CLOB: Orders
OUCH is a binary trading protocol delivered over TCP. |
By default Session Synchronisation is disabled by currenex. So any lost messages from venue will not be replayed as venue will reset the sequence number in the If Session Synchronisation is enabled, Venue will not reset the sequence number and thus MF can detect the gap and will send ResendRequest for venue to replay/gapfill Clients need to contact Market Factory customer support to get the Persistence feature enabled in currenex. |
If |
The minimum permitted order entry size is 40k in the Base currency, but this can vary depending on clients requirements. Please contact Market Factory customer support to update the minimum order entry size setting. |
| SecurityType | LegSettlType | OrdType | TimeInForce |
|---|---|---|---|
| SPT | SPT | Limit | GTC IOC |
Currenex order service does not support Term currency orders, only Base currency orders are permitted. MarketFactory does not support Currenex OXO trading (orders crossing orders trading). OXO is where clients wish to trade against anonymous liquidity and once matched trades are immediately executed. Also OXO trading is where liquidity is attached to an account In this context any PendingFill messages sent by currenex are currently ignored by MF. Please contact MarketFactory support for more information. |
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.