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totalrow	,,,,,,,,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	Filtration panel
sparkline	false
default	t360_tex,MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&ExecutionVenue&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&Products&&client_role&&target_platform&&MDBookType&&MDEntryType
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id	17000560441621706243615658_1177155530-1944328825
order	0,1
hideControls	false
inverse	false,false
column	Venue
disableSave	false
separator	Point (.)
labels	Venue‚Hide columns
ddOperator	OR
datepattern	dd M yy
hideFilters	1
updateSelectOptions	false
worklog	365\|5\|8\|y w d h m\|y w d h m
isOR	AND

Table Excerpt Include

isFirstTimeEnter	true
v	2
name	SupportedInstruments
merge-tables	true
page	Supported Instruments
type	page

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totalrow	,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	t360_tex
isFirstTimeEnter	false
cell-width	150250
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id	17013424170641706225089110_-213706131622182935
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labels	Venue
userfilterddOperator	VenueOR
datepattern	dd M yy
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worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

copytable	true
name	PartyIDs
page	PartyIDs
type	page

...

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Table Filter

totalrow	,,,,,
hidelabels	false
sparkName	Sparkline
hidePane	true
sparkline	false
default	t360_tex
isFirstTimeEnter	false
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id	16980692506921706225045729_-623713811768028204
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separator	Point (.)
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datepattern	dd M yy
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worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

...

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totalrow	,,,,,
hidelabels	false
sparkName	Sparkline
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default	t360_tex
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id	16980692614571705441562397_298911271-569085714
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worklog	5\|8\|w d h m\|w d h m
isOR	AND

Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

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

Details

Note

title	Unsupported Functionality

Functionality currently not yet supported in Whisperer

Bank Basket functionality.
TimeOptions.
MultiAllocations
MTF
NonDeliverable Fwds/Swp/Blk

:

Time Options
MultiAllocations

Pricing

As well as Bilateral Quote negotiation, 360T TEX also supports Basket functionality where Quote messages are received from multiple providers.

A list of all available LPs per SecurityType is provided for the client in the UserNotification(LoggedOn) message's Text field in json format, as per the example below:

Code Block

title	Example:
collapse	true

8=FIXT.1.1|9=106|35=CB|49=GW.ven.t360_tex.RFS|56=testuser|34=3|52=20231212-10: 54: 02.073125423|926=1|58={
  "Status": "Venue connected.",
  "LPs": {
    "BLK": [
      "RBS.LND.DEMO",
      "SOCGEN.LND.DEMO",
      "COBA.DEMO",
      "RBC.DEMO",
      "CITIBANK.DEMO",
      "BOAL.DEMO"
    ],
    "FWD": [
      "RBS.LND.DEMO",
      "SOCGEN.LND.DEMO",
      "COBA.DEMO",
      "RBC.DEMO",
      "CITIBANK.DEMO",
      "BOAL.DEMO"
    ],
    "SPT": [
      "RBS.LND.DEMO",
      "SOCGEN.LND.DEMO",
      "COBA.DEMO",
      "RBC.DEMO",
      "CITIBANK.DEMO",
      "BOAL.DEMO"
    ],
    "SWP": [
      "RBS.LND.DEMO",
      "SOCGEN.LND.DEMO",
      "COBA.DEMO",
      "RBC.DEMO",
      "CITIBANK.DEMO",
      "BOAL.DEMO"
    ],
    "NDF": [
      "RBS.LND.DEMO",
      "SOCGEN.LND.DEMO",
      "COBA.DEMO",
      "RBC.DEMO",
      "CITIBANK.DEMO",
      "BOAL.DEMO"
    ],
    "NDS": [
      "RBS.LND.DEMO",
      "SOCGEN.LND.DEMO",
      "COBA.DEMO",
      "RBC.DEMO",
      "CITIBANK.DEMO",
      "BOAL.DEMO"
    ]
  }
}|10=187|

For Basket functionality, clients can specify a QuoteRequest with multiple PartyRole ExecutionVenue.

There are 3 options available for clients to utilize this functionality.

Single LP (Bilateral) - QuoteRequest contains NoPartyIDs group with single PartyRole ExecutionVenue with PartyID populated with a LP. Clients will receive Quote message from requested LP.
Multiple LPs (Basket) - QuoteRequest contains NoPartyIDs group with multiple PartyRole ExecutionVenues with PartyIDs populated with LPs. Clients will receive MassQuote messages with each LP as a QuoteEntry.
All LPs (Basket) - QuoteRequest does not contain PartyRole ExecutionVenue in NoPartyIDs. Clients will subscribe to all available LPs and they will receive Massquote messages with each LP as a QuoteEntry.

Warning

title	Mandatory field - LegMaturityDate

For NDF/NDS/NDB, it is mandatory to populate LegMaturityDate in the QuoteRequest. Otherwise, the Venue will interpret the request as deliverable rather than non deliverable.

This is breaking the normalised client behaviour on this venue. But rather than enforcing this field for all other venues, this is considered the best approach for now on this specific venue.

Note

title	Pricing Constraints

QuoteRequests - The default maximum

Note

title	Pricing/Order Details

QuoteRequests - The default

number of parallel requests is 20. Please contact 360T support if you require a higher number.

PartyRole - ExecutionVenue is mandatory field to be populated with single Liquidity Provider in the QuoteRequest and NewOrderMultiLeg message from client.

Swaps - Uneven Swaps are not supported. Hence allocations on near and far leg should always match.

Blocks - TwoWay pricing is not supported for blocks

Blocks - The venue does not support TwoWay pricing for Blocks, and such request are rejected by WE.
Allocations -

Supports only Single

The venue only supports a single allocation per leg.

ExpireTime

Stream Duration-

Client can provide this

The client can specify desired ExpireTime as an

optional BodyPassThru field. If not provided, this limit is by default

optional BodyPassThru field in the QuoteRequest. This limit by default is 1 minute for Spot and 5 minutes for all other products, but can be configured per customer and product.

OrdType - Only PreviouslyQuoted should be applicable for RFS workflow. But as venue supports Market and Limit Orders for Spts and fwds, Whisperer Enterprise allows this.

Trading

The NewOrderMultiLeg must contain the quoteID from the quote message for the Bilateral request.

For the Basket functionality where MassQuote message is received:

ExecutionVenue per QuoteEntry is provided as EntryPassThruField indicating the Liquidity Provider name.
Clients should use QuoteEntryID from the MassQuote message, as QuoteID in the NewOrderMultiLeg.
It is recommended that PartyRole with the correct ExecutionVenue is provided in the NewOrderMultiLeg.

Please refer to RFS Basket workflow for the full Enterprise details across all venues.

Note

title	Trading Constraints

NDF SettlCurrency - As per the venue, settlement occurs outside 360T TEX and the settlement currency is up to the 2 counterparts to decide.
ExecutionReport Delays - If

Note

title	ExecutionReport

If you don’t receive

an ExecutionReport with state Filled or Rejected is not received by the client within 10 seconds,

you

clients must immediately contact 360T TEX support to clarify the deal status.

Versions Compared

Old Version 4

New Version 8

Key

Details

Pricing

Trading