Page History
...
- If a regulatory field on an inbound Venue message is not populated, then it is because the Venue does not provide it.
- If a regulatory field is populated on an outbound SBE message from the Client , but the Venue does not support it, then it will be ignored.
- Reporting obligations bilaterally agreed between Customer and Venue may vary between Maker and Taker roles. The Whisperer API is agnostic to this.
Message Structure
Regulatory timestamps are populated in the message TransactTime, when available.
Clients may MarketFactory allows clients to reference or populate these all other regulatory fields for appropriate messages via the use of dedicated repeating groups containing key/value pairs, at the appropriate level within the message structure:The
- RegulatoryBodies - This field in the main message body
...
- provides an explicit indication whether or not SEF, EMIR or MiFID fields are populated elsewhere in the message structure.
- NoBodyRegulatoryFields, NoLegRegulatoryFields and NoAllocRegulatoryFields groups contain sequences of key/value pairs, with keys of type BodyRegulatoryKey, LegRegulatoryKey and AllocRegulatoryKey, respectively.
| Message | Parent Group | Name |
|---|---|---|
| QuoteRequest | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields | |
| NoLegAllocs | NoAllocRegulatoryFields | |
| Quote | - | NoBodyRegulatoryFields |
| MassQuote | - | NoBodyRegulatoryFields |
| NewOrderMultileg | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields | |
| NoLegAllocs | NoAllocRegulatoryFields | |
| ExecutionReport | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields | |
| NoLegAllocs | NoAllocRegulatoryFields | |
| ExecutionAcknowledgement | - | NoBodyRegulatoryFields |
| NoLegs | NoLegRegulatoryFields |
...
Overview
Content Tools