Supported symbols and their TenorType, gathered from BGC on 17th July 2023. This is provided because BGC does not have a Market Data feed. Symbol | SecurityType | TenorType |
|---|
EUR/CHF | SPT | SPT | EUR/GBP | SPT | SPT | EUR/JPY | SPT | SPT | EUR/USD | SPT | SPT | GBP/USD | SPT | SPT | USD/CAD | SPT | SPT | USD/CHF | SPT | SPT | USD/JPY | SPT | SPT | EUR/NOK | SPT | SPT | EUR/SEK | SPT | SPT | AUD/USD | SPT | SPT | EUR/DKK | SPT | SPT | USD/SGD | SPT | SPT | NZD/USD | SPT | SPT | USD/HKD | SPT | SPT | USD/ZAR | SPT | SPT | USD/TRY | SPT | SPT | EUR/CZK | SPT | SPT | EUR/HUF | SPT | SPT | EUR/PLN | SPT | SPT | USD/MXN | SPT | SPT | XAU/USD | SPT | SPT | USD/CNH | SPT | SPT | USD/RUB | SPT | SPT | USD/ILS | SPT | SPT | AUD/NZD | SPT | SPT | USD/THB | SPT | SPT | EUR/AUD | SPT | SPT | USD/BRL | NDF | BKN* | USD/ARS | NDF | M1 | USD/CLP | NDF | M1 | USD/CNY | NDF | M1 | USD/COP | NDF | M1 | USD/IDR | NDF | M1 | USD/INR | NDF | M1 | USD/KRW | NDF | M1 | USD/MYR | NDF | M1 | USD/PEN | NDF | M1 | USD/PHP | NDF | M1 | USD/RUB | NDF | M1 | USD/TWD | NDF | M1 |
* BGC does not support EOM0 Tenor, so a legSettlDate equivalent to EOM0 must be provided and the LegSettlType must be set to BKN. |