Workflow
CLOB: MarketDataOrders
| Note |
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Please make sure you confirm with Support whether or not you wish to utilise TCP or UDP connectivity. UDP sessions have lower latency, but are potentially subject to message loss. Subscriptions therefore utilise additional gap detection/recovery logic. Please refer to UDP/Multicast Market Data Feeds for additional detail. | Tip |
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| - PROD sessions are typically via cross connect, which should support UDP connections with minimal problems. Clients should consider disconnection/escalation if they see any ErrorReport or GapDetected events.
- UAT sessions may be via public Internet, which will lead to frequent message gaps over UDP. This is useful if you want to observe/validate this behaviour. Otherwise please consider TCP if you want stability.
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Supported Instruments
| SecurityType | LegSettlType | MDBookTypeOrdType | MDEntryTypeTimeInForce |
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| SPT | SPT | PriceDepth *Limit OrderDepth
| GTC IOC Bid Offer TradePaid TradeGiven |
* Native Currenex market data via this API is full book, non-aggregated (OrderDepth). Whisperer Enterprise additionally supports provision of a synthetic PriceDepth view.
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| datepattern | dd M yy |
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| id | 16641283255271664129385401_768498270-1335648084 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PartyIDs |
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| page | PartyIDs |
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| type | page |
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| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| ddSeparator | |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
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| isNew | false |
|---|
| limitHeight | |
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| separator | Point (.) |
|---|
| labels | |
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| ddSeparators | true |
|---|
| default | currenex_itchouch |
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| isFirstTimeEnter | false |
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| ddOperator | |
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| cell-width | |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 16641283255291664129437384_2076923696935109534 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | RegulatoryFields |
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| page | Regulatory Fields |
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| type | page |
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| Expand |
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| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| ddSeparator | |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| limitHeight | |
|---|
| separator | Point (.) |
|---|
| labels | |
|---|
| ddSeparators | true |
|---|
| default | currenex_itchouch |
|---|
| isFirstTimeEnter | false |
|---|
| ddOperator | |
|---|
| cell-width | |
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| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 16641283255301664129451829_258440495-65047280 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
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| page | Passthru Fields |
|---|
| type | page |
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