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

Pricing

GTX distinguishes liquidity in it's market data feed according to the following scopes:

  • "Interest" only orders matchable immediately
  • "Firm" LP feeds matchable immediately
  • "LastLook" LP feeds that require validity check.

For PriceDepth books, GTX can aggregate scope. The consequence of this is rungs will be a mixture of Interest, Firm and LastLook.

If you choose not to aggregate scope, Duplicate price level entries will be seen in the PriceDepth book. Fortunately, GTX can supply separate sessions for the different liquidity types, thus providing clean PriceDepth books.

Please refer to PassthruFields above and contact MarketFactory Contact for more details.


GTX OrderDepth books do not populate MDEntryTime. The priority of orders within the same price level is only known by GTX.

For PriceDepth subscriptions, this venue associates the MDEntryID with a given price level - not the price itself.

As such, an individual ID will have a much longer lifetime than the subscriber may otherwise expect.

For example, an ID associated with the Top of Book Bid will only be deleted in the unlikely scenario that Bid liquidity should be completely removed for that instrument.


Orders

Pegged Orders

For PegPriceType: MidPricePeg, MarketPeg and PrimaryPeg are supported.

If the Limit Price is populated, then the Limit Price will be pegged, otherwise the specified StopPx will be pegged.

Please see table below for custom Peg fields:


VenueMessageParentGroupStrategyParameterNameStrategyParameterTypeVenue CommentMarketFactory Comment
t360_gtxNewOrderMultiLegNoStrategyParametersPegMoveTypeString

Describes whether peg is static/fixed or floats. Valid values:

'Float' (default)

'Fixed'

Optional


t360_gtxNewOrderMultiLegNoStrategyParametersPegRoundDirectionString

If the calculated peg price is not valid price for this market, specifies whether to round the price to be more or less aggressive.

'MoreAggressive': on a buy order round the price up to the nearest tick; on a sell order round down to the nearest tick.

'MorePassive': on a buy order round the price down to the nearest tick; on a sell order round the price up to the nearest tick.

Optional

t360_gtxNewOrderMultiLegNoStrategyParametersPegScopeString

The scope of the 'related to' price of the peg:

'Global': default, peg to any tradable price.

'ExcludeLocal': When calculating peg price exclude local interest only orders (LocalScope) which may be small or otherwise not indicative of true market price.

Optional

t360_gtxNewOrderMultiLegNoStrategyParametersRateSourceString

Determines which bid/offer and midpoint is pegged
REF2_BBO (default): peg to the GTX Reference Contributor pool bid/offer/mid

Optional

t360_gtxNewOrderMultiLegNoStrategyParametersPegOffsetNegatedIfSellingBoolean

If Y, causes GTX to automatically negate the PegOffsetValue for SELL(Base Currency)/ Buy(Quote Currency),
orders, so that the client application can provide the same peg parameters for all orders.

Optional



Iceberg and Dark Orders

Supported TimeInForces

GTX does not take into account the EffectiveTime(168) for ExposureDuration(1629). ExposureDuration starts as soon as the GTX server receives the order regardless of EffectiveTime.

ExposureDuration will override ExpireTime.

Order Modification

If DiscretionOffsetValue(389) is omitted, the value from the original order will be removed i.e. this tag needs to be explicitly specified every time an order is replaced.

TransactTime: Unlike NewOrderMultilegs, GTX will NOT reject MiltilegOrderCancelReplaceRequest messages that appear to have been delayed.

The following Values may be changed:

BodyPassthruKeys

The following must be the same as the reference order