Workflow
CLOB: Orders.
Pricing
| Tip |
|---|
| title | No Market Data Available |
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There is no price streaming on FXSpotStream's MidMatch service today. Whilst the MidMatch calculated MidPrice used to be sent on Pricing session with a 2 minute delay, this was subsequently removed given that there was no perceived use for a MidPrice at the stated delay and some LPs had legal issues with the “rebroadcast” of the midrate to which their pricing contributed. |
Orders
Supported Instruments
| SecurityType | LegSettlType | OrdType | TimeInForce |
|---|
| SPT | SPT | Limit | DAY |
| SPT | SPT | Market | DAY |
| Info |
|---|
| title | Order Prioritisation |
|---|
|
No matter which order is received first, daily market orders will always have priority over limit orders during the Venue's crossing process. |
| Note |
|---|
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MinQty can be specified for all Instruments listed above. |
| Info |
|---|
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Minimum Fill Amount (MFA) is the smallest quantity tradable for a currency pair. If an order is received with a quantity smaller than the currency pair minimum fill amount, it will be rejected with the reason: "Order Quantity is below Minimum Fill Amount". In case of a partial fill, if the quantity left is smaller than the currency pair minimum fill amount, the remaining order will be canceled. MFA is configured as follows: - 1m for the following currency pairs: USD/JPY, GBP/USD, USD/CHF, USD/CAD, AUD/USD, NZD/USD, EUR/JPY, EUR/GBP, EUR/CHF, EUR/USD
- 500k for all other currency pairs.
- 25k oz XAG/USD
- 500oz XAU/USD
|
| Info |
|---|
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An order cannot be canceled until its Minimum Quote Life (MQL) has expired. The Venue currently sets this to four (4) seconds.
Should the venue receive an OrderCancelRequest before the end of the MQL, it will be rejected with the reason : "MP tries to cancel the order before the MQL setting". |
PartyIDs
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
|---|
| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | fxspotstream_midmatch |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1655219989399_160592261 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDs |
|---|
| page | PartyIDs |
|---|
| type | page |
|---|
|
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|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
| Note |
|---|
| title | Matching Participant ID |
|---|
|
Trading counterparty names are not disclosed in the ExecutionReport.NoPartyIDs block, instead, a numerical Matching Participant ID is provided in OrderOriginationFirm & ExecutingFirm. The Client will need to maintain a Matching Participant ID table on their end to look this up, as well as the corresponding BIC code. Please contact FXSpotStream for the current version of their file MidMatch Bank Entity Info.xls. |
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | fxspotstream_midmatch |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1655220019433_810967098 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | RegulatoryFields |
|---|
| page | Regulatory Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | fxspotstream_midmatch |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1655220033007_1550484049 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
|---|
| page | Passthru Fields |
|---|
| type | page |
|---|
|
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Please refer to Passthru Fields for the full Enterprise table across all venues.