Non-Deliverable Forwards
FXall QuickTrade allows the customer to construct a NDF request for standard currency pairs, such as EUR/USD. In this scenario, Whisperer Enterprise will not perform any business validation and pass such requests through to the Client. It is the Client's responsibility to validate and reject such erroneous requests via QuoteRequetReject.
HopNetworkTime
Since FXall QuickTrade uses a proprietary API, there is no clearcut network event we can use via solarflare to populate the HopNetworkTime. This value is thus NULL for all outbound messages from this Venue.
Error Codes
FXall QuickTrade utilises numeric codes for rejection reasons, as opposed to a free-format Text string populated by the Maker. In order to support this, Whisperer Enterprise parses the Text field for a numeric code and performs validation in order to ensure that it maps to a valid FXall ID. In the case of a validation error, an ErrorReport will be returned, no message will be sent to the Venue.
QuoteResponse
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Workflow
Taker ESP or Taker RFS.
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 | standardchartered_s2bx,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&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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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 1687964728075_1477263491 |
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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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|
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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 | standardchartered_s2bx |
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| isFirstTimeEnter | false |
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| cell-width | 250 |
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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 | 1706244794170_1563822832 |
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| order | 0 |
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| hideControls | true |
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| inverse | 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 |
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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 | 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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| hideControls | true |
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| inverse | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| isNew | false |
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| separator | Point (.) |
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| ddSeparators | true |
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| default | standardchartered_s2bx |
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| isFirstTimeEnter | false |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| id | 1643911413223_1983197984 |
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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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| order | 0 |
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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 |
|---|
| 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 | standardchartered_s2bx |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 250 |
|---|
| hideColumns | false |
|---|
| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
|---|
| globalFilter | false |
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| id | 1706244764801_805485984 |
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| order | 0 |
|---|
| hideControls | true |
|---|
| inverse | false |
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| column | Venue |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue |
|---|
| ddOperator | OR |
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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
| Note |
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| title | Sweepable vs FullAmount |
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- Sweepable - not supported.
- FullAmount - "Tiered". Volume bands are defined and agreed during the onboarding process.
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| Info |
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| title | Supported/Unsupported Features |
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TwoWay pricing is not supported on BLK/NDB by venue. Venue supports RFQ pricing model but currently not supported by whisperer. Inverse pricing is supported but NonDeliverables are only offered in market convention. |
| Info |
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Quote:ValidUntilTime - By default ValidUntilTime is 2 mins. This can be configured as per the agreed value between client and the venue.
NewOrderMultiLeg:LegSettlDate: It is mandatory for the Client to send LegSettlDate in the NewOrderMultiLeg message for all MultiLeg Orders (SWP,NDS,BLK and NDB).
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| Note |
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Venue does not differentiate EvenSwaps from UnevenSwaps wrt the SpotRate used in calculating the All-in price. For whisperer to normalise the standard SwapPrice Representation, BidSpotRate and OfferSpotRate sent to the client will be flipped in the Quote message for EvenSwaps. |
NDF Fixing Reference
Venue supports primary and secondary fixing reference .
Tables below includes valid values for primary and secondary fixing source.
| CCYPair | Primary Fixing Reference |
|---|
USDBRL | BRL PTAX |
| USDCNY | CNY SAEC |
| USDIDR | IDR ABS |
| USDINR | INR RBIB |
| USDKRW | KRW KFTC18 |
| USDMYR | MYR-MYRFIX2 |
| USDPHP | PHP PDSPESO |
| USDRUB | RUB EMTA 12:30 |
| USDTWD | TWD TAIFX1 |
| Currency | Secondary Fixing Reference |
|---|
| AUD | AUD ECB37
AUD TKYFX
AUD WMR12 |
CHF | CHF TKYFX |
| EUR | EUR ECB37
EUR TKFE 10:30
EUR TKFE 11:00
EUR TKFE 12:00
EUR TKFE 15:00
EUR TKFE 16:00
EUR TKFE2 10:30
EUR TKFE2 15:30
EUR TKYFX
EUR WMR 8AM GMT
EUR WMR 8AM UK
EUR WMR 9AM UK
EUR WMR12 |
| GBP | GBP ECB37
GBP TKFE 15:00
GBP TKFE2 15:30
GBP TKYFX
GBP WMR 8AM GMT
GBP WMR 8AM UK
GBP WMR 9AM UK |
| JPY | JPY TKFE 12:00
JPY TKFE 15:00
JPY TKFE2 15:30
JPY TKYFX |
ExecutionReport
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Passthru Fields
Please refer to either Standard Chartered - Passthru Details, or Whisperer Enterprise - Passthru Fields for the full Enterprise table across all venues.
Regulatory Fields
Please refer to either Standard Chartered - Regulatory Details, or Whisperer Enterprise - Regulatory Fields for the full Enterprise table across all venues.