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Table of Contents

Workflow

TODO

Supported Instruments

CLOB: Orders

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Supported Instruments

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Please refer to Supported Instruments to view across all venues.

...

PartyIDs

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

Details

Warning
titleSession Types: Midfx vs NoRegrets

There are two types of BGC sessions. In MidFX all orders fill in the midpoint. The Limit price is ignored. Orders cannot be cancelled within the first 10 seconds in this session.

In a NoRegrets session, limit orders are allowed and orders can be cancelled immediately. Only SPT orders are supported on this session.


Warning
titleMessage Replay

Venue does not replay messages correctly when MarketFactory gateway requested for a replay. This behaviour leads to loss of Execution Reports if sequence number gap detected during venue logon.

BGC are aware of this issue.

Warning
titleExecID Patterns

Execution Report (Calculated) - ExecID is of the form 'BK/SK'.

Execution Report (Trade) - ExecID has 'T' prepended e.g. 'TBK/TSK'

Info
iconfalse
titleMinimum order size

Minimum order size for all symbols is 1M. Orders must be quantities of 1M.

Supported Symbols

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titleSupported Symbols

Supported symbols and their TenorType, gathered from BGC on 17th July 2023.

This is provided because BGC does not have a Market Data feed.

Symbol

SecurityType

TenorType

EUR/CHF

SPT

SPT

EUR/GBP

SPT

SPT

EUR/JPY

SPT

SPT

EUR/USD

SPT

SPT

GBP/USD

SPT

SPT

USD/CAD

SPT

SPT

USD/CHF

SPT

SPT

USD/JPY

SPT

SPT

EUR/NOK

SPT

SPT

EUR/SEK

SPT

SPT

AUD/USD

SPT

SPT

EUR/DKK

SPT

SPT

USD/SGD

SPT

SPT

NZD/USD

SPT

SPT

USD/HKD

SPT

SPT

USD/ZAR

SPT

SPT

USD/TRY

SPT

SPT

EUR/CZK

SPT

SPT

EUR/HUF

SPT

SPT

EUR/PLN

SPT

SPT

USD/MXN

SPT

SPT

XAU/USD

SPT

SPT

USD/CNH

SPT

SPT

USD/RUB

SPT

SPT

USD/ILS

SPT

SPT

AUD/NZD

SPT

SPT

USD/THB

SPT

SPT

EUR/AUD

SPT

SPT

USD/BRL

NDF

BKN*

USD/ARS

NDF

M1

USD/CLP

NDF

M1

USD/CNY

NDF

M1

USD/COP

NDF

M1

USD/IDR

NDF

M1

USD/INR

NDF

M1

USD/KRW

NDF

M1

USD/MYR

NDF

M1

USD/PEN

NDF

M1

USD/PHP

NDF

M1

USD/RUB

NDF

M1

USD/TWD

NDF

M1

* BGC does not support EOM0 Tenor, so a legSettlDate equivalent to EOM0 must be provided and the LegSettlType must be set to BKN.