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changes.mady.by.user Sadat Tafader

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changes.mady.by.user Matthew Whitaker

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Comment: Published by Scroll Versions from this space and version 1.4.35

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Please refer to Passthru Fields to view across all venues.

Details

Warning
titleLogon Retry Interval

On receiving a logout, it is recommended that clients wait for a minimum of 15 seconds before retrying the logon. A faster logon attempt will be treated as spam by the venue and blocked. 

Note
  • In case of Maker receiving orders with OrdQty having decimal value, Trade will timeout if the OrderQty (38) has been changed or rounded to the nearest dollar. 
  • Execution Report sent with price/qty/etc different from order, the ExecutionReport will not be accepted and will result in Business Reject.

Quoting Model

Most Market-making venues expect the liquidity provider to provide a  complete volume ladder per subscription, typically via MassQuote or MarketDataSnapshotFullRefresh messages.

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For NZD pairs, Currenex rolls value date forward at 7 a.m (NZST/NZDT). For all other currency pairs (except those containing NZD), Currenex rolls value date forward at 5:00 pm (EDT/EST).A SecurityStatus for each currency pair will be published with latest SettlDate for that instrument.