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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 MDBookTypeGTX pricing is offered as an OrderDepth MDBookType only.
GTX places MarketData entries into Scopes. There are three scopes defined as suchthe following Scopes:Local:
- Interest only orders matchable immediately ("Local")
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- Firm LP feeds matchable immediately
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- ("National")
- LastLook LP feeds that require validity check
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- ("Global").
It is possible to filter market data using scope. Please see Passthru below.
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Supported TimeInForce:
TimeInForce |
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| Day |
| GTC |
| IOC |
| FOK |
| GTD |
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| GFT |
In a GFT order, GTX does not take into account the EffectiveTime(168) for ExposureDuration(1629). ExposureDuration starts as soon as the gtx server receives the order regardless of EffectiveTime.
Iceberg and Dark Orders
It is possible to make IceBerg Iceberg Orders using HasExtendedFields[1].MaxShow. To make Dark orders simply make MaxShow = 0. MaxShow is ignored for IOC orders.
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