Certification is completed for the following Venues, please contact MarketFactory if you wish to use Fidessa to trade on other venues:
The following Order Types are certified with Fidessa:
| Order Types | SBE Representation | ICE supported TIF Combinations | LME Supported TIF Combinations |
|---|---|---|---|
| Market | OrdType = Market | Good For Day (DAY) | Order Type Not Supported |
| Limit | OrdType = Limit | Good For Day (DAY) Good Till Cancelled (GTC) Immediate Or Cancel (IOC) Fill or Kill (FOK) Good Until Date (GTD) | Good For Day (DAY) Good Till Cancelled (GTC) Immediate Or Cancel (IOC) |
| Stop Market | OrdType = Stop | Good For Day (DAY) Good Till Cancelled (GTC) | Order Type Not Supported |
| Stop Limit | OrdType = StopLimit | Good For Day (DAY) Good Till Cancelled (GTC) Good Until Date (GTD) | Good For Day (DAY) Good Till Cancelled (GTC) |
| Iceberg | OrdType = Limit + HasExtendedOrderFields/MaxShow | Good For Day (DAY) Good Till Cancelled (GTC) | Good For Day (DAY) |
Symbology
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 :
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.
<TODO : to confirm how ICE Symbologies are constructed>
Please refer to either Fidessa - PartyIDs, or Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Please refer to either Fidessa - Regulatory Details, or Whisperer Enterprise - Regulatory Fields for the full Enterprise table across all venues.
Please refer to either Fidessa - Passthru Details, or Whisperer Enterprise - Passthru Fields for the full Enterprise table across all venues.