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Table Filter
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cell-width150,150,150
userfilterVenue
columnQuarter,Venue Role
datepatternyy-mm-dd
id1576250968326_960982106
labelsQuarter‚Venue Role‚Venue
order0,1,2


20-Q145613Pricing14CLOB MarketData22ESP
Pos.nQuarterStatus

Venue RoleSessionType

VenueAPIProtocolSessionTypeComments1ProductsComments
1PRODVenueAsTakerFxall_QuickTradeTCPI Guide4.1.0.1-October2017.pdfJAVARFQ:{SPT, FWD, NDF, SWP, BLK}-
2
VenueAsTaker360T_TEX_Maker360T-RFQ_FIX_MarketMaker_v1.14.0.pdfFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies
3
VenueAsTakerBloomberg_FXGOFXGO LP Version 4.1.8.pdfFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Split Settlement
On/Offshore NDFs
4
VenueAsTakerCurrenex_RFSFIX-RFQ-Maker-Spec v16.pdfFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-
5UATCLOB OrderEntryFidessa_OrdersBuySideFixRoeMay2019.pdfFIX.4.4OrdersICE Futures, LME Futures, CME, HKFE:{FUT}Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
6
VenueAsMakerXTX_Eutheniaxtx_markets_-_efx_fix_specs_1_2_1.pdfFIX.4.4ESP:{SPT, FWD, NDF}Incl. Metals
Full Amount vs Sweepable
7
VenueAsMakerCiti_CoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.4ESP:{SPT}-
820-Q2CLOB MarketDataReuters_SBETR SBE Market Data Interface Spec 1.4.pdfSBEMarketData:{SPT}Unscreened, timesliced
9
CLOB MktDataEBS_UltraEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfITCHMarketData:{SPT, NDF}-
102CLOB MarketDataCBOE NDFForwards-NDFs-BookFeed_Spec v1.1.1.pdf

Pricing

3CLOB OrderEntryCBOE NDFForwards-NDFs-FIX_OE_Spec v1.1.1.pdfOrders
CLOB MarketDataCürexCürex FIX Market Data API v1.7.pdfPricingFIX.4.4MarketData:{SPT}Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.
11
CLOB OrderEntryCürexCürex Bank Algo FIX API v2.0.1.pdfFIX.4.4Orders:{SPT}-
12
CLOB OrderEntryReuters MAPIThomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdfFIXT.1.1/FIX.5.0SP2Orders7CLOB MarketDataReuters SBE BINARYTR SBE Market Data Interface Spec 1.4.pdfPricing8CLOB MarketDataEBS Ultra BINARYEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfPricing9VenueAsMakerBAMLXBAMLX-FIX Message Specification v1.2.pdfESP10VenueAsMakerCitiCoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfESP1120-Q2CLOB MarketDataEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfPricing12CLOB OrderEntryEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfOrders:{SPT, SWP}FIX extension package EP 100 or EP 171 required
13
VenueAsMakerFXSpotStreamFSS - FIX ROE Specification_v1_4_7.pdfFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}		RFS require separate FIX sessions for Quotes and Orders.
14
VenueAsTaker360T Supersonic360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdfFIX.4.4ESP:{SPT, FWD, NDF, SWP, NDS, FUT}-
15
CLOB OrderEntryCboeFX_SPT_OrdersFIXProxy_Spec v5.2.3.pdfFIX.4.2Orders:{SPT}-
16
CLOB MktDataCboeFX_BookfeedHotspotFX FIX BookFeed.pdfFIX.4.2MarketData:{SPT}-
17
CLOB MktDataFastmatch_AutoExFastmatch_AutoExFIX.4.2MarketData:{SPT}-
18
CLOB OrderEntryFastmatch_AutoExFastmatch_AutoExFIX.4.4Orders:{SPT}Additional order types:
OnClose - SafeMatch
Pegged
19
CLOB OrderEntryIntegral_OCX_MakerIntegral MM API – OCX_Streaming_Orders_API_1.0.pdfFIX.4.3Orders:{SPT}In-flight risk mitigation
Max 1000m/s in 3s window
20
CLOB MarketDataCurrenex_ITCHCXItchMarketDataServiceSpec.pdfITCHMarketData:{SPT}Incl. Metals
21
CLOB OrderEntryCurrenex_OUCH_MakerCXOuchMakerSpec_v23.pdfOUCHESP:{SPT}Incl Currenex Full (Fill)
22
WhispererEnterprise Book ManagerN/ASBEMarketData:{SPT, NDF}Multiple users, late join.
23CLOB MarketDataCBOE Spot BINARYItch_Protocol v1.68.pdfPricing15CLOB OrderEntryCBOE SpotFIXProxy_Spec v5.2.3.pdfOrders16CLOB MarketDataEuronext FX (Fastmatch) BINARYFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfPricing17CLOB MarketDataEuronext FX (Fastmatch) FXTape BINARYFX TAPEC BINARY CONSUMER SPECIFICATION v.1.1.pdfPricing18CLOB OrderEntryEuronext FX (Fastmatch) BINARYFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfOrders
VenueAsMakerBAMLXBAMLX-FIX Message Specification v1.2.pdfFIX.4.4ESP:{SPT}-
2420-Q3DropCopyION TradingTBDION BusTBDTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX
25
VenueAsTakerEBS_DirectEBS Maker API Specification 2.3 - May 23 2018.pdfFIX.4.4ESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP}		EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt
26
VenueAsTakerFXall_OrderBookThomson Reuters Liquidity Provider FIX Interface.pdfFIX.4.4RFS:{SPT, NDF}
ESP:{SPT, NDF}		OrderBook (Anonymous via PB)
NOTE: Same API as FXall_PriceStream
No Last-Look
27
CLOB OrderEntryCurrenex_OUCHCXOuchOrderServiceSpec v14.pdfOUCHOrders:{SPT, FWD}-
28
VenueAsTakerFastmatch_StreamFASTMATCH Stream FIX Specification 4.0.1.pdfFIX.4.2ESP:{SPT, FWD, NDF}SettlementDate only on ExecutionReport
29
VenueAsTakerCboeFX_SPT_MakerFIXProxy_Spec v5.2.3.pdfFIX.4.4ESP:{SPT}-
30
CLOB MktDataEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfFIXT.1.1/FIX5.0

MarketData:{SPT, NDF, NDS}

EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
31
CLOB OrderEntryEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfFIXT.1.1/FIX5.0Orders:{SPT, NDF, NDS}EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
32

CLOB MktData

19CLOB MarketDataGTX GTTP BINARY & FIXGTX_FIX_RoE_Oct2016.pdfPricing20CLOB OrderEntryGTX FIXGTX_FIX_RoE_Oct2016.pdfOrders2120-Q3

LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfPricingFIX.4.2MarketData:{SPT, NDF, FUT, CFD}Out of scope: IMM
33
CLOB OrderEntryLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.2Orders:{SPT, NDF, FUT, CFD}Out of scope: IMM
34
CLOB MktDataMOEX_MarketDataENG_Market_Data_Multicast_User_Guide.pdfFIXT.1.1/FIX.5.0SP2/FASTMarketData:{SPT, FWD}Out of Scope: FI
35
CLOB OrderEntryMOEX_Orderspublic_fix44_interface_in_eng_v4.5.1.pdfFIX.4.4Orders:{SPT, FWD, SWP, FUT}Out of scope: REPO
36
CLOB MktDataCurrenexFIX-Order-Spec-20190702.pdfFIX.4.2MarketData:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
37
CLOB OrderEntryCurrenexFIX-Order-Spec-20190702.pdfFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
38
CLOB MktData360T_GTXGTX_FIX_RoE_Oct2016.pdfFIX.4.4MarketData:{SPT, FWD, NDF, SWP, NDS}-
39
CLOB OrderEntry360T_GTXGTX_FIX_RoE_Oct2016.pdfFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}-
4020-Q4CLOB MarketDataCBOE NDFForwards-NDFs-BookFeed_Spec v1.1.1.pdfFIX.4.4MarketData:{FWD, NDF}MarketData Feed, trades are executed via CboeFX_NDF_Orders
41
CLOB OrderEntryCBOE NDFForwards-NDFs-FIX_OE_Spec v1.1.1.pdfFIX.4.4Orders:{FWD, NDF}-
42
VenueAsMakerUBS_FX2BB2B_FIX_Rules_of_Engagement 1_43.pdfFIX.4.3ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}		Incl. Metals
43
VenueAsMakerSocGenSGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.4ESP:{SPT, FWD, NDF, SWP. NDS}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK}		-
44
VenueAsMakerHSBC_FX_MDSHSBC_FX_MDS_API_V6_FIX_Specification_V2.1.4.pdfFIX.4.4ESP:{SPT, FWD, NDF}"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
45
VenueAsMaker
Algo Orders		GoldmanSachsGS FX FIX Specification v7.05.pdfFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, BLK}
Orders:{SPT}		ESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: Rolls
46
CLOB MarketDataCME-MDP3CME_MDP3SBEMarketData:{FUT}Out of scope: OPT
47
CLOB OrderEntryCME-iLink2CME_iLink2FIX.4.2Orders:{FUT}Out of scope: OPT
48
CLOB MktDataCboeFX_SPT_PricingItch_Protocol v1.68.pdfITCHMarketData:{SPT}-
49
CLOB MarketDataFastmatch_PricingFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCHMarketData:{SPT}MarketData only
50
CLOB OrderEntryFastmatch_OrdersFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfOUCHOrders:{SPT}-
51
VenueAsMakerBNP_Paribas_eFXBNP Paribas eFX FIX API Streaming v1.2.7.pdfFIX.4.4ESP:{SPT, FWD}-
52
VenueAsMakerNatWest_MarketsNatwest Markets FX FIX Rules of Engagement v5.0.28.pdfFIX.4.4ESP:{SPT, FWD, NDF}
RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}		Out of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders
53
VenueAsMakerMorganStanleyFX_ESPMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS}Swaps: ON, TN, SN, SW23DropCopyION TradingTBDDropCopyTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX24VenueAsTakerFX ConnectSellSideServiceDevelopersGuide_v715.docRFSJPM, UBS, Citi, GS, HSBC, BAML, MS, BNPP, CS, SC, State Street, BTMU, Coba25VenueAsMakerFXSpotStreamFSS - FIX ROE Specification_v1_4_7.pdf

ESP, RFS

26VenueAsTaker360T Supersonic BINARYTBDESP27VenueAsMakerBARXBARX_FX_ROE_4 6 1.pdfESP, RFS28VenueAsMakerDeutscheBank (RAPID? Or FULL?)AutobahnFX RAPID FIX Specification v1.2.pdfESP, RFS29CLOB MarketDataXTX Marketsxtx_markets_-_efx_fix_specs_1_2_1.pdfPricing30CLOB OrderEntryXTX Marketsxtx_markets_-_efx_fix_specs_1_2_1.pdfOrders3120-Q4CLOB OrderEntry360T Swaps Dark Mid-BookTBDOrders32VenueAsMakerStandard CharteredS2BX_FX_FIX_ROE_V4.4.6.pdfESP, RFS33VenueAsMakerCitadelCitadel FIX Order Specification FX 1.10.pdf