Public and private data

Owned by Örn Þórðarson
Last updated: 22.05.2023 by Atli Gíslason
2 min read

Public data is the market data available to all interested parties. This includes orderbook data and post trade data according to the Market model for each market.

See Appendix E in the Nasdaq Iceland Genium INET Market Model

See Appendix I in the Nasdaq Nordic INET Nordic Market Model

Private data is the the market data that is private to each market participant. This includes trader information and sometimes trading party information and various private fields on Orders (client ref, etc.)

 

Sigti can be configured to use either just public data or both public and private data. To see if a user has access to private data, hover over the user icon in the top right corner of the application. If a user has access to private data, the text “private data“ will we displayed

If a user has access to private data they have access to PrivateOrder, PrivateTrade and PrivateTradeReport in the Tick data and access to Alarms from alert that are based on private data.

 

Ticks (and their codes) for all users

  • Order

    • Insert: New order that enters the market.

    • Update: Update to an order.

    • Delete: Order removed from market.

  • Order (by level)

    • Insert: New level that enters the market.

    • Update: Update to a level.

    • Delete: Level depleted from market.

  • Trade

    • Standard: Trades achieved through order matching.

    • Non-Standard: Trades achieved through trade reports.

  • News

    • no code: just news title

  • Bookmark

    • no code: just bookmark comment

  • Alert (Global and Public Alerts)

    • no code: just alert title

Ticks (and their codes) for Private data users

  • Alert (Private Alerts)

    • no code: just alert title

  • PrivateOrder

    • New: New order.

    • PendingCancel: An order that is pending cancellation.

    • Replaced: An order that has been replaced.

    • Cancelled: A cancelled order.

    • Rejected: An order that has been rejected.

    • Filled: A filled order

    • Expired: An expired order.

    • PartiallyFilled: A partially filled order.

    • PendingNew: The order was sent to the exchange, but the exchange has not confirmed it. Usually this means something went wrong.

  • PrivateTrade

    • Execution: A standard trade.

  • PrivateTradeReport

    • TRReceivedU: Trade report received unmatched.

    • TRSentU: Trade report sent unmatched.

    • TRReject: Trade report rejected.

    • TRCancel: Trade report cancelled.

    • TRMatched: Trade report matched.

    • TRSentB: Trade report sent broken.

    • TRReceivedB: Trade report received break.

    • TRBroken: Trade report broken.