View Source

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 supplies separate sessions for the different liquidity types.

Liquidity types:

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

Please 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

MidPricePeg, MarketPeg and PrimaryPeg are supported for PegPriceType.

Please see table below for custom Peg fields:

Venue	Message	ParentGroup	StrategyParameterName	StrategyParameterType	Venue Comment	MarketFactory Comment
t360_gtx	NewOrderMultiLeg	NoStrategyParameters	PegOffsetNegatedIfSelling	Boolean	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
t360_gtx	NewOrderMultiLeg	NoStrategyParameters	PegUpdateInterval	Integer	millis, If present, customizes how frequently the effective limit price will be adjusted. Values will be silently adjusted to a nonzero multiple of the EDF update interval, and capped at 60 seconds.	Optional

Iceberg and Dark Orders

It is possible to make Iceberg Orders using HasExtendedFields[1].MaxShow.
To make Dark orders, simply make MaxShow = 0.
MaxShow is ignored for IOC orders.

Order Modification

Unlike NewOrderMultilegs, GTX will NOT reject MiltilegOrderCancelReplaceRequest messages that appear to have been delayed, i.e. TransactTime is ignored for MiltilegOrderCancelReplaceRequest.

The following Values may be changed:

OrdType
TimeInForce
ExposureDuration
MinQty
MaxShow
LegPrice
LegOrderQty: should be the total intended order quantity, including amount already executed for this chain of orders.

The following must be the same as the reference order

PegPriceType
PegOffSetValue
PegOffsetType
NoStrategyParameters(entire group)
LegSide
LegCurrency
LegSettlDate
DiscretionOffsetValue