Workflow

TakerESP


Supported Security Type

SecurityType

LegSettlType

MDBookType

SPTSPT

PriceDepth

FWDFWD

PriceDepth

NDFNDF

PriceDepth


Please note that NDF Fixing Sources specified in the spec are for Information purpose only. StateStreet do not send or want to receive this info.


Please note that StateStreet do not offer Metals or Crypto in ESP.

Supported OrdType and TimeInForce

OrderType

TimeInForce

Previously Quoted

Market

FOK and IOC

Pricing and Trading Models Offered

StateStreet ESP API offers FullAmount and Sweepable/ VWAP pricing and trading models.

Tenors Supported

Supported Tenors for Forward

Supported Tenors for NDF

For NDF order type, 1M, IMM1 and IMM2 are the supported tenors.

Broken Dates NDF streaming is possible but will need to be set up in a client's session.

Please note that this feature is not available in UAT.



PartyIDs



Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields



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

Passthru Fields



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