Page History
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FXSpotStream is a connectivity provider with access to multiple bank liquidity providers (LPs).
Supported Instruments
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PreviouslyQuoted
Market
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IOC
FOK
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PreviouslyQuoted
Market
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IOC
FOK
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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Please refer to PartyIDs to view across all venues.
Regulatory Fields
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Please refer to Regulatory Fields to view across all venues.
Passthru Fields
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Please refer to Passthru Fields to view across all venues.
Details
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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
...
FOK
...
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
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FOK
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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
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FOK
...
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
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FOK
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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
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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.
The supported LPs are:
| LP | MF PartyID (MIC) | FSS ID |
|---|---|---|
| Bank of America | BAML | BAML |
| Barclays | BARX | BARX |
| BNP Paribas | BNPS | BNP |
| MUFG Bank | MUTI | BTMU |
| Citi | CGMI | CITI |
| CommerzBank | CBKA | COBA |
| Credit Suisse | CSAG | CS |
| Goldman Sachs | GSCO | GS |
| HSBC | HSBC | HSBC |
| JPMorgan Chase | JPSI | JPMC |
| Morgan Stanley | MSAX | MS |
| Standard Chartered | STAN | SCB |
| Societe Generale | XSGA | SGSP |
| State Street | SSBI | STS |
| UBS | UBSG | UBS |
Example:
| Code Block |
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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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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
Regulatory Fields
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Multi Allocations are supported for fxspotstream for both ESP and RFS. Multi Allocations are only supported for full amount orders on ESP. For RFS, the QuoteRequst and NewOrderMultileg must have exactly the same allocations, otherwise venue will reject. |
Regulatory Detail
Please refer 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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Overview
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