property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.CommodityDerivIndicator property (get/set)
Direct Electronic Access (D.E.A) 注文がダイレクト アクセスまたはスポンサー アクセス、 または他の情報源のいずれかから送信されるかどうかを設定します。

XTAPI Data type: string ("N", "T", "F")
TTAPI Data type: MiFIDBooleanEnum (None, True, False)
ITTCustomerProfile.DirectEAccess property
TTFillObj.Get("DirectEAccess")
TTOrderObj.Get("DirectEAccess")
TTOrderProfile.Get("DirectEAccess")
TTOrderProfile.Set("DirectEAccess", "
value")
TTAPI.Fill.DirectEAccess property (get only)
TTAPI.Order.DirectEAccess property (get only)
TTAPI.OrderProfile.DirectEAccess property (get only)*
TTAPI.OrderProfileBase.DirectEAccess property (get/set)
TTAPI.SyntheticOrder.DirectEAccess property (get only)**
TTAPI.SyntheticOrderProfile.DirectEAccess property (get/set)*
TTAPI.Autospreader.LegOrder.DirectEAccess property (get only)**
TTAPI.Autospreader.SyntheticOrder.DirectEAccess property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.DirectEAccess property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.DirectEAccess property (get/set)
Execution Decision 注文を発注したアルゴ、または本人の登録ID/ショートコード。

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.ExecutionDecision property
TTFillObj.Get("ExecutionDecision")
TTOrderObj.Get("ExecutionDecision")
TTOrderProfile.Get("ExecutionDecision")
TTOrderProfile.Set("ExecutionDecision", "
value")
TTAPI.Fill.ExecutionDecision property (get only)
TTAPI.Order.ExecutionDecision property (get only)
TTAPI.OrderProfile.ExecutionDecision property (get only)*
TTAPI.OrderProfileBase.ExecutionDecision property (get/set)
TTAPI.SyntheticOrder.ExecutionDecision property (get only)**
TTAPI.SyntheticOrderProfile.ExecutionDecision property (get/set)*
TTAPI.Autospreader.LegOrder.ExecutionDecision property (get only)**
TTAPI.Autospreader.SyntheticOrder.ExecutionDecision property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.ExecutionDecision property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.ExecutionDecision property (get/set)
FFT4, FFT5, FFT6 自由形式テキストまたは非標準取引欄 (ICE の Tag 9707-MIFIDID 等)。

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.FFT4 property
TTFillObj.Get("FFT4")
TTOrderObj.Get("FFT4")
TTOrderProfile.Get("FFT4")
TTOrderProfile.Set("FFT4", "
value")
TTAPI.Fill.FFT4 property (get only)
TTAPI.Order.FFT4 property (get only)
TTAPI.OrderProfile.FFT4 property (get only)*
TTAPI.OrderProfileBase.FFT4 property (get/set)
TTAPI.SyntheticOrder.FFT4 property (get only)**
TTAPI.SyntheticOrderProfile.FFT4 property (get/set)*
TTAPI.Autospreader.LegOrder.FFT4 property (get only)**
TTAPI.Autospreader.SyntheticOrder.FFT4 property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.FFT4 property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.FFT4 property (get/set)
Investment Decision 取引の決定を行った本人の登録ID/ショートコード。

XTAPI Data type: string
TTAPI Data type: string
ITTCustomerProfile.InvestmentDecision property
TTFillObj.Get("InvestmentDecision")
TTOrderObj.Get("InvestmentDecision")
TTOrderProfile.Get("InvestmentDecision")
TTOrderProfile.Set("InvestmentDecision", "
value")
TTAPI.Fill.InvestmentDecision property (get only)
TTAPI.Order.InvestmentDecision property (get only)
TTAPI.OrderProfile.InvestmentDecision property (get only)*
TTAPI.OrderProfileBase.InvestmentDecision property (get/set)
TTAPI.SyntheticOrder.InvestmentDecision property (get only)**
TTAPI.SyntheticOrderProfile.InvestmentDecision property (get/set)*
TTAPI.Autospreader.LegOrder.InvestmentDecision property (get only)**
TTAPI.Autospreader.SyntheticOrder.InvestmentDecision property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.InvestmentDecision property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.InvestmentDecision property (get/set)
Liquidity Provision マーケット メイキングの表示。

XTAPI Data type: string ("N", "T", "F")
TTAPI Data type: MiFIDBooleanEnum (None, True, False)
ITTCustomerProfile.LIquidityProvision property
TTFillObj.Get("LIquidityProvision")
TTOrderObj.Get("LIquidityProvision")
TTOrderProfile.Get("LIquidityProvision")
TTOrderProfile.Set("LIquidityProvision", "
value")
TTAPI.Fill.LiquidityProvision property (get only)
TTAPI.Order.LiquidityProvision property (get only)
TTAPI.OrderProfile.LiquidityProvision property (get only)*
TTAPI.OrderProfileBase.LiquidityProvision property (get/set)
TTAPI.SyntheticOrder.LiquidityProvision property (get only)**
TTAPI.SyntheticOrderProfile.LiquidityProvision property (get/set)*
TTAPI.Autospreader.LegOrder.LiquidityProvision property (get only)**
TTAPI.Autospreader.SyntheticOrder.LiquidityProvision property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.LiquidityProvision property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.LiquidityProvision property (get/set)
Trading Capacity 自分の口座や一致プリンシパルの取引許容数。またはその他の取引許容数で処理するユーザーの表示。

XTAPI Data type: string ("A", "P", "R", "N")
TTAPI Data type: TradingCapacityEnum (eAOTC, eDEAL, eMATCH, eNone)
ITTCustomerProfile.TradingCapacity property
TTFillObj.Get("TradingCapacity")
TTOrderObj.Get("TradingCapacity")
TTOrderProfile.Get("TradingCapacity")
TTOrderProfile.Set("TradingCapacity", "
value")
TTAPI.Fill.TradingCapacity property (get only)
TTAPI.Order.TradingCapacity property (get only)
TTAPI.OrderProfile.TradingCapacity property (get only)*
TTAPI.OrderProfileBase.TradingCapacity property (get/set)
TTAPI.SyntheticOrder.TradingCapacity property (get only)**
TTAPI.SyntheticOrderProfile.TradingCapacity property (get/set)*
TTAPI.Autospreader.LegOrder.TradingCapacity property (get only)**
TTAPI.Autospreader.SyntheticOrder.TradingCapacity property (get only)**
TTAPI.Autospreader.SyntheticOrderProfile.TradingCapacity property (get/set)*
TTAPI.CustomerDefaults.CustomerDefaultEntry.TradingCapacity property (get/set)