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All the certification and tests are limited to ICE and LME exchanges only. New exchanges and their supported Order Types will need to be certified with Fidessa.
Supported Message Types
| Direction | SBE Message Type | Description |
|---|---|---|
| Client → MF | NewOrderMultileg (AB) | New order instruction |
| Client → MF | MultilegOrderCancelReplaceRequest (AC) | Amend order instruction |
| Client → MF | OrderCancelRequest (F) | Cancel order instruction |
| Client → MF | ExecutionAck (BN) | Indicating DontKnow on a trade. ExecutionAck message with ExecAckStatus = Rejected |
| MF → Client | ExecutionReport (8) | Execution Report indicating Accepted, Rejected, Replaced, Cancelled, Trade |
| MF → Client | OrderCancelReject (9) | Reject on an OrderCancelReplaceRequest or OrderCancelRequest |
Supported Order Types and TIF
The following Order Types are certified with Fidessa
| Order Types |
|---|
| Market |
| Limit |
| Stop |
| Stop Limit |
| Iceberg |
| Time In Force |
|---|
| Good For Day |
| Good Till Cancelled |
| Immediate Or Cancel |
| Fill Or Kill |
| Good Until Date |
Supported Order Types and Time in Force values on ICE and LME
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