New version of Nanex market data interface — 2.0.0

13 june 2018

The main change in this version of Nanex market data interface is support of MiFID II requirements.

In particular, the interface transmits new order and trade table parameters identifying users as ‘Client’, ‘Investment decision maker’ and ‘Executing trader’.

The following parameters are also transmitted:

for orders — ‘Price currency’, ‘Extended order status’, ‘Filled value’, the ‘Extended hours’ value in the ‘Execution mode’ field for post-trading orders on American markets,
for trades — ‘Execute Market’, Liquidity’, ‘Capacity’.

Back to list