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Workflow
Taker ESP or Taker RFS.
FXSpotStream is a connectivity provider with access to multiple bank liquidity providers (LPs), supporting RFS (spot, forward, swap, NDF, NDS) and ESP (spot, forward, NDF). Multi-allocations and blocks are not supported..
Supported Instruments
| Workflow | SecurityType | LegSettlType | OrdType | TimeInForce |
|---|---|---|---|---|
| ESP | SPT | SPT | PreviouslyQuoted Market | IOC FOK |
| ESP | FWD | BKN TOD, TOM D1, D2, D3, D4 W1, W2, W3 M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21 Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30 | PreviouslyQuoted Market | IOC FOK |
| ESP | NDF | BKN | PreviouslyQuoted Market | IOC FOK |
| RFS | SPT | SPT | PreviouslyQuoted | FOK |
| RFS | FWD | BKN | PreviouslyQuoted | FOK |
| RFS | NDF | BKN | PreviouslyQuoted | FOK |
| RFS | SWP | BKN | PreviouslyQuoted | FOK |
| RFS | NDS | BKN | PreviouslyQuoted | FOK |
LP selection
The client is required to specify which LPs to receive quotes from by populating the NoPartyIDs repeating group in the MF QuoteRequest – use PartyRole (452) = ExecutionVenue (73). Multiple LPs are supported for ESP requests but only a single LP is supported for RFS requests.
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8=FIXT.1.1|9=423|35=R|1129=5 18444 1179469389 189|34=603|49=CL_dev-fxspotstream-pricing|56=MF_dev-fxspotstream-pricing|52=20200723-17:30:50.905000000|20003=N N|20004=N|60=20200723-18:30:50.905000000|131=qr_2/ftY4_1595525350490|2115=101|55=EUR/USD|167=1|20021=N N N N|453=2|452=11|448=testTrader|452=73|448=CGMI|555=1|609=1|624=1|556=EUR|685=1000000|587=28|670=1|671=testAccount|672=1|673=1000000|58=testText|10=000| |
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| Note: not all LPs are supported in the FSS simulator environment, and detailed behaviour may occasionally be incorrect. |
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PartyIDs
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Please refer to or Regulatory Fields to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
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Regulatory Fields
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Please refer to Whisperer Enterprise - PartyIDs to or Regulatory Fields for the full Enterprise table across all venues.
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FXSpotStream supports both MiFID and EMIR trades. The values required by FxSpotstream are dependent on the Execution Venue. The Regulatory fields table(attached below) describes all regulatory fields that are supported, and which Execution Venue require the field. "Other" column means that this field is used by no Execution Venue in particular.
Please find the table attached here: FxSpotStream Regulatory fields.xlsx
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Passthru Fields
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LP specific regulatory fields / PartyIDs
Required by HSBC for MIFID trading clients when trading MIFID covered products
NewOrderMultiLeg.NoPartyIDs.PartyRole = OrderOriginationFirmLEI
ExecutionReport.NoPartyIDs.PartyRole = ExecutingFirmLEI
NewOrderMultileg.NoLegs.NoLegRegulatoryFields.LegRegulatoryKey = LegMiFIDISIN
Required by UBS for MIFID trading clients when trading MIFID covered products
ExecutionReport.NoPartyIDs.PartyRole = ExecutingFirmLEI
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Please refer to Passthru Fields for the full Enterprise table across all venues.
Overview
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