Supported Security Type:

Security Type

Spot
NDF


Supported Tenor for NDF

Tenor TypeComment
M1Settlement Date be populated 

Supported MarketDepth:

Market Depth

OrderDepth
PriceDepth


Supported MDUpdateAction: (MarketDataIncrementalUpdate):

MDUpdateAction

Comment

Add
DeleteIn rare cases it is possible to receive a Delete message for an inexistent market data entry.


Supported OrderTypes:

OrderType

SecurityType

Comment

LimitSpot, NDF
MarketSpot, NDF
PeggedSpot, NDF


Supported TimeInForce:


TimeInForce

OrderType

Comment

DayLimit, PeggedMinQty can be specified
IOCMarket, Limit, PeggedMinQty can be specified
FOKMarket, Limit, PeggedMinQty can be specified
GoodForTimeLimitMinQty can be specified


Passthru Details:




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

PartyID Details:





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