...
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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | Filtration panel |
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| sparkline | false |
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| default | t360_tex,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&ExecutionVenue&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&Products&&client_role&&target_platform&&MDBookType&&MDEntryType |
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| column | Venue |
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| labels | Venue‚Hide columns |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| v | 2 |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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...
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| totalrow | ,,, |
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| default | t360_tex |
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| id | 17013424170641706225089110_-213706131622182935 |
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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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| Table Filter |
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| totalrow | ,,,,, |
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| | Table Excerpt Include |
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| copytable | true |
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| page | Regulatory Fields |
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| type | page |
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| totalrow | ,,,,, |
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| default | t360_tex |
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| cell-width | 150250 |
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| customNoTableMsg | false |
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| userfilterddOperator | VenueOR |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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|
|
|
Please refer to Passthru Fields for the full Enterprise table across all venues.
Details
| Note |
|---|
| title | Unsupported Functionality |
|---|
|
Functionality currently not yet supported in Whisperer Bank Basket functionality.TimeOptions.MultiAllocationsMTFNonDeliverable Fwds/Swp/Blk: - Time Options
- MultiAllocations
|
Pricing
As well as Bilateral Quote negotiation, 360T TEX also supports Basket functionality where Quote messages are received from multiple providers.
For Basket functionality clients should specify a QuoteRequest with multiple PartyRoles as ExecutionVenue. List of all available providers are provided to client in the UserNotification(LoggedOn) message.
There are 3 options available for clients to utilize this functionality.
- Single LP (Bilateral) -
QuoteRequest contains NoPartyIDs group with single PartyID as LP name, and clients will receive Quote message from requested LP. - Multiple LP's (Basket) -
NoPartyIDs group is provided with multiple PartyID's, one for each LP, and clients will receive single MassQuote message with each LP as an individual QuoteEntry. - All LP's (Basket) -
NoPartyIDs group is not provided and thus MassQuote is received for all available LP's where each LP is an individual QuoteEntry
| Note |
|---|
| title | Pricing /Order DetailsConstraints |
|---|
|
- QuoteRequests - The default maximum 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- Blocks - The venue does not support TwoWay pricing for Blocks, and such request are rejected by WE.
- Allocations -
Supports - The venue only supports Single allocation per leg.
ExpireTime Client can provide this - The client can specify desired
ExpireTime as an
optional BodyPassThru - optional
BodyPassThru field.
If not provided, this is - by default is 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 |
Trading
The NewOrderMultiLeg must contain the quoteID from the quote message for the Bilateral request.
For the Basket functionality where MassQuote message is received:
ExecutionVenue per QuoteEntry is provided as EntryPassThruField indicating the Liquidity Provider name.- Clients should use
QuoteEntryID from the MassQuote message, as QuoteID in the NewOrderMultiLeg. - It is recommended that
PartyRole with the correct ExecutionVenue is provided in the NewOrderMultiLeg.
Please refer to RFS Basket workflow for the full Enterprise details across all venues.
| Note |
|---|
| title | ExecutionReport | Trading Constraints |
|---|
|
- NDF SettlCurrency - As per the venue, settlement occurs outside 360T TEX and the settlement currency is up to the 2 counterparts to decide.
- ExecutionReport Delays - If
If you don’t receive - an
ExecutionReport with state Filled or Rejected is not received by the client within 10 seconds,
you - clients must immediately contact 360T TEX support to clarify the deal status.
|