Supported SecurityType and Settlement Types:
SecurityType | Tenors supported | Comments |
|---|---|---|
| Spot | SPT | |
| NDF | M1 EOM0 | EOM0 used for BRL currency |
Supported MarketDepth:
| MarketDepth |
|---|
PriceDepth |
OrderDepth |
Supported MDUpdateAction: (MarketDataIncrementalUpdate)
| MDUpdateAction |
|---|
Add |
Delete |
Supported OrderType and TimeInForce:
OrderType | SBE Representation | TIF Supported |
|---|---|---|
| Limit | OrdType = Limit | IOC (Immediate or Cancel) FOK (Fill Or Kill) |
| Market | OrdType = Market | IOC (Immediate or Cancel) FOK (Fill Or Kill) |
Overview
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