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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 | |
| NDF | GTX 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
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Please refer to Passthru Fields for the full Enterprise table across all venues.
PartyIDs
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
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Please refer to or Regulatory Fields for the full Enterprise table across all venues.
CurrencyPairs Supported by GTX
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