Depth of Market

FX Blue Labs can enhance the enhance the information and trading experience available to your traders by collecting market-depth data from you (or your liquidity provider) and making it available to your traders in the following forms:

  • An add-on to the Trade Terminal and Mini Terminal apps
  • A bespoke standalone application
  • A widget which you can include on your website (in effect, an advert about your liquidity and spreads)

The display of the market-depth data can include features such as charts of tick-prices and buy/sell volumes.

FIX credentials

In all instances, we collect the market-depth data from you centrally, and the traders' app connects to us - e.g. the add-on to their copy of the Trade Terminal connects to our servers to display the market-depth. You do not need to worry about thousands of individual connections to your price server; there is only one central connection, from us.

You will need to give us server and account details for collecting the data: typically FIX information such as the server name and port, the SenderCompId and TargetCompId, the username and password etc.

We will usually be able to work with any proprietary protocol instead of FIX, but this will typically require additional set-up time and cost.

Examples

Add-on for Mini TerminalWebsite widget
(Static screenshot) (Live feed!)