Supported Security Type:
...
Security Type
...
Supported OrderTypes:
...
OrderType
...
SecurityType
...
Comment
Workflow
Taker ESP.
Supported Instruments
| SecurityType | OrdType | TimeInForce | LegSettlType |
|---|
| SPT | PreviouslyQuoted
| IOC FOK | SPT |
| FWD | PreviouslyQuoted
| IOC FOK | BKN
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2 |
| NDF | PreviouslyQuoted
| IOC FOK | BKN
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2 |
...
|
The API supports Market orders as well but there are a few issues that the venue is trying to resolve. |
...
Supported TimeInForce:
...
TimeInForce
...
OrderType
...
Comment
...
| Note |
|---|
| title | Sweepable vs FullAmount |
|---|
|
- Sweepable - "Order-based layers" - any quantity from any layer may be hit any number of times. VWAP orders are supported.
- FullAmount - "Quote-based layers" - the quantities shown are cumulative, and only one layer may be hit per quote.
|
PartyIDs
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | bnpparibas_efx_streaming |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 1643983328176_2032302459 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDs |
|---|
| page | PartyIDs |
|---|
| type | page |
|---|
|
|
|
Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | bnpparibas_efx_streaming |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 16179893610621643983346889_1301536869-1033478641 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFieldsRegulatoryFields |
|---|
| page | Passthru Regulatory Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to Passthru to or Regulatory Fields for the full Enterprise table across all venues.
...
Passthru Fields
| Expand |
|---|
| Table Filter |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| isNew | false |
|---|
| separator | Point (.) |
|---|
| ddSeparators | true |
|---|
| default | bnpparibas_efx_streaming |
|---|
| isFirstTimeEnter | false |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| id | 16179890490521643983372309_-1911941273824027553 |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| order | 0 |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PartyIDsPassthruFields |
|---|
| page | PartyIDsPassthru Fields |
|---|
| type | page |
|---|
|
|
|
Please refer to Whisperer Enterprise - PartyIDs Passthru Fields for the full Enterprise table across all venues.