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Supported Products, OrderTypes and TimeInForce
Products
Order Types
Time in Force
Venue-side settings
- Quote-based layers - the quantities shown are cumulative, and only one layer may be “hit” per quote.
- Order-based layers - any quantity from any layer may be “hit” any number of times.
PartyIDs
| Venue | Message | PartyID | Comments |
|---|
| gsfx | QuoteRequest | ExecutionVenue |
|
| gsfx | MassQuote | ExecutingFirmLEI |
|
| gsfx | MassQuote | ExecutingUnitLocation |
|
| gsfx | NewOrderMultileg | OrderOriginationTrader |
|
| gsfx | NewOrderMultileg | OrderOriginationFirmLEI |
|
| gsfx | NewOrderMultileg | ReportingEntity |
|
| gsfx | NewOrderMultileg | ExecutionVenue |
|
| gsfx | ExecutionReport | ExecutingUnitLocation |
|
| gsfx | ExecutionReport | ExecutingFirmLEI |
|
Regulatory Fields
| Venue | Message | Parent Group | Regulatory Key | Comments |
|---|
| gsfx | MassQuote | NoBodyRegulatoryFields | MiFIDExecutingDecisionMakerAsAlgorithm |
|
| gsfx | MassQuote | NoBodyRegulatoryFields | MiFIDExecutingDecisionMakerAsNaturalPerson |
|
| gsfx | MassQuote | NoBodyRegulatoryFields | MiFIDInvestmentDecisionMakerAsAlgorithm |
|
| gsfx | MassQuote | NoBodyRegulatoryFields | MiFIDInvestmentDecisionMakerAsNaturalPerson |
|
| gsfx | MassQuote | NoBodyRegulatoryFields | MiFIDTradingCapacity |
|
| gsfx | NewOrderMultileg | NoLegRegulatoryFields | LegSFTRSecuritiesFinancingTransactionFlag |
|
| gsfx | NewOrderMultileg | NoLegRegulatoryFields | LegMiFIDISIN |
|
| gsfx | NewOrderMultileg | NoLegRegulatoryFields | LegSEFUSIPrefix |
|
| gsfx | NewOrderMultileg | NoLegRegulatoryFields | LegSEFUSI |
|
| gsfx | NewOrderMultileg | NoBodyRegulatoryFields | SEFDataRepository |
|
| gsfx | ExecutionReport | NoBodyRegulatoryFields | MiFIDExecutingDecisionMakerAsAlgorithm |
|
| gsfx | ExecutionReport | NoBodyRegulatoryFields | MiFIDExecutingDecisionMakerAsNaturalPerson |
|
| gsfx | ExecutionReport | NoBodyRegulatoryFields | MiFIDInvestmentDecisionMakerAsAlgorithm |
|
| gsfx | ExecutionReport | NoBodyRegulatoryFields | MiFIDInvestmentDecisionMakerAsNaturalPerson |
|
| gsfx | ExecutionReport | NoBodyRegulatoryFields | MiFIDTradingCapacity |
|
Passthru Fields
None.