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fxall_activetrading is the Taker API for FXall OrderBook ECN which is a CLOB ECN for spot. Data is supplied as a MarketData API.
Session Information
Pricing session is weekly, Market data servers are available between 3 pm NY time Sunday to 5 pm NY time Friday.
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Currently Whisperer Enterprise does not have a date rollover mechanism. If you would like to get updated SecurityStatus messages you must logout and back in after the date rollover. |
Order sessions are recycled daily : Sunday 3 pm NY time to Monday 5 pm NY . FXall block any connections for 20 minutes for each recycle. So Monday 5:20 pm NY to Tuesday 5 pm NY … until Friday 5 pm NY time.
FXall also support weekly Order sessions with a week long running server.
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For WhispererEnterprise we prefer to have the weekly Order sessions set up with FXall |
Supported Security Type
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Security Type
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The FXall spec indicates that NDFs are supported but they are not for the OrderBook ECN |
Supported OrderTypes
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OrderType
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SecurityType
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Comment
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LegAllocAccount must be supplied for this venue. |
Supported TimeInForce
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TimeInForce
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OrderType
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Comment
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Supported ExtendedOrderFields
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EffectiveTime: not supported by Venue. Use 19700101-00:00:00 if using FIX to set to Null. |
PassThru Details
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Please refer to Passthru Fields for the full Enterprise table across all venues.
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