Block Pricing

The potted summary is as follows:

1. We net all allocations per leg, to determine overall leg side, this is provide in the Client QuoteRequest.
2. The Client needs to net all legs to determine overall trade side.
3. Trade side determines side (and thus value) of spot for Client to Quote. 
4. Leg side determines side (and thus value) of fwd pts for Client to Quote.
5. The sum of the above (spot +fwd pts) is the all-in price for Client to Quote.
6. The alloc side determines the field for MF to populate (either LegBidPx or LegOfferPx).

Certification 

360T requires that the MTF certification is done with the specific algo-id that is to be used in production.

As a sidenote to this, if a client would like to add an algo id in the future, this will also require a further conformance test for the MTF side to verify the algo id.

Passthru Fields

Please refer to either 360T TEX - Passthru Details, or Whisperer Enterprise - Passthru Fields for the full Enterprise table across all venues.

Regulatory Fields

Please refer to either Currenex RFS - Regulatory Details, or Whisperer Enterprise - Regulatory Fields for the full Enterprise table across all venues.