Supported Security Type:
...
Security Type
...
Supported Tenor for NDF
...
Supported MarketDepth:
...
Market Depth
...
Supported MDUpdateAction: (MarketDataIncrementalUpdate):
...
MDUpdateAction
...
Comment
...
Workflow
CLOB: MarketData and Orders.
Supported Instruments
| Expand |
|---|
| Table Filter |
|---|
| totalrow | ,,,,,,,,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| sparkline | false |
|---|
| default | fastmatch_autoex,ExecutionVenue&&Comments&&client_role |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 250,250 |
|---|
| hideColumns | true |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1686923422776_1728310968 |
|---|
| order | 0,1 |
|---|
| hideControls | false |
|---|
| inverse | false,false |
|---|
| column | Venue |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue‚Hide columns |
|---|
| ddOperator | OR |
|---|
| datepattern | dd M yy |
|---|
| updateSelectOptions | false |
|---|
| worklog | 365|5|8|y w d h m|y w d h m |
|---|
| isOR | AND |
|---|
| | Table Excerpt Include |
|---|
| name | SupportedInstruments |
|---|
| merge-tables | true |
|---|
| page | Supported Instruments |
|---|
| type | page |
|---|
|
|
|
Please refer to Supported Instruments to view across all venues.
PartyIDs
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | fastmatch_autoex |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1644246284641_850501527 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDs |
|---|
| page | PartyIDs |
|---|
| type | page |
|---|
|
|
|
Please refer to PartyIDs to view across all venues.
Regulatory Fields
Supported OrderTypes:
...
OrderType
...
SecurityType
...
Comment
...
Supported TimeInForce:
...
TimeInForce
...
OrderType
...
Comment
...
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | Fastmatchfastmatch_AutoExautoex |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 16125410946341644246261937_-604753821627421898 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFieldsRegulatoryFields |
|---|
| page | Passthru Regulatory Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to Passthru Fields for the full Enterprise table to Regulatory Fields to view across all venues.
...
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | Fastmatchfastmatch_AutoExautoex |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 16125411715331644246304383_1654490559689189977 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDsPassthruFields |
|---|
| page | PartyIDsPassthru Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venuesPassthru Fields to view across all venues.
Details
Pricing
| Note |
|---|
|
Fastmatch treat publication of Trade messages as a separate paid service and they do not offer this in NDF MarketData. |
| Note |
|---|
|
| MinQty can be specified for all Orders Instruments listed above. |
| Warning |
|---|
|
FullAmount sessions must always have MDBookType as OrderDepth. Sweepable sessions can have MDBookType as either OrderDepth or PriceDepth. | Note |
|---|
| title | OrderDepth vs PriceDepth |
|---|
| OrderDepth : non aggregated price feed. PriceDepth : aggregated price feed. |
|
Trading
| Info |
|---|
|
As of 14 June 2022, clients must specify RegulatoryBodies.MAS = TRUE Fastmatch enables the trading of Non-Deliverable Forwards (NDFs) through its subsidiary Euronext Markets Singapore Pte Ltd, which has a Regulated Market Operator (RMO) license approved by the Monetary Authority of Singapore (MAS). Refer to https://www.euronextfx.com/products/ndf-trading Image Added for detail. |
MidDiscretionary Pegged Orders
MidDiscretionary orders are pegged orders with the discretion to match at a rate up to the mid-point price.
Clients interested in trading MidDiscretionary pegged orders should ensure the following conditions are met in the NewOrderMultileg:
PegPriceType = PrimaryPeg (PassivePeg)PegOffsetType = TicksBodyPassthruKey = MidDiscretionary and BodyPassthruValue = Y
| Note |
|---|
| title | FastMatch MidDiscretionary Pegged Orders Matching |
|---|
|
MidDiscretionary pegged orders float as a passive order at first. - When the attempt to match as a passive order fails, the order becomes an aggressor to match at a rate up to the mid-point, when an opposing order is available with the same entitlements.
- Every time the FastMatch BestBidOffer (BBO) changes, FastMatch attempts to match the MidDiscretionary orders at passive. When the attempt to match as a passive order fails, FastMatch tries to match the order at the mid-point.
- A MidDiscretionary order that floats at passive can match an aggressive order.
- A MidDiscretionary order that failed to match at passive, when attempts to match at mid-point, will only match a passive order.
|