Page History
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- ICE (https://www.theice.com/)
- LME (https://www.lme.com/)
Supported Order Types and TIF
The following Order Types are certified with Fidessa:
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Exchange | XMIC | Location |
|---|---|---|
ICE Futures US | IFUS | Chicago |
ICE Futures Europe (Liffe) | IFEU | Chicago |
ICE Futures London | IFLL | London |
London Metal Exchange | XLME | London |
| Eurex | XEUR | Frankfurt (FR2) |
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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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.
ICE
ICE Product Codes are available at https://www.theice.com/products - There is a CSV file that can be downloaded from this page by clicking the “Product codes” link in the top right corner.
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https://www.theice.com/publicdocs/technology/Instrument_Naming_Convention.pdf
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.
Passthru Fields
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Overview
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