OSE Gateway Documentation
- OSE Gateway And The Exchange
- Installing And Upgrading
- Configuring Global Settings
- Configuring Market Data
Configuring The Order Server
- Understanding Order Management
- Order and Fill Server Files
- Configuring Order and Fill Server Connections
- Configuring Multi-Session and Multi-Member
- Configuring Order Management
- Supported Order Types
- Configuring Give Up Orders / Account Codes
- OSE Auto Give-up and Auto-allocation Order Processing
- HST Algorithm Flag Support
- OSE Gateway Recovery
- Configuration Parameters
- Configuration Parameters: Multi Member
Number of Orders at Price
OSE Gateways 7.16 and higher display the number of orders that make up the bid/ask quantity at a given price. Traders and brokers find this useful in determining if there is a market at certain price levels for a particular product, or in identifying when large-sized orders have been entered in the market.
The following are the minimum versions of TT Clients required to support the Number of Orders functionality:
- X_TRADER® 7.11.2
- FIX Adapter 7.7.5
- X_TRADER® API 7.7.4
X_TRADER® 7.11.2 or higher displays the Number of Orders columns per side in MD Trader, or shows the number of orders in the BidCnt and AskCnt columns in the Market Window.
In MD Trader, users can view the number of orders that comprise the total bid or ask quantity for up to 20 price levels from the inside market. If the number of orders at a price level is truncated due to exchange size limitations, the OSE Gateway indicates this by appending a “+” to the value sent to X_TRADER®.
Refer to the X_TRADER® Help system and User Manual for more details.