Workflow
Supported Instruments
| Expand |
|---|
| Table Filter |
|---|
| totalrow | ,,,,,,,,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| sparkline | false |
|---|
| default | fastmatch_stream_maker,ExecutionVenue&&MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&MDBookType&&MDEntryType |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 250,250 |
|---|
| hideColumns | true |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1687963472248_2004928883 |
|---|
| order | 0,1 |
|---|
| hideControls | false |
|---|
| inverse | false,false |
|---|
| column | Venue |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue‚Hide columns |
|---|
| ddOperator | OR |
|---|
| datepattern | dd M yy |
|---|
| updateSelectOptions | false |
|---|
| worklog | 365|5|8|y w d h m|y w d h m |
|---|
| isOR | AND |
|---|
| | Table Excerpt Include |
|---|
| name | SupportedInstruments |
|---|
| merge-tables | true |
|---|
| page | Supported Instruments |
|---|
| type | page |
|---|
|
|
|
Please refer to Supported Instruments to view across all venues.
PartyIDs
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | fastmatch_stream_maker |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1646752981909_-2141901687 |
|---|
| 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 |
|---|
|
|
|
Please refer to PartyIDs to view across all venues.
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| totalrow | ,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| sparkline | false |
|---|
| labels | Venue |
|---|
| default | fastmatch_stream_maker |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 150 |
|---|
| hideColumns | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1688050992212_1609495833 |
|---|
| updateSelectOptions | false |
|---|
| 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 Regulatory Fields to view across all venues.
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | fastmatch_stream_maker |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1646753040530_-1463455046 |
|---|
| 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 |
|---|
|
|
|
Please refer to Passthru Fields to view across all venues.
Details
Pricing
| Note |
|---|
| title | Pricing Session Notes |
|---|
|
- Fastmatch always requests for 2-way prices.
- The maximum number of prices rungs that Fastmatch can request is 5. If requested for fullbook, number of price levels published should not exceed 5.
|
Trading
| Note |
|---|
| title | Orders Session Notes |
|---|
|
- Though Fastmatch can trade on base and term currency, Tag15/ Currency in NewOrderMultiLeg will always be set to base currency. However, Amount/ Tag38 will reflect if the order is quoted based on base or term currency.
- Fastmatch can set up a maker client's session to stream prices to and accept order from Disclosed or Undisclosed clients. When an order originate from a disclosed client, maker will receive the actual client id/ code in party block [PartyRole=3/ ClientID] in NewOrder. Otherwise [for orders received from undisclosed clients], a generic client code is published [1000 is the generic ClientID value in UAT and Prod].
- Fastmatch offers NDF trading only in Singapore region. To comply with MAS regulation, NDF prices and ExecutionReport should always be populated with RMO [Recognized Market Operator] fields.
- ExecutionAck message from Fastmatch does not validate a maker's ExecutionReport. Any field with incorrect values in ExecReport is resolved manually. ExecAck is purely to ack a maker's Fill/ Rejection and to disclose actual taker's info.
- FastMatch Liquidity Management Team will liaise with LPs to understand if a maker will support 'TakerExpectation' fields and enable them accordingly. These are ExpectedResponseTime/ Tag9020 and ExpectedFillRate/ Tag9090. If a client sent ExpectedFillRate=80, it is expected that 80% of client’s trades are filled that day within the time provided in ExpectedResponseTime. There will be no real-time rejection/ penalty if a maker violated ExpectedFillRate or ExpectedResponseTime.
- Fastmatch sends an OrderTimeOut if it received an ExecutionReport after 50ms [agreed between Fastmatch and maker] of NewOrder. Fastmatch sends a DontKnowTrade if it received an ExecutionReport after OrderTimeOut.
- Fastmatch are yet to confirm if a maker will receive an ExecAck in response to Rejected ExecutionReport.
|
| Info |
|---|
| title | Venue Message Delivery |
|---|
|
Please note that the venue does not support FIX session synchronisation. We reset sequence number every time we logon. |