The Lab

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Comment: Published by Scroll Versions from this space and version 1.2.0

Table of Contents

Supported Products, OrderTypes and TimeInForce

Products

  • Spot 
  • Forwards 
  • NDF

Order Types

  • Market
  • Previously Quoted

Time in Force

  • IOC
  • FOK

Venue-side settings

  • Quote-based layers - the quantities shown are cumulative, and only one layer may be “hit” per quote.
  • Order-based layers - any quantity from any layer may be “hit” any number of times.


PartyIDs

Expand


VenueMessagePartyIDComments
gsfxQuoteRequest
ExecutionVenue

gsfxMassQuote
ExecutingFirmLEI

gsfxMassQuote
ExecutingUnitLocation

gsfxNewOrderMultileg
OrderOriginationTrader

gsfxNewOrderMultileg
OrderOriginationFirmLEI

gsfxNewOrderMultileg
ReportingEntity

gsfxNewOrderMultileg
ExecutionVenue

gsfxExecutionReport
ExecutingUnitLocation

gsfxExecutionReport
ExecutingFirmLEI


Regulatory Fields

Expand


VenueMessageParent GroupRegulatory KeyComments
gsfxMassQuote
NoBodyRegulatoryFields
MiFIDExecutingDecisionMakerAsAlgorithm

gsfxMassQuote
NoBodyRegulatoryFields
MiFIDExecutingDecisionMakerAsNaturalPerson

gsfxMassQuote
NoBodyRegulatoryFields
MiFIDInvestmentDecisionMakerAsAlgorithm

gsfxMassQuote
NoBodyRegulatoryFields
MiFIDInvestmentDecisionMakerAsNaturalPerson

gsfxMassQuote
NoBodyRegulatoryFields
MiFIDTradingCapacity

gsfxNewOrderMultileg
NoLegRegulatoryFields 
LegSFTRSecuritiesFinancingTransactionFlag

gsfxNewOrderMultileg
NoLegRegulatoryFields 
LegMiFIDISIN

gsfxNewOrderMultileg
NoLegRegulatoryFields 
LegSEFUSIPrefix

gsfxNewOrderMultileg
NoLegRegulatoryFields 
LegSEFUSI

gsfxNewOrderMultilegNoBodyRegulatoryFields
SEFDataRepository

gsfxExecutionReport
NoBodyRegulatoryFields
MiFIDExecutingDecisionMakerAsAlgorithm

gsfxExecutionReport
NoBodyRegulatoryFields
MiFIDExecutingDecisionMakerAsNaturalPerson

gsfxExecutionReport
NoBodyRegulatoryFields
MiFIDInvestmentDecisionMakerAsAlgorithm

gsfxExecutionReport
NoBodyRegulatoryFields
MiFIDInvestmentDecisionMakerAsNaturalPerson

gsfxExecutionReportNoBodyRegulatoryFields
MiFIDTradingCapacity


Passthru Fields

None.