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Taker Counterparties

Synopsis

If configured to do so, Whisperer will populate the counterparty field of the TradeCapture message with a JSON string containing any known counterparties submitted in the execution report. The full set of counterparties is configured on a per-instance basis and applies to all venues in the instance.

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The intention is to normalise the MarketFactory presentation of counterparties to allow customers to pick and choose the details they're interested in for order processing.

Operational Use

The table below lists examples of Trading Venues and the counterparty information they provide, alongside a JSON extract of how the resulting information would be transported by Whisperer to the customer application.

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