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fxall_activetrading is the Taker API for FXall OrderBook ECN which is a CLOB ECN for spot. Data is supplied as a MarketData API.
Session Information
Pricing session is weekly, Market data servers are available between 3 pm NY time Sunday to 5 pm NY time Friday.
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Supported Instruments
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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 | fxall_activetrading,ExecutionVenue&&Comments&&target_platform&&client_role |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1688053039254_-1828276581 |
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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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| totalrow | ,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| disableSave | false |
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| separator | Point (.) |
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| sparkline | false |
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| labels | Venue |
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| default | fxall_activetrading |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1688051944664_-2033742731 |
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| updateSelectOptions | false |
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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
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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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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| disableSave | false |
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| separator | Point (.) |
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| sparkline | false |
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| labels | Venue |
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| default | fxall_activetrading |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1688051980375_-1175073478 |
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| updateSelectOptions | false |
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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.
Passthru Fields
| Note |
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Currently Whisperer Enterprise does not have a date rollover mechanism. If you would like to get updated SecurityStatus messages you must logout and back in after the date rollover. |
Order sessions are recycled daily : Sunday 3 pm NY time to Monday 5 pm NY . FXall block any connections for 20 minutes for each recycle. So Monday 5:20 pm NY to Tuesday 5 pm NY … until Friday 5 pm NY time.
FXall also support weekly Order sessions with a week long running server.
| Info |
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For WhispererEnterprise we prefer to have the weekly Order sessions set up with FXall |
Supported Security Type
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Security Type
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| Note |
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The FXall spec indicates that NDFs are supported but they are not for the OrderBook ECN |
Supported OrderTypes
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OrderType
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SecurityType
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Comment
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| Info |
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LegAllocAccount must be supplied for this venue. |
Supported TimeInForce
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TimeInForce
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OrderType
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Comment
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Supported ExtendedOrderFields
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| Note |
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EffectiveTime: not supported by Venue. Use 19700101-00:00:00 if using FIX to set to Null. |
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| Expand |
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| Table Filter |
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| hideControls | true |
|---|
| inverse | false |
|---|
| totalrow | ,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
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| sparkline | false |
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| labels | Venue |
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| default | fxall_activetrading |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1688051998836_-1981453883 |
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| updateSelectOptions | false1620723946080_310818924 |
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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 for the full Enterprise table across all venues to view across all venues.
Details
Supported ExtendedOrderFields
| Supported | Note |
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| MinQty |
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| MaxShow | A value of 0 can be supplied to have a hidden order |
| DiscretionOffsetValue |
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| Note |
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EffectiveTime: not supported by Venue. Use 19700101-00:00:00 if using FIX to set to Null. |