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Comment: Published by Scroll Versions from this space and version 1.1.12

Table of Contents

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titleCertified Exchanges


Certification is completed for the following Venues,  please contact MarketFactory if you wish to use Fidessa to trade on other venues: 

...

Known to work for the following venues

  • Eurex
  • Australian Securities Exchange (ASX)
  • Montreal Exchange (MX)

Workflow

CLOB Orders.

Supported Instruments

Supported Order Types and TIF

The following Order Types are certified with Fidessa:


Order TypesSBE RepresentationICE supported TIF CombinationsLME Supported TIF Combinations
MarketOrdType = MarketGood For Day (DAY)Order Type Not Supported 
LimitOrdType = Limit

Good For Day (DAY)

Good Till Cancelled (GTC)

Immediate Or Cancel (IOC)

Fill or Kill (FOK)

Good Until Date (GTD)

Good For Day (DAY)

Good Till Cancelled (GTC)

Immediate Or Cancel (IOC)

Stop MarketOrdType = Stop

Good For Day (DAY)

Good Till Cancelled (GTC)

Order Type Not Supported
Stop LimitOrdType = StopLimit

Good For Day (DAY)

Good Till Cancelled (GTC)

Good Until Date (GTD)

Good For Day (DAY)

Good Till Cancelled (GTC)

Iceberg

OrdType = Limit +

HasExtendedOrderFields/MaxShow  

Good For Day (DAY)

Good Till Cancelled (GTC)

Good For Day (DAY)


Venues

The target venue for orders submitted via Fidessa is specified in the PartyRole/ExecutionVenue field as a MIC: 

Exchange

XMIC

Location

ICE Futures US

IFUS

Chicago

ICE Futures Europe (Liffe)

IFEU

Chicago

ICE Futures London

IFLL

London

London Metal Exchange

XLME

London
EurexXEURFrankfurt (FR2)


Symbology

LME

The LME product contract code that represents metal or contract. The first 2 characters represent the Venue Product Code, The 3rd character represents the currency.

Example : 

Image Added

LME publishes Tradable Instrument File as per the  documentation https://www.lme.com/-/media/Files/About/Regulation/Mifid-ii/Tradeable-Instrument-File-(TIF)-Specification-v1,-d-,11.pdf. 


ICE

ICE Product Codes are available at https://www.theice.com/products - There is a CSV file that can be downloaded from this page by clicking the “Product codes” link in the top right corner.

ICE uses the “contract code” to construct the symbols. This contract codes can either be the “Physical Code” or the “Logical code”. Customers will need to check with the exchange to confirm the contract code used in static data for the product.


Examples:

Image Added

Image Added

Further details of ICE Instrument name convention can be found here:

https://www.theice.com/publicdocs/technology/Instrument_Naming_Convention.pdf

 

...

Table Filter
totalrow,,,,,,,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultfidessa_orders,Comments&&client_role&&target_platform&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)
isFirstTimeEnterfalse
cell-width250,250
hideColumnstrue
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1686923088068_733251764
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

...

PartyIDs


Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrueisNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultfidessa_ordersFidessa
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id16433203483861607343057847_-2085946249748238301
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


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

Regulatory Fields


Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)ddSeparatorstrue
defaultfidessaFidessa_ordersOrders
isFirstTimeEnterfalsetrue
userfilterVenue
datepatterndd M yy
id16433203622101607343084483_204238351979506988
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


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


Passthru Fields


Expand


Table Filter
ddSeparators
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
truedefaultfidessaFidessa_ordersOrders
isFirstTimeEnterfalsetrue
userfilterVenue
datepatterndd M yy
id16433203780531607343095446_-3657137511721022517
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage


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

Details

Symbology

LME

The LME product contract code that represents metal or contract. The first 2 characters represent the Venue Product Code, The 3rd character represents the currency.

Example : 

Image Removed

LME publishes Tradable Instrument File as per the  documentation https://www.lme.com/-/media/Files/About/Regulation/Mifid-ii/Tradeable-Instrument-File-(TIF)-Specification-v1,-d-,11.pdf. 

ICE

ICE Product Codes are available at https://www.theice.com/products - There is a CSV file that can be downloaded from this page by clicking the “Product codes” link in the top right corner.

ICE uses the “contract code” to construct the symbols. This contract codes can either be the “Physical Code” or the “Logical code”. Customers will need to check with the exchange to confirm the contract code used in static data for the product.

Examples:

Image Removed

Image Removed

Further details of ICE Instrument name convention can be found here:

...