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GTX pricing is offered as an OrderDepth or PriceDepth MDBookType only.
GTX allows clients to filter market data according to the following scopes:
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Please see the Passthru section below for more details
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GTX OrderDepth book does not populate MDEntryTime. The priority of rungs with the same price level is only known by GTX. For PriceDepth books, GTX can aggregate scope. The consequence of this is rungs will be a mixture of Interest, Firm and LastLook. If you choose not to aggregate scope, Duplicate price level entries will be seen in the PriceDepth book. Fortunately, GTX can supply separate sessions for the different liquidity types, thus providing clean PriceDepth books. |
Orders
Supported SecurityTypes
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