Workflow
DropCopy
Supported Instruments
| Expand |
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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 | lseg_ptg,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 | 1721905708257_-952198823 |
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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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| name | SupportedInstruments |
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| merge-tables | true |
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| page | Supported Instruments |
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| type | page |
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Please refer to Supported Instruments to view across all venues.
PartyIDs
| Expand |
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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 | lseg_ptg |
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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 | 1721905721810_-1288440624 |
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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
| Expand |
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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 | lseg_ptg |
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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 | 1721905742514_920978680 |
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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
| Expand |
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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 | lseg_ptg |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
|---|
| 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 | 1721905765071_-459296783 |
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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
Clients will receive real-time trade Execution Reports on lseg_ptg session for the trades executed on the trading venue, along with the trade corrections and cancellations.
Post trade workflow for NDF is slightly different on LSEG, as they are cleared instruments and require Central Counterparty Clearing (CCP) acceptance once the trade is executed.
SPT
Post trade workflow for spots is standard where each counterparty involved will be receiving single ExecutionReport.
NDF
For NDF trades, trade corrects and trade cancels, clients will be receiving two ExecutionReports on ptg session.
- First one is sent with ExecType as Trade indicating pending clearing by CCP.
- Second ExecutionReport will follow based on either clearing accepted or rejected.
Table below indicates the differences between two ExecutionReports.
ExecutionReports Fix Fields
| Pending Clearing (First Exec) | Clearing Accepted (Second Exec) | Clearing Rejected (Second Exec) |
|---|
BPT Key - ClearedIndicator | Submitted | Cleared | RejectedExecRefID |
ExecRefID | Not Present | Contains TradeReportId(BPT) of the First Exec | Contains TradeReportId(BPT) of the First Exec |
BPT Key - TradeReportType | Submit | Addendum | TradeBreak |
ExecType | Trade | TradeCorrect | TradeCancel |
BPT Key - TradeReportTransType | New | Replace | Cancel |
BPT Key - ClearingHouseUTI | Not Present | Clearing | Not Present |
BPT Key - SubmissionToClearing | Not Present | Timestamp of Submission to clearing | Not Present |
| Text | Not Present | Not Present | Contains a reject code |
Additional Information
| Note |
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| title | Unsupported Venue Functionality |
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Features not yet supported by LSEG FX: - Prime Broker Workflow.
- Clearing Broker Workflow
Features not required by Whisperer Enterprise: - Whisperer does not support
ApplicationMessageRequest and ApplicationMessageRequestAck offered by venue. Standard fix session recovery does ensure the missed TradeCaptureReports are sent to client as ExecutionReports with PossDupFlag set to True. Hence there is no need for client to explicitly request the missed trades using ApplicationMessageRequest.
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| Info |
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| title | PrimeBroker and ClearingMember participants |
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Post trade session for Clearing Member can be configured to receive the ExecutionReport of their child Clearing Member Clients and similarly Prime Brokers and Prime of PrimeBrokers can receive their child PrimeBroker clients and Prime of Prime Brokers ExecutionReports. If ou wish to set this up, please contact LSEG directly. |