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Old Version 6

changes.mady.by.user Matthew Whitaker

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New Version 7

changes.mady.by.user Sadat Tafader

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Comment: Published by Scroll Versions from this space and version 1.5.8

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  • 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


Warning
titleMandatory field - LegMaturityDate

For NDF/NDS/NDB, it is mandatory to populate LegMaturityDate in the QuoteRequest. Otherwise, the Venue will interpret the request as deliverable rather than non deliverable.

This is breaking the normalised client behaviour on this venue.  But rather than enforcing this field for all other venues, this is considered the best approach for now on this specific venue.

Note
titlePricing Constraints
  • QuoteRequests - The default maximum number of parallel requests is 20. Please contact 360T support if you require a higher number.
  • Blocks - The venue does not support TwoWay pricing for Blocks, and such request are rejected by WE.
  • Allocations -The venue only supports Single a single allocation per leg.
  • Stream Duration- The client can specify desired desired ExpireTime as an optional BodyPassThru field in the QuoteRequest. This limit by default is 1 minute for Spot and 5 minutes for all other products, but can be configured per customer and product.

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