...
Workflow
Taker ESP and CLOB workflow are both supported: MarketData and Orders.
Supported Instruments
| Expand |
|---|
| Table Filter |
|---|
| totalrow | ,,,,,,,,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| sparkline | false |
|---|
| default | exchange24,ExecutionVenue&&MDBookType(PricingSession)&&MDEntryType(PricingSession)&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&MDBookType&&MDEntryType |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 250,250 |
|---|
| hideColumns | true |
|---|
| customNoTableMsg | false |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 1732616709469_-1114896357 |
|---|
| order | 0,1 |
|---|
| hideControls | false |
|---|
| inverse | false,false |
|---|
| column | Venue |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue‚Hide columns |
|---|
| ddOperator | OR |
|---|
| datepattern | dd M yy |
|---|
| updateSelectOptions | false |
|---|
| worklog | 365|5|8|y w d h m|y w d h m |
|---|
| isOR | AND |
|---|
| | Table Excerpt Include |
|---|
| name | SupportedInstruments |
|---|
| merge-tables | true |
|---|
| page | Supported Instruments |
|---|
| type | page |
|---|
|
|
|
...
Please refer to Passthru Fields to view across all venues.
Details
...
| title | Streaming SWP Pricing is now supported on ESP and CLOB |
|---|
...
| Note |
|---|
| title | Streaming SWP/NDS Pricing Notes |
|---|
|
Common Notes - Even Swap - supported
- Uneven Swap - not supported.Standard Tenors - TOD/TOM (ON), TOM/SPT (TN), SPT/D1 (SN) and SPT/XXX type tenor combinations are supported for SWP. Please refer to Supported Instruments for the supported tenor combinations.
- Short dated Swap tenors - ON, TN, SN should be requested directly as FWD to MF
ESP Specific Notes - MassQuote: Will have SecurityType SWP/NDS with a single QuoteSet, as opposed to 2 for SWP as advertised in the whisperer schema.
- MassQuote QuoteEntry BidPx and OfferPx: Will contain swap points instead of the All-in prices as advertised in the whisperer schema.
- MassQuote QuoteEntry Spot Rate and Forward Points: Will not be populated.
- MassQuote QuoteSet SettlDate: Will contain the far leg date, with the near leg date populated in the BodyPassThru.
|
| Note |
|---|
| title | SWP/NDS Orders Notes |
|---|
|
SWP/NDS Limit and PreviouslyQuoted Orders
The NewOrderMultileg Price field must be populated
All NewOrderMultileg LegPrice fields must also be populated with the same value as Price. |
| Info |
|---|
| title | SecurityStatus Messages now supported |
|---|
|
SecurityStatus messages are now set sent prior to the the EndMarker message |
| Note |
|---|
| title | Sweepable vs FullAmount |
|---|
|
- Sweepable - supported. VWAP orders are not supported.
- FullAmount - not supported.
|
...
| Note |
|---|
|
Term Currency trading is supported for both SPT and NDF.
Term Currency trading is NOT supported for SWP, NDS and FWD orders.
Term Currency trading is NOT supported for DAY orders. |