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CLOB: MarketData and Orders.
Taker ESP: Pricing and Trading.
Supported Instruments
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MDBookType
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MDEntryType
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PriceDepth
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Bid
Offer
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PriceDepth
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Bid
Offer
Orders
Supported Instruments
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Limit
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DAY
IOC
FOK
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DAY
IOC
FOK
| 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 | lucera_lumefx,Comments&&ExecutionVenue&&client_role |
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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 | 1687443169479_-904371286 |
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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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Please refer to Supported Instruments to view across all venues.
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Limit
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DAY
IOC
FOK
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IOC
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PartyIDs
| 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 | lucera_lumefx |
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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 | 1641571278250_-659101469 |
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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 | PartyIDs |
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| page | PartyIDs |
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| type | page |
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table 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 | lucera_lumefx |
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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 | 1643984734955_-1033478641 |
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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 or to Regulatory Fields for the full Enterprise table to view across all venues.
Passthru 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 | lucera_lumefx |
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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 | 1641571302937_-1780511262 |
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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 | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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Please refer to Passthru Fields for the full Enterprise table to view across all venues.
Details
| Note |
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| title | Sweepable vs FullAmount |
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Sweepable vs FullAmount for the TakerESP workflow: - FullAmount - supported.
- Sweepable - supported. VWAP orders are not supported.
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