Workflow
CLOB Market Data: MarketData
Supported Instruments
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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | parfx_marketdata,ExecutionVenue&&Comments&&client_role&&target_platform&&OrdType (SessionType == Orders)&&TimeInForce (SessionType == Orders)&&OrdType&&TimeInForce |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1687962239383_-1115978709 |
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| order | 0,1 |
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| hideControls | false |
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| inverse | false,false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue‚Hide columns |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | nomura_esp |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1679489168376_1745765756 |
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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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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table PartyIDs to view across all venues.
Regulatory Fields
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | nomura_esp |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1679489168378_931766636 |
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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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Please refer to or to Regulatory Fields for the full Enterprise table to view across all venues.
Passthru Fields
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | nomura_esp |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1679489168379_-1749866029 |
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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 | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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Please refer to Passthru Fields for the full Enterprise table across all venues to view across all venues.
Details
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Clients should confirm with MarketFactory Contact which market view they require: - Market View - All entry quantities in the market
- Credit Screened - Actual tradable quantities in the market.
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| Note |
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| title | Intraday SecurityStatus update |
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SecurityStatus may be updated at any time during the session to reflect intraday changes to the security status. |
| Note |
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Clients should note that the book is crossed when MarketDataIncrementalRefresh has EntryPassthruKey = "QuoteCondition" and EntryPassthruValue = "CrossedBook" |
| Info |
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| title | Market Data pulse time slice |
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Market Data pulse time slice is 5ms |
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All Symbols are made up of CLS settled currencies except for USD/CNH, EUR/PLN and EUR/CZK |
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MarketDepth is maximum 10 levels for all instruments except for USD/HKD, USD/DKK and EUR/DKK which are maximum 5 levels. |