Pricing

Upon logon onto a pricing session, GTX will publish the security list, please see attached CSV below for reference. MF will send the client a SecurityStatus message for each FX currency pair from this list. GTX supports OrderDepth, and PriceDepth MDBookType.

GTX places MarketData entries into Scopes. There are three scopes defined as such:

Local: Interest only orders matchable immediately

National: Firm feeds matchable immediately

Global: Feeds that require validity check. Last Look.

It is possible to filter market data using scope. Please see Passthru below.

Orders

Supported Security Type:

Security Type

Tenor
SPT
NDFGTX only supports '1M' tenor for NDFs.


Supported OrderTypes:

OrderType

Market
Limit
Stop
StopLimit
Pegged


Supported TimeInForce:

TimeInForce

Day
GTC
IOC
GTD


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.

PassThru




Please refer to Passthru Fields for the full Enterprise table across all venues.

PartyIDs




Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields



Please refer to or Regulatory Fields for the full Enterprise table across all venues.

CurrencyPairs Supported by GTX