The Lab

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Comment: Published by Scroll Versions from this space and version 1.4.0

Table of Contents

Workflow

CLOB: MarketData and Orders.

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Supported Instruments

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Expand

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Table Filter

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MDBookType

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MDEntryType

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PriceDepth

OrderDepth

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Bid

Offer

Trade

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PriceDepth

OrderDepth

...

Bid

Offer

Warning
titleSecurity Status

The NDF Security Status messages to clients will not contain SettlDate information as this is not available from the venue. 

Clients who wish to trade NDFs will need to know the 1M settlement date and provide it in the NewOrderMultileg.

Note
titleTrade events

Fastmatch treat publication of Trade messages as a separate paid service and they do not yet offer support for NDF.

Warning
titleMDUpdateAction

In rare cases it is possible to receive a Delete message for an nonexistent market data entry.

Orders

Supported Instruments

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Limit

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DAY

IOC

FOK

GFT

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IOC

FOK

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DAY

IOC

FOK

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Limit

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DAY

IOC

FOK

GFT

...

IOC

FOK

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DAY

IOC

FOK

totalrow,,,,,,,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultfastmatch_autoex,ExecutionVenue&&Comments&&client_role
isFirstTimeEnterfalse
cell-width250,250
hideColumnstrue
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1686923422776_1728310968
order0,1
hideControlsfalse
inversefalse,false
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue‚Hide columns
ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalse
worklog365|5|8|y w d h m|y w d h m
isORAND
Table Excerpt Include
nameSupportedInstruments
merge-tablestrue
pageSupported Instruments
typepage


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titleMinQty

...

Please refer to Supported Instruments to view across all venues

.

PartyIDs

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultfastmatch_autoex
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1644246284641_850501527
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to Whisperer Enterprise - to PartyIDs for the full Enterprise table to view across all venues.

Regulatory Fields

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titleNDF Trading

As of 14 June 2022, clients must specify RegulatoryBodies.MAS = TRUE

Fastmatch enables the trading of Non-Deliverable Forwards (NDFs) through its subsidiary Euronext Markets Singapore Pte Ltd, which has a Regulated Market Operator (RMO) license approved by the Monetary Authority of Singapore (MAS).

...

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultfastmatch_autoex
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1644246261937_1627421898
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


Please refer to or to Regulatory Fields for the full Enterprise table  to view across all venues.

Passthru Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultfastmatch_autoex
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1644246304383_689189977
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage


Please refer to to Passthru Fields for the full Enterprise table across all venues to view across all venues.

Details

Pricing

Warning
titleSecurity Status

The NDF Security Status messages to clients will not contain SettlDate information as this is not available from the venue. 

Clients who wish to trade NDFs will need to know the 1M settlement date and provide it in the NewOrderMultileg.


Note
titleTrade events

Fastmatch treat publication of Trade messages as a separate paid service and they do not yet offer support for NDF.


Warning
titleMDUpdateAction

In rare cases it is possible to receive a Delete message for an nonexistent market data entry.


Note
titleMinQty

MinQty can be specified for all Orders Instruments listed above.

Trading

Info
titleNDF Trading

As of 14 June 2022, clients must specify RegulatoryBodies.MAS = TRUE

Fastmatch enables the trading of Non-Deliverable Forwards (NDFs) through its subsidiary Euronext Markets Singapore Pte Ltd, which has a Regulated Market Operator (RMO) license approved by the Monetary Authority of Singapore (MAS).

Refer to https://www.euronextfx.com/products/ndf-tradingImage Added for detail.