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changes.mady.by.user Hymavathi Velagapudi

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Comment: Published by Scroll Versions from this space and version 1.4.11

Table of Contents

Workflow

CLOB: Orders

Note
titleOUCH Binary API

OUCH is a binary trading protocol delivered over TCP.

Warning
titleSession Synchronisation

By default Session Synchronisation is disabled by currenex. So any lost messages from venue will not be replayed as venue will reset the sequence number in the LogonResponse to 1.

If Session Synchronisation is enabled, Venue will not reset the sequence number and thus MF can detect the gap and will send ResendRequest for venue to replay/gapfill.

Clients need to contact Market Factory customer support to get the Persistence feature enabled in currenex. 

Warning
titleModification 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
titleCNX 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 update the minimum order entry size setting.

Supported Instruments

...

Limit

...

GTC

IOC

...

titleTrading Constraints

Currenex order service does not support Term currency orders, only Base currency orders are permitted.

MarketFactory does not support Currenex OXO trading (orders crossing orders trading). OXO is where clients wish to trade against anonymous liquidity and once matched trades are immediately executed. Also OXO trading is where liquidity is attached to an account

Supported Instruments

Expand


Table Filter
totalrow,,,,,,,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultcurrenex_ouch,ExecutionVenue&&MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&Products&&client_role&&MDBookType&&MDEntryType
isFirstTimeEnterfalse
cell-width250,250
hideColumnstrue
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1687963138287_-353571771
order0,1
hideControlsfalse
inversefalse,false
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue‚Hide columns
ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalse
worklog365|5|8|y w d h m|y w d h m
isORAND
Table Excerpt Include
nameSupportedInstruments
merge-tablestrue
pageSupported Instruments
typepage


...

Please refer to Supported Instruments to view across all venues

.


PartyIDs

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultcurrenex_ouch
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1664129385401_-1335648084
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table to view across all venues.

Regulatory Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultcurrenex_ouch
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1664129437384_935109534
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


Please refer to or to Regulatory Fields for the full Enterprise table  to view across all venues.

Passthru Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultcurrenex_ouch
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1664129451829_-65047280
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage


Please refer to Passthru Fields for the full Enterprise table across all venues to view across all venues.

Details

Info
titleOUCH Binary API

OUCH is a binary trading protocol delivered over TCP.


Warning
titleModification 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
titleMinQty

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.