Workflow

CLOB: MarketData

Supported Instruments



Please refer to Supported Instruments to view across all venues.

PartyIDs



Please refer to PartyIDs to view across all venues.

Regulatory Fields



Please refer to Regulatory Fields to view across all venues.

Passthru Fields



Please refer to Passthru Fields to view across all venues.

Details

Clients should confirm with MarketFactory Contact  which market view they require:

  • Market View - All entry quantities in the market
  • Credit Screened - Actual tradable quantities in the market.


SecurityStatus may be updated at any time during the session to reflect intraday changes to the security status.


Clients should note that the book is crossed when MarketDataIncrementalRefresh has EntryPassthruKey = "QuoteCondition" and EntryPassthruValue = "CrossedBook"


Market Data pulse time slice is 5ms


All Symbols are made up of CLS settled currencies except for USD/CNH, EUR/PLN and EUR/CZK


MarketDepth is maximum 10 levels for all instruments except for USD/HKD, USD/DKK and EUR/DKK which are maximum 5 levels.