The Lab

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Comment: Published by Scroll Versions from this space and version 1.1

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Order TypesSBE RepresentationICE supported TIF CombinationsLME Supported TIF Combinations
MarketOrdType = MarketGood For Day (DAY)Order Type Not Supported 
LimitOrdType = Limit

Good For Day (DAY)

Good Till Cancelled (GTC)

Immediate Or Cancel (IOC)

Fill or Kill (FOK)

Good Until Date (GTD)

Good For Day (DAY)

Good Till Cancelled (GTC)

Immediate Or Cancel (IOC)

Stop MarketOrdType = Stop

Good For Day (DAY)

Good Till Cancelled (GTC)

Order Type Not Supported
Stop LimitOrdType = StopLimit

Good For Day (DAY)

Good Till Cancelled (GTC)

Good Until Date (GTD)

Good For Day (DAY)

Good Till Cancelled (GTC)

Iceberg

OrdType = Limit +

HasExtendedOrderFields/MaxShow  

Good For Day (DAY)

Good Till Cancelled (GTC)

Good For Day (DAY)


Venues

The target venue for orders submitted via Fidessa is specified in the PartyRole/ExecutionVenue field as a MIC: 

Exchange

XMIC

ICE Futures US

IFUS

ICE Futures Europe (Liffe)

IFEU

ICE Futures London

IFLL

London Metal Exchange

XLME


Symbology

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.

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