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SecurityStatus Messages
Security Status SecurityStatus messages communicate static attributes of each instrument supported by the Venue and are delivered on successful connection to a CLOB Pricing session.
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The usage of specific fields is elaborated below:
ContractMultiplier- This is aka Lot SIze. whilst there are a few FX venues to allow the client to trade standardised contracts (e.g. LMAX), this is primarily present for trading Futures on venues such as the CME. For most venues, the contract multiplier returned will be 1.0.MinQty- This is the minimum allowed Order size for the Venue. given that the venue may be trading in terms of contracts, the client may safely assume that this quantity is expressed in ‘nominal’ units (e.g. contracts) and not in total units.
EndMarker Messages
An EndMarker message is sent by Whisperer to mark the end of the initial set of SecurityStatus messages sent after the venue session is established. It serves as an indication to the Client that the status of all available instruments has been published.
MarketData Messages
Snapshot vs Incremental Updates
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Overview
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