Workflow
CLOB: Orders
| Info |
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OUCH is a binary trading protocol delivered over TCP. |
| Warning |
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| title | Session Synchronisation |
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By default Session Synchronisation is disabled by Currenex. So any lost messages from venue will not be replayed as MsgSeqNum is reset to 1 in the LogonResponse. If Session Synchronisation is enabled, Venue will not reset the MsgSeqNum and thus MF will send ResendRequest on gap detection for venue to replay/gapfill. Clients need to contact MarketFactory customer support to get the Persistence feature enabled in Currenex. |
| Warning |
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| title | Modification of PartiallyFilled Orders is not allowed |
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PartiallyFilled Orders cannot be Replaced.
If MultilegOrderCancelReplaceRequest is sent for PartiallyFilled Order, the new request is Rejected and the original order is Cancelled. |
| Warning |
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| title | CNX config - Minimum Order Size |
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The minimum permitted order entry size is 40k in the base currency, but this can vary depending on clients requirements. Please contact MarketFactory customer support to update the minimum order entry size setting. |
Supported Instruments
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Limit
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GTC
IOC
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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
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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 | currenex_ouch,ExecutionVenue&&MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&Products&&client_role&&MDBookType&&MDEntryType |
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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 | 1687963138287_-353571771 |
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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
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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 | currenex_ouch |
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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 | 1664129385401_-1335648084 |
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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 Whisperer Enterprise - PartyIDs for the full Enterprise table 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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| 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 | currenex_ouch |
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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 | 1664129437384_935109534 |
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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 or to Regulatory Fields for the full Enterprise table to view across all venues.
Passthru Fields
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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 | currenex_ouch |
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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 | 1664129451829_-65047280 |
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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
| Info |
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|
OUCH is a binary trading protocol delivered over TCP. |
| Warning |
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| title | Modification of PartiallyFilled Orders is not allowed |
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|
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.