The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.3.1

...

CLOB: MarketData and Orders.

...

Pricing

Supported Instruments

SecurityTypeLegSettlType

MDBookType

MDEntryType

SPTSPT

PriceDepth

OrderDepth

Bid

Offer

Trade

NDFM1

PriceDepth

OrderDepth

Bid

Offer


Note
titleTrade events

Fastmatch treat publication of Trade messages as a separate paid service and they do not yet offer support for NDF.


Warning
titleMDUpdateAction

In rare cases it is possible to receive a Delete message for an nonexistent market data entry.

Orders

Supported Instruments

LegSettlType
SecurityTypeLegSettlTypeOrdTypeTimeInForce
SPTSPT

Limit


DAY

IOC

FOK

GFT

SPTSPTMarket

IOC

FOK

SPTSPTPegged

DAY

IOC

FOK

SPTNDFNDFM1

Limit


DAY

IOC

FOK

GFT

NDFM1NDFMarket

IOC

FOK

NDFM1NDFPegged

DAY

IOC

FOK

M1


Note
titleMinQty

MinQty can be specified for all Instruments listed above.

...