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Support for Implied Prices

Overview

The NFX Gateway supports Implied Out and Implied In Order functionality. The exchange matches both Implied Out and Implied In, but only disseminates Implied Out prices.

Client Impact

In order to view fully-implied prices, users must apply the latest ImpliedConfig.cfg file on their X_TRADER®, Autospreader® Strategy Engine, and Synthetic Strategy Engine workstations. X_TRADER 7.17.57 or higher installs with a compatible version of this file. For earlier versions of X_TRADER, and for Autospreader SE and Synthetic SE support, refer to TT Advisory NI031-15: https://www.tradingtechnologies.com/support/advisories/2015/07/ni031-15/