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Comment: Published by Scroll Versions from this space and version 1.5.79

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CLOB: MarketData

Info
titleCboeFX Central

CboeFX Central has the following differences from the other CboeFX platforms:

  • Clients connected to the Cboe FX Central order book can track the delay channel they are currently consuming market data from, per subscription. Refer to Passthru FIelds for details.
  • CboeFX Central Sessions configured for self-identification will have an indication in Passthru field SelfMatchIndicator. Please notify support for the setup.
  • TradeTicker messages are not supported on Central.
  • CboeFX Central is always configured on port with MinQty and LotSize.
  • Modify Orders are not Supported on Cboe Central or for NDFs, thus MarketDataIncrementalRefresh messages only contain MDUpdateAction = New/Delete.
Info
titleUPI Entitlement

Clients wishing to receive UPI details should contact the CboeFX Trade Desk, who will apply the relevant entitlement.

When populated, Whisperer will send this information as part of BodyPassThru field in SecurityStatus messages. 

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Info
titleMDUpdateAction

Clients may receive MarketDataIncrementalRefresh messages with MDUpdateAction = Change, but has no change in amount or price.

This is due to CboeFX sending updates for Iceberg orders when MaxShow is specified, leading to updates with same visible MDEntryPx and MDEntrySize.

Warning
titleCBOE FX Central No Longer Supported

CBOE has shut down its “CBOE FX Central” offering. The last day of trading was 2025-11-14.