Workflow

CLOB: MarketData

CboeFX Central has the following differences from the other CboeFX platforms:

  • Clients connected to the Cboe FX Central order book can track the delay channel they are currently consuming market data from, per subscription. Refer to Passthru FIelds for details.
  • CboeFX Central Sessions configured for self-identification will have an indication in Passthru field SelfMatchIndicator. Please notify support for the setup.
  • TradeTicker messages are not supported on Central.
  • CboeFX Central is always configured on port with MinQty and LotSize.
  • Modify Orders are not Supported on Cboe Central or for NDFs, thus MarketDataIncrementalRefresh messages only contain MDUpdateAction = New/Delete.

Supported Instruments

SecurityTypeLegSettlType

MDBookType

MDEntryType

SPTSPT

PriceDepth

OrderDepth

Bid

Offer

TradePaid

TradeGiven

NDFON
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 MarketDataIncrementalRefresh messages with MDUpdateAction = Change, but has no change in amount or price due.

This is due to CboeFX sending updates for Iceberg orders when MaxShow is specified, leading to updates with same visible MDEntryPx and MDEntrySize.

PartyIDs



Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields



Please refer to or Regulatory Fields for the full Enterprise table across all venues.

Passthru Fields



Please refer to Passthru Fields for the full Enterprise table across all venues.