Page History
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Workflow
Supported Security Type:
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Security Type
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Supported Tenor for NDF
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Supported MarketDepth:
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Market Depth
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Supported MDUpdateAction: (MarketDataIncrementalUpdate):
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MDUpdateAction
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Comment
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CLOB: MarketData and Orders.
Supported MarketDepth
- PriceDepth
- OrderDepth
...
| Warning | ||
|---|---|---|
|
In rare cases it is possible to receive a Delete message for an |
...
nonexistent market data entry. |
Supported
...
OrderType
...
SecurityType
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Comment
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Supported TimeInForce:
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TimeInForce
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OrderType
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Comment
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Instruments
| SecurityType | OrdType | TimeInForce | LegSettlType |
|---|---|---|---|
| SPT | Limit | DAY IOC FOK GFT | SPT |
| SPT | Market | IOC FOK | SPT |
| SPT | Pegged | DAY IOC FOK | SPT |
| NDF | Limit | DAY IOC FOK GFT | M1 |
| NDF | Market | IOC FOK | M1 |
| NDF | Pegged | DAY IOC FOK | M1 |
| Note | ||
|---|---|---|
| ||
MinQty can be specified for all Instruments listed above. |
PartyIDs
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| Expand | |||||||||||||||||||||||||||||||||||||||||||
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
| Expand | |||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Please refer to Passthru to or Regulatory Fields for the full Enterprise table across all venues.
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Passthru Fields
| Expand | |||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
Please refer to Whisperer Enterprise - PartyIDs to Passthru Fields for the full Enterprise table across all venues.
Overview
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