View Source

Certification is completed for the following Venues, please contact MarketFactory if you wish to use Fidessa to trade on other venues:

ICE (https://www.theice.com/)
LME (https://www.lme.com/)

Known to work for the following venues

Eurex
Australian Securities Exchange (ASX)
Montreal Exchange (MX)

Workflow

CLOB Orders.

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

Symbology

LME

The LME product contract code that represents metal or contract. The first 2 characters represent the Venue Product Code, The 3rd character represents the currency.

Example :

The Lab > fidessa_orders > image2020-4-29_12-16-6.png

LME publishes Tradable Instrument File as per the documentation https://www.lme.com/-/media/Files/About/Regulation/Mifid-ii/Tradeable-Instrument-File-(TIF)-Specification-v1,-d-,11.pdf.

ICE

ICE Product Codes are available at https://www.theice.com/products - There is a CSV file that can be downloaded from this page by clicking the “Product codes” link in the top right corner.

ICE uses the “contract code” to construct the symbols. This contract codes can either be the “Physical Code” or the “Logical code”. Customers will need to check with the exchange to confirm the contract code used in static data for the product.

Examples:

Contract Code for Brent Crude Futures (https://www.theice.com/products/219/Brent-Crude-Futures ) uses the Logical Code BRN as contract code.

Whereas Low-Sulphur-Gasoil-Futures (https://www.theice.com/products/34361119/Low-Sulphur-Gasoil-Futures) uses Physical Code G for contract code

Further details of ICE Instrument name convention can be found here:

https://www.theice.com/publicdocs/technology/Instrument_Naming_Convention.pdf