Workflow
CLOB: Orders
| Note |
|---|
|
OUCH is a binary trading protocol delivered over TCP. |
| Warning |
|---|
| title | Session Synchronisation |
|---|
|
By default persistence is disabled and contact Market Factory customer support to be configured for persistence. |
| 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. |
| Warning |
|---|
| title | CNX config - Minimum Order Size |
|---|
|
The minimum permitted order entry size is 40k in the Base currency, 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
...
GTC
IOC
...
Currenex order service does not support Term currency orders, only Base currency orders are permitted.
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.
...
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.