The Lab

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Comment: Published by Scroll Versions from this space and version 1.1.16

Table of Contents


Pricing

Upon logon onto a pricing session, GTX will publish the security list, please see attached CSV below for reference. MF will send the client a SecurityStatus message for each FX currency pair from this list. GTX supports OrderDepth, and PriceDepth MDBookType.

GTX places MarketData entries into Scopes. There are three scopes defined as such:

Local: Interest only orders matchable immediately

National: Firm feeds matchable immediately

Global: Feeds that require validity check. Last Look.

It is possible to filter market data using scope. Please see Passthru below.

Orders

Supported Security Type:

Security Type

Tenor
SPT
NDFGTX only supports '1M' tenor for NDFs.


Supported OrderTypes:

OrderType

Market
Limit
Stop
StopLimit
Pegged


Supported TimeInForce:

TimeInForce

Day
GTC
IOC
GTD


IceBerg and Dark Orders

It is possible to make IceBerg Orders using HasExtendedFields[1].MaxShow. To make Dark orders simply make MaxShow = 0. MaxShow is ignored for IOC orders.

PassThru


Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
separatorPoint (.)
default360T_GTX
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1627003052206_850219774
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
namePassthruFields
page.Passthru Fields v1.1.15
typepage


Please refer to Passthru Fields for the full Enterprise table across all venues.

PartyIDs


Expand


Table Filter
inversefalse
default360T_GTX
isFirstTimeEnterfalse
sparkNameSparkline
columnVenue
datepatterndd M yy
id1627003099225_-1342499896
worklog365|5|8|y w d h m|y w d h m
isORAND
separatorPoint (.)
order0

Table Excerpt Include
namePartyIDs
page.PartyIDs v1.1.15
typepage


Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

Expand


Table Filter
inversefalse
default360T_GTX
isFirstTimeEnterfalse
sparkNameSparkline
columnVenue
datepatterndd M yy
id1627053964397_-1591664123
worklog365|5|8|y w d h m|y w d h m
isORAND
separatorPoint (.)
order0

Table Excerpt Include
nameRegulatoryFields
page.Regulatory Fields v1.1.15
typepage


Please refer to or Regulatory Fields for the full Enterprise table across all venues.

CurrencyPairs Supported by GTX

View file
nameCurrencyPairs.xls
height250