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Beiträge: 18
Registriert: ‎04.12.2019
Betreff: Wichtig: Ankündigung von Änderungen bei der Orderanlage wegen MIFID II im März

Hallo zusammen,

ich implmentiere und teste gerade die Änderungen zur MIFID2 Cost-Validation.

Mit AddOrder funktioniert das schon.

 

Aber ich habe Probleme mit dem QuoteRequest.
Obwohl ich mich an den in der Doku beschriebenen Ablauf halte bekomme ich
den Error
"MIFID2 requirements don't allow to execute orders without requesting order costs.
Please validate order with VALIDATE_WITH_TOTAL_COSTS or TOTAL_COSTS_ONLY first"

 

Es sieht für mich so aus als würde der AT sich nicht mehr an die Cost-Validation erinnern
oder kann dann beim AccepQuote keinen Bezug mehr herstellen.

 

Was mache ich falsch?

 

Vielen Dank
LDom

 

Hier der Ablauf im Detail:

1. AcceptQuote()
  { "accessToken": "9a58c97c-5f4d-4bb0-8786-7e48d3b10221", "accountNumber":    

  "940478XXX", "securityWithStockexchange": { "securityCode": { "code":

  "A2JH5S", "codeType": "WKN" }, "stockExchange": { "id": "TRG" } },

  "orderType": "BUY", "amount": 10, "validation": "TOTAL_COSTS_ONLY"
  }

 

Reply:
  { "account": { "accountNumber": "940478XXX", "depotNumber": "948478XXX",

    "name": "XXXXXXXXXXXXXXX" }, "order": { "securityWithStockexchange":

    { "securityCode": { "code": "A2JH5S", "codeType": "WKN" }, "stockExchange":

    { "id": "TRG" } }, "orderType": "BUY", "amount": 10, "orderModel":

    "MARKET", "statusTimestamp": { }, "validityDate": { "year": 2020, "month":

    3, "day": 27 }, "limit": "NaN", "stop": "NaN", "stopLimit": "NaN",

    "trailingDistance": "NaN", "trailingLimitTolerance": "NaN",
    "drippingQuantity": "NaN", "executionQuote": "NaN" }, "orderCosts": {

    "estimatedTotalCosts": 21.33, "costId": "53071871", "aggregatedCosts": {

    "inCostsAbsolute": 11.38, "inCostsRelative": 2.25, "inCostsCurrency":

    "EUR", "outCostsAbsolute": 9.95, "outCostsRelative": 1.97,

    "outCostsCurrency": "EUR", "instrumentCostsCurrency": "EUR",

    "serviceCostsAbsolute": 21.33, "serviceCostsRelative": 4.22,

    "serviceCostsCurrency": "EUR", "subsidyCostsCurrency": "EUR",

    "foreignCurrencyCostsCurrency": "EUR", "performanceImpactAbsolute": -21.33,

    "performanceImpactRelative": -4.22,

    "performanceImpactCurrency": "EUR", "expectedAmount": 517.18,

    "expectedAmountCurrency": "517.18" } }
  }


2. GetQuoteAsync()
  { "accessToken": "9a58c97c-5f4d-4bb0-8786-7e48d3b10221", "securityCode": {

    "code": "A2JH5S", "codeType": "WKN" }, "orderType": "BUY", "amount": 10,

    "stockExchanges": [ { "id": "TRG" } ]
  }

 

Reply:
  { "securityCode": { "code": "A2JH5S", "codeType": "WKN" }, "orderType":  

    "BUY", "priceEntries": [ { "stockExchange": { "id": "TRG" }, "buyPrice":

    52.04, "buyVolume": 390, "sellPrice": 51.78, "sellVolume": 390,

    "lastPrice": "NaN", "lastVolume": "NaN", "lastTime": { "seconds":

    "1585314597" }, "currency": "EUR", "quoteReference":

    "TG158531459753076189:B:TRG::29818771", "orderType":

    "BUY" } ]
  }


3. AcceptQuote()
  { "accessToken": "9a58c97c-5f4d-4bb0-8786-7e48d3b10221", "accountNumber":

    "940478XXX", "securityWithStockexchange": { "securityCode": { "code":

    "A2JH5S", "codeType": "WKN" }, "stockExchange": { "id": "TRG" } },

    "orderType": "BUY", "amount": 10, "limit": 52.04, "quoteReference":

    "TG158531459753076189:B:TRG::29818771" }

 

Reply:
  { "account": { "accountNumber": "940478XXX", "depotNumber": "948478XXX",

    "name": "XXXXXXXXXXXXXXX" }, "error": { "code": "ORD_COSTS_NOT_REQUESTED",

    "message": "MIFID2 requirements don't allow to execute orders without

    requesting order costs. Please validate order with

    VALIDATE_WITH_TOTAL_COSTS or TOTAL_COSTS_ONLY first" }
  }