Workflow

Taker ESP

Supported Instruments

SecurityTypeOrdTypeTimeInForceLegSettlType
SPT

PreviouslyQuoted


IOC

FOK

SPT


For previously quoted orders the filled price (LegLastPx in ExecutionReport) may be better – i.e. in client's favour – than the requested dealt price (LegPrice in NewOrderMultileg).


Nomura can configure pricing sessions for sweeping or full amount. VWAP is not supported.

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.