The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

Table of Contents

The certification are completed on ICE (https://www.theice.com/) and LME (https://www.lme.com/) exchanges. Please contact Market Factory to trade on other venues. 


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 

https://library.tradingtechnologies.com/user-setup/ice-supported-order-types.html

https://library.tradingtechnologies.com/user-setup/lme-supported-order-types.html



LME:

The LME product contract code that represents metal or contract. The first 2 characters represent the Venue Product Code, The 3rd character represents the currency.

Example : 

Image Added

LME publishes Tradable Instrument File as per the  documentation https://www.lme.com/-/media/Files/About/Regulation/Mifid-ii/Tradeable-Instrument-File-(TIF)-Specification-v1,-d-,11.pdf?la=en-GB


ICE: 

<TODO : to confirm how ICE Symbologies are constructed>


PartyIDs

Please refer to either Fidessa - PartyIDs, or Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

...