Supported Instruments

SecurityGroup

The SecurityGroup field is used to discrimintae eFix and Precious Metals instruments.

eFix

The SecurityGroup field must be populated as per the format "BaseCCY/TermCCY <Benchmark Fixing details>"

• Eg: EUR/USD BFIX 1030 LN
• Available benchmark fixing details: 
  • UAT Benchmarks
  • PROD Benchmarks

Precious Metals

Allowed symbol and security group combinations for Metals are as per the table below:

PartyIDs

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

OrderOriginationFirmLocation

This is the ISO identifier of the physical location of the individual or team head trader:

• The first two bytes as per ISO 3166-1, identify the country (e.g., JP = Japan, CN = China).
• The next three bytes indicate a comma-delimited state or province code (e.g., CA = California, QC = Quebec).
• Market Regulation requires only the submission of the two first characters of tag 9537-Location for all countries with the exception of Canada. For Canada, the 5 bytes including the province code must be submitted.

The full list of country codes, country state codes are available below:

• country_codes.rtf
• country_state.rtf

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.