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Details
| Info |
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| title | TradePaid and TradeGiven |
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TradePaid and TradeGiven MDEntryTypes are now supported on the CLOB MarketData session. Clients should contact 24exchange to enable the Trade Tape feature for their accounts to get this functionality. |
| Note |
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| title | Streaming SWP/NDS Pricing Notes |
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Common Notes - Even Swap - supported
- Uneven Swap - not supported.
- 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.
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| Note |
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| title | SWP/NDS Orders Notes |
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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. |
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