The Lab

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Comment: Published by Scroll Versions from this space and version 1.4.34

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Please refer to Whisperer Enterprise - Supported Instruments for the full Enterprise table across all venues.

Note
titleUnsupported Functionality

Functionality currently not supported in Whisperer

  • Bank Basket functionality.
  • TimeOptions.
Warning
titleLegSide vs LegCurrency

Venue details : Side is relative to base currency by default on 360T Taker API. There is a possibility to configure a session to allow all Side tags in the communication - quote requests, quotes, orders and execution reports - to be relative to the notional currency. 

 MF only supports the side to be relative to notional currency and MarketFactory Support will have it configured by default. 

Note
titlePricingDetails

QuoteRequests - The default number of parallel requests is 20. Please contact 360T support if you require a higher number.

Swaps - Uneven Swaps are not supported. Hence allocations on near and far leg should always match.

Blocks - TwoWay pricing is not supported for blocks.

Allocations - NetZero allocations are not supported, thus LegOrderQty can never be 0.

ExpireTime - Client can provide this as an optional BodyPassThru field. If not provided, this limit is by default 1 minute for Spot and 5 minutes for all other products, but can be configured per customer and product.

Note
titleExecutionReport

If you don’t receive an ExecutionReport with state Filled or Rejected within 10 seconds, you must immediately contact 360T support to clarify the deal status.

PartyIDs

Expand


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Table Excerpt Include
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Please refer to Passthru Fields for the full Enterprise table across all venues.


Note
titleUnsupported Functionality

Functionality currently not yet supported in Whisperer

  • Bank Basket functionality.
  • TimeOptions.
  • MultiAllocations
  • MTF
  • NonDeliverable Fwds/Swp/Blk


Note
titlePricing/Order Details

QuoteRequests - The default number of parallel requests is 20. Please contact 360T support if you require a higher number.

PartyRole - ExecutionVenue is mandatory field to be populated with single Liquidity Provider in the QuoteRequest and NewOrderMultiLeg message from client.

Swaps - Uneven Swaps are not supported. Hence allocations on near and far leg should always match.

Blocks - TwoWay pricing is not supported for blocks.

Allocations - Supports only Single allocation per leg.

ExpireTime - Client can provide this as an optional BodyPassThru field. If not provided, this limit is by default 1 minute for Spot and 5 minutes for all other products, but can be configured per customer and product.

OrdType - Only PreviouslyQuoted should be applicable for RFS workflow. But as venue supports Market and Limit Orders for Spts and fwds, Whisperer Enterprise allows this.


Note
titleExecutionReport

If you don’t receive an ExecutionReport with state Filled or Rejected within 10 seconds, you must immediately contact 360T support to clarify the deal status.