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CLOB: Orders
DropCopy
Supported Instruments
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Venue does not replay messages correctly when MarketFactory gateway requested for a replay. This behavior behaviour leads to loss of Execution Reports if sequence number gap detected during venue logon. BGC are aware of this issue. |
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Execution Report (Calculated) - ExecID is of the form 'BK/SK'. Execution Report (Trade) - ExecID has 'T' prepended e.g. 'TBK/TSK' |
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Minimum order size for all symbols is 1M. Orders must be quantities of 1M. |
Supported Symbols
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Supported symbols and their TenorType, gathered from BGC on 17th July 2023. This is provided because BGC does not have a Market Data feed.
* BGC does not support EOM0 Tenor, so a legSettlDate equivalent to EOM0 must be provided and the LegSettlType must be set to BKN. |
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