The Lab

Expand all   Collapse all

Versions Compared

Old Version 15

changes.mady.by.user Renghanath Natarajan

Saved on

compared with

New Version 16

changes.mady.by.user Renghanath Natarajan

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.5.4

...

Note
titleLegSettlDate/LegMaturityDate

For products which have an early trade date roll which moves the trade date to the following week, eg, PHP, CME will not publish updated instrument definition until start of the new session on Sunday.

In this case, the LegSettlDate and MaturityDate will be be NULL for these products for the intervening period from the trade date roll to Friday close.


Warning
titleUnknown price updates from EBS

Due to Credit exhaustion, EBS can send a duplicate new price level or a change or a delete event for a price level that did not exist in the book. MarketFactory book manager will handle the unknown updates as described in the table below:

ScenarioEBS MDUpdateAction [to MF]MF MDUpdateAction [to Client]

Duplicate New

Received a New price level from EBS, and EBS failed to send a Delete due to credit issues, followed by a New for the same price level.

NewChange

Unknown Change

MF did not receive the New price level from EBS but received the Change event.

ChangeNew

Unknown Delete

MF did not receive the New price level due to credit issues but received the Delete event for the price that did not exist in the book.

DeleteDropped, not published to client.


Precious Metals

If you wish to trade Precious Metals, you must ensure that you specify the correct Symbol and SecurityGroup combination for the instrument. 

...