Synopsis

The MarketFactory Aggregate Feed (Agg-Feed) is a connection to the MFAPI combining marketdata from a range of connections specified by a customer. The participating Feeds directing markerdata to the Agg-Feed are defined within the static configuration for Whisperer. Orders sent to the Feed using the trade session are considered "Parent orders".

The parent orders may then be further fragmented into "child orders" that can be distributed between different Feeds (that give access to separate liquidity pools). The Feeds can then be

Order Types Permitted

The Agg Feed permits three order types;

• IOC LIMIT ORDERS
• GTC LIMIT ORDERS
• GTC STOP ORDERS
• GTC STOP LIMIT ORDERS

Agg-Feed Topology Diagram

Agg Feed Limits in the Portal

limit monitoring

To be continued...