The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.5.55

...

Expand


Table Filter
totalrow,,,,,,,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultebs_market_mdp3_sbe,ExecutionVenue&&OrdType(OrderSession)&&TimeInForce(OrderSession)&&Comments&&client_role&&OrdType (SessionType == Orders)&&target_platform&&TimeInForce (SessionType == Orders)&&OrdType&&TimeInForce
isFirstTimeEnterfalse
cell-width250,250
hideColumnstrue
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1687961833651_-444016852
order0,1
hideControlsfalse
inversefalse,false
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue‚Hide columns
ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalse
worklog365|5|8|y w d h m|y w d h m
isORAND

Table Excerpt Include
nameSupportedInstruments
merge-tablestrue
pageSupported Instruments
typepage


Please refer to Supported Instruments to view across all venues.

...

Product Name

Symbol

SecurityGroup

Euro / US Dollar Spot FXEUR/USDFXSpot+
US Dollar / Canadian Dollar Spot FXUSD/CADFXSpot+
British Pound / US Dollar Spot FXGBP/USDFXSpot+
Australian Dollar / US Dollar Spot FXAUD/USDFXSpot+
US Dollar / Japanese Yen Spot FXUSD/JPYFXSpot+
US Dollar/Swiss Franc Spot FXUSD/CHFFXSpot+
New Zealand Dollar/US Dollar Spot FXNZD/USDFXSpot+
US Dollar / Mexican Peso Spot FXUSD/MXNFXSpot+


Note
  • The product thresholds and limits published in SecurityStatus message are specified in base currency.
  • Liquidity for FXSpot+ orders can be from other FXSpot+ orders, or from FXLink spread orders. It is therefore possible for MDEntrySize to be a non-rounded amount indicating implied liquidity.
  • If an order is partially filled, and the remaining quantity falls below the Minimum Order cancel threshold for the product, the remaining order will be canceled by CME.


Conditional Price Increment

Note

Whisperer clients will receive the below fields as BodyPassthru in the SecurityStatus messages for the products eligible for Conditional Price Increment:

  • AltMinPriceIncrement
  • AltMinQuoteLife
  • AltPriceIncrementConstraint
  • MaxBidAskConstraint

Supported instruments, minimum tick, and minimum quote life as per the Conditional Price Increment CME confluence page.

With this launch, the price dissemination precision for the eligible EBS products will be increased from 5dp to 6dp.

...