The Lab

Expand all   Collapse all

Versions Compared

Old Version 4

changes.mady.by.user Sadat Tafader

Saved on

compared with

New Version 5

changes.mady.by.user Mantripragada Sai Kishore Atreya

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.5.49

...

lseg_fxall_rfq_maker is replacing the fxall_quicktrade_maker (proprietary FXall Java API TCPI).

Info
titleAPI Support
Note
titleUnsupported CashRFQ Functionality

LSEG FIX API supports 

  • Resting, Algos and Fixing Orders
  • Options RFQ
  • Cash RFQ 

But only Cash RFQ is supported under lseg_fxall_rfq_maker for all clients.

Additional Information

As part of LSEG FIX implementation for Cash RFQ Maker , there are these new feature added which are new features not yet implemented in Whisperer. Please contact support if these are required.

  • MixedDealts - SSP's can have legs with different dealt currencies.
  • ForwardFirstWorkflow - Applicable for Fixing Orders and RFQ API will be used for the initial RFQ process and Fixing order is sent through Fixing API.

If these are required please contact MarketFactory Support.

Additional Information

Note
titlePrice Precision

Precision information is sent to client in every QuoteRequest message as part of BodyPassThru fields. While quoting this information should be maintained. 

If the precision in the Quote is different from the specified in the QuoteRequest, Venue rounds the price in NewOrderMultiLeg message sent to the client.