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Comment: Published by Scroll Versions from this space and version 1.4.51

Table of Contents

Workflow

TakerESP

Supported Security Type

...

SecurityType

...

LegSettlType

...

MDBookType

...

PriceDepth

...

PriceDepth

...

PriceDepth

Info
titleNDF Fixing Reference

Please note that NDF Fixing Sources specified in the spec are for Information purpose only. StateStreet do not send or want to receive this info.

Info
titleMetals and Crypto

Please note that StateStreet do not offer Metals or Crypto in ESP.

Supported OrdType and TimeInForce

...

OrderType

...

TimeInForce

...

Previously Quoted

Market

...

FOK and IOC

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Table Filter
totalrow,,,,,,,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
sparklinefalse
defaultstatestreet_efx,ExecutionVenue&&Comments&&client_role&&target_platform&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&MDBookType&&MDEntryType
isFirstTimeEnterfalse
cell-width250,250
hideColumnstrue
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1687964756296_1124040578
order0,1
hideControlsfalse
inversefalse,false
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue‚Hide columns
ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalse
worklog365|5|8|y w d h m|y w d h m
isORAND
Table Excerpt Include
nameSupportedInstruments
merge-tablestrue
pageSupported Instruments
typepage


Pricing and Trading Models Offered

Note
titlePricing and Trading Models

StateStreet ESP API offers FullAmount and Sweepable/ VWAP pricing and trading models.

Tenors Supported

Supported Tenors for Forward

Image Removed

Supported Tenors for NDF

For NDF order type, 1M, IMM1 and IMM2 are the supported tenors.

...

titlePricing and Trading Models

Broken Dates NDF streaming is possible but will need to be set up in a client's session.

...

Please refer to Supported Instruments to view across all venues

.

PartyIDs

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false
Table Filter
hideControlstrue
inverse
totalrow,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
disableSavefalse
separatorPoint (.)
sparklinefalselabelsVenue
defaultstatestreet_efx,statestreet_efx
isFirstTimeEnterfalse
cell-width250,150
hideColumnsfalse
userfiltercustomNoTableMsgVenue
datepatterndd M yy
false
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1706244430550_1627244597
order1,0
hideControlstrue
inversefalse,false
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue‚Venue
ddOperatorOR
userfilterVenue
datepatterndd M yy1675679814475_-103976393
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORANDorder0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table PartyIDs to view across all venues.

Regulatory Fields

Expand


Table Filter
globalFilter
hideControlstrue
inversefalse
totalrow,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
disableSaveisNewfalse
separatorPoint (.)
sparklinefalse
ddSeparatorstruelabelsVenue
defaultstatestreetcboefx_efxbookfeed
isFirstTimeEnterfalse
cell-width150
hideColumnsfalse
userfilterVenue
datepatterndd M yy
disabledfalse
enabledInEditorfalse
false
id16756798432611706244664886_-1404670173929827471
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


Please refer to or to Regulatory Fields for the full Enterprise table to view across all venues.

Passthru Fields

Expand


inverse
Table Filter
hideControlstrue
falsetotalrow,,,,,,
hidelabelsfalse
sparkNameSparkline
hidePanetrue
disableSavefalse
separatorPoint (.)
sparklinefalselabelsVenue
defaultstatestreet_efx
isFirstTimeEnterfalse
cell-width150250
hideColumnsfalse
userfilterVenue
customNoTableMsgfalsedatepatterndd M yy
disabledfalse
enabledInEditorfalse
globalFilterfalse
id1706244516478_1462675663
order0
hideControlstrue
inversefalse
columnVenue
disableSavefalse
separatorPoint (.)
labelsVenue
ddOperatorOR
datepatterndd M yy1675679867344_-1632466816
updateSelectOptionsfalse
worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage


Please refer to Passthru Fields for the full Enterprise table across all venues to view across all venues.

Details

Note
titleSweepable vs FullAmount

statestreet_efx supports:

  • Sweepable - VWAP orders are supported.
  • FullAmount


Info
titleMetals and Crypto

Please note that StateStreet do not offer Metals or Crypto in ESP.


Note
titleBroken-Dated NDFs

Broken Dates NDF streaming is possible but will need to be explicitly configured for a client's session.

Please note that this feature is not available in UAT.