The Lab

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changes.mady.by.user Matthew Whitaker

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changes.mady.by.user Mantripragada Sai Kishore Atreya

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Comment: Published by Scroll Versions from this space and version 1.5.49

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This gateway supports both BAML InstinctFX and BAMLX:

  • BAML InstinctFX offers ESP and RFS workflows. On ESP Workflow, It supports Spot, Forward and NDF pricing and orders. RFS workflow additionally supports Swaps and NDS. Clients who wants to trade Forwards and NDFs will need to be configured on InstinctFX by BAML. 
  • BAMLX offers ultra low latency pricing and orders for SPT trading where clients will have reduced rejection rates and Spot orders are filled faster in comparison to Instinct FX.

Workflow

Taker ESP.

Taker RFS

Supported Instruments

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Note
titleSweepable vs FullAmount
  • Sweepable - not supported.
  • FullAmount -  ESP Workflow: the Client must populate the QuoteRequest  NoUnderlyings group with an UnderlyingQty for each expected rung.

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Clients can subscribe to and trade on Base and Term currency pairs for all Security Types (Spot, Forward and NDF).


The On ESP Worfklow, the MF gateway will send multiple QuoteRequests to the Venue, one for each NoUnderlyings.UnderlyingQty.

Info
titleESP Venue Message Delivery

The For ESP workflow, the venue behaviour in response to these quote requests depends on the venue-side  configuration agreed between Client and BAML as to whether they want the venue session to deliver individual Quotes for each QuoteRequest, or deliver them in MassQuote messages.

In either case, the client will always receive the standard ESP MassQuote messages from Whisperer.

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