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Whisperer will transform each individual MassQuote message sent by the Client into two separate messages to Bloomberg, as the Venue requires that Forward Points are streamed separately from Spot prices for FWD and NDF products. |
Pricing Constraints in Bloomgerg:
If client sends an invalid quote, Bloomberg fails silently and thus previously published valid quote will still be available on GUI for trading.
Quote is considered valid only if it complies with below conditions details:
- 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.
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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. |
BTBS upgrade
Bloomberg has added support for Singapore client in Version5.0 and go live dates listed below:
- Enforce BTBS to Singapore participants: Feb 1st 2022
- Enforce BTBS to Malaysia participants: March 1st 2022
- Enforce BTBS to Australia participants: April 1st 2022
Noticeable changes for clients in Quote and ExecutionReport are:
Quote
- ExecutingFirm and ExecutingFirmLEI are now mandatory fields for all regulatories instead of just for MiFiD and EMIR in previous version.
- EDM is mandatory for all regulatories instead of just for MiFiD and EMIR in previous version.
ExecutionReport
- ExecutionFirm is mandatory PartyID to be sent.
- ExecutingFirmLEI and ExecutionUnitLocation are mandatory for all regulatories now instead of just for MiFiD and EMIR in previous version.
- EDM is mandatory for all regulatories instead of just for MiFiD and EMIR in previous version.
Production Support
FXAT - Audit Trail
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