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Info

title	Workflow Constraints

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.
Inverse currency pairs are not supported for algos. Few inverse currency pairs are supported for non algo orders - Market, Limit, Stop, StopLimit. Please contact your JPM representative for list of supported currency pairs.

Algo Selection

Note

title	NoStrategyParameters

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.

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StrategyParameterName	StrategyParameterType	TargetStrategy									Comments	Amendable
`TargetStrategy`	`String`	`Adaptive`	`AquaPov`	`AquaVwap`	`Float`	`BenchmarkOrFixing`	`InternalTracker`	`Panther`	`Sliceberg`	`Twap`	-	Y N (`BenchmarkOrFixing)`
`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 (Default) 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 (Default) CurexHybrid FXCodeOnly HybridFirm DarkMarketHybrid	Y
`AQUAUrgency`	`String`	-	O	-	-	-	-	-	-	-	Allowed Values: LOW MEDIUM (Default) HIGH	Y
`UrgencyDisabled`	`Char`	-	-	O	-	-	-	-	-	-	Allowed Values: Y N (Default)	N
`Speed`	`String`	O	-	-	-	-	-	-	-	-	Allowed Values: SLOW NORMAL (Default) FAST	Y
`WouldLevelType`	`String`	-	-	-	-	-	-	-	-	O	Allowed Values: AbsoluteLevel DiscretionInBPS	Y
`WouldIfGoodLevel`	`Price`	-	-	-	-	-	-	-	-	O	-	Y
`StopTriggerLevel`	`Price`	-	-	-	-	-	-	-	-	O	-	Y

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Versions Compared

Old Version 2

New Version 3

Key

Algo Selection