The Lab

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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
titleSweepable vs FullAmount

Edgewater supports FullAmount and Sweepable market data. Please contact Market Factory support to set up the sessions as required.

FullAmount sessions must subscribe with MDBookType=OrderDepth (Non Aggregated).

Sweepable sessions can either have MDBookType=OrderDepth (Non Aggregated) or MDBookType=PriceDepth (Aggregated).