CLOB: Orders
DropCopy
Please refer to Supported Instruments to view across all venues.
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.
There are two types of BGC sessions. In MidFX all orders fill in the midpoint. The Limit price is ignored. Orders cannot be cancelled within the first 10 seconds in this session. In a NoRegrets session, limit orders are allowed and orders can be cancelled immediately. Only SPT orders are supported on this session. |
Venue does not replay messages correctly when MarketFactory gateway requested for a replay. This behaviour leads to loss of Execution Reports if sequence number gap detected during venue logon. BGC are aware of this issue. |
Execution Report (Calculated) - ExecID is of the form 'BK/SK'. Execution Report (Trade) - ExecID has 'T' prepended e.g. 'TBK/TSK' |
Minimum order size for all symbols is 1M. Orders must be quantities of 1M. |
Supported symbols and their TenorType, gathered from BGC on 17th July 2023. This is provided because BGC does not have a Market Data feed.
* BGC does not support EOM0 Tenor, so a legSettlDate equivalent to EOM0 must be provided and the LegSettlType must be set to BKN. |