Overview
Whilst Whisperer Enterprise explicitly provides all the key fields typically expected for a given trading model and message type, there is still a need to support the exchange of custom fields as defined by individual venues.
Message Structure
MarketFactory allows clients to reference or populate these custom fields for appropriate messages via the use of dedicated repeating groups containing key/value pairs, at the appropriate level within the message structure:
| Message | Parent Group | Name |
|---|---|---|
| MarketDataIncrementalRefresh | - | NoBodyPassthruFields |
| NoMDEntries | NoEntryPassthruFields | |
| QuoteRequest | - | NoBodyPassthruFields |
| NoLegs | NoLegPassthruFields | |
| NoLegAllocs | NoAllocPassthruFields | |
| Quote | - | NoBodyPassthruFields |
| NoLegs | NoLegPassthruFields | |
| MassQuote | - | NoBodyPassthruFields |
| NoQuoteEntries | NoEntryPassthruFields | |
| NewOrderMultileg | - | NoBodyPassthruFields |
| NoLegs | NoLegPassthruFields | |
| NoLegAllocs | NoAllocPassthruFields | |
| ExecutionReport | - | NoBodyPassthruFields |
| NoLegs | NoLegPassthruFields | |
| NoLegAllocs | NoAllocPassthruFields | |
| ExecutionAcknowledgement | - | NoBodyPassthruFields |
| NoLegs | NoLegPassthruFields |
For more detail reference the SBE Schema.
Venue-Specific Details
The table below sets out what Passthru keys are supported by Venue and Message.
| Venue | Message | Parent Group | Passthru Key | Venue Comment | MarketFactory Comment |
|---|---|---|---|---|---|
| Standard Chartered | QuoteRequest | NoBodyPassthruFields | Reference1 | Optionally supplied notes for this request. | - |
| Standard Chartered | QuoteRequest | NoBodyPassthruFields | Reference2 | Optionally supplied notes for this request. | - |
| Standard Chartered | QuoteRequest | NoBodyPassthruFields | Reference3 | Optionally supplied notes for this request. | - |
| Standard Chartered | QuoteRequest | NoBodyPassthruFields | NDFCurrency | Optional tag which can be used to specify the NDF currency if there is ambiguity as to which currency is non deliverable. | NDF, NDS, NDB only. |
| Standard Chartered | Quote | NoBodyPassthruFields | NDFCurrency | Optional tag which can be used to specify the NDF currency if there is ambiguity as to which currency is non deliverable. | NDF, NDS, NDB only. |
| Standard Chartered | Quote | NoBodyPassthruFields | MaturityTime | Fixing time on the fixing date for the NDF contract. This is an optional field but must be expressed in local time with offset to UTC specified. | NDF only. |
| Standard Chartered | Quote | NoBodyPassthruFields | BidSwapPoints | Bid combined points (aka LHS points) for a SWAP/NDS. Points are scaled. | SWP, NDS only. |
| Standard Chartered | Quote | NoBodyPassthruFields | OfferSwapPoints | Offer Combined points (aka RHS points) for a SWAP/NDS. Points are scaled. | SWP, NDS only. |
| Standard Chartered | Quote | NoBodyPassthruFields | MidSwapPoints | The mid points for the (SWAP/NDS) quote. Only provided where the client is in scope for Dodd Frank regulations. As the scope is subject to change all clients must be capable of accepting this tag. Points are scaled. | SWP, NDS only. |
| Standard Chartered | Quote | NoLegPassthruFields | LegMaturityTime | Optional maturity time for this leg if this is an NDF SSP. | NDS, NDB only. |
| Standard Chartered | MassQuote | NoBodyPassthruFields | NDFCurrency | Optional tag which can be used to specify the NDF currency if there is ambiguity as to which currency is non deliverable. | NDF only. |
| Standard Chartered | MassQuote | NoBodyPassthruFields | MaturityTime | Fixing time on the fixing date for the NDF contract. This is an optional field but must be expressed in local time with offset to UTC specified. | NDF only. |
| Standard Chartered | NewOrderMultileg | NoBodyPassthruFields | TradingReference1 | An optional trading reference (will be returned in the execution). | - |
| Standard Chartered | NewOrderMultileg | NoBodyPassthruFields | TradingReference2 | An optional trading reference (will be returned in the execution). | - |
| Standard Chartered | NewOrderMultileg | NoBodyPassthruFields | TradingReference3 | An optional trading reference (will be returned in the execution). | - |
| Standard Chartered | NewOrderMultileg | NoBodyPassthruFields | NDFCurrency | Optional tag which can be used to specify the NDF currency if there is ambiguity as to which currency is non deliverable. | NDF, NDS, NDB only. |
| Standard Chartered | NewOrderMultileg | NoLegPassthruFields | LegMaturityTime | Optional maturity time for this leg if this is an NDFSSP/NDS. If supplied this will be validated. | NDS, NDB only. |
| Standard Chartered | ExecutionReport | NoBodyPassthruFields | TradingReference1 | Optional trading reference returned if supplied on the NewOrderSingle (35=D). | - |
| Standard Chartered | ExecutionReport | NoBodyPassthruFields | TradingReference2 | Optional trading reference returned if supplied on the NewOrderSingle (35=D). | - |
| Standard Chartered | ExecutionReport | NoBodyPassthruFields | TradingReference3 | Optional trading reference returned if supplied on the NewOrderSingle (35=D). | - |
| Standard Chartered | ExecutionReport | NoBodyPassthruFields | NDFCurrency | For NDFs this is the NDF Currency. | NDF, NDS, NDB only. |
| Standard Chartered | ExecutionReport | NoBodyPassthruFields | MaturityTime | Fixing time on the fixing date for the NDF contract. This is an optional field but must be expressed in local time with offset to UTC specified. | NDF only. |
| Standard Chartered | ExecutionReport | NoBodyPassthruFields | MidSwapPoints | The mid swap points at execution for SWAP/NDS. This is only supplied for where compliance is required for Dodd-Frank regulations. Points are scaled. | SWP, NDS only. |
| Standard Chartered | ExecutionReport | NoLegPassthruFields | LegMaturityTime | Optional maturity time for this leg if this is an NDFSSP/NDS. | NDS, NDB only. |
| FXall QuickTrade | QuoteRequest | NoBodyPassthruFields | MakerGroupName | The group handling the order at the Maker. | - |
| FXall QuickTrade | QuoteRequest | NoBodyPassthruFields | TakerGroupName | The name of the group which the Taker that submitted the Order for trading belongs to. | - |
| FXall QuickTrade | QuoteRequest | NoLegPassthruFields | SpotDate | The Spot Date of all requirements within this leg. | - |
| FXall QuickTrade | QuoteRequest | NoAllocPassthruFields | TakerCustom | A field for custom-use by the Taker. | - |
| FXall QuickTrade | QuoteRequest | NoAllocPassthruFields | TakerAccountName | The Taker's name for the account being traded against. | - |
| FXall QuickTrade | QuoteRequest | NoAllocPassthruFields | MakerCustom | A field for custom-use by the Maker. | - |
| FXall QuickTrade | QuoteRequest | NoAllocPassthruFields | SettlementType | Indicates whether the settlement instructions to be used for this trade are "Standard" or "Special" . | - |
| FXall QuickTrade | Quote | NoBodyPassthruFields | MakerOrderCustom | A field for custom-use by the Maker. FXall will store this field on receipt and acceptance by FXall's system and return it to the Maker every subsequent time the DefaultCOrder is sent to the Maker. | - |
| FXall QuickTrade | Quote | NoLegPassthruFields | MakerLegCustom | A field for custom-use by the Maker. FXall will store this field on receipt and acceptance by FXall's system and return it to the Maker every subsequent time the DefaultCOrder is sent to the Maker. | - |
| FXall QuickTrade | NewOrderMultileg | NoBodyPassthruFields | MakerGroupName | The group handling the order at the Maker | - |
| FXall QuickTrade | NewOrderMultileg | NoBodyPassthruFields | TakerGroupName | The name of the group which the Taker that submitted the Order for trading belongs to. | - |
| FXall QuickTrade | NewOrderMultileg | NoBodyPassthruFields | MakerOrderCustom | A field for custom-use by the Maker. FXall will store this field on receipt and acceptance by FXall's system and return it to the Maker every subsequent time the DefaultCOrder is sent to the Maker. | - |
| FXall QuickTrade | NewOrderMultileg | NoLegPassthruFields | SpotDate | The Spot Date of all requirements within this leg. | - |
| FXall QuickTrade | NewOrderMultileg | NoLegPassthruFields | MakerLegCustom | A field for custom-use by the Maker. FXall will store this field on receipt and acceptance by FXall's system and return it to the Maker every subsequent time the DefaultCOrder is sent to the Maker. | - |
| FXall QuickTrade | NewOrderMultileg | NoAllocPassthruFields | SettlementType | Indicates whether the settlement instructions to be used for this trade are "Standard" or "Special" . | - |
| FXall QuickTrade | ExecutionAcknowledgement | NoBodyPassthruFields | MakerGroupName | The group handling the order at the Maker | - |
| FXall QuickTrade | ExecutionAcknowledgement | NoBodyPassthruFields | TakerGroupName | The name of the group which the Taker that submitted the Order for trading belongs to. | - |
| FXall QuickTrade | ExecutionAcknowledgement | NoBodyPassthruFields | MakerOrderCustom | A field for custom-use by the Maker. FXall will store this field on receipt and acceptance by FXall's system and return it to the Maker every subsequent time the DefaultCOrder is sent to the Maker. | - |
| FXall QuickTrade | ExecutionAcknowledgement | NoLegPassthruFields | SpotDate | The Spot Date of all requirements within this leg. | - |
| FXall QuickTrade | ExecutionAcknowledgement | NoLegPassthruFields | MakerLegCustom | A field for custom-use by the Maker. FXall will store this field on receipt and acceptance by FXall's system and return it to the Maker every subsequent time the DefaultCOrder is sent to the Maker. | - |
| Currenex RFS | QuoteRequest | NoLegPassthruFields | PrevClosePx | Reference rate. | Optionally provided by the Currenex GUI user. |
| Currenex RFS | QuoteRequest | NoLegPassthruFields | FixingDate | Fixing date for NDF, or near leg fixing date for NDF swaps. | The Currenex GUI allows the user to submit an 'NDF' request for SPT. This results in a vanilla spot quote request, but with the additional FixingDate field populated which is passed through by MarketFactory. |
| Currenex RFS | QuoteRequest | NoLegPassthruFields | FixingDate2 | Far leg fixing date for NDF swaps. | The Currenex GUI allows the user to submit an 'NDS' request TOD/SPT or TOM/SPT. This results in a vanilla SWP quote request, but with the additional FixingDate2 field populated which is passed through by MarketFactory. |
| Currenex RFS | NewOrderMultileg | NoBodyPassthruFields | MTF | MTF MIC | This is in addition to the Parties Block ExecutionVenue, which is populated from another source in the message. Not required and passed through for transparency only. |
| Currenex RFS | ExecutionAcknowledgement | NoBodyPassthruFields | MTF | MTF MIC | Echoed here if previously provided in the NewOrderMultileg. |
| 360T_TEX | QuoteRequest | NoBodyPassthruFields | RefSpotDate | ||
| 360T_TEX | QuoteRequest | NoBodyPassthruFields | ExpireTime | ||
| 360T_TEX | QuoteRequest | NoBodyPassthruFields | ProlongedDealID | ||
| 360T_TEX | QuoteRequest | NoBodyPassthruFields | ProlongationNumber | ||
| 360T_TEX | QuoteRequest | NoBodyPassthruFields | SpotRatePrecision | ||
| 360T_TEX | QuoteRequest | NoBodyPassthruFields | ForwardRatePrecision | ||
| 360T_TEX | QuoteRequest | NoBodyPassthruFields | ForwardPointsPrecision | ||
| 360T_TEX | QuoteRequest | NoLegPassthruFields | MaturityDate | ||
| 360T_TEX | QuoteRequest | NoLegPassthruFields | LegMaturityDate |
Overview
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