CLOB
5 entities
| Entity |
Key |
Properties |
References |
|---|
| Market State |
marketState |
9 |
orderBook->orderBook |
| Match |
match |
8 |
orderBook->orderBook, market->market, instrument->instrument, aggressingOrder->order, restingOrder->order |
| Order Book Entry |
orderBookEntry |
9 |
orderBook->orderBook, order->order |
| Order Book Level |
orderBookLevel |
8 |
orderBook->orderBook |
| Trade |
trade |
14 |
match->match, venue->venue, market->market, instrument->instrument, buyOrder->order, sellOrder->order, buyParticipant->participant, sellParticipant->participant |
FIX
4 entities
| Entity |
Key |
Properties |
References |
|---|
| FIX Gateway |
fixGateway |
7 |
|
| FIX Listener |
fixListener |
11 |
gateway->fixGateway |
| FIX Session |
fixSession |
21 |
gateway->fixGateway, listener->fixListener, participant->participant, trader->trader, account->tradingAccount, book->book, market->market, orderBook->orderBook, instrument->instrument |
| FIX Session State |
fixSessionState |
7 |
session->fixSession |
Market Data
5 entities
| Entity |
Key |
Properties |
References |
|---|
| FX Rate |
fxRate |
6 |
|
| Mark Price |
markPrice |
6 |
instrument->instrument |
| Market Data Tick |
marketDataTick |
12 |
venue->venue, market->market, instrument->instrument |
| Yield Curve |
yieldCurve |
5 |
|
| Yield Curve Point |
yieldCurvePoint |
5 |
yieldCurve->yieldCurve |
Participants
5 entities
| Entity |
Key |
Properties |
References |
|---|
| Book |
book |
7 |
parentBook->book, ownerParticipant->participant |
| Participant |
participant |
5 |
|
| Trader |
trader |
5 |
participant->participant |
| Trading Account |
tradingAccount |
6 |
participant->participant |
| User Session |
userSession |
7 |
trader->trader |
Reference Data
15 entities
| Entity |
Key |
Properties |
References |
|---|
| Bond Instrument |
bondInstrument |
10 |
instrument->instrument |
| Derivative Contract |
derivativeContract |
9 |
instrument->instrument, underlyingInstrument->instrument |
| Equity Instrument |
equityInstrument |
6 |
instrument->instrument, listingVenue->venue, primaryMarket->market |
| Floating Rate Index |
floatingRateIndex |
10 |
|
| FX Pair |
fxPair |
5 |
instrument->instrument |
| Instrument |
instrument |
13 |
|
| IRS Contract Spec |
irsContractSpec |
15 |
floatingIndex->floatingRateIndex |
| IRS Instrument |
irsInstrument |
15 |
instrument->instrument, contractSpec->irsContractSpec, floatingIndex->floatingRateIndex |
| Market |
market |
7 |
venue->venue |
| Order Book |
orderBook |
39 |
venue->venue, market->market, instrument->instrument |
| Phase Rule Override |
phaseRuleOverride |
12 |
orderBook->orderBook |
| Swap Payment Schedule |
swapPaymentSchedule |
12 |
instrument->irsInstrument |
| Trading Phase |
tradingPhase |
8 |
orderBook->orderBook |
| Trading Session |
tradingSession |
7 |
market->market |
| Venue |
venue |
6 |
|
Risk
3 entities
| Entity |
Key |
Properties |
References |
|---|
| Kill Switch |
killSwitch |
11 |
|
| Risk Check Result |
riskCheckResult |
12 |
command->orderCommand |
| Risk Limit |
riskLimit |
8 |
book->book, participant->participant, instrument->instrument |
Sequence Bus
5 entities
| Entity |
Key |
Properties |
References |
|---|
| Order Command |
orderCommand |
14 |
trader->trader, participant->participant, market->market, instrument->instrument, targetOrder->order |
| Processing Checkpoint |
processingCheckpoint |
6 |
stream->sequenceStream |
| Sequence Event |
sequenceEvent |
11 |
stream->sequenceStream |
| Sequence Stream |
sequenceStream |
6 |
|
| Venue Sequence |
venueSequence |
5 |
venue->venue, market->market |
Simulation
2 entities
| Entity |
Key |
Properties |
References |
|---|
| Simulator Definition |
simulatorDefinition |
10 |
participant->participant, trader->trader, market->market |
| Simulator Run |
simulatorRun |
7 |
simulatorDefinition->simulatorDefinition |
Venue Order Flow
4 entities
| Entity |
Key |
Properties |
References |
|---|
| Execution Report |
executionReport |
10 |
order->order, event->orderEvent, fill->fill |
| Fill |
fill |
12 |
trade->trade, order->order, participant->participant, trader->trader, book->book |
| Order |
order |
22 |
venue->venue, market->market, orderBook->orderBook, instrument->instrument, participant->participant, trader->trader, book->book |
| Order Event |
orderEvent |
11 |
order->order, market->market |