Page History

...

• The counterPartyId data element in the TradeCaptureMessage will contain a JSON object with the Party information.

Code Block

language	text

{
	"PartyInfo": [ {
		"PartyID":"LONDON BANK E",
		"PartySubIDs": [ {
			"PartySubID":"BBAG",
			"PartySubIDType":"25"
		} ]
	} ]
}
PartyID = 1117 PartySubIDs.PartySubID = 1121 PartySubIDs.PartySubIDType = 1122

...

Fix Tag	Value	Description	Supported by Whisperer as:
59	0	DAY (This is also the default if no value is entered for the tag)	GTC
59	3	Immediat or Cancel (IOC)	IOC
59	6	Good Till Date (GTD)	Not presently supported
59	A	Good for Time (GFT)	Not presently supported

Reuters Iceberg Strategy

SUPPORTED in Whisperer Server since version 2021.19.WC.A

To specify an Iceberg add 2 KeyValue pair objects to the submitOrder method 'params' parameter.

KeyValue Objects

Key	Value
style	iceberg
reutersMAPIIcebergStrategyParameters	comma separated list of Reuter's Iceberg Strategy Parameters as per the table below

Reuter's Iceberg Strategy Parameters

	Key	Values
Tip specification	T	If Defined use D If Random use R
First Tip Quantity	Q1	Used when Tip specification is 'Defined' Specified in Number of Millions eg. '1' or '2', or '3' etc
Second Tip Quantity	Q2	Used when Tip specification is 'Defined' Specified in Number of Millions eg. '1' or '2', or '3' etc
Third Tip Quantity	Q3	Used when Tip specification is 'Defined' Specified in Number of Millions eg. '1' or '2', or '3' etc
minimum random tip	Qmin	Used when Tip specification is 'Random' The lower bound for the randomly chosen quantity
maximum random tip	Qmax	Used when Tip specification is 'Random The upper bound for the randomly chosen quantity
refresh delay	D	If not specified then no delay is used and refreshes will be immediate The ID number of the chosen delay range. The current list can be obtained via the MDFD servers in ITDM (FID -10775) of the Configuration DataMode

Java API Iceberg Examples:

A Random Iceberg with tips between 2 and 4 million showing each time.

final ArrayList<KeyValue> params = new ArrayList<KeyValue>();
params.add(new KeyValue("style", "iceberg"));
params.add(new KeyValue("reutersMAPIIcebergStrategyParameters", "T=R,Qmin=2,Qmax=4"));

A Defined Iceberg with 1 million first, 1 million second show with a delay between each (range 2)

final ArrayList<KeyValue> params = new ArrayList<KeyValue>();
params.add(new KeyValue("style", "iceberg"));
params.add(new KeyValue("reutersMAPIIcebergStrategyParameters", "T=D,Q1=1,Q2=2,D=2"));

CounterPartyID use via SBE on Reuters MAPI

SBE does not support the display of the FULL CounterPartyID detail at present.

Therefore make sure your connection configuration does not include the JSON extra with value "FULL_CONTRAPARTYINFO".

See this ticket from Flow Traders around this issue to see the garbled format of the counterpartyID when the extra JSON value of FULL_COUNTERPARTINFO is used in the Reuters MAPI connection configuration.

...

Versions Compared

Old Version 5

New Version 6

Key

Reuters Iceberg Strategy

CounterPartyID use via SBE on Reuters MAPI