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Please refer to Passthru Fields to view across all venues.

Details

Functional Coverage

lseg_fxall_quicktrade_cash_rfq maker is replacing the fxall_quicktrade_maker (proprietary FXall Java API TCPI).

Info
titleAPI Support

LSEG FIX API supports 

  • Resting, Algos and Fixing Orders
  • Options RFQ
  • Cash RFQ 

But only Cash RFQ is supported under lseg_fxall_maker for all clients.

Cash RFQ Maker new features not yet implemented in Whisperer.

  • MixedDealts - SSP's can have legs with different dealt currencies.
  • ForwardFirstWorkflow - Applicable for Fixing Orders and RFQ API will be used for the initial RFQ process and Fixing order is sent through Fixing API.

If these are required please contact MarketFactory Support.

Additional Information

Note
titlePrice Precision

Precision information is sent to client in every QuoteRequest message as part of BodyPassThru fields. While quoting this information should be maintained. 

If the precision in the Quote is different from the specified in the QuoteRequest, Venue rounds the price in NewOrderMultiLeg message sent to the client.