Workflow
CLOB: Orders
| Note |
|---|
OUCH is a binary trading protocol delivered over TCP. Only Base currency orders are permitted. PendingFill is supported for clients exclusively trading OXO where liquidity is attached to an account. So it is not applicable for MF. |
| Warning |
|---|
|
By default persistence is disabled and contact Market Factory customer support to be configured for persistence. |
| Warning |
|---|
| title | MultilegOrderCancelReplace |
|---|
|
PartiallyFilled Orders cannot be Replaced.
If MultilegOrderCancelReplaceRequest is sent for PartiallyFilled Order, the replace request is Rejected and outstanding order is Cancelled. |
| Warning |
|---|
|
The minimum permitted order entry size is 40k in the base currency pair but this can vary depending on clients requirements. Please contact Market Factory customer support to confirm the minimum order entry size setting. |
Supported Instruments
...
Limit
Supported Instruments
| Expand |
|---|
| Table Filter |
|---|
| totalrow | ,,,,,,,,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| sparkline | false |
|---|
| default | currenex_ouch,ExecutionVenue&&MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&Products&&client_role&&MDBookType&&MDEntryType |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 250,250 |
|---|
| hideColumns | true |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1687963138287_-353571771 |
|---|
| order | 0,1 |
|---|
| hideControls | false |
|---|
| inverse | false,false |
|---|
| column | Venue |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue‚Hide columns |
|---|
| ddOperator | OR |
|---|
| datepattern | dd M yy |
|---|
| updateSelectOptions | false |
|---|
| worklog | 365|5|8|y w d h m|y w d h m |
|---|
| isOR | AND |
|---|
| | Table Excerpt Include |
|---|
| name | SupportedInstruments |
|---|
| merge-tables | true |
|---|
| page | Supported Instruments |
|---|
| type | page |
|---|
|
|
|
Please refer to Supported Instruments to view across all venues.
GTC
...
PartyIDs
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | currenex_ouch |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1664129385401_-1335648084 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDs |
|---|
| page | PartyIDs |
|---|
| type | page |
|---|
|
|
|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table to view across all venues.
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | currenex_ouch |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1664129437384_935109534 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | RegulatoryFields |
|---|
| page | Regulatory Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to or to Regulatory Fields for the full Enterprise table to view across all venues.
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | currenex_ouch |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1664129451829_-65047280 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
|---|
| page | Passthru Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to Passthru Fields for the full Enterprise table across all venues to view across all venues.
Details
| Info |
|---|
|
OUCH is a binary trading protocol delivered over TCP. |
| Warning |
|---|
| title | Modification of PartiallyFilled Orders is not allowed |
|---|
|
PartiallyFilled Orders cannot be Replaced.
If MultilegOrderCancelReplaceRequest is sent for PartiallyFilled Order, the new request is Rejected and the original order is Cancelled. |
| Info |
|---|
|
By default, the minimum permitted order entry size is 40k in the base currency, but this can be adjusted depending on client requirements. Please contact MarketFactory Contact if you wish to update this. |
Liquidity Configuration
Currenex offers co-mingled anonymous and disclosed execution in a single or multiple order books, depending on client configuration.
- Where trades are executed against disclosed counterparties, the
ExecutingFirm PartyID will be populated with the end-maker ID. - This information is not available for anonymous execution.