The Lab

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Table of Contents

Overview

Whisperer offers a single API to provide market data, trading and drop-copy functions against a wide range of foreign exchange and futures  ECNs (collectively referred to as "Trading Venues"). 

Each Trading Venue has its own combination of transport, message format and conventions for market data and order management. Whisperer normalises these differences via a common interface whilst preserving the key semantic details of the original messages.

Info

Whilst Whisperer Classic is essentially Taker SPT CLOB/ESP only, Whisperer Enterprise differs from Classic in that all FX Product types [SPT, FWD, NDF, SWP, NDS, BLK, NDB, BAT] and all trading models [CLOB orders, Maker/Taker ESP, RFS & RFQ] are supported - all delivered via a single SBE API. Client sessions are managed by the relevant Feed Handler only, which facilitates direct communication between Customer and Venue for all session types.

Whisperer Enterprise SBE API is not related to the Whisperer Classic SBE3 implementation in any way and utilises a completely new SBE schema and with new Server-side components.

For detailed information relating to the changes, please refer to Whisperer Enterprise vs Whisperer Classic.

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