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Details
LP selection
Fxspotstream supports both Bilateral Quote negotiation and Basket functionality where Quote messages are received from multiple providers.
The client can 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 QuoteRequest NoPartyIDs with PartyRole ExecutionVenue. Multiple LPs are supported for both ESP and RFS.
For ESP Clients will always receive MassQuotes.
For RFS, Clients will either receive Quotes or MassQuotes depending on the number of LP's:
- Single LP (Bilateral) -
QuoteRequestcontainsNoPartyIDsgroup with singlePartyRoleExecutionVenuewithPartyIDpopulated with a LP. Clients will receiveQuotemessage from requested LP. - Multiple LPs (Basket) -
QuoteRequestcontainsNoPartyIDsgroup with multiplePartyRoleExecutionVenueswithPartyIDspopulated with LPs. Clients will receiveMassQuotemessages with each LP as aQuoteEntry. - All LPs (Basket) -
QuoteRequestdoes not containPartyRoleExecutionVenueinNoPartyIDs. Clients will subscribe to all available LPs and they will receiveMassquotemessages with each LP as aQuoteEntry.
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 |
| Goldman Sachs | GSCO | GS |
| HSBC | HSBC | HSBC |
| JPMorgan Chase | JPSI | JPMC |
| Morgan Stanley | MSAX | MS |
| NatWest Markets | NWMS | NMW |
| Standard Chartered | STAN | SCB |
| Societe Generale | XSGA | SGSP |
| State Street | SSBI | STS |
| UBS | UBSG | UBS |
| Wells Fargo* | WFLB | WFNA |
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