Workflow
Algo Orders
Supported Instruments
| Expand |
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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | jpmorgan_fx_algo,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&ExecutionVenue&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&target_platform&&MDBookType&&MDEntryType |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1751984094133_1320738348 |
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| order | 0,1 |
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| hideControls | false |
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| inverse | false,false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue‚Hide columns |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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| Table Filter |
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| totalrow | ,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | jpmorgan_fx_algo |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1751984209715_-953402642 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PartyIDs |
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| page | PartyIDs |
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| type | page |
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Please refer to PartyIDs to view across all venues.
Regulatory Fields
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| Table Filter |
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| totalrow | ,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | gateway_name |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1692911769062_-622896891 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | RegulatoryFields |
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| page | Regulatory Fields |
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| type | page |
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Please refer to Regulatory Fields to view across all venues.
Passthru Fields
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| Table Filter |
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| totalrow | ,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | jpmorgan_fx_algo |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1751984234780_-2090971385 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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Please refer to Passthru Fields to view across all venues.
Details
| Info |
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| title | Workflow Constraints |
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Please note the following Whisperer constraints: - Whisperer does not currently support GTC orders remaining open across a weekend.
- NDFs and SCF are not currently supported. Please contact Market Factory Support if you require this functionality.
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Algo Selection
| Note |
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| title | NoStrategyParameters |
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Refer to Supported Order Types (Algo Orders) for details on how to use the NoStrategyParameters block to send the details of the TargetStrategy, along with the corresponding strategy parameters. |
The table below sets out the Algo parameters and combinations currently supported. Please contact the venue for further detail.
| Key | Decription |
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| M | Mandatory |
| C | Conditional |
| O | Optional |
| StrategyParameterName | StrategyParameterType | TargetStrategy | Comments | Amendable |
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TargetStrategy | String | Adaptive | AquaPov | AquaVwap | Float | BenchmarkOrFixing | InternalTracker | Panther | Sliceberg | Twap | - | Y
N (BenchmarkOrFixing) |
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FixingSource | String | - | - | - | - | M | - | - | - | - | Allowed Values: - WMR : WM/Reuters
- BFIX : Bloomberg
- LBMA : London Bullion Market Association
| N |
FixingDate | LocalMktDate, UTCDateOnly | - | - | - | - | M | - | - | - | - | YYYYMMDD | N |
FixingTime | String | - | - | - | - | M | - | - | - | - | HH:MM (on the hour and half-hour) | N |
FixingTimeZone | String | - | - | - | - | M | - | - | - | - | Allowed Values: - LON : Europe/London
- LDN : Europe/London
| N |
DiscretionPrice | Price | - | - | - | - | - | - | - | O | - | - | Y |
ExecutionStyle | Int | - | - | - | M | - | - | - | - | O | Allowed Values: - Passive
- Balanced
- Aggressive
| Y |
ShownSize | Qty | - | - | - | - | - | - | - | O | - | - | Y |
TrackingStyle | String | M | M | M | O | O | - | - | O | - | Allowed Values: - HIDDEN
- SHOWN
- INTERNAL
- INTERNAL_PLUS
- DARK_HYBRID
- FXCodeOnly
| Y |
LiquiditySource | String | O | O | O | O | - | O | O | O | O | Venues: - Internal
- Hybrid
- CurexHybrid
- FXCodeOnly
- HybridFirm
- DarkMarketHybrid
| Y |
AQUAUrgency | String | - | O | - | - | - | - | - | - | - | Allowed Values: | Y |
UrgencyDisabled | Char | - | - | O | - | - | - | - | - | - | Allowed Values: | N |
Speed | String | O | - | - | - | - | - | - | - | - | Allowed Values: | Y |
WouldLevelType | String | - | - | - | - | - | - | - | - | O | Allowed Values: - AbsoluteLevel
- DiscretionInBPS
| Y |
WouldIfGoodLevel | Price | - | - | - | - | - | - | - | - | O | - | Y |
StopTriggerLevel | Price | - | - | - | - | - | - | - | - | O | - | Y |
The table below sets out the standard Order field that may need to be used to further define the algo.
HasExtendedOrderFields | TargetStrategy |
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Adaptive | AquaPov | AquaVwap | Float | BenchmarkOrFixing | InternalTracker | Panther | Sliceberg | Twap |
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EffectiveTime | O | O | O | O | - | O | O | O | O |
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ExpireTime | O | O | M | O | - | O | O | O | M |
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| DiscretionOffsetValue | - | - | - | - | - | - | - | O | - |
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Please refer to the API document provided by JPMORGAN for specific details.
Algo Control
| Info |
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This venue supports client -initiated suspension and restoration of order execution: Client-initiated: MultilegCancelReplaceRequest.ExecInst may be set to either:- Suspend - temporarily remove the order from the market.
- Release - return the order to the market for continued execution.
Please refer to the OrderStateTransitionDiagram for details of the order lifecycle. |