Page History

...

Please note that the Roadmap is subject to change. Contact MarketFactory if you have any particular priorities or require Venues that are not listed.

Info

title	API Documents

MarketFactory does not provide venue API documents for client download - as we do not know what relationship, if any, an arbitrary client may have with any particular venue.

If you require any specific documentation, please contact the venue directly.

The capabilities of individual Gateways are documented in the Venue Catalogue. Please contact MarketFactory Support if you need particular information that is not currently available.

Info

title	Perspective - Client Role

The table below sets out what roles that you, the API Client, may adopt:

Taker - Access liquidity offered by others.
Maker - Provide liquidity (LP) to others.
CLOB - Trade as a market participant alongside others on an order-matching platform. You can place resting Limit Orders ("Make") or aggress/trade through the book ("Take") as you wish - based on the orders you submit.
MarketData - consume information as to the CLOB trading activity.

Perspective - Venue Role

As per the table column headers below , the table focuses on the Venue Type and Venue Role here - not the API client:

Venue Role Taker means that the API client would be Making to this venue.

If you wish to integrate with a bank, they will be the Maker, so you will be Taking liquidity.

Venue Role CLOB - It's a Central Limit Order Book. You can place resting Limit Orders ("Make") or aggress/trade through the book ("Take") as you wish - based on the orders you submit.

Key:

CLOB MarketData

CLOB Order Entry

Quotation Negotiation

Drop Copy

Other Component

Venues migrated from Whisperer Classic are unbolded. New components are bolded,

2020.20.VEN.A

Table Filter

inverse	false,false,false
sparkName	Sparkline
column	Quarter,Venue Role
sort	Status ⇩,Venue ⇧
separator	Point (.)
labels	Quarter‚Venue Role‚Venue
default	,,
isFirstTimeEnter	false
cell-width	150,150,150
userfilter	Venue
datepattern	yy-mm-dd
id	1614715674395_1177627126
worklog	365\|5\|8\|y w d h m\|y w d h m
isOR	AND
order	0,1,2

Status	Venue	API	SessionType	Protocol	Products	Comments
PROD	360T Supersonic	360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdf	VenueAsTaker	FIX.4.4	ESP:{SPT}	Spec offers ESP:{FWD, NDF, SWP, NDS, FUT}, but these are not yet supported.
PROD	360T_TEX_Maker	360T-RFQ_FIX_MarketMaker_v1.14.0.pdf	VenueAsTaker	FIX.4.4	RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}	Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies
PROD	Bloomberg_FXGO	FXGO LP Version 4.1.8.pdf	VenueAsTaker	FIX.4.4	RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} ESP:{SPT, FWD, NDF}	Split Settlement On/Offshore NDFs
PROD	BNP_Paribas_eFX	BNP Paribas eFX FIX API Streaming v1.2.7.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT, FWD}	-
PROD	CboeFX Central Taker	FIXProxy_Spec v6.13.pdf	VenueAsMaker	FIX.4.4	Orders:{SPT}
PROD	CboeFX_NDF_Bookfeed	BookFeed_Spec-v3.5.1.pdf	CLOB MarketData	FIX.4.4	MarketData:{FWD, NDF}	MarketData Feed, trades are executed via CboeFX_NDF_Orders
PROD	CboeFX_NDF_ECN_Maker	FIXProxy_Spec v6.13.pdf	VenueAsTaker	FIX.4.4	RFQ:{NDF}	-
PROD	CboeFX_NDF_ECN_Maker Full Amount	FIXProxy_Spec v6.13.pdf	VenueAsTaker	FIX.4.4	RFQ:{NDF}	-
PROD	CboeFX_NDF_Taker	FIXProxy_Spec v6.13.pdf	CLOB OrderEntry	FIX.4.4	Orders:{NDF}	-
PROD	CboeFX_NDF_Taker Full Amount	FIXProxy_Spec v6.13.pdf	VenueAsMaker	FIX.4.4	ESP:{NDF}	-
PROD	CboeFX_SPT_Bookfeed	BookFeed_Spec-v3.5.1.pdf	CLOB MktData	FIX.4.2	MarketData:{SPT}	-
PROD	CboeFX_SPT_ECN_Maker	FIXProxy_Spec v6.13.pdf	VenueAsTaker	FIX.4.4	ESP:{SPT}	-
PROD	CboeFX_SPT_ECN_Maker Full Amount	FIXProxy_Spec v6.13.pdf	VenueAsTaker	FIX.4.4	ESP:{SPT}	-
PROD	CboeFX_SPT_Taker	FIXProxy_Spec v6.13.pdf	CLOB OrderEntry	FIX.4.2	Orders:{SPT}	-
PROD	CboeFX_SPT_Taker Full Amount	FIXProxy_Spec v6.13.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT}	-
PROD	Citi_CoLo	Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT}	-
PROD	Currenex_RFS_Maker	FIX-RFQ-Maker-Spec v16.pdf	VenueAsTaker	FIX.4.4	RFS:{SPT, FWD, NDF, SWP, NDS}	-
PROD	Edgewater_Markets	Edgewater API v1.01.pdf	CLOB MktData	FIX.4.2	MarketData:{SPT, NDF}	1M NDFs only.
PROD	Edgewater_Markets	Edgewater API v1.01.pdf	CLOB OrderEntry	FIX.4.2	Orders:{SPT, NDF}	1M NDFs only.
PROD	Fastmatch_AutoEx	Fastmatch_AutoEx	CLOB MktData	FIX.4.2	MarketData:{SPT, FWD, NDF}	-
PROD	Fastmatch_AutoEx	Fastmatch_AutoEx	CLOB OrderEntry	FIX.4.4	Orders:{SPT, FWD, NDF}	Additional order types: OnClose - SafeMatch Pegged
PROD	Fidessa_Orders	BuySideFixRoeMay2019.pdf	CLOB OrderEntry	FIX.4.4	Orders:{FUT}

Table Filter

inverse	false,false
ddSeparator	‚
sparkName	Sparkline
column	Gateway Name,API
isNew	false
sort	Status ⇧,Organisation ⇧,Gateway Name ⇧
separator	Point (.)
labels	‚API
ddSeparators	true
default	,
isFirstTimeEnter	false
ddOperator	,
cell-width	,150
datepattern	yy-mm-dd
id	1643407161409_-835540789
worklog	365\|5\|8\|y w d h m\|y w d h m
isOR	AND
order	0,1

Status

Organisation

Client Role

Venue Type

Gateway Name

Products (In-scope)

API

Protocol

Added

Notes

Available

24 Exchange

Taker

ECN

exchange24

ESP:{SPT, NDF}

24EXCHANGE.TAKER.ROE.1.25c.pdf

FIX.4.4

2022.10.13.WE

Available

BAML

Taker

LP

baml

ESP:{SPT}

BAMLX-FIX Message Specification v1.2.1.pdf

FIX.4.4

2021.12.15.WE

BAMLX API is a low-latency implementation of a subset of InstinctFX.

Available

BAML

Taker

LP

baml

ESP:{SPT, FWD, NDF}

InstinctFX-FIX Message Specification v9.7.7.6.4.3.pdf

FIX.4.4

2022.01.26.WE

InstinctFX

BRL NDF Onshore/Split settlement

Available

Bloomberg

Maker

ECN

bloomberg_fxgo_maker

RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}

Fixbook Sell Side 5.0.13 Draft.pdf

FIX.4.4

2021.06.11.WE

Split Settlement
On/Offshore NDFs
BTBS

Available

BNP Paribas

Taker

LP

bnpparibas_efx_streaming

ESP:{SPT, FWD, NDF}

BNP Paribas eFX FIX API Streaming v1.3.5.pdf

FIX.4.4

2021.04.15.WE

-

Available

Broadridge Financial

CLOB

Platform

broadridge_orders

Orders:{FUT}

Broadridge_Spec_v2.1.13.pdf

FIX.4.4

2022.11.03.WE

ICE Futures US
ICE Futures Europe
ICE Futures Europe (Agriculture)
ICE Futures London
Eurex
Australian Securities Exchange (ASX)
Montreal Exchange (MX)

Available

CboeFX

MktData

ECN

cboefx_bookfeed

MarketData:{SPT, NDF}

BookFeed_Spec-v3.5.1.pdf

FIX.4.2, FIX.4.4

2020.47.VEN.A

SPT - FIX.4.2, NDF - FIX.4.4
NY5 - On-SEF, LD4- Off-SEF
"Ticker updates provide only the last traded price with a quantity equal to '0' (for better preservation of anonymity). Ticker messages are sent 1
minute delayed from execution.".
"For Cboe FX SEF, the Market Ticker Update is delayed until the execution is reported to the relevant Swap Data Repository."

Available

CboeFX

Maker
CLOB

ECN

cboefx_fixproxy

ESP:{SPT, NDF}
Orders:{SPT, NDF}

FIXProxy_Spec v6.13.pdf

FIX.4.2, FIX.4.4

2021.01.22.WE

SPT - FIX.4.2, NDF - FIX.4.4
NY5 - On-SEF
Orders Feed, MarketData provided via CboeFX_NDF_Bookfeed
Whilst spec'd FWD is not actually supported so OOS.
Whilst spec'd FullAmt RFS (Persistent unset) is not actually supported so OOS.
Maker Firm or LastLook

Available

CboeFX

MktData

ECN

cboefx_itch

MarketData:{SPT, NDF}

CBOE FX ECN Itch Protocol-v1.84.pdf

ITCH

2022.06.22.WE

Also supports the Cboe Central CLOB.
OrderDepth.

Available

Celer Technologies

Taker

Platform

celertech

ESP:{SPT, NDF}

Celer Taker Maker spec v3.12 - March2021.pdf

FIX.4.4

2021.05.10.WE

Technology Provider
LD4 - NDF/Spot

Available

Citi

Taker

LP

citi_colo

ESP:{SPT}

Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf

FIX.4.4

2020.49.VEN.A

-

Available

CME/NEX Group

CLOB

ECN

cme_ilink2

Orders:{FUT}

iLink 2 Order Entry

FIX.4.2

2021.11.19.WE

Out of scope:
OPT
Quote workflow
Cross
Retained for Convenience Gateway

Available

CME/NEX Group

MktData

ECN

cme_mdp3_sbe_udp

MarketData:{FUT}

CME MDP 3.0 Market Data

SBE, FIXP

2022.07.13.WE

Out of scope: OPT

Available

CME/NEX Group

STP

ECN

ebs_cpt

STP:{SPT, FWD, NDF, SWP}

EBS_CPTAPIv2.5.4.pdf

FIX

2023.03.02.WE

Markets Supported:

EBS Direct - Taker
EBS Direct - Maker
EBS Market

Available

CME/NEX Group

CLOB

ECN

ebs_market_ilink3_sbe

Orders:{SPT,NDF}

iLink 3 Binary Order Entry - EBS Market on CME Globex

SBE, FIXP

2021.06.11.WE

includes eFix Benchmark Fixing orders

Available

CME/NEX Group

MktData

ECN

ebs_market_mdp3_sbe

MarketData:{SPT, NDF}

CME Globex EBS Market - Market Data

SBE, FIXP

2021.06.11.WE

eFix - Benchmark fixing orders

Available

CME/NEX Group

MktData

ECN

ebs_market_mdp3_sbe_udp

MarketData:{SPT, NDF}

CME Globex EBS Market - Market Data

SBE

2021.06.11.WE

eFix - Benchmark fixing orders

Available

Credit Suisse

Taker

LP

creditsuisse_ser

ESP:{SPT, FWD, NDF}

FIX SPEC - CS FIX SER 2.04.pdf

FIX.4.2

2021.08.03.WE

M1 NDFs only

Available

Cürex

MktData

ECN

curex_marketdata

MarketData:{SPT}

Cürex FIX Market Data API v2.1.pdf

FIX.4.4

2023.02.02.WE

Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.

Available

Cürex

CLOB

ECN

curex_orders

Orders:{SPT}

Cürex Bank Algo FIX API v2.1.4.pdf

FIX.4.4

2022.01.26.WE

Includes three markets:
- Index
- Large (FullAmt)
- P2P (min $10m, 15s)

Available

Deutsche Börse/360T

MktData
CLOB

ECN

t360_gtx

MarketData:{SPT, FWD, NDF, SWP, NDS}
Orders:{SPT, FWD, NDF, SWP, NDS}

GTX_FIX_RoE_Oct2019.pdf

FIX.4.4

2021.11.04.WE

-

Available

Deutsche Börse/360T

Maker

ECN

t360_supersonic_maker

ESP:{SPT}

360T-SuperSonicTex_FIX_MarketMaker_v1.7.0.pdf

FIX.4.4

2020.47.VEN.A

"Some systems support transport layer FIXT.1.1 and application layer FIX.5.0."
Whilst spec'd FWD, NDF, SWP, NDS, FUT are not actually supported so OOS.

Available

Deutsche Börse/360T

Maker

ECN

t360_tex_maker

RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}

360T-RFQ_FIX_MarketMaker_v1.17.0.pdf

FIX.4.4

2021.08.20.WE

Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies

Available

DeutscheBank

Taker

LP

autobahnfx_rapid

ESP:{SPT}

AutobahnFX RAPID FIX Specification v1.6.5.pdf

FIX.4.4

2022.05.13.WE

NDFs launching soon but with these limitations:
- APAC NDF Pairs only (no LATAM)
- SG1 Colo
- 8am-5pm SGT (not 24/6)
- 1M Tenor Only

Available

Edgewater Markets

Taker

LP

edgewater_markets

MarketData:{SPT, NDF}
Orders:{SPT, NDF}

Edgewater API v1.01.pdf

FIX.4.2

2020.51.VEN.A

1M NDFs only.

Available

Euronext FX

MktData
CLOB

ECN

fastmatch_autoex

MarketData:{SPT, NDF}
Orders:{SPT, NDF}

FASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdf

FIX.4.2, FIX.4.4

2021.04.29.WE

Whilst spec'd FWD are not actually supported so OOS.
Incl. Metals
Additional order types:
Auction - SafeMatch
Pegged

Available

Euronext FX

Maker

ECN

fastmatch_stream_maker

ESP:{SPT, FWD, NDF}

FASTMATCH Stream FIX Specification 4.1.6.pdf

FIX.4.2

2022.10.13.WE

-

Available

Fenics FX

MktData
CLOB

ECN

FenicsFX

MarketData:{SPT}
Orders:{SPT}

See lucera_lumefx

FIX.4.2

2022.01.26.WE

Lucera API.

Available

FXSpotStream

Taker

Platform

fxspotstream

ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}

FSS - FIX ROE Specification_v1_5_3.pdf

FIX.4.4

2021.07.09.WE

RFS require separate FIX sessions for Quotes and Orders.

Available

FXSpotStream

CLOB

Platform

fxspotstream_midmatch

Orders:{SPT}

FSS_MidMatchService_RulesOfEngagement_v1.16.pdf

FIX.4.4

2022.06.22.WE

Available

HSBC

Taker

LP

hsbc_fx_mds

ESP:{SPT, FWD, NDF}

HSBC_FX_MDS_API_FIX_Specification_V3.2.pdf

FIX.4.4

2021.11.04.WE

"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)

Available

Integral

Maker

Platform

integral_esp_maker

ESP:{SPT}

Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdf

FIX.4.3

2020.49.VEN.A

-

Available

Integral

CLOB

Platform

integral_ocx_maker

Orders:{SPT}

Integral MM API - OCX_Streaming_Orders_API_1.0.pdf

FIX.4.3

2020.34.VEN.A

Iceberg, mid-point peg
In-flight risk mitigation
Max 1000m/s in 3s window
Essentially Maker ESP, no Last Look.

Available

Integral

Maker

Platform

integral_rfs_maker

RFS:{SPT, FWD, NDF, SWP}

Integral_FIX_Maker_API_RFS_2.1v10b.pdf

FIX.4.3

2020.49.VEN.A

Fixed Spot Roll.

Available

ION Group

CLOB

Platform

fidessa_orders

Orders:{FUT}

BuySideFixRoeMay2019.pdf

FIX.4.4

Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT

AvailableLMAXMktData
CLOB
MakerECNlmaxMarketData:{SPT, NDF, FUT, CFD}
Orders:{SPT, NDF, FUT, CFD}
ESP:{SPT, FUT}LMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.22020.38.VEN.ALMAX Exchange API - almost identical to LMAX interbank.
Out of scope: IMM
Per-session Message Rate Threshold
TradeTicker is delayed 60s, for extra fee.AvailableLMAXMktData
CLOB
MakerECNlmaxMarketData:{SPT, FUT}
Orders:{SPT, FUT}
ESP:{SPT, FUT}LMAX Interbank FIX 4.2 API Specification - v3.5.pdfFIX.4.22020.38.VEN.AOut of scope: EQT, IMM (Indices)
Out of scope: EQT, IMM (Indices)
Supports Maker ESP (no Last-Look)AvailableLSEG/RefinitivCLOBECNrefinitiv_mapiOrders:{SPT, SWP}Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfFIXT.1.1, FIX.5.0SP2FIX extension package EP 100 or EP 171 requiredAvailableLSEG/Refinitiv/FXallTakerECNfxall_activetradingMarketData:{SPT, NDF}
Orders:{SPT, NDF}Orderbook FIX Spec 1.5.1.pdfFIX.4.32021.07.09.WE-AvailableLSEG/Refinitiv/FXallMakerECNfxall_quicktrade_makerRFQ:{SPT, FWD, NDF, SWP, BLK}TCPI Guide 4.2.0.1-July2021.pdfJava2022.03.24.WE-AvailableLuceraMktData
CLOBPlatformlucera_lumefxMarketData:{SPT}
Orders:{SPT}LumeFX v2.6.1 November 2021.pdfFIX.4.22022.02.04.WETechnology provider.
Out of Scope: DropcopyAvailableMorgan StanleyTakerLPmorganstanleyfx_espESP:{SPT, FWD, NDF, SWP, NDS}Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.22021.10.08.WESwaps: ON, TN, SN, SWAvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WEAvailableParFXMktDataECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.4-AvailableRBCTakerLPrbc_tradingESP:{SPT}RBC Trading FX SER API - FIX44-v2.1.3-efg.docFIX.4.42022.11.03.WEIndicative/TradeableAvailableState Street/CurrenexMktDataECNcurrenex_itchMarketData:{SPT}CXItchMarketDataServiceSpec.pdfITCH2022.05.27.WEIncl. Metals
500ms delay for Paid/Give Ticker as of 11.3AvailableState Street/CurrenexCLOBECNcurrenex_ouchOrders:{SPT, FWD}CXOuchOrderServiceSpec v23.pdfOUCH2023.02.02.WE-AvailableState Street/CurrenexMakerECNcurrenex_rfs_maker

PROD	Fxall_QuickTrade	TCPI Guide4.1.0.1-October2017.pdf	VenueAsTaker	JAVA	RFQ:{SPT, FWD, NDF, SWP, BLK}	-
PROD	FXSpotStream	FSS - FIX ROE Specification_v1_4_7.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT, FWD, NDF} RFS:{SPT, FWD, NDF, SWP}	RFS require separate FIX sessions for Quotes and Orders.
PROD	Integral_ESP_Maker	Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdf	VenueAsTaker	FIX.4.3	ESP:{SPT}	-
PROD	Integral_RFS_Maker	Integral_FIX_Maker_API_RFS_2.1v10b.pdf	VenueAsTaker	FIX.4.3	RFS:{SPT, FWD, NDF, SWP}	Fixed Spot Roll.
PROD	LMAX Digital	LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf	VenueAsTaker	FIX.4.2	ESP:{Crypto}
PROD	LMAX Digital	LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf	CLOB MktData	FIX.4.2	MarketData:{Crypto}
PROD	LMAX Digital	LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf	CLOB OrderEntry	FIX.4.2	Orders:{Crypto}
PROD	LMAX Exchange	LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf	VenueAsTaker	FIX.4.2	ESP:{SPT, NDF, FUT, CFD}	Out of scope: IMM
PROD	LMAX Exchange	LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf	CLOB MktData	FIX.4.2	MarketData:{SPT, NDF, FUT, CFD}	Out of scope: IMM
PROD	LMAX Exchange	LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf	CLOB OrderEntry	FIX.4.2	Orders:{SPT, NDF, FUT, CFD}	Out of scope: IMM
PROD	LMAX Interbank	LMAX Interbank FIX 4.2 API Specification - v3.5.pdf	VenueAsTaker	FIX.4.2	ESP:{SPT, FUT}
PROD	LMAX Interbank	LMAX Interbank FIX 4.2 API Specification - v3.5.pdf	CLOB MktData	FIX.4.2	MarketData:{SPT, FUT}
PROD	LMAX Interbank	LMAX Interbank FIX 4.2 API Specification - v3.5.pdf	CLOB OrderEntry	FIX.4.2	Orders:{SPT, FUT}
PROD	XTX_Euthenia	xtx_markets_-_efx_fix_specs_1_2_1.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT, FWD, NDF}	Incl. Metals Full Amount vs Sweepable
IN PROGRESS	360T_GTX	GTX_FIX_RoE_Oct2016.pdf	CLOB MktData	FIX.4.4	MarketData:{SPT, FWD, NDF, SWP, NDS}	-
IN PROGRESS	360T_GTX	GTX_FIX_RoE_Oct2016.pdf	CLOB OrderEntry	FIX.4.4	Orders

RFS

:{SPT, FWD, NDF, SWP, NDS}

FIX-RFQ-Maker-Spec v16.pdfAvailableXenfinMktData
CLOBECNxenfin_liquiditypoolMarketData

-
IN PROGRESS	Citi FX	Citi FxFIX Integration Guide - RFS+ESP+Batch v6.9.pdf	VenueAsMaker	FIX.4.4

2020.43.VEN.BSupported pairs and tenors

ESP:{SPT, FWD, NDF}

Orders:{SPT}Xenfin FIX Specification 20191112


IN PROGRESS	Citi FX	Citi FxFIX Integration Guide - RFS+ESP+Batch v6.9.pdf	VenueAsMaker	FIX.4.4

2023.02.02.WEAdditional order types:
Stop
StopLimit
LimitStop
PeggedAvailableXTX MarketsTakerLPxtx_eutheniaESP:{SPT, FWD, NDF}xtx_markets_-_efx_fix_specs_1_5-fwds.pdfFIX.4.42020.34.VEN.AIncl. MetalsFull Amount vs SweepableAddendum for TermCcy tradingAvailable (ESP)BarclaysTakerLPbarxESP:{SPT, FWD, NDF, SWP, NDS}
RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}Barclays_BARX FX FIX ROE_v4.6.2.pdfFIX.4.22021.11.04.WERFQ:Quote TTL
Pre/Post AllocationsAvailable (ESP)Goldman SachsTaker
Algo OrdersLPgsfxESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, BLK}
Orders:{SPT}GS FX FIX Specification v7.17.pdfFIX.4.42021.11.11.WEESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: RollsAvailable (ESP)JPMorganTakerLPjpmorgan_fxESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}JPMC FX FIX Specification v1.14.06 December 2020.pdfFIX.4.22021.07.01.WE-Available (ESP)NatWest MarketsTaker
Algo OrdersLP

RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
IN PROGRESS	CME-iLink2	CME_iLink2	CLOB OrderEntry	FIX.4.2	Orders:{FUT}	Out of scope: OPT
IN PROGRESS	CME-iLink3 (EBS Migration)	CME_iLink2	CLOB OrderEntry	FIX.4.2	Orders:{SPT,FUT}	Out of scope: OPT
IN PROGRESS	CME-MDP3 (incl EBS Migration)	CME_MDP3	CLOB MarketData	SBE	MarketData:{FUT,SPT}	Out of scope: OPT
IN PROGRESS	Cürex_BankAlgo	Cürex Bank Algo FIX API v2.0.1.pdf	CLOB OrderEntry	FIX.4.4	Orders:{SPT}	-
IN PROGRESS	Cürex_MarketData	Cürex FIX Market Data API v1.7.pdf	CLOB MarketData	FIX.4.4	MarketData:{SPT}	Spot only - no Benchmark Whilst spec'd Fwd/Swap are not actually supported so OOS.
IN PROGRESS	FXall_OrderBook	Orderbook FIX Spec 1.5.1.pdf	VenueAsTaker	FIX.4.4	MarketData:{SPT, NDF}	OrderBook (Anonymous via PB) NOTE: Same API as FXall_PriceStream No Last-Look
IN PROGRESS	FXall_OrderBook	Orderbook FIX Spec 1.5.1.pdf	VenueAsTaker	FIX.4.4	Order:{SPT, NDF}	OrderBook (Anonymous via PB) NOTE: Same API as FXall_PriceStream No Last-Look
IN PROGRESS	GoldmanSachs	GS FX FIX Specification v7.17.pdf	VenueAsMaker Algo Orders	FIX.4.4

natwest_markets

ESP:{SPT, FWD, NDF}

RFQ

RFS:{SPT, FWD, NDF, SWP,

NDS,

BLK

, NDB

}
Orders

:{SPT}Natwest Markets FX FIX Rules of Engagement v5.0.38.pdf

:{SPT}	ESP Out of scope: Fixing/Marker Orders RFS: Out of scope: Rolls
IN PROGRESS	HSBC_FX_MDS	HSBC_FX_MDS_API_V6_FIX_Specification_V2.1.4.pdf	VenueAsMaker	FIX.4.4

2021.12.21.WEOut of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders

ESP:{SPT, FWD, NDF}	"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
IN PROGRESS	JP Morgan	JPMC FX FIX Specification v1.14.05 May 2019.pdf	VenueAsMaker	FIX.4.4	ESP

Available (ESP)Saxo BankTakerLPsaxo_directESP:{SPT}Saxo Bank FIX specification v3.10.pdfFIX4.42021.11.19.WEAvailable (ESP)StandardCharteredTakerLPstandardchartered_s2bxRFQ

:{SPT, FWD, NDF

, SWP, NDS

}
RFS:{SPT, FWD, NDF, SWP, NDS

}
ESP:{SPT, FWD, NDF, SWP, NDS}S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfFIX.4.42021.11.19.WE-Available (ESP)State StreetTakerLPstatestreet_efx

, BLK, NDB}
IN PROGRESS	MorganStanleyFX_ESP	Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdf	VenueAsMaker	FIX.4.2

ESP:{SPT, FWD, NDF, SWP, NDS}

RFS

Swaps:

{SPT

ON,

FWD

TN,

NDF, SWP, NDS, BLK, NDB}State Street FIX Order Spec_v1.8.3.pdf

SN, SW
PROD	24 Exchange	24X-taker-API-FIX-specification v3.10.pdf	CLOB MktData

FIX.4.2Available (ESP)UBSTakerLPubs_fx2bESP

FIX.4.4

2023.03.02.WE-

MarketData:{SPT, FWD, NDF}

RFS

	-
PROD	24 Exchange	24X-taker-API-FIX-specification v3.10.pdf	CLOB OrderEntry	FIX.4.4	Orders:{SPT, FWD, NDF, SWP

, NDS

}

B2B

	-
	360T_GTX Maker	GTX_FIX_

Rules_of_Engagement 1_45

LP_Jun2019.pdf

VenueAsMaker

FIX.4.

32021.12.21.WEIncl. Metals

4

ESP

InProgressBGCCLOBECNbgc_midfxMarketData

:{SPT, FWD, NDF}

Orders:{SPT}eSpeed


	360T_GTX_Maker	GTX_FIX_

4-4

LP_

APIInProgressBGCTakerLPprecision_algoAlgo

Jun2019.pdf

VenueAsTaker

FIX.4.4

-

ESP:{SPT

}Precision Algos FX FIX Spec V1.0

, FWD, NDF}	LastLook and No-LastLook
	AutobahnFX_RAPID	AutobahnFX_RAPID_FIX_Specification_v1.2.pdf	VenueAsMaker	FIX.4.

2InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_maker

4

ESP:{SPT

, FWD, NDF

}

GTX_FIX_LP_Jun2019Orders


	BAMLX	BAMLX-FIX Message Specification v1.2.pdf	VenueAsMaker	FIX.4.4

LastLook and Firm pricing
Anonymous(?)InProgressFXSpotStreamTakerPlatformfxspotstream_algo

ESP:{SPT

, NDF

}

Algo:{SPT, NDF}FSS - Resting & Algo Orders FIX Specification - v1.1.pdfFIX.5.0SP2InProgressLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBEInProgressLSEG/RefinitivMktDataECNrefinitiv_etaMarketData:{SPT}Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdfC++,, Java.NETReuters RFAInProgressLSEG/RefinitivMktDataECNrefinitiv_sbeMarketData:{SPT, FWD}Market Data Service Refinitiv SBE Market Data Interface Spec 1.16.pdfSBEUnscreened, timesliced
TOD & TOM also published for some instruments.
Domestic vs International SecurityGroups.InProgressParFXCLOBECNparfx_ordersOrders:{SPT}ParFX-Order-Entry-FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.4FIX.5.0 and FIX.5.0SP2 supportesInProgressState Street/CurrenexMktDataECNcurrenex_now_itchMarketData:{SPT}Currenex_NOW_Itch_Specification_v10.pdfITCHNo delay for Paid/Give Ticker as of 11.3Projected 2023/Q2LSEGCLOBECNlseg_ftglseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2

-
IN PROGRESS	BARX	Barclays_BARX_FX_FIX_ROE_v4.6.2.pdf	VenueAsMaker	FIX.4.2	ESP:{SPT, FWD, NDF, SWP, NDS, BLK}
	BARX FX Orders	Barclays_BARX_FX_FIX_Orders_ROE_v3.2.pdf	VenueAsMaker	FIX.4.2	Orders:{SPT}
	CboeFX_SPT_ITCH	Itch_Protocol v1.68.pdf	CLOB MktData	ITCH	MarketData:{SPT}	-
	CreditSuisse_SER	CS_FIX_SER_version_2.04__19_02_2020.pdf	VenueAsMaker	FIX.4.2	ESP:{SPT, FWD, NDF}
	Currenex	FIX-Order-Spec-20190702.pdf	CLOB MktData	FIX.4.2	MarketData:{SPT, FWD, NDF, SWP, NDS}	Out of scope: FI (UST)
	Currenex	FIX-Order-Spec-20190702.pdf	CLOB OrderEntry	FIX.4.4	Orders:{SPT, FWD, NDF, SWP, NDS}	Out of scope: FI (UST)
	Currenex_ITCH	CXItchMarketDataServiceSpec.pdf	CLOB MarketData	ITCH	MarketData:{SPT}	Incl. Metals
	Currenex_OUCH	CXOuchOrderServiceSpec v14.pdf	CLOB OrderEntry	OUCH	Orders:{SPT, FWD}	-
	Currenex_OUCH_Maker	CXOuchMakerSpec_v23.pdf	CLOB OrderEntry	OUCH	ESP:{SPT}	Incl Currenex Full (Fill)
	Currenex_RFS	FIX-RFQ-Taker-Spec-30Aug2019.pdf	VenueAsMaker	FIX.4.4

Projected 2023/Q2LSEGDropCopyECNlseg_ptglseg-cm-post-trade-api-fix-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2Projected 2023/Q2LSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXPProjected 2023/Q3State Street/CurrenexMakerECNcurrenex_esp_makerESP:{SPT, FWD, NDF, SWP, NDS}

RFS:{SPT, FWD, NDF, SWP, NDS}

FIX-ESP-Maker-Spec v1.26

-
	EBS_Direct	EBS Maker API Specification 2.3 - May 23 2018.pdf	VenueAsTaker	FIX.4.4

Incl. Metals
Out of scope: FI (UST)Projected 2023/Q3State Street/CurrenexMakerECNcurrenex_ouch_makerESP:{SPT}CXOuchMakerSpec_v23.pdfOUCHIncl Currenex Full (Fill)

ESP:{SPT, FWD, NDF, SWP,} RFS:{SPT, FWD, NDF, SWP}	EBS Direct & EBS Select Dynamic and static volume bands Sweepable, Ladder, Full Amt
	Fastmatch_Orders	FASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdf	CLOB OrderEntry	OUCH	Orders:{SPT}	-
	Fastmatch_Pricing	FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf	CLOB MarketData	ITCH	MarketData:{SPT}	MarketData only
	Fastmatch_Stream	FASTMATCH Stream FIX Specification 4.0.1.pdf	VenueAsTaker	FIX.4.2

Projected 2023/Q4CitadelTakerLPcitadelESP:{SPT}Citadel FIX Order Specification FX 201.10.pdfFIX.4.4Projected 2024BTMUTakerLPbtmuTBCTBCFIX ???aka MUFGProjected 2024CitiTakerLPcitifx_esp

ESP:{SPT, FWD, NDF}

RFS

	SettlementDate only on ExecutionReport
	FenicsFX	FenicsFX_PlatformIntegrationSpec v1.5.pd f	CLOB MktData	FIX.4.2	MarketData:{SPT

, FWD, NDF, SWP

}

Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9.pdf

-
	FenicsFX	FenicsFX_PlatformIntegrationSpec v1.5.pd f	CLOB OrderEntry	FIX.4.

4Projected 2024CME/NEX GroupTakerECNebs_directESP:{SPT, NDF}https://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Taker+API+Rules+of+EngagementFIX.4.4Projected 2024CME/NEX GroupMakerECNebs_direct_makerESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP}https://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Maker+API+Rules+of+EngagementFIX.4.4EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt

2	Orders:{SPT}	-
	ION Trading	TBD	DropCopy	ION Bus	TBD	TOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX
	MOEX_MarketData	ENG_Market_Data_Multicast_User_Guide.pdf	CLOB MktData	FIXT.1.1/FIX.5.0SP2/FAST	MarketData:{SPT, FWD}	Out of Scope: FI
	MOEX_Orders	public_fix44_interface_in_eng_v4.5.1.pdf	CLOB OrderEntry	FIX.4.4	Orders:{SPT, FWD, SWP, FUT}	Out of scope: REPO
IN PROGRESS	NatWest_Markets	Natwest Markets FX FIX Rules of Engagement v5.0.28.pdf	VenueAsMaker	FIX.4.4	ESP

Projected 2024CommerzbankTakerLPcommerzbank_commanderRFQ

:{SPT, FWD, NDF

, SWP, NDS

}

ESP

RFQ:{SPT, FWD, NDF, SWP, NDS

}Commerzbank - Commander_Rules_Of_Engagement_Jan2014.pdfFIX.4.4-Projected 2024Euronext FXMktDataECNfastmatch_itchMarketData:{SPT}FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCHMarketData onlyProjected 2024ICAPMktDataECNicap_fusion_marketdataMarketData:{NDF, NDS}FX NDF Market Data FIX Specification v0.5.docxFIXT.1.1, FIX.5.0SP2-Projected 2024ICAPCLOBECNicap_fusion_ordersOrders:{NDF, NDS}ICAP GTN FIX 5.0 Specification v1.5.pdfFIXT.1.1, FIX.5.0SP2Out of scope: Corp. bonds, CDS.Projected 2024IntegralMktDataPlatformintegral_ocx_marketdataMarketData:{SPT}OCX_Market_Data_API_1.0v12.pdfFIX.4.3-

, BLK, NDB}	Out of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders
	Nomura_ESP	Nomura_FX_Streaming_FIX_RoE_v1.05.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT}
	Reuters MAPI	Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdf	CLOB OrderEntry	FIXT.1.1/FIX.5.0SP2	Orders:{SPT, SWP}	FIX extension package EP 100 or EP 171 required
	Reuters_SBE	TR SBE Market Data Interface Spec 1.4.pdf	CLOB MarketData	SBE	MarketData:{SPT}	Unscreened, timesliced
	Saxo_Direct	Saxo_Direct_Rules_of_Engagement_v_1.13.pdf	CLOB MktData	FIX.4.3	MarketData:{SPT}
	Saxo_Direct	Saxo_Direct_Rules_of_Engagement_v_1.13.pdf	CLOB OrderEntry	FIX.4.3	Orders:{SPT}
	SocGen	SGCIB FIX 4.4 Protocol V1.3.g.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT, FWD, NDF, SWP. NDS} RFS:{SPT, FWD, NDF, SWP, NDS, BLK}	-
	SocGen	SGCIB_FIX_4.4_Protocol_V1.3.g.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT, FWD, NDF, SWP. NDS, BLK}
	Standard Chartered	S2BX_FX_FIX_ROE.pdf	VenueAsMaker	FIX.4.4	ESP:{SPT, FWD, NDF, SWP, NDS}
	StateStreet_eFX	State_Street_FIX_Order_Spec_v1.8.3.pdf	VenueAsMaker	FIX.4.2/FIX.4.4	ESP:{SPT, FWD, NDF}
	TradAir	TradAir_Taker_FIX_API_1.8.0.docx	VenueAsMaker	FIX.4.4	ESP:{SPT}
	UBS_FX2B	B2B_FIX_Rules_of_Engagement 1_43.pdf	VenueAsMaker	FIX.4.3

Projected 2024IntegralCLOBPlatformintegral_ocx_ordersOrders:{SPT}OCX_Order_Entry_API_1.0v5.pdfFIX.4.3-Projected 2024JumpTradingTakerLPjump_liquidityESP:{SPT, NDF, CFD, FUT}JLQD_CptyFIXSpec_v2.2.pdfFIX.4.2Out of Scope: FIProjected 2024MOEXMktDataECNmoex_marketdataMarketData:{SPT, FWD}EN_Market_Data_Multicast_User_Guide_Ver_4_8.pdfFAST - FIXT.1.1, FIX.5.0SP2Out of Scope: FIProjected 2024Société GénéraleTakerLPsocgen

ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS

, BLK-

}

SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.4-Projected 2024State Street/CurrenexMakerECNcurrenex_nr_makerESP:{SPT}FIX_Maker_Spec_NR v1.0.pdfFIX.4.2

Incl. Metals

Versions Compared

Old Version 73

New Version 74

Key