The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
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 - only supported on Spot products
  • Previously Quoted

Time in Force

  • IOC - Allows partial fills of orders
  • FOK - Only allows individual fills

...

Workflow

Taker ESP

Supported Instruments

SecurityTypeOrdTypeTimeInForceLegSettlType
SPT

PreviouslyQuoted


IOC

FOK

SPT
SPTMarket

IOC

FOK

SPT
FWDPreviouslyQuoted

IOC

FOK

BKN
TOD, TOM
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10
IMM1, IMM2, IMM3, IMM4
NDFPreviouslyQuoted

IOC

FOK

BKN
TOD, TOM
D1
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10
IMM1, IMM2, IMM3, IMM4


Note
titleSweepable vs FullAmount
  • Sweepable - "Volume for Price" - this is the default MD format, VWAP orders are supported.
  • FullAmount - "Price for Volume" - the Client must populate the QuoteRequest  NoUnderlyings group with an UnderlyingQty for each expected rung.

PartyIDs

Expand


Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
defaulthsbc_fx_mds
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1635160365068_-1866373552
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
defaulthsbc_fx_mds
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1635160450347_660721520
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
defaulthsbc_fx_mds
isFirstTimeEnterfalse
userfilterVenue
datepatterndd M yy
id1635160414025_196449054
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.