The Lab

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Comment: Published by Scroll Versions from this space and version 1.4.50

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sparkNameSparkline
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defaultfxspotstream,ExecutionVenue&&MDBookType(PricingSession)&&MDEntryType(PricingSession)&&Comments&&MDBookType (SessionType == Pricing)&&MDEntryType (SessionType == Pricing)&&MDBookType&&MDEntryType
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id1687963659478_-930383553
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columnVenue
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separatorPoint (.)
labelsVenue‚Hide columns
ddOperatorOR
datepatterndd M yy
updateSelectOptionsfalse
worklog365|5|8|y w d h m|y w d h m
isORAND
Table Excerpt Include
nameSupportedInstruments
merge-tablestrue
pageSupported Instruments
typepage


Please refer to Supported Instruments to view across all venues.

PartyIDs

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worklog5|8|w d h m|w d h m
isORAND
order0

Table Excerpt Include
copytabletrue
namePartyIDs
pagePartyIDs
typepage


Please refer to PartyIDs to view across all venues.

Regulatory Fields

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Table Filter
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isNewfalse
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isORAND
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Table Excerpt Include
copytabletrue
nameRegulatoryFields
pageRegulatory Fields
typepage


Please refer to Regulatory Fields to view across all venues.

Passthru Fields

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Table Filter
hideControlstrue
inversefalse
sparkNameSparkline
hidePanetrue
isNewfalse
separatorPoint (.)
ddSeparatorstrue
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isFirstTimeEnterfalse
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datepatterndd M yy
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worklog5|8|w d h m|w d h m
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Table Excerpt Include
copytabletrue
namePassthruFields
pagePassthru Fields
typepage


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:

LPMF PartyID (MIC)FSS ID
Bank of AmericaBAMLBAML
BarclaysBARXBARX
BNP ParibasBNPSBNP
MUFG BankMUTIBTMU
CitiCGMICITI
CommerzBankCBKACOBA
Credit SuisseCSAGCS
Goldman SachsGSCOGS
HSBCHSBCHSBC
JPMorgan ChaseJPSIJPMC
Morgan StanleyMSAXMS
NatWest MarketsNWMSNMW
Standard CharteredSTANSCB
Societe GeneraleXSGASGSP
State StreetSSBISTS
UBSUBSGUBS
Wells Fargo*WFLBWFNA

* Wells Fargo's liquidity is available only on the ESP workflow. Wells Fargo's liquidity on RFS is a work in progress.


Example: 

Code Block
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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