Workflow

Taker ESP.

Supported Instruments

SecurityTypeOrdTypeTimeInForceLegSettlType
SPT

PreviouslyQuoted


IOC

FOK

SPT
FWD

PreviouslyQuoted


IOC

FOK

BKN
D1
W1,  W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2
NDF

PreviouslyQuoted


IOC

FOK

BKN
D1
W1,  W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2


The API supports Market orders as well but there are a few issues that the venue is trying to resolve.


  • Sweepable - "Order-based layers" - any quantity from any layer may be hit any number of times. VWAP orders are supported.
  • FullAmount - "Quote-based layers" - the quantities shown are cumulative, and only one layer may be hit per quote.

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 Fields



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