Pricing

GTX pricing is offered as an OrderDepth MDBookType only.

GTX places MarketData entries into the following Scopes:

Interest only orders matchable immediately ("Local")
Firm LP feeds matchable immediately ("National")
LastLook LP feeds that require validity check ("Global").

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

Orders

Supported Security Type:

Security Type	Tenor
SPT
NDF	GTX only supports '1M' tenor for NDFs.

Supported OrderTypes:

OrderType
Market
Limit
Stop
StopLimit
Pegged

Supported TimeInForce:

TimeInForce
Day
GTC
IOC
FOK
GTD
GFT

In a GFT order, GTX does not take into account the EffectiveTime(168) for ExposureDuration(1629). ExposureDuration starts as soon as the gtx server receives the order regardless of EffectiveTime.

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.