The Lab

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changes.mady.by.user Hymavathi Velagapudi

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changes.mady.by.user Renghanath Natarajan

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Comment: Published by Scroll Versions from this space and version 1.5.79

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VenueMessageNoStrategyParameterNameNoStrategyParameterTypeVenue CommentMarketFactory Comments
cboefx_fixproxyNewOrderMultiLegAlgoUrgencyIntLow(0), Medium(1) or High(2)
Default: Low for Algo Sessions.		For Algo orders
cboefx_fixproxyNewOrderMultiLegAlgoUrgentLimitPricePrice
For Algo orders
cboefx_fixproxyNewOrderMultiLegAlgoSuspendLimitPricePrice
For Algo orders


Warning
titleCBOE FX Central No Longer Supported

CBOE has shut down its “CBOE FX Central” offering. The last day of trading was 2025-11-14.

Maker

QuoteLayers

NDF: By default QuoteLayers are available for NDF and Cboe does not recommend more than 3 layers.

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Note
titleUnderlyingQty

All possible MDEntrySizes are under UnderlyingQty section of QuoteRequest message sent to Client

CboeCentral Taker

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Collapse to Mid Pegged Orders

Collapse to Mid (CTM) orders are Pegged Orders with the discretion to match at the ECN-defined mid-point price.

Clients interested in trading CTM pegged orders should ensure the following conditions are met in the NewOrderMultileg:

  • PegPriceType = MarketPeg (AggressivePeg)
  • PegOffsetType = Price
  • BodyPassthruKey = CollapseToMid and BodyPassthruValue = Y


Note
titleCTM Pegged Orders Matching Criteria
  • CTM Pegged Orders will compete to match at the ECN-defined mid-point price from the start.
  • CTM Pegged Orders will match opposing orders with the same entitlement.

Please refer to Order Management#PeggedOrders for more details.

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