The Lab

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Table of Contents

Workflow

DropCopy

Supported Instruments

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Table Filter
totalrow,,,,,,,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultbarx_tcr,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&ExecutionVenue&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&target_platform&&MDBookType&&MDEntryType
isFirstTimeEnterfalse
cell-width250,250
hideColumnstrue
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disabledfalse
enabledInEditorfalse
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id1725369236921_808978795
order0,1
hideControlsfalse
inversefalse,false
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue‚Hide columns
ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalse
worklog365|5|8|y w d h m|y w d h m
isORAND
Table Excerpt Include
nameSupportedInstruments
merge-tablestrue
pageSupported Instruments
typepage

Please refer to Supported Instruments to view across all venues.

PartyIDs

Expand
Table Filter
totalrow,,,
hidelabelsfalse
sparkNameSparkline
hidePaneTable header
sparklinefalse
defaultbarx_tcr
isFirstTimeEnterfalse
cell-width250
hideColumnsfalse
customNoTableMsgfalse
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1728042607060_-1205307349
order0
hideControlstrue
inversefalse
disableSavefalse
separatorPoint (.)
labelsVenue
userfilterVenue
datepatterndd M yy
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORAND

Table Excerpt Include
isFirstTimeEntertrue
copytabletrue
v2
namePartyIDs
pagePartyIDs
transposenever
typepage

Please refer to PartyIDs to view across all venues.

Regulatory Fields

Expand
Table Filter
totalrow,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultbarx_tcr
isFirstTimeEnterfalse
cell-width150
hideColumnsfalse
customNoTableMsgfalse
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1728042669836_-1904851941
order0
hideControlstrue
inversefalse
disableSavefalse
separatorPoint (.)
labelsVenue
userfilterVenue
datepatterndd M yy
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORAND

Table Excerpt Include
isFirstTimeEntertrue
copytabletrue
v2
nameRegulatoryFields
pageRegulatory Fields
transposenever
typepage

Please refer to Regulatory Fields to view across all venues.

Passthru Fields

Expand
Table Filter
totalrow,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultbarx_tcr
isFirstTimeEnterfalse
cell-width150
hideColumnsfalse
customNoTableMsgfalse
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1728054686564_-2124440078
order0
hideControlstrue
inversefalse
disableSavefalse
separatorPoint (.)
labelsVenue
userfilterVenue
datepatterndd M yy
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORAND

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage

Please refer to Passthru Fields to view across all venues.

Details

Info
titleDropCopy Session
  • DropCopy for trades executed on the BARX Platform.
  • ExecutionReports on DropCopy session will not have all order attributes populated. e.g: LegCumQty, LegLeavesQty etc.


Info
titleNDF/NDS

Clients can optionally be configured to receive updated ExecutionReports when the LegMaturityDate for NDF/NDS trades are amended.

Clients with this optional configuration will be receiving two ExecutionReports on barx_tcr session.

  1. First one is sent with ExecType as Trade and with LegMaturityDate.
  2. Second ExecutionReport will follow with ExecType as TradeCorrect if/when the LegMaturityDate is amended.

Table below indicates the differences between two ExecutionReports.

ExecutionReports Fix Fields

First Exec

Second Exec - LegMaturityDate updated

ExecTypeTradeTradeCorrect
BPT Key - TradeReportTransTypeNewReplace
ExecRefIDContains ExecID of trade ExecutionReportContains TradeReportId(BPT) of the First Exec
LegMaturityDatePresentUpdated
LPT Key - NearLegFixingTimeNot PresentMay be present
LPT Key - FarLegFixingTimeNot PresentMay be present
LPT Key - NearLegFixingCurrencyNot PresentMay be present
LPT Key - FarLegFixingCurrencyNot PresentMay be present

 

Additional Information

Note
titleUnsupported Functionality

Functionality currently not yet supported in Whisperer:

  • Aggregation (Netting)
  • Splits
  • Allocations
  • FX Options