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Table of Contents

Workflow

Taker ESP or Taker RFS.

FXSpotStream is a connectivity provider with access to multiple bank liquidity providers (LPs).

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 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
RFS	SPT	SPT	PreviouslyQuoted	FOK
RFS	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	FOK
RFS	NDF	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	FOK
RFS	SWP	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	FOK
RFS	NDS	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	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.

...

Note

title	FSS SIM vs UAT environments

Note: not all LPs are supported in the FSS simulator environment, and detailed behaviour may occasionally be incorrect.

PartyIDs

Expand

Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	fxspotstream
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1655720330267_-1542429409
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PartyIDs
page	PartyIDs
type	page

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

Regulatory Fields

Expand

Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	fxspotstream
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1655720358165_1570431775
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

...

Info

title	LP-specific Regulatory Detail

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.

Anchor

	RegulatorySpreadSheet
	RegulatorySpreadSheet

Please find the table attached here: FxSpotStream Regulatory fields.xlsx

Warning
Given that LPs have changing requirements, we recommend that you implement sending this data regardless of the LP.

Passthru Fields

Expand

Table Filter

hideControls	true
inverse	false
sparkName	Sparkline
hidePane	true
isNew	false
separator	Point (.)
ddSeparators	true
default	fxspotstream
isFirstTimeEnter	false
userfilter	Venue
datepattern	dd M yy
id	1655720372079_-1766816656
worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

...

Versions Compared

Old Version 8

New Version 9

Key

Workflow

Supported Instruments

LP selection

PartyIDs

Regulatory Fields

Passthru Fields