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Support for Market Depth

Market Depth

 

The Fenics Gateway provides up to 10 levels of aggregate depth in X_TRADER®.

 

GAL Setting

The following table lists the GAL Setting Values for market depth and last traded quantity (LTQ) on the Fenics Gateway.

GAL Settings

GAL Setting

Default Value

Last-Traded-Quantity

Fenics Gateways install with this value equal to 1.

Market-Depth

Fenics Gateways install with this value equal to true.