The Lab

Expand all   Collapse all

Versions Compared

Old Version 4

changes.mady.by.user Sean Phiri

Saved on

compared with

New Version 5

changes.mady.by.user Matthew Whitaker

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

...

Code Block
languagetext
{
	"PartyInfo": [ {
		"PartyID":"LONDON BANK E",
		"PartySubIDs": [ {
			"PartySubID":"BBAG",
			"PartySubIDType":"25"
		} ]
	} ]
}
PartyID = 1117 PartySubIDs.PartySubID = 1121 PartySubIDs.PartySubIDType = 1122


Reuters MAPI

The only order type available for Reuters is LIMIT. These orders all contain a Time in Force that determines how long the order will remain open and resting with the Trading Venue if not filled immediatly, the Times in Force supported by Whisperer are Immediate or Cancel (IOC) and Good Till Cancel (GTC). However, in the instance of Reuters, GTC is executed as an order submitted with a Time in Force of DAY. This is primarily because GTC as a time in force is not supported by the trading venue.

...

The table below lists the Times in Force supported by the trading venue and the values entered for FIX tag 59 (which specifies Time in Force) with the highlighted rows identifying the MarketFactory supported Times in Force.

Fix TagValueDescriptionSupported by Whisperer as:
590DAY (This is also the default if no
value is entered for the tag)		GTC
593Immediat or Cancel (IOC)IOC
596Good Till Date (GTD)Not presently supported
59AGood for Time (GFT)Not presently supported

 

 

 

CounterPartyID use via SBE on Reuters MAPI

SBE does not support the display of  the FULL CounterPartyID detail at present.

Therefore make sure your connection configuration does not include the JSON extra with value "FULL_CONTRAPARTYINFO".

See this ticket from Flow Traders around this issue to see the garbled format of the counterpartyID when the extra JSON value of FULL_COUNTERPARTINFO is used in the Reuters MAPI connection configuration.

...