- Streaming Spot - ABFX does not support Spot stream on autobahnfx_singleg. Instead they recommend autobahnfx_rapid for Spot streaming, which is located in CoLo for latency purposes.
- 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.
- Streaming Swaps - Currently not supported by WE as suggested by the Venue due to capacity issues. Clients should Contact MarketFactory if this is required.
- MultiAllocations - PreTrade allocations are supported on
RFS session, but allocation side must match the leg side (i.e only positive allocation quantities are supported) .- PreTrade allocations are not supported on the ESP session.
- NonDeliverables - Near leg of the NonDeliverable Swap must be post Spot.
- RegulatoryBodies - MTF and SEF regulatories offered by the venue are applicable for MultiDealerPlatforms (I.e not applicable for individual clients). Streaming Swaps - Technically supported by the Venue, but they suggested it would be taking significant capacity if there is a large amount of near/far tenor combos along with multiple rung nationals. Hence not currently supported by WE. Clients should Contact MarketFactory if this is required.
|