The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.44

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Note
titleUnsupported Functionality

Functionality currently not yet supported in Whisperer:

  • Time Options
  • MultiAllocations

Pricing

As well as Bilateral Quote negotiation, 360T TEX also supports Basket functionality where Quote messages are received from multiple providers.

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Note
titleTrading 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 an ExecutionReport with state Filled or Rejected is not received by the client within 10 seconds, clients must immediately contact 360T TEX support to clarify the deal status.

Forward Time Options

Clients interested in trading Forward Time Options should be on Whisperer schema version 19457 or later. 

Please take note of the following when trading Forward Time Options:

  • SecurityType - Should be FTO in SecurityType and LegSecurityType.
  • TimeOptionStartTenor - Conditionally required to specify the start of the settlement period in standard tenor.
  • TimeOptionStartDate - Conditionally required when TimeOptionStartTenor = BKN to specify the start date of the settlement period.
  • LegSettlType - Specifies a standard tenor for the end of the settlement period. This is a required field when trading Forward Time Options.
  • LegSettlDate - Specifies the end date of the settlement period in a Forward Time Option. Conditionally required when LegSettlType = BKN.

Please refer to 2025-02-18 - Whisperer API Upgrade to v19457 for further info.