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

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As a sidenote to this, if a client would like to add an algo id in the future, this will also require a further conformance test for the MTF side to verify the algo id.

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.