Workflow

CLOB Orders.

Algo Orders.

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.

Details

Algo Selection

Refer to Supported Order Types (Algo Orders) for details on how to use the NoStrategyParameters block to send the details of the TargetStrategy, along with the corresponding strategy parameters.

In addition to standard Iceberg orders, LSEG FX also supports the specification of Iceberg orders with more complex attributes, which are offered as a standard Algo strategy.

The table below sets out the Iceberg order Strategy parameters and combinations currently supported.

StrategyParameterNameStrategyParameterTypeStrategyParameterValue
TargetStrategyStringIceberg

TipSpecificationTypeStringDefined

Random

FirstTipQtyMandatory-


SecondTipQtyOptional-


ThirdTipQtyOptional-


MinimumRandomTipQty-

Mandatory

MaximumRandomTipQty-

Mandatory

DelayIntOptional

Optional

Additional Information

Features not yet supported by LSEG FX:

  • FXSWAPs matching including Work-Up and Client credit check workflow.
  • LSEG PriceStream.
  • Order Cancel/Replace Request.
  • Prime Broker Workflow.

Features not required by Whisperer Enterprise:

  • Open Order Download


As opposed to regular TradeCancel and TradeAmend, venue supports offset trade cancel and offset trade amend for Cleared instruments.

This is due to the fact that for Cleared NDF's trading venue cannot amend or cancel an already cleared trade.

TradeCancellation is supported by instigating an offset trade identical to original trade with the exception of trade directions. (Side =Buy in the original trade will be Side =Sell in offset trade).

TradeAmendment has two new independent trades where first one is offset trade identical to original trade with the exception of trade directions (similar to offset trade cancel above). Second trade will contain the amended trade attributes (Price/Qty(reduction only)/Valuedate/FixingDate).Client can identify and link Offset trades with original trade as below: 

  • ExecRefID - ExecID of the original trade in case of offset trade cancel and ExecID of the offset trade cancel in case of offset trade amend.
  • SecondaryExecID - ExecID of the original trade in case of offset trade cancel and offset trade amend.
  • Text - Contains string "Offset Trade" for both offset trade cancel and offset trade amend.
Any trade cancellation/amendment against a trade executed more than two trading days ago will not trigger any messages on the LSEG FX Trading API.