Workflow
MarketData and Orders.
Pricing
Supported Instruments
...
...
...
MDBookType
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MDEntryType
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PriceDepth
OrderDepth
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Bid
Offer
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PriceDepth
OrderDepth
...
Bid
Offer
| Note |
|---|
| title | Sweepable vs FullAmount |
|---|
|
Edgewater supports FullAmount and Sweepable market data. Please contact Market Factory support to set up the sessions as required. |
Orders
Supported Instruments
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SecurityType
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OrdType
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TimeInForce
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Limit
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IOC
FOK
...
IOC
FOK
| totalrow | ,,,,,,,,,,,, |
|---|
| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
|---|
| default | edgewater_markets,ExecutionVenue&&client_role&&target_platform |
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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 | 1687982901020_-233459931 |
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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 |
|---|
| | Table Excerpt Include |
|---|
| name | SupportedInstruments |
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| merge-tables | true |
|---|
| page | Supported Instruments |
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| type | page |
|---|
|
|
|
Please refer to Supported Instruments to view across all venues.
...
M1
EOM0 (BRL only)
Limit
...
IOC
FOK
...
M1
EOM0 (BRL only)
...
IOC
...
PartyIDs
| Expand |
|---|
| Table Filter |
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| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | edgewater_markets |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
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| id | 1644496551358_1158036607 |
|---|
| 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 |
|---|
| page | PartyIDs |
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| type | page |
|---|
|
|
|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table to view across all venues.
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | edgewater_markets |
|---|
| isFirstTimeEnter | false |
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| userfilter | Venue |
|---|
| datepattern | dd M yy |
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| id | 1644496561709_905084731 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
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| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| 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
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | edgewater_markets |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1644496578182_-1754792369 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
|---|
| page | Passthru Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to Passthru Fields for the full Enterprise table across all venues to view across all venues.
Details
MarketData
| Note |
|---|
| title | Sweepable vs FullAmount |
|---|
|
Edgewater supports FullAmount and Sweepable market data. Please contact Market Factory support to set up the sessions as required. FullAmount sessions must subscribe with MDBookType=OrderDepth (Non Aggregated). Sweepable sessions can either have MDBookType=OrderDepth (Non Aggregated) or MDBookType=PriceDepth (Aggregated). |
| Info |
|---|
|
For PriceDepth subscriptions, this venue associates the MDEntryID with a given price level - not the price. As such, an individual ID will have a much longer lifetime than the subscriber may otherwise expect. For example, an ID associated with the Top of Book Bid will only be deleted in the unlikely scenario that Bid liquidity should be completely removed for that instrument. |
| Warning |
|---|
| title | UAT - SecurityStatus |
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|
It should be noted that some Edgewater instruments may be subject to calendar issues. These will be reported by Whisperer by means of ErrorReport messages. Issues may occur when: - Instruments no longer supported by Edgewater may still be published as available, but with value date calendar updates disabled. E.g. AUDSGD, GBPPLN, GBPSGD, SGDJPY.
- Transient calendar issues may affect individual instruments.
Please contact Support for further information. |
| Note |
|---|
| title | LastSpotRate & LastForwardPoints |
|---|
|
LastSpotRate or LegLastForwardPoints are not available for FWD and NDF. |