Tenors

Be careful when referencing tenor values from 360T.

For Swaps,  the Far leg tenor is relative to the Near leg, rather than representing a date WRT Spot as per market convention:

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Note also that in UAT at least, 360T Tenors via the Bridge are subject to change.

Block Pricing

When Whisperer receives a Block QuoteRequest from 360T, it needs to identify and net all allocations per value date leg, in order to determine and provide the overall LegSide in the Client QuoteRequest. All 360T Block requests are one-way.

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As a sidenote to this, if a client would like to add an algo id in the future, this will also require a further conformance test for the MTF side to verify the algo id.

PartyIDs

Please refer to either 360T TEX - PartyIDs, or Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

Please refer to either 360T TEX - Regulatory Details, or Whisperer Enterprise - Regulatory Fields for the full Enterprise table across all venues.

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