...
GTX pricing is offered as an OrderDepth MDBookType only.
GTX places MarketData entries into allows clients to filter market data according to the following Scopesscopes:
- "Interest" only orders matchable immediately (
- "LocalFirm" )Firm LP feeds matchable immediately (
- "NationalLastLook" )LastLook LP feeds that require validity check ("Global").
It is possible to filter market data using scope. Please see the Passthru section below .for more details
Orders
Supported
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SecurityTypes
Security Type | TenorNotes |
|---|
| SPT | - |
| NDF | '1M' tenor for NDFs-
LegSettlType "M1" for NDFs. LegSettlCurrency must be 'USD' for NDF orders.
|
Supported
...
OrderTypes
OrderType |
|---|
| Market |
| Limit |
| Stop |
| StopLimit |
| Pegged |
...
Pegged Orders
If the Limit Price is populated, then the Limit Price will be pegged, otherwise the specified StopPx will be pegged.
Please see StrategyParameters section below for custom Peg fields.
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.
Supported TimeInForces
TimeInForce |
|---|
| Day |
| GTC |
| IOC |
| FOK |
| GTD |
| GFT |
In a GFT order, GTX does not take into account the EffectiveTime(168) for ExposureDuration(1629). ExposureDuration starts as soon as the gtx GTX server receives the order regardless of EffectiveTime.
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.
...
MultilegOrderCancelReplaceRequest
If DiscretionOffsetValue(389) is omitted, the value from the original order will be removed i.e. this tag needs to be explicitly specified every time an order is replaced.
StrategyParameters
| Expand |
|---|
| Venue | Message | ParentGroup | StrategyParameterName | StrategyParameterType | Venue Comment | MarketFactory Comment |
|---|
| 360T_GTX | NewOrderMultiLeg | NoStrategyParameters | PegMoveType | String | Describes whether peg is static/fixed or floats. Valid values: 'Float' (default) 'Fixed' | Optional
|
|---|
| 360T_GTX | NewOrderMultiLeg | NoStrategyParameters | PegRoundDirection | String | If the calculated peg price is not valid price for this market, specifies whether to round the price to be more or less aggressive. 'MoreAggressive': on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick. 'MorePassive': on a buy order round the price down to the nearest tick; on a sell order round the price up to the nearest tick. | Optional |
|---|
| 360T_GTX | NewOrderMultiLeg | NoStrategyParameters | PegScope | String | The scope of the 'related to' price of the peg: 'Global': default, peg to any tradable price. 'ExcludeLocal': When calculating peg price exclude local interest only orders (LocalScope) which may be small or otherwise not indicative of true market price. | Optional |
|---|
| 360T_GTX | NewOrderMultiLeg | NoStrategyParameters | RateSource | String | Determines whichbid/offer and midpoint is pegged
REF2_BBO(default): peg to the GTX Reference Contributor pool bid/offer/mid | Optional |
|---|
| 360T_GTX | NewOrderMultiLeg | NoStrategyParameters | PegOffsetNegatedIfSelling | Boolean | If Y, causes GTX to automatically negate the PegOffsetValue for SELL(Base Currency)/ Buy(Quote Currency),
orders, so that the client application can provide the same peg parameters for all orders. | Optional |
|---|
|
Passthru
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| separator | Point (.) |
|---|
| default | 360T_GTX |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1627003052206_850219774 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| name | PassthruFields |
|---|
| page | .Passthru Fields v1.1.15 |
|---|
| type | page |
|---|
|
|
|
Please refer to Passthru Fields for the full Enterprise table across all venues.
PartyIDs
| Expand |
|---|
| Table Filter |
|---|
| inverse | false |
|---|
| default | 360T_GTX |
|---|
| isFirstTimeEnter | false |
|---|
| sparkName | Sparkline |
|---|
| column | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1627003099225_-1342499896 |
|---|
| worklog | 365|5|8|y w d h m|y w d h m |
|---|
| isOR | AND |
|---|
| separator | Point (.) |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| name | PartyIDs |
|---|
| page | .PartyIDs v1.1.15 |
|---|
| type | page |
|---|
|
|
|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| inverse | false |
|---|
| default | 360T_GTX |
|---|
| isFirstTimeEnter | false |
|---|
| sparkName | Sparkline |
|---|
| column | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1627053964397_-1591664123 |
|---|
| worklog | 365|5|8|y w d h m|y w d h m |
|---|
| isOR | AND |
|---|
| separator | Point (.) |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| name | RegulatoryFields |
|---|
| page | .Regulatory Fields v1.1.15 |
|---|
| type | page |
|---|
|
|
|
Please refer to or Regulatory Fields for the full Enterprise table across all venues.
| View file |
|---|
| name | CurrencyPairs.xls |
|---|
| height | 250 |
|---|
|