Workflow
CLOB: MarketData
Supported Instruments
| Expand |
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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | refinitiv_sbe_udp,ExecutionVenue&&Comments&&client_role&&target_platform&&OrdType (SessionType == Orders)&&TimeInForce (SessionType == Orders)&&OrdType&&TimeInForce |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 16879622946481771321382888_-14738951921482482994 |
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| order | 0,1 |
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| hideControls | false |
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| inverse | false,false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue‚Hide columns |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | ebs_market_mdp3_sbe_udpcurrenex_itch |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 16444388471391772730050951_5160458022070999424 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PartyIDs |
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| page | PartyIDs |
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| type | page |
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Please refer to PartyIDs to view across all venues.
Regulatory Fields
| Expand |
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| Table Filter |
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| totalrow | ,,,, |
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| hidelabels |
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNewsparkline | false | separator | Point (.) |
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| ddSeparators | true |
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| default | ebs_market_mdp3refinitiv_sbe_udp |
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| isFirstTimeEnter | false |
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| cell-width | 250 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1771324954527_40546668 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labelsuserfilter | Venue |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| idupdateSelectOptions | 1644438860820_1234509028false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | RegulatoryFields |
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| page | Regulatory Fields |
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| type | page |
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Please refer to Regulatory Fields to view across all venues.
| Expand |
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| Table Filter |
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| totalrow | ,,,,, |
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| hidelabels |
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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNewsparkline | false | separator | Point (.) |
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| ddSeparators | true |
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| default | ebs_market_mdp3refinitiv_sbe_udp |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| false |
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| cell-width | 250 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1771322258858_-534183549 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false | id | 1644438874570_-791272394 |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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Please refer to Passthru Fields to view across all venues.
Details
...
Unscreened Data
The published market data is unscreened. Prices are not checked for bilateral credit and could include market best prices which cannot be matched by a particular counterparty.
...
| title | ConflationInterval and BookDepth |
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SecurityStatus Messages
- Conflation interval:
SnapshotConflationInterval, TradesFeedConflationInterval, SecurityDefinitionConflationInterval and IncRefreshConflationInterval are published as BodyPassthru fields in SecurityStatus
...
- message for each instrument.
...
- Market Depth: Market Depth is specific to each instrument and published
...
- as a
DepthOfBook BodyPassThru field in SecurityStatus message.
MarketData Messages
| Note |
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Please note that the DEMO environments only use test symbols. eg: GBP/XTS, XTS/JPY, XTS/CHF, EUR/XTS, AUD/XTS and XTS/CAD. |
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The MDEntrySize field is not provided by the venue on the Trades feed. Therefore, it will not be populated in the MarketDataIncrementalRefresh message when MDBookType is set to TradeTicker. If MDEntryType is TradingSessionHighPrice or TradingSessionLowPrice then MDEntrySize or NumberOfOrders are not populated as these fields are not provided by the venue. Trade and Statistics messages from the venue are unsequenced; therefore, only packet-level gap detection is possible. Detected gaps are indicated via an ErrorReport message. |
| Warning |
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To Do |