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changes.mady.by.user Matthew Whitaker

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Comment: Published by Scroll Versions from this space and version 1.5.10

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Please refer to Passthru Fields to view across all venues.

Details

Note
titleMandatory Fields

OrderOriginationTrader must be populated with OEOID for NDFs: 

OEOID ("Order Entry Operator ID") and will be required for all NDF Quote messages from Makers, and all NDF  NewOrderMultileg, MultilegOrderCancelReplaceRequest and OrderCancelRequest messages from Takers. Please send your OEOID as the PartyID for  PartyRole OrderOriginationTrader. Cboe will reject NDF messages that do not populate OEOID

Settlement and MaturityDates:

For NDFs on Cboe SEF as a Taker, it is mandatory for the Client to send LegSettlDate and LegMaturityDate in the NewOrderMultileg message. This information is sent to the Client as part of the SecurityStatus message in corresponding ITCH/Bookfeed sessions.

Taker

On  CboeFX Taker Feeds, the Client can send Day and IOC orders. Market Day orders are supported on SPT ECN but not on NDF ECN.

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