A
B
C
ClOrdID - customer provided order identifier
cxlID - Customer provided cancellation request identifier.
D
E
exOrdID - Exchange (trading venue) order identifier
F
Feed - is the fundamental unit to which the Customer Application subscribes. A Feed can support 1) market data 2) trading, 3) STP 4) any combination of the preceding.
Note
Each feed is identified by a unique integer in the Whisperer application. Subscriptions are made to specific feeds. Market data and trading messages will typically contain the 'feedID' identifying the Trading Venue with which it is associated.
FeedID - A unique identifier for the Feed
G
H
I
J
K
L
M
Market - is an instrument available on a Trading Venue via the API, such as EUR/USD Spot.
Note
The list of available Markets may be different for each Trading Venue. For foreign exchange spot ECN's, this is typically the list of currency pairs supported by the ECN. For futures exchanges, such as the CME, it is the list of the foreign exchange futures contracts available.
MarketID - identifies a unique financial instrument
Note
This is applicable to the SBE Implementation only
N
O
OrderID - Internal order identifier
P
Q
R
S
SequenceID - User sequence identifier
T
timeExchange - Timestamp provided by the Exchange (Trading Venue)
timeHandler - Timestamp exiting the Feedhandler within Whisperer
timeApiServer - Timestamp in the client handler within Whisperer
timeApiClient - Timestamp at the client API (taken on the client host)
U
V
W
X
Y
Z
Overview
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