Workflow
LP Resting and Algo Orders.
| Info |
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| title | Workflow Constraints |
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Please note the following Whisperer constraints: - Order Suspend/Resume functionality is not yet supported. This will be available with the publication of the next Whisperer schema version.
- Spot Contingent Forward (Roll Trade) orders are not supported. Please contact MarketFactory support if you require this functionality.
- Whisperer does not currently support GTC orders remaining open across a weekend.
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Supported Instruments
| SecurityType | LegSettlType | OrdType | TimeInForce |
|---|
SPT NDF | SPT M1, EOM0, BKN | Market Limit Stop StopLimit Pegged | IOC DAY GTC GTD |
LP/Algo Selection
| Note |
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The client must specify which LP is to receive their Algo order by populating a single 452/PartyRole = ExecutionVenue value in the NoPartyIDs repeating group in their NewOrderMultileg and MultilegOrderCancelReplaceRequest messages. |
| Note |
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| title | NoStrategyParameters |
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Refer to Supported Order Types (Algo Orders) for details on how to use the NoStrategyParameters block to send the details of the TargetStrategy, along with the corresponding strategy parameters. |
The table below sets out the LP/Algo combinations currently supported.
Please refer to the individual provider addendums provided by FXSpotStream for specific details.
| Liquidity Provider | ExecutionVenue | TargetStrategy |
|---|
| BankOfAmerica | BAML | BenchmarkOrFixing, VWAP, TWAP, ImplementationShortfall (formerly Decipher), Whisper |
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| Barclays | BARX | BenchmarkOrFixing |
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| Citi | CGMI | VWAP, TWAP, Peg, VolumeTracker |
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| GoldmanSachs | GSCO | BenchmarkOrFixing, VWAP, TWAP, Peg, Dynamic |
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| JPMorganChase | JPSI | BenchmarkOrFixing, VWAP, TWAP, Adaptive, Float |
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| MorganStanley | MSAX | BenchmarkOrFixing, VWAP, TWAP, ArrivalPrice, Seeker |
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| UBS | UBSG | BenchmarkOrFixing |
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PartyIDs
| Expand |
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| Table Filter |
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| hideControls | true |
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| inverse | false |
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| totalrow | ,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| disableSave | false |
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| separator | Point (.) |
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| sparkline | false |
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| labels | Venue |
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| default | fxspotstream_algo |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1678805604376_876266529 |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| order | 0 |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PartyIDs |
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| page | PartyIDs |
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| type | page |
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|
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|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| totalrow | ,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| sparkline | false |
|---|
| labels | Venue |
|---|
| default | fxspotstream_algo |
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| isFirstTimeEnter | false |
|---|
| cell-width | 150 |
|---|
| hideColumns | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1678805903120_-279574126 |
|---|
| updateSelectOptions | false |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
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| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
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| name | RegulatoryFields |
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| page | Regulatory Fields |
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| type | page |
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|
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|
Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| totalrow | ,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| sparkline | false |
|---|
| labels | Venue |
|---|
| default | fxspotstream_algo |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 150 |
|---|
| hideColumns | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1678805909863_-648817501 |
|---|
| updateSelectOptions | false |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
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| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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|
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Please refer to Passthru Fields for the full Enterprise table across all venues.