CLOB: MarketData and Orders.
| SecurityType | LegSettlType | MDBookType | MDEntryType |
|---|---|---|---|
| SPT | SPT | PriceDepth OrderDepth | Bid Offer Trade |
| NDF | M1 | PriceDepth OrderDepth | Bid Offer |
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 |
Fastmatch treat publication of Trade messages as a separate paid service and they do not yet offer support for NDF. |
In rare cases it is possible to receive a Delete message for an nonexistent market data entry. |
| SecurityType | LegSettlType | OrdType | TimeInForce |
|---|---|---|---|
| SPT | SPT | Limit | DAY IOC FOK GFT |
| SPT | SPT | Market | IOC FOK |
| SPT | SPT | Pegged | DAY IOC FOK |
| NDF | M1 | Limit | DAY IOC FOK GFT |
| NDF | M1 | Market | IOC FOK |
| NDF | M1 | Pegged | DAY IOC FOK |
MinQty can be specified for all Instruments listed above. |
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Please refer to Passthru Fields for the full Enterprise table across all venues.