• Sweepable - not supported.
• FullAmount - "Tiered". Volume bands are defined and agreed during the onboarding process.

TwoWay pricing is not supported on BLK/NDB by venue.

Venue supports RFQ pricing model but currently not supported by whisperer.

Inverse pricing is supported but NonDeliverables are only offered in market convention.

Quote:ValidUntilTime - By default ValidUntilTime is 2 mins. This can be configured as per the agreed value between client and the venue.

NewOrderMultiLeg:LegSettlDate: It is mandatory for the Client to send LegSettlDate in the NewOrderMultiLeg message for all MultiLeg Orders (SWP,NDS,BLK and NDB).

Venue does not differentiate EvenSwaps from UnevenSwaps wrt the SpotRate used in calculating the All-in price.

For whisperer to normalise the standard Swap Price Representation, BidSpotRate and OfferSpotRate sent to the client will be flipped in the Quote message for EvenSwaps.