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Table of Contents

Workflow

CLOB: MarketData and Orders.

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Supported Instruments

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Expand

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Table Filter

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MDBookType

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MDEntryType

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PriceDepth

OrderDepth

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Bid

Offer

Trade

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PriceDepth

OrderDepth

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Bid

Offer

Warning

title	Security Status

The NDF Security Status messages to clients will not contain SettlDate information as this is not available from the venue.

Clients who wish to trade NDFs will need to know the 1M settlement date and provide it in the NewOrderMultileg.

Note

title	Trade events

Fastmatch treat publication of Trade messages as a separate paid service and they do not yet offer support for NDF.

Warning

title	MDUpdateAction

In rare cases it is possible to receive a Delete message for an nonexistent market data entry.

Orders

Supported Instruments

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Limit

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DAY

IOC

FOK

GFT

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IOC

FOK

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DAY

IOC

FOK

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Limit

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DAY

IOC

FOK

GFT

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IOC

FOK

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DAY

IOC

FOK

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

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title	MinQty

...

Please refer to Supported Instruments to view across all venues

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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 Whisperer Enterprise - to PartyIDs for the full Enterprise table to view across all venues.

Regulatory Fields

Info

title	NDF Trading

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 Removed} for detail.

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	1644246261937_1627421898
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

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	fastmatch_autoex
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1644246304383_689189977
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 to Passthru Fields for the full Enterprise table across all venues to view across all venues.

Details

Pricing

Note

title	Trade events

Fastmatch treat publication of Trade messages as a separate paid service and they do not offer this in NDF MarketData.

Note

title	MinQty

MinQty can be specified for all Orders Instruments listed above.

Warning

title	MDBookType

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

title	NDF Trading

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 = Ticks
BodyPassthruKey = 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.

Versions Compared

Old Version 8

New Version Current

Key

Workflow

Supported Instruments

Orders

Supported Instruments

PartyIDs

Regulatory Fields

Passthru Fields

Details

Pricing

Trading

MidDiscretionary Pegged Orders