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Workflow
Currenex RFS utilises optional numeric codes for rejection reasons, in addition to a free-format Text string populated by the Maker. In order to support this, Whisperer Enterprise parses the Text field for an optional numeric code prefix and performs validation in order to ensure that it maps to a valid Currenex ID.
- In the case of a validation error, an ErrorReport will be returned, no message will be sent to the Venue.
- If no numeric prefix is provided then the system will default to sending '2'.
QuoteResponse
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ExecutionReport
Maker RFS
Supported Instruments
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PartyIDs
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Regulatory Fields
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Passthru Fields
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Details
Error Codes
Currenex RFS utilises optional numeric codes for the full Enterprise table across all venuesrejection reasons, in addition to a free-format Text string populated by the Maker. In order to support this, Whisperer Enterprise parses the Text field for an optional numeric code prefix and performs validation in order to ensure that it maps to a valid Currenex ID.
- In the case of a validation error, an ErrorReport will be returned, no message will be sent to the Venue.
- If no numeric prefix is provided then the system will default to sending '2'.
QuoteResponse
| Message ID | Event Fail Reason | Description |
|---|---|---|
| 1 | UnknownSymbol | Currency pair not supported. |
| 2 | ExchangeClosed | Currency pair not available at this time. |
| 3 | QuoteRequestExceedsLimit | Credit check failure. |
| 4 | TooLate | Maker is closed. |
ExecutionReport
| Message ID | Event Fail Reason | Description |
|---|---|---|
| 1 | UnknownSymbol | Currency pair not supported. |
| 2 | ExchangeClosed | Currency pair not available at this time. |
| 3 | OrderExceedsLimit | Credit check failure. |
| 4 | TooLate | Maker is closed. |