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Comment: Published by Scroll Versions from this space and version 1.5.70

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Warning

Whisperer clients will see the below listed changes as a part of the API spec upgrade.

Change Details


Support for AllOrNone orders. Please refer to Order Management for details.

Below are the changes in individual venuesMessages.

MessageTypeFieldChange DetailsComments
MarketDataRequest

NoBodyPassthruFields.BodyPassthruKey

"Scope" No longer supported.


MarketDataIncrementalRefreshNoEntryPassthruFields.EntryPassthruKey"FullAmount"  No longer supported.
MarketDataIncrementalRefresh

NoEntryPassthruFields.EntryPassthruKey

"OrderID" No longer supported.


MarketDataIncrementalRefresh

NoEntryPassthruFields.EntryPassthruKey

"Scope"  No longer supported.


MarketDataIncrementalRefreshNoEntryPassthruFields.EntryPassthruKey"SettlDate" No longer supported.
MarketDataIncrementalRefreshNoBodyPassthruFields.BodyPassthruKey"SettlDate" supported.
NewOrderMultilegOrdType

No longer supported.

  • Stop
  • StopLimit


NewOrderMultilegTimeInForceGTD No longer supported.
NewOrderMultilegHasExtendedOrderFields.EffectiveTimeNo Longer supported
NewOrderMultilegNoStrategyParameters.StrategyParameterName

 PegUpdateInterval (StrategyParameterType = Int) supported.

millis, If present, customizes how frequently the effective limit price will be adjusted. Values will be silently adjusted to a nonzero multiple of the EDF update interval, and capped at 60 seconds.

NewOrderMultilegNoStrategyParameters.StrategyParameterNamePegMoveType not supported.
NewOrderMultilegNoStrategyParameters.StrategyParameterNamePegRoundDirection not supported.
NewOrderMultilegNoStrategyParameters.StrategyParameterNamePegScope not supported.
NewOrderMultilegNoStrategyParameters.StrategyParameterNameRateSource not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyAvgPxLimit not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyLastLook not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeySecondaryClOrdID not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyMatchIncrement not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyTriggerPriceType not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyAllocationStrategy not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyAveragingInst not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyIOCTimeToLive not supported.
MultilegOrderCancelReplaceRequestOrdType

Below order types no longer supported.

  • Stop
  • StopLimit

MultilegOrderCancelReplaceRequestTimeInForceGTD No longer supported.
MultilegOrderCancelReplaceRequestHasExtendedOrderFields.EffectiveTimeNo Longer supported
MultilegOrderCancelReplaceRequestHasExtendedOrderFields.DiscretionOffsetValueMust match that specified in referenced order.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueAvgPxLimit not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueLastLook not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueMatchIncrement not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueAveragingInst not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueIOCTimeToLive not supported.
ExecutionReportExecRefIDNo longer supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueAvgPxLimit not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueSecondaryClOrdID not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueAveragingInst not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValue Marketable not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueIOCTimeToLive not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueFullAmount not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueLastLook not supported.
ExecutionReportEffectiveTimeNo Longer supported
ExecutionReportExpireTimeNo Longer supported
ExecutionReportStopPxNo Longer supported

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