Workflow
Algo Orders
Supported Instruments
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| Table Filter |
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| totalrow | ,,,,,,,,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | gateway_name&&autobahnfx_algo,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&ExecutionVenue&&client_role&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&target_platform&&MDBookType&&MDEntryType |
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| isFirstTimeEnter | false |
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| cell-width | 250,250 |
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| hideColumns | true |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1717627470584_1367137103 |
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| order | 0,1 |
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| hideControls | false |
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| inverse | false,false |
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| column | Venue |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue‚Hide columns |
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| ddOperator | OR |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 365|5|8|y w d h m|y w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| isFirstTimeEnter | true |
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| v | 2 |
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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| transpose | never |
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| type | page |
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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| Table Filter |
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| totalrow | ,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | autobahnfx_algo |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1717627536135_-1664600739 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PartyIDs |
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| page | PartyIDs |
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| type | page |
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Please refer to PartyIDs to view across all venues.
Regulatory Fields
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| Table Filter |
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| totalrow | ,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | autobahnfx_algo |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1717627591508_-1793556311 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | RegulatoryFields |
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| page | Regulatory Fields |
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| type | page |
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Please refer to Regulatory Fields to view across all venues.
Passthru Fields
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| Table Filter |
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| totalrow | ,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | autobahnfx_algo |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1717627615315_-1049213024 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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Please refer to Passthru Fields to view across all venues.
Details
Algo Selection
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| title | NoStrategyParameters |
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Refer to Supported Order Types (Algo Orders) for details on how to use the NoStrategyParameters block to send the details of the TargetStrategy, along with the corresponding strategy parameters. |
The table below sets out the Algo parameters and combinations currently supported. Please contact the venue for further detail.
| StrategyParameterName | StrategyParameterType | TargetStrategy |
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TargetStrategy | String | Stark | VWAP | TWAP | Slicer | Iceberg | Custom1 | Custom2 | Custom3 | Custom4/Block |
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MaxPercentageParticipation | Float | ✓ | ✓ | ✓ |
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| ✓ | ✓ | ✓ | ✓ |
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MinPercentageParticipation | Float |
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| ✓ | ✓ | ✓ | ✓ |
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ClipInterval | Int |
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| ✓ |
| ✓ | ✓ | ✓ | ✓ |
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ExecutionStyle | Int | ✓ | ✓ | ✓ |
| ✓ | ✓ | ✓ | ✓ | ✓ |
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IWouldTrigger | Price | ✓ | ✓ | ✓ |
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| ✓ | ✓ | ✓ | ✓ |
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StopTrigger | Price | ✓ | ✓ | ✓ |
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| ✓ | ✓ | ✓ | ✓ |
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DisplayQuantity | Qty |
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| ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
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MaxPercentageParticipation - Allowed Values are 0.0 to 99.9MinPercentageParticipation - Allowed Values are 0.0 to 99.9ExecutionStyle - Supported Values:- '1', '2', '3' (Passive style)
- '4', '5', '6' (Normal style)
- '7', '8', '9' (Aggressive style)
- '0' (default value, Normal)
The table below sets out the standard Order field that may need to be used to further define the algo.
HasExtendedOrderFields | TargetStrategy |
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Stark | VWAP | TWAP | Slicer | Iceberg | Custom1 | Custom2 | Custom3 | Custom4/Block |
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EffectiveTime | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
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ExpireTime | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ | ✓ |
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StopPx | ✓ |
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| ✓ | ✓ | ✓ | ✓ | ✓ |
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Please refer to the API document provided by Deutsche for specific details.
Algo Control
| Info |
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This venue supports both client and venue -initiated suspension and restoration of order execution: Client-initiated (See Passthru Fields for HotAction/FillNow support) : MultilegCancelReplaceRequest.ExecInst may be set to either:- Suspend - temporarily remove the order from the market.
- Release - return the order to the market for continued execution.
Venue-initiated: - Notification of these events will be via
ExecutionReport (Restated) messages.
Please refer to the OrderStateTransitionDiagram for details of the order lifecycle. |
| Info |
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Whisperer supports the 3 currently available ‘Hot Actions’ functions of this venue via StrategyParameter "ForceTradeTypeQty" and Passthru Fields "ExecInst" - Buy Remaining
- Buy/Sell ForceTradeTypeQty (ForceTradeTypeQty cannot exceed LeavesQty)
- Cancel Fill At Price
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