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

Supported Order Types and TIF

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

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”:

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

PartyIDs

Please refer to either Fidessa - PartyIDs, or Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

Please refer to either Fidessa - Regulatory Details, or Regulatory Fields for the full Enterprise table across all venues.

Passthru Fields

Please refer to either Fidessa - Passthru Details, or Passthru Fields for the full Enterprise table across all venues.