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Supported Instruments
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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Please refer to PartyIDs to view across all venues.
Regulatory Fields
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Please refer to Regulatory Fields to view across all venues.
Passthru Fields
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Please refer to Passthru Fields to view across all venues.
Details
Quotation Implications
FXall QuickTrade Acks every quote published, which has a direct impact on quotation throughput. In order to avoid significant latency etc issues, the client is advised to host this connection in NY.
Indicative rates are not handled correctly on FXALL GUI. Thus Indicative quotes sent from client are not sent to the venue and any previously published tradable quotes are withdrawn on receiving Indicative quote from client.
FXALL does not clear the quote from their GUI on Logout and if deal is booked on the false quote that is active on GUI it does not get to client. There is no bad impact of it being alive on GUI.
Market Mid-Rate Display
FXAll manages a per-account configuration which determines how mid-rates are displayed:
- 0 - Default (mid rate will be ignored)
- 1 - Maker provides market mid-rate
- 2 - FXall computes based on 2-way quote
- 3 - Hybrid (Maker sends two-way quote even for one way and we calculate, or Maker sends the mid-rate for the opposite side)
Non-Deliverable Forwards
FXall QuickTrade allows the customer to construct a NDF request for standard currency pairs, such as EUR/USD. In this scenario, Whisperer Enterprise will not perform any business validation and pass such requests through to the Client. It is the Client's responsibility to validate and reject such erroneous requests via QuoteRequetReject.
HopNetworkTime
Since FXall QuickTrade uses a proprietary API, there is no clearcut network event we can use via solarflare to populate the HopNetworkTime. This value is thus NULL for all outbound messages from this Venue.
Error Codes
FXall QuickTrade utilises numeric codes for rejection reasons, as opposed to a free-format Text string populated by the Maker. In order to support this, Whisperer Enterprise parses the Text field for a numeric code and performs validation in order to ensure that it maps to a valid FXall ID. In the case of a validation error, an ErrorReport will be returned, no message will be sent to the Venue.
QuoteResponse
| Message ID | Event Fail Reason | Description |
|---|---|---|
| 3001 | Quote Denied-User XXX Not Permissioned by Provider XX | Provider has not approved/mapped user for trading |
| 3002 | Quote Denied-Account XXX Not Mapped by Provider XX | Provider has not approved/mapped customer account for trading |
| 3003 | Quote Denied-Inverted Currency Pair not Supported | Provider does not support non-standard ccy pairs |
| 3004 | Quote Denied-Currency Pair not Supported | Provider does not support specific ccy pair |
| 3005 | Quote Denied- Credit Limitation, please Call XX Provider | Unable to quote due to credit check failure |
| 3006 | Quote Denied-Tenor Not Supported | Provider does not support specific tenor for the ccy pair |
| 3007 | Quote Denied-Invalid Business Day | Provider does not recognize the value date of the trade as a valid date |
| 3008 | Quote Denied-Product Not Supported | Provider does not support the specific trade type (SPOT, FWD, SWAPS, SSPetc…) |
| 3009 | Quote Denied-XX Provider Stopped Deal | Provider cannot price - (this should be used for technical problems) |
| 3010 | Quote Denied-Deal Amount under Minimum Allowed | Provider enforces minimal trade amount |
| 3011 | Quote Denied-XX Provider Not Available | Internal FXall indicator - provider is not connected to FXall trading engine |
| 3013 | Quote Withdrawn | Provider withdraws a quote - the rate is no longer valid |
| 3014 | Quote Denied-Multiple allocation Not Supported | Provider does not support multiple allocation trades |
| 3015 | Quote Denied-Send Details not supported. | Provider does not support not auto tradable flag |
| 3016 | Quote Denied-Two Way Pricing for this Currency Pair not Supported. | Provider does not support 2-way pricing for given ccy pair |
| 3017 | Quote Denied-Non Standard SI's not supported | Provider does not support non standard SI's |
ExecutionReport
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| Message ID | Event Fail Reason | Description |
|---|---|---|
| 4001 | Nothing Done | Customer does not execute with the provider |
| 4002 | Quote Accept from Customer to Provider | Error sending customer 'accept' msg to provider |
| 4003 | Trade Confirmation from Provider to Client | Error while sending provider trade comfirmation to client |
| 4004 | Trade Acknowledgement to Provider from Client | Error while sending final deal completion status to provider |
| 4005 | Warning-Trade Execution in Question-Please Call XX Provider For Deal Status | Status of transaction in a unknown state |
| 4006 | Information Request to Provider | Error while sending trade status inquiry to provider |
| 4007 | Trade Denied by XX Provider-Quote No Longer Valid | Trade execution request is denied by provider. Quote has expired |
| 4008 | Trade Denied-Invalid Decimal Point Precision | Trade execution request is denied by provider. DPS on rates is not valid |
| 4009 | Trade Denied-Invalid Trade Amount | Trade execution request is denied by provider. Trade amount is not valid |
| 4010 | Trade Denied-Credit Limitation, please call XX Provider | Unable to execute trade due to credit check failure |
| 4011 | Trade Denied-Internal System Failure, please call XX Provider | Trade denied for internal technical reasons (for miscellaneous bank problems |
PartyIDs
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
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Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
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