Workflow
CLOB: Orders.
Supported Instruments
| SecurityType | OrdType | TimeInForce | LegSettlType |
|---|
| SPT | Limit
| DAY GTC GTD GFT IOC | SPT |
| SPT | Pegged | DAY GTC GTD GFT IOC | SPT |
| Note |
|---|
IOC orders are always VWAP when the SecurityGroup is Index. |
SecurityGroup
Cürex has three liquidity pools that are accessible. These are:
| SecurityGroup | Description |
|---|
| Index | Traditional Curex FX ECN liquidity pool. This is the default market if SecurityGroup not supplied. |
| Large | Large liquidity is for full-amount trading. Only Limit IOC orders are permitted. |
| P2P | Peer to Peer market. This is structured as a venue for algorithmic platforms of participating banks independent of the existing Cürex FX ECN liquidity pool. - Only limit orders are accepted.
- Participants should consider the prevailing Cürex mid‐rate when placing orders as limit order prices will affect the likelihood of matching at the mid‐rate.
- A maximum order size of 100 million (CCY1 only) is enforced.
- Orders are always executed at the mid‐rate available at the time of the match.
- Mid‐rates that require rounding are rounded in favor of the resting order received first.
- Matches occur in a strict time priority order (FIFO).
|
NoStrategyParameters
TWAP Orders are also supported using the NoStrategyParameters. The order becomes a TWAP when any TWAP field is added.
| Expand |
|---|
| Venue | Message | NoStrategyParameterName | NoStrategyParameterType | Venue Comment | MarketFactory Comments |
|---|
| curex_orders | NewOrderMultiLeg | PegRoundDirection | String | If the calculated peg price is not a valid price for this market, PegRoundDirection 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. | For Peg orders |
|---|
| curex_orders | NewOrderMultiLeg | TWAPSize | Qty | The increments in which the system will attempt to execute the order. | For TWAP order |
|---|
| curex_orders | NewOrderMultiLeg | TWAPSizeVariance | Percentage | The percentage within which the size can vary up or down. Must be expressed as a double. e.g. 0.2 | For TWAP order |
|---|
| curex_orders | NewOrderMultiLeg | TWAPSizeRound | Boolean | Whether or not the size should be rounded to the nearest 1M for each order slice. | For TWAP order |
|---|
| curex_orders | NewOrderMultiLeg | TWAPTimeInterval | Int | Time period during which the system will attempt to execute the order. Must be expressed in milliseconds. | For TWAP order |
|---|
| curex_orders | NewOrderMultiLeg | TWAPTimeVariance | Percentage | The percentage within which the time period can vary up or down. Must be expressed as a double. e.g. 0.30 | For TWAP order |
|---|
|
PartyIDs
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | curex_orders |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1644234354594_1242452762 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDs |
|---|
| page | PartyIDs |
|---|
| type | page |
|---|
|
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|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | curex_orders |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1644234308097_489849066 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | RegulatoryFields |
|---|
| page | Regulatory Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | curex_orders |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1644234385450_-469987615 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
|---|
| page | Passthru Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to Passthru Fields for the full Enterprise table across all venues.