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Comment: Published by Scroll Versions from this space and version 1.4.20

Table of Contents

Workflow

CLOB: MarketData

Supported Instruments

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Please refer to Supported Instruments to view across all venues.

PartyIDs

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Please refer to PartyIDs to view across all venues.

Regulatory Fields

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Please refer to Regulatory Fields to view across all venues.

Passthru Fields

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Please refer to Passthru Fields to view across all venues.

Details

Note
titleMarketData

The published market data is unscreened. Prices are not checked for bilateral credit and could include market best prices which cannot be matched by a particular counterparty.


Note
titleConflationInterval and BookDepth

ConflationInterval for Snapshot, MDIncrementalRefresh, TradesFeed and SecurityDefinition are published in SecurityStatus / 35=f message for each instrument.

MarketDepth is specific to each instrument and published in SecurityStatus / 35=f message.


Note
titleDemo Environment

Please note that the DEMO environments only use test symbols.

eg: GBP/XTS, XTS/JPY, XTS/CHF, EUR/XTS, AUD/XTS and XTS/CAD.


Warning
titleStatistics Feed

To Do