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:


VenueMessageParentGroupStrategyParameterNameStrategyParameterTypeVenue CommentMarketFactory Comment
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

t360_gtxNewOrderMultiLegNoStrategyParameters

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


Marketable

Clients can consume Marketable indicator as a BodyPassthruField in the ExecutionReport if their Orders session is configured for this field by GTX. Please note that this field is not available by default.

Marketable indicates the order was matched with an LP quote / order by the GTX matching engine. If the order is not marketable (for reasons such as, the market moved and there is no quote/ order that matches the Limit price) then this tag would provide that information to the client.  

This tag is useful for clients to understand if they got Rejected by the LP or if their order was not presented to the LP in the first place due to ‘no match’.

  • 'Y': the order was matched by GTX engine (i.e. the order was marketable and was presented to the LP).
  • 'N': the order was not matched (i.e. the order was not marketable and never presented to an LP).

Please contact MarketFactory Delivery team if you need Marketable field enabled in your Orders session.

Iceberg and Dark 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:


The following must be the same as the reference order