Workflow

Taker RFS.

Supported Instruments




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

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 Details



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


Functionality currently not yet supported in Whisperer

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


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.

Allocations - Supports only Single allocation per leg.

ExpireTime - Client can provide this as an optional BodyPassThru field. If not provided, this limit is by default 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.


If you don’t receive an ExecutionReport with state Filled or Rejected within 10 seconds, you must immediately contact 360T support to clarify the deal status.