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changes.mady.by.user Chandana Varsha

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changes.mady.by.user Matthew Whitaker

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Comment: Published by Scroll Versions from this space and version 1.5.78

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Warning
titleMessage Replay

Venue does not replay messages correctly when MarketFactory gateway requested for a replay. This behaviour leads to loss of Execution Reports if sequence number gap detected during venue logon.

BGC are aware of this issue.

Warning
titleExecID Patterns

Execution Report (Calculated) - ExecID is of the form 'BK/SK'.

Execution Report (Trade) - ExecID has 'T' prepended e.g. 'TBK/TSK'

Info
iconfalse
titleMinimum order size

Minimum order size for all symbols is 1M. Orders must be quantities of 1M.

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