CLOB: MarketData
CboeFX Central has the following differences from the other CboeFX platforms:
|
| SecurityType | LegSettlType | MDBookType | MDEntryType |
|---|---|---|---|
| SPT | SPT | PriceDepth OrderDepth | Bid Offer TradePaid TradeGiven |
| NDF | ON W1, W2, W3 M1, M2, M3, M6, M9 Y1 IMMH, IMMM, IMMU, IMMZ EOM0, EOM1 | PriceDepth OrderDepth | Bid Offer TradePaid TradeGiven |
If Clients wish to receive MinQty/LotSize data, they should notify Support. |
If Clients have purchased FXPrints or FXSnap options from CboeFX, they should notify Support. |
Replay service is not yet available for clients. |
By default MarketData sessions are configured for FullBook. Clients can opt for MarketDepth of 3 or TopOfBook, please notify Support if needed. FullAmount sessions are always configured such that one order is provided per quantity tier. |
Clients may receive This is due to CboeFX sending updates for Iceberg orders when |
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.