The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.4.11

...

Expand


Table Filter
totalrow,,,,,,,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultcurrenex_itch,OrdType(OrderSession)&&TimeInForce(OrderSession)&&ExecutionVenue&&OrdType (SessionType == Orders)&&Products&&TimeInForce (SessionType == Orders)&&client_role&&target_platform&&OrdType&&TimeInForce
isFirstTimeEnterfalse
cell-width250,250
hideColumnstrue
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1687961556189_-1429337229
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


Please refer to Supported Instruments to view across all venues.

PartyIDs

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultcurrenex_itch
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1649331238065_494767029
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to PartyIDs to view across all venues.

Regulatory Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultcurrenex_itch
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1649331256291_-254867899
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


Please refer to Regulatory Fields to view across all venues.

Passthru Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultcurrenex_itch
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1649331269234_-538994280
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 across all venues.

Details

Configuration

Note
titleTCP vs UDP

Please make sure you confirm with Support whether or not you wish to utilise TCP or UDP connectivity.

UDP sessions have lower latency, but are potentially subject to message loss. Subscriptions therefore utilise additional gap detection/recovery logic. Please refer to UDP/Multicast Market Data Feeds for additional detail. 

Tip
titleUAT vs PROD
  • PROD sessions are typically via cross connect, which should support UDP connections with minimal problems. Clients should consider disconnection/escalation if they see any ErrorReport or GapDetected events.
  • UAT sessions may be via public Internet, which will lead to frequent message gaps over UDP. This is useful if you want to observe/validate this behaviour. Otherwise please consider TCP if you want stability. 


...