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Comment: Published by Scroll Versions from this space and version 1.5.44

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Details

MarketData

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).

Warning
titleUAT - SecurityStatus

It should be noted that some Edgewater instruments may be subject to calendar issues. These will be reported by Whisperer by means of ErrorReport messages.

Issues may occur when:

  • Instruments no longer supported by Edgewater may still be published as available, but with value date calendar updates disabled. E.g. AUDSGD, GBPPLN, GBPSGD, SGDJPY.
  • Transient calendar issues may affect individual instruments. 

Please contact Support for further information.