The certification are completed on ICE (https://www.theice.com/) and LME (https://www.lme.com/) exchanges. Please contact Market Factory to trade on other venues.
Supported Order Types and TIF
The following Order Types are certified with Fidessa
| Order Types |
|---|
| Market |
| Limit |
| Stop |
| Stop Limit |
| Iceberg |
| Time In Force |
|---|
| Good For Day |
| Good Till Cancelled |
| Immediate Or Cancel |
| Fill Or Kill |
| Good Until Date |
Symbology
LME
The LME product contract code that represents metal or contract. The first 2 characters represent the Venue Product Code, The 3rd character represents the currency.
Example :
LME publishes Tradable Instrument File as per the documentation https://www.lme.com/-/media/Files/About/Regulation/Mifid-ii/Tradeable-Instrument-File-(TIF)-Specification-v1,-d-,11.pdf.
ICE
<TODO : to confirm how ICE Symbologies are constructed>
PartyIDs
Please refer to either Fidessa - PartyIDs, or Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
Please refer to either Fidessa - Regulatory Details, or Whisperer Enterprise - Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
Please refer to either Fidessa - Passthru Details, or Whisperer Enterprise - Passthru Fields for the full Enterprise table across all venues.
