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Please refer to Passthru Fields to view across all venues.
Details
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| Note |
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- Streaming Spot - ABFX does not support Spot stream on autobahnfx_singleg. Instead they recommend autobahnfx_rapid for Spot streaming, which is located in CoLo.
- Swap Pricing - Swap pricing needs normalisation on WE due to the venue inconsistencies.
- Near Bid/Offer Allin price and ForwardPoints needs flipping in the Quote message for all swaps.
- Bid and Offer Spot rates are flipped for Even swaps.
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| Info |
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| title | Supported/Unsupported Features |
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Pricing must be TwoWay for both ESP and RFS work flow. Venue supports RFQ pricing model but currently not supported by whisperer. Inverse pricing is supported but NonDeliverables are only offered in market convention. |