fxall_activetrading is the Taker API for FXall OrderBook ECN which is a CLOB ECN for spot. Data is supplied as a MarketData API.
Pricing session is weekly, Market data servers are available between 3 pm NY time Sunday to 5 pm NY time Friday.
NZD pairs are being roll-overed at 7 am Auckland time , the rest of the pairs are rolled at 5 pm NY time.
Currently Whisperer Enterprise does not have a date rollover mechanism. If you would like to get updated SecurityStatus messages you must logout and back in after the date rollover. |
Order sessions are recycled daily : Sunday 3 pm NY time to Monday 5 pm NY . FXall block any connections for 20 minutes for each recycle. So Monday 5:20 pm NY to Tuesday 5 pm NY … until Friday 5 pm NY time.
FXall also support weekly Order sessions with a week long running server.
For WhispererEnterprise we prefer to have the weekly Order sessions set up with FXall |
Security Type |
|---|
| Spot |
The FXall spec indicates that NDFs are supported but they are not for the OrderBook ECN |
OrderType | SecurityType | Comment |
|---|---|---|
| Limit | Spot | |
| Market | Spot |
LegAllocAccount must be supplied for this venue. |
TimeInForce | OrderType | Comment |
|---|---|---|
| DAY | Limit | |
| IOC | Limit | |
| DAY | Market | |
| IOC | Market |
| Supported | Note |
|---|---|
| MinQty | |
| MaxShow | A value of 0 can be supplied to have a hidden order |
| DiscretionOffsetValue |
EffectiveTime: not supported by Venue. Use 19700101-00:00:00 if using FIX to set to Null. |
Please refer to Passthru Fields for the full Enterprise table across all venues.