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- All products - both Bid Size and Offer Size must be greater than zero.
- All products - Bid Size must equal Offer Size
- All products - Bid and Offer must both be either Executable or Indicative.
- NDF/FWD - 6 decimals max.
| Warning | ||
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| In order to ensure that the Bloomberg server-side infrastructure and UI are not overloaded by high-frequency price updates, it is essential that the Maker throttle price updates across all ESP pairs to approx. 3Hz. |
| Note |
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| NOTE: CCy pairs and price classes are always managed by Bloomberg, Liaison with their support is required to change these. As well as the admin changes, they will need to do an overnight "Deal code reset" (i.e. batch script to get admin changes into their adaptors). |
| Note |
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| NOTE: For each defined currency pair, a maximum of one price class can be assigned for automatic SOD subscription. For all the other price classes, subscriptions for that currency pair are managed on a lazy-loading on-demand basis. |
Price Precision
Note that for certain currency pairs, Bloomberg is not able to support decimalised pricing - for example, USD/MXN, USD/ZAR. Alternatively it may be that the Maker maintains a Price Class for whole-pip pricing.
| Warning | ||
|---|---|---|
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| In either case, should the Maker deliver a decimalised price for such pairs, Bloomberg will round 1/2-DOWN on both sides (Bid *and* Offer) – leading to problems. |
Production Support
FXAT - Audit Trail
It is recommended that Maker Support teams utilise the FXAT function within Bloomberg, which provides a highly detailed audit trail of all trading activity.
PartyIDs
Please refer to either Bloomberg FXGO - PartyIDs, or Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
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