Taker Counterparties

If configured to do so, Whisperer will populate the counterparty field of the TradeCaptureMessage with a JSON string containing any known counterparties contained in the execution report. The set of all counterparties is configured on a per-instance basis and applies to all venues in the instance. The feature is either on or off for all venues in an instance. Any string-type FIX tag and any partyRole, as well as partySubIDType, can be included.

Maker Counterparties

Similarly, if configured to do so, Whisperer will populate the detail field of the NewOrderMessage with a  JSON string ccontaining party data received

Prototype:

{ "PartyIDS": {"ContraFirm": "<data>","UnderlyingContraFirm": "<data>","EnteringTrader":"<data>", "ContraTrader": "<data>","EncodedTraderID": "<encodedTraderIDData>", }}

Example:

{ "PartyIDS": {"ContraFirm": "D552","UnderlyingContraFirm": "D552","EncodedTraderID": "329993-23474-3"}}