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Workflow
Taker ESP or Taker RFS.
FXSpotStream is a connectivity provider with access to multiple bank liquidity providers (LPs).
Supported Instruments
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Please refer to Supported Instruments to view across all venues.
PartyIDs
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, supporting RFS (spot, forward, swap, NDF, NDS) and ESP (spot, forward, NDF). Multi-allocations and blocks are not supported.
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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
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:
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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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| title | FSS SIM vs UAT environments
Note
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not all LPs are supported in the FSS simulator environment
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Regulatory fields
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Please refer to or Regulatory Fields for the full Enterprise table across all venues.
PartyIDs
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Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.
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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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
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| title | LP-specific Regulatory Detail |
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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.
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Given that LPs have changing requirements, we recommend that you implement sending this data regardless of the LP. |
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