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Old Version 4

changes.mady.by.user Unknown User (michael.shapiro)

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New Version 5

changes.mady.by.user Matthew Whitaker

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Comment: Published by Scroll Versions from this space and version 1.3.0

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Workflow

Supported Security Type:

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Security Type

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Supported Tenor for NDF

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Supported MarketDepth:

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Market Depth

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Supported MDUpdateAction: (MarketDataIncrementalUpdate):

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MDUpdateAction

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Comment

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CLOB: MarketData and Orders.

Supported MarketDepth

  • PriceDepth
  • OrderDepth


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Warning
titleMDUpdateAction

In rare cases it is possible to receive a Delete message for an

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nonexistent market data entry.

Supported

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OrderType

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SecurityType

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Comment

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Supported TimeInForce:

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TimeInForce

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OrderType

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Comment

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Instruments

SecurityTypeOrdTypeTimeInForceLegSettlType
SPT

Limit


DAY

IOC

FOK

GFT

SPT
SPTMarket

IOC

FOK

SPT
SPTPegged

DAY

IOC

FOK

SPT
NDF

Limit


DAY

IOC

FOK

GFT

M1
NDFMarket

IOC

FOK

M1
NDFPegged

DAY

IOC

FOK

M1


Note
titleMinQty

MinQty can be specified for all Instruments listed above.


PartyIDs

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Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultFastmatchfastmatch_AutoExautoex
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1644246284641_850501527
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultfastmatch_autoex
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1644246261937_16274218981612541094634_-60475382
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePassthruFieldsRegulatoryFields
pagePassthru Regulatory Fields
typepage


Please refer to Passthru to or Regulatory Fields for the full Enterprise table across all venues.

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Passthru Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultFastmatchfastmatch_AutoExautoex
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id16125411715331644246304383_1654490559689189977
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDsPassthruFields
pagePartyIDsPassthru Fields
typepage


Please refer to Whisperer Enterprise - PartyIDs to Passthru Fields for the full Enterprise table across all venues.