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Comment: Published by Scroll Versions from this space and version 1.3.0

Table of Contents

Supported Products, OrderTypes and TimeInForce

Products

  • Spot 
  • Forwards 
  • NDF

Order Types

  • Market
  • Previously Quoted

Time in Force

  • IOC
  • FOK

Venue-side settings

Workflow

Taker ESP.

Supported Instruments

SecurityTypeOrdTypeTimeInForceLegSettlType
SPT

PreviouslyQuoted


IOC

FOK

SPT
SPTMarket

IOC

FOK

SPT
FWD

PreviouslyQuoted


IOC

FOK

BKN
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1
FWDMarket

IOC

FOK

BKN
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1
NDF

PreviouslyQuoted


IOC

FOK

BKN
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1
NDFMarket

IOC

FOK

BKN
TOM
SN
D1, D2, D3, D4, D5
W1, W2, W3
M1, M2, M3, M6, M9
Y1
IMM1, IMM2
EOM0, EOM1


Note
titleSweepable vs FullAmount
  • Sweepable - "Order-based layers" - any quantity from any layer may be hit any number of times until consumed. VWAP orders are not supported.
  • FullAmount - "Quote-based layers"

...

  • - the quantities shown are cumulative, and only one layer may be

...

  • hit per quote.

...

PartyIDs

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultgsfx
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1643304498295_1461733867
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultgsfx
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1643304927852_1740444792
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


Please refer to or Regulatory Fields for the full Enterprise table across all venues.

Passthru Fields

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaultgsfx
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1643982696672_-1459935277
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage


Please refer to Passthru Fields for the full Enterprise table across all venues

PartyIDs

...

ExecutionVenue

...

ExecutingFirmLEI

...

ExecutingUnitLocation

...

OrderOriginationTrader

...

OrderOriginationFirmLEI

...

ReportingEntity

...

ExecutionVenue

...

ExecutingUnitLocation

...

ExecutingFirmLEI

Regulatory Fields

...

NoBodyRegulatoryFields

...

MiFIDExecutingDecisionMakerAsAlgorithm

...

NoBodyRegulatoryFields

...

MiFIDExecutingDecisionMakerAsNaturalPerson

...

NoBodyRegulatoryFields

...

MiFIDInvestmentDecisionMakerAsAlgorithm

...

NoBodyRegulatoryFields

...

MiFIDInvestmentDecisionMakerAsNaturalPerson

...

NoBodyRegulatoryFields

...

MiFIDTradingCapacity

...

NoLegRegulatoryFields

...

LegSFTRSecuritiesFinancingTransactionFlag

...

NoLegRegulatoryFields

...

LegMiFIDISIN

...

NoLegRegulatoryFields

...

LegSEFUSIPrefix

...

NoLegRegulatoryFields

...

LegSEFUSI

...

SEFDataRepository

...

NoBodyRegulatoryFields

...

MiFIDExecutingDecisionMakerAsAlgorithm

...

NoBodyRegulatoryFields

...

MiFIDExecutingDecisionMakerAsNaturalPerson

...

NoBodyRegulatoryFields

...

MiFIDInvestmentDecisionMakerAsAlgorithm

...

NoBodyRegulatoryFields

...

MiFIDInvestmentDecisionMakerAsNaturalPerson

...

MiFIDTradingCapacity

Passthru Fields

...

.