The Lab

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Table of Contents

Workflow

Taker ESP.

Supported Instruments

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Table Excerpt Include
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Please refer to Supported Instruments to view across all venues.

PartyIDs

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Table Excerpt Include
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Please refer to PartyIDs to view across all venues.

Regulatory Fields

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Please refer to or Regulatory Fields to view across all venues.

Passthru Fields

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Please refer to Passthru Fields to view across all venues.

Details

Note
titleSweepable vs FullAmount
  • Sweepable - "Order-based layers" - any quantity from any layer may be hit any number of times. VWAP orders are supported.
  • FullAmount - "Quote-based layers" - the quantities shown are cumulative, and only one layer may be hit per quote.


Note
titleMarket Orders

The API supports Market orders as well but there are a few issues that the venue is trying to resolve.