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| Table of Contents |
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Supported Security Type:
Security Type |
|---|
| Spot (Includes efix instruments) |
| NDF |
Supported Tenor for NDF
| Tenor Type |
|---|
| M1 |
| M2 |
| M3 |
Supported OrderTypes:
OrderType | SecurityType |
|---|---|
| Limit | Spot/NDF |
| Market | Spot efix products |
Supported TimeInForce:
TimeInForce | OrderType | Comment |
|---|---|---|
| IOC | Limit | |
| FOK | Limit | |
| GTC | Limit | Expires at the end of the trading session depending upon which instruments are subject to daily open/close or weekly open/close |
| GFA | Limit/Market | efix instruments will be sent as Market GFA order. |
SecurityGroup
Efix instruments: SecurityGroup as per the format "BaseCCY/TermCCY <Benchmark Fixing details>" Eg: EUR/USD BFIX 1030 LN
Available benchmark fixing details: Benchmarks.xlsx
Note: Not all combinations of Benchmark/fixing time might be available for all instruments. This will be validated runtime.
Precious Metals: SecurityGroup will be required on the below precious metals to differentiate from standard symbols. Allowed symbol and security group combinations for Metals.
| Metal | Symbol | SecurityGroup |
|---|---|---|
| Silver | XAG/USD | |
| Silver | XAG/USD | XAG/USD SM |
| Gold | XAU/EUR | |
| Gold | XAU/USD | |
| Palladium | XPD/USD | XPD/USD LN |
| Palladium | XPD/USD | |
| Platinum | XPT/USD | |
| Platinum | XPT/USD | XPT/USD LN |
PartyID Fields:
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
OrderOriginationFirmLocation
ISO identifier of the physical location of the individual or team head trader.
The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.
Attaching the full list of country codes, country state codes.
Regulatory Fields:
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Please refer to or Regulatory Fields for the full Enterprise table across all venues.
Relevant to trading ON_MTF instruments only - EDM and IDM should be registered with CME in production, CME Globex will validate the short code presence, and reject if the short code is not a registered value. No validation in test environment.
Passthru Fields:
| Expand | |||||||||||||||||||||||||||||||||||||||
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Please refer to Passthru Fields for the full Enterprise table across all venues.
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