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Comment: Published by Scroll Versions from this space and version 1.4.22

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Warning

Please note that On-SEF NDF Tailored Order Book feature is not supported by the MarketFactory API.

Clients are advised to contact the MarketFactory Delivery Team incase they would like to participate in trading the Tailored Order Book. 

Order Matching and Reconciliation

Note
titleOrder Matching and Reconciliation

 iLink3 can report multiple trades in a single Execution Report message as explained in the links below;

https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+Binary+Order+Entry+-+EBS+Market+on+CME+Globex#iLink3BinaryOrderEntryEBSMarketonCMEGlobex-FillorKill(FOK) and

https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+CPT+Reconciliation


In such cases, Enterprise gateway generates multiple ExecutionReports, with OrderEventExecID from the individual match event  appended to the ExecID in the format described below.

	ExecID = ExecID:OrderEventExecID

Clients can use the second part of ExecID, after ":", to reconcile with the CPT Dropcopy reports. 


Please note: Client order with TimeInForce=FOK will either be filled in full or eliminated at all times. It is possible that such orders, can have more than one matching event, resulting in more than one ExecutionReports to clients.


FAK/FOK Credit Enhancements

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