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TBD - same credentials may be used for both market data and trading - as long as those credentials have been enabled for both functionalities. Currently, by default, customers are given two sets of credentials, one for market data and one for trading. Need to clarify this in setup for both UAT and PROD. NOTE: MF API User and venue credentials are mapped n-n .I.e. a venue map provide a client with multiple CompIDs for market data and trading connections, and client will wish to arbitrarily map multiple users to each one.
TBD All the Whisperer config settings need to be listed, eg:
- Global singleDealerPlatformMatchingStrategy. Choices are PriceImprovement, ExactMatch, PriceDegradation
- Auto-subscription to venue instruments - On/Off?
- Venue Stale Quote Protection - staleAfterMilliseconds &/or deletedMessageBuffer size.
- Customers should request that the marketfactory email is associated with Certificates (e.g UBS to ensure marketfactory is notified and can renew certificates before customers are impacted)
- Consideration should be given to EBS connections as they require password resets on a rolling basis.
- Etc
These also need to be documented in the overview. Pull text from Stale Quote Protection.
| # | Section | Question | Answer | signed off |
|---|---|---|---|---|
| 1 | Drop Copy | What is the name of the firm? | ||
| 2 | Will the firm require the use of the Drop Copy service? | Yes/No | ||
| 3 | PrimeBroker Trade Report | Will the firm require the use of thePrimeBrokerTradeReport the PrimeBrokerTradeReport service? | Yes/No | |
| What prime broker will the firm be using for trades sent to them via the PrimeBrokerTradeReport service? | text box or drop down | |||
| 4 | Hosted Servers | Does the firm make use of Algo servers to execute strategies? | Yes/No | |
| 5 | Is the business interested in the hosted services provided by MarketFactory? | Yes/No | ||
| 6 | Market Data Collection | Will the company be interested in the use of futuremarketdataproductsfuture marketdata products? | Yes/No | |
| 7 | UAT Feeds | Have you obtained the connection details from the venue? | Yes/No | |
| 8 | Which protocol does the connection use (i.e FIX, ITCH / OUCH)? | text box or drop down | ||
| 9 | Does the firm intend to Make or Take on the connections (provide liquidity to the market or consume liquidity from the market)? | make / take options | ||
| 10 | How many trading venues would you like access in total? | text/numerical field | ||
| 11 | What are the names of the venue connection services you would like access to (e.gEBSAi,EBSLive ultra,EBSEdge etc..) | text box or drop down | ||
| 12 | Select the Trading Venues, you want access to from the list (multiple selection available) | multiple selection | ||
| 13 | List or attach a document of the major currency pairs that you would like to go live within production | listed or as an attachment field so a document can be input | ||
| 14 | Please provide the Market Data Credentials: | listed or as an attachment field so a document can be input | ||
| 15 | Please provide the Order Credentials: | listed or as an attachment field so a document can be input | ||
| Will connections have order limits enforced? | yes/no | |||
| Does the business want Whisperer to check Trade Credit before submitting a trade? | yes/no | |||
| Does the business want to employ single dealer platform matching strategies? This is activated by enabling singleDealerPlatformMatchingStrategy with settings to permit: PriceImprovement ExactMatch PriceDegradation | Individual selection only | |||
| Will the connection(s) employ Whisperer's auto subscription for all Markets (securities)? | On/Off (Yes/No) | |||
| Will the business want to set an account ID/Name for the connection? if so please enter the value. | free text field | |||
| Is the counterparty ID required for back-office applications where available from the trading venue? | On/Off (Yes/No) | |||
| 16 | UAT Users | How Many Users purposes does the company require? | empty field or table | |
| 17 | How many users for each purpose are needed? | empty field or table | ||
| 18 | UAT Feed Filters | How many Feeds Filters will the firm require? | empty field or table | |
| 19 | List the names for each of the feed filters | empty field or table | ||
| 20 | Which feeds will each feed filter contain? | empty field or table | ||
| 21 | Product Types | What does the business presently trade? Options of (SPOT, Forwards, Non-Deliverable Forwards, SWAPs) | multiselect list | |
| What kind of order types does the business presently place into the market? DAY FOK IOC GTC | multiselect list | |||
| 22 | Connectivity | Who is the firm's Networking contact for connectivity to MarketFactory Whisperer? (preferably a network engineer or suitably knowledgeable connectivity contact) | Name and contact number field | |
| 23 | How would the business like to connect to UAT? | open text field | ||
| 24 | In which Co-Location(s) does the business want the UAT environment based in | open text field | ||
| 25 | What are the firm's bandwidth requirements? | open text field |
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