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Details of the OrderType values supported by Whisperer Enterprise for all categories are provided below.
| Colloquial Name | Category | Description | OrdType | TimeInForce | Venue | Cancel on Disconnect? |
|---|---|---|---|---|---|---|
| Market | Market | An instruction to deal immediately at the best possible price (the current rate). | Market | DAY | BME | YES |
| Limit | Limit | An instruction to deal if a market moves to a MORE favourable level. | Limit | DAY | BME | YES |
| Immediate Limit | Limit | Limit | IOC | BME, AGG | N/A | |
| Limit | GTC | AGG | ||||
| Fill or Kill | Market |
| Market | FOK | BME | N/A | |||
| Stop-Loss | Stop | An instruction to deal if a market moves to a LESS favourable level. | Stop | |||
|---|---|---|---|---|---|---|
| Stop Loss | GTC | AGG | ||||
| Stop Limit | Stop | Executes an exposure-reducing limit order when market exceeds order's price. | Stop Limit | DAY | YES | |
| Stop limit at rise | Stop | Determined by Side? | BME | |||
| Stop limit at fall | Stop |
| Determined by Side? | BME |
| Stop-Trailing | Stop | The Stop Price follows the market by a specified offset. | Trailing Stop | |||
|---|---|---|---|---|---|---|
| Market Limit | Market | Order that starts as a Market order and executes any leaves quantity as a Limit order. | Market With Leftover As Limit | |||
| Auction Price | Market | Market | OPN* | YES | ||
| Previously Quoted | Market | An order to hit an individual quote. To hit multiple quotes, aka sweeping, the user must submit individual orders from best to worst price. | Previously Quoted | BME | ||
| VwapSweep | Limit | An order that can hit/lift one or multiple quotes by submitting an order with the desired amount and the Volume Weighted Average Price (VWAP) of the total amount. | VWAP Sweep | CitiCoLo | ||
| TWAP | Limit | Limit | GFT/GTD | |||
| Attack |
| BME | ||||||
| Market Maker | BME | |||||
| Limit Take Profit | ||||||
| Fixing | ||||||
| Pegged | ||||||
| Mid |
Treat as Alog strategies:
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