Page History
| Table of Contents |
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Workflow
CLOB: MarketData and Orders.
Pricing
Supported Instruments
| SecurityType |
|---|
...
| LegSettlType |
|---|
MDBookType |
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MDEntryType |
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| SPT | SPT | PriceDepth OrderDepth | Bid Offer |
| NDF | M1 EOM0 |
Supported MarketDepth:
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PriceDepth
...
OrderDepth
Supported MDUpdateAction: (MarketDataIncrementalUpdate)
...
Add
...
Delete
Supported OrderType and TimeInForce:
...
OrderType
...
SBE Representation
...
TIF Supported
| (BRL only) | PriceDepth OrderDepth | Bid Offer |
Orders
Supported Instruments
SecurityType | LegSettlType | OrdType | TimeInForce |
|---|---|---|---|
| SPT | SPT | Limit | IOC FOK |
| SPT | SPT | Market | IOC FOK |
| NDF | M1 EOM0 (BRL only) | Limit | IOC FOK |
| NDF | M1 EOM0 (BRL only) | Market | IOC FOK |
PartyIDs
| 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 or Regulatory Fields for the full Enterprise table across all venues.
Passthru Fields
| Expand | |||||||||||||||||||||||||||||||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
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Please refer to Passthru Fields for the full Enterprise table across all venues.
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IOC (Immediate or Cancel)
FOK (Fill Or Kill)
...
IOC (Immediate or Cancel)
...
Overview
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