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Table of Contents

Workflow

TODO

Supported Instruments

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CLOB: Orders

Supported Instruments

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Please refer to Supported Instruments to view across all venues.

PartyIDs

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

Details

Warning
titleSession Types: Midfx vs NoRegrets

There are two types of BGC sessions. In MidFX all orders fill in the midpoint. The Limit price is ignored. Orders cannot be cancelled within the first 10 seconds in this session.

In a NoRegrets session, limit orders are allowed and orders can be cancelled immediately. Only SPT orders are supported on this session.


Warning
titleMessage Replay

Venue does not replay messages correctly when MarketFactory gateway requested for a replay. This behavior leads to loss of Execution Reports if sequence number gap detected during venue logon.

BGC are aware of this issue.


Info
iconfalse
titleMinimum order size

Minimum order size for all symbols is 1M. Orders must be quantities of 1M.