Workflow
CLOB: MarketData
Supported Instruments
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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | currenex_now_itch,ExecutionVenue&&Products&&OrdType (SessionType == Orders)&&TimeInForce (SessionType == Orders)&&Comments&&client_role&&target_platform&&OrdType&&TimeInForce |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1687961627389_-2116123890 |
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| order | 0,1 |
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| hideControls | false |
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| inverse | false,false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue‚Hide columns |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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Please refer to Whisperer Enterprise - Supported Instruments for the full Enterprise table across all venues.
PartyIDs
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | currenex_now_itch |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1663928095289_2112249425 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PartyIDs |
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| page | PartyIDs |
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| type | page |
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | currenex_now_itch |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1663928125578_-1282207385 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | RegulatoryFields |
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| page | Regulatory Fields |
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| type | page |
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Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | currenex_now_itch |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1663928143030_-1598527081 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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Please refer to Passthru Fields for the full Enterprise table across all venues.
Details
Configuration
| Note |
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| title | UDP Network Protocol |
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Currenex_NOW_Itch supports UDP network protocol only. UDP sessions have lower latency, but are potentially subject to message loss. Subscriptions therefore utilise additional gap detection/recovery logic. Please refer to UDP/Multicast Market Data Feeds for additional detail. | Tip |
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| - PROD sessions are typically via cross connect, which should support UDP connections with minimal problems. Clients should consider disconnection/escalation if they see any ErrorReport or GapDetected events.
- UAT sessions may be via public Internet, which will lead to frequent message gaps over UDP.
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Subscription
| Warning |
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Please note that Currenex_NOW_Itch allows one subscription per currency pair. Currenex sends a SubscriptionReply with Type=Rejected when multiple subscription requests are made for the same currency pair. |
| Info |
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| title | Currenex_NOW Statistics |
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As well as the Depth of Book snapshots, the following Currenex_NOW statistics will be published on successful subscription: - Paid/Given With Bucketed Size
- Weighted Average Mid-Rate (WAMR) With ConfidenceFactor
- Mid-Activity Indicator
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Date Roll
For NZD pairs, Currenex rolls value date forward at 7 a.m (NZST/NZDT). For all other currency pairs (except those containing NZD), Currenex rolls value date forward at 5:00 pm (EDT/EST).
A SecurityStatus for each currency pair will be published with latest SettlDate for that instrument.