TFEX

TFEX

TFEX Overview

TT provides access to the Thailand Futures Exchange (TFEX), which is a subsidiary of the Stock Exchange of Thailand (SET). TFEX supports trading of Futures, Options, and Options on Futures products.

TFEX Exchange API

For order entry, TT connects to TFEX's FIX Protocol.

For prices and market data, TT connects to TFEX's MoldUDP ITCH Market Data Feed (MDF),

TFEX Available Products

TT supports trading for the following underlying assets on TFEX:

  • Single Stock Options
  • Equities futures: SET50 Stock Index and Individual Stocks
  • Debt Instruments: Bonds and Interest Rate
  • Commodities: Precious Metal, Base Metal, Energy and Agriculture
  • Exchange Rate Index
  • Commodity Index

For a complete list of products, refer to the TFEX website.

Products have a currency of THB (Thai Bhat).

Supported TFEX Exchange Functionality

The following is supported on TT:

  • On Open orders: Supports a limited feature set for TFEX “Session-triggered orders” on the TT platform.
  • Request for Quote (RFQ)
  • OTC (not available during Night Session)
  • One-sided Broker
  • Two-sided Broker
  • Cancel on Disconnect (includes GTC orders)
  • Detailed Depth

    Unsupported TFEX Functionality

    TT currently does not support:

    • Advertisements/News/Historical News provided by TFEX

    In addition, the exchange does not provide support for the following:

    • Strategy Creation
    • Implied Prices

    TFEX Trading Hours

    Session Hours in Thailand local time (UTC + 7)
    Pre Open Morning Session 9:15 - 9:45
    Morning Trading Session T1 (random opening time between 09:45 and 10:00) - 12:30
    Afternoon Trading Session T2 (random opening time between 14:25-14:30) - 16:30
    Night Trading Session (only some products) T3 (random closing time between 16:35-16:40) - 17:00

    Note: Only the following actions can be performed during the Night Trading Session:

    • Enter a trade report transaction
    • Send a request to bust/cancel the trade report
    • Update certain information in the trade, e.g., owner type

    Connectivity Options

    The TT® platform provides connectivity to the exchange, so you do not have to contact the exchange regarding connectivity options. Refer to TT Access for more details about your connectivity options for connecting to TT.