The Lab

Expand all   Collapse all

Versions Compared

Old Version 42

changes.mady.by.user Matthew Whitaker

Saved on

compared with

New Version 43

changes.mady.by.user Matthew Whitaker

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

...

Table Filter
inversefalse,false,false
default,,
cell-width150,150,150
userfilterVenue
columnQuarter,Venue Role
datepatternyy-mm-dd
id1595575803576_-697604292
labelsQuarter‚Venue Role‚Venue
order0,1,2


1234568910121516171819212223252728293031323334353738394143444546474849505253545658
Pos.nStatusVenueAPI

SessionType

ProtocolProductsComments
PRODFxall_QuickTradeTCPI Guide4.1.0.1-October2017.pdfVenueAsTakerJAVARFQ:{SPT, FWD, NDF, SWP, BLK}-
PROD360T_TEX_Maker360T-RFQ_FIX_MarketMaker_v1.14.0.pdfVenueAsTakerFIX.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
PRODBloomberg_FXGOFXGO LP Version 4.1.8.pdfVenueAsTakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Split Settlement
On/Offshore NDFs
PRODCurrenex_RFSFIX-RFQ-Maker-Spec v16.pdfVenueAsTakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-
UATFidessa_OrdersBuySideFixRoeMay2019.pdfCLOB OrderEntryFIX.4.4Orders:{FUT}Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
UATXTX_Eutheniaxtx_markets_-_efx_fix_specs_1_2_1.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}Incl. Metals
Full Amount vs Sweepable
7UATCiti_CoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfVenueAsMakerFIX.4.4ESP:{SPT}-
UAT360T Supersonic360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdfVenueAsTakerFIX.4.4ESP:{SPT}Spec offers ESP:{FWD, NDF, SWP, NDS, FUT}, but these are not yet supported.
20-Q3Enterprise Order ManagerN/AWhispererSBEOrders:{SPT,FUT}-
20-Q3Reuters_SBETR SBE Market Data Interface Spec 1.4.pdfCLOB MarketDataSBEMarketData:{SPT}Unscreened, timesliced
1120-Q3Enterprise Book ManagerN/AWhispererSBEMarketData:{SPT, NDF}Multiple users, late join.
20-Q3Cürex_MarketDataCürex FIX Market Data API v1.7.pdfCLOB MarketDataFIX.4.4MarketData:{SPT}Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.
1320-Q3Cürex_BankAlgoCürex Bank Algo FIX API v2.0.1.pdfCLOB OrderEntryFIX.4.4Orders:{SPT}-
1420-Q3UATFXSpotStreamFSS - FIX ROE Specification_v1_4_7.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}		RFS require separate FIX sessions for Quotes and Orders.
20-Q3CboeFX_SPT_BookfeedBookFeed_Spec-v3.5.1.pdfCLOB MktDataFIX.4.2MarketData:{SPT}-
20-Q3CboeFX_NDF_BookfeedBookFeed_Spec-v3.5.1.pdfCLOB MarketDataFIX.4.4MarketData:{FWD, NDF}MarketData Feed, trades are executed via CboeFX_NDF_Orders
20-Q3CboeFX_SPT_OrdersFIXProxy_Spec v5.2.3.pdfCLOB OrderEntryFIX.4.2Orders:{SPT}-
20-Q3CboeFX_NDF_OrdersForwards-NDFs-FIX_OE_Spec v1.1.1.pdfCLOB OrderEntryFIX.4.4Orders:{FWD, NDF}-
20-Q3CboeFX_SPT_MakerFIXProxy_Spec v5.2.3.pdfVenueAsTakerFIX.4.4ESP:{SPT}-
2020-Q3LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdf

CLOB MktData

FIX.4.2MarketData:{SPT, NDF, FUT, CFD}Out of scope: IMM
20-Q3LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfVenueAsTakerFIX.4.2ESP:{SPT, NDF, FUT, CFD}Out of scope: IMM
20-Q3LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfCLOB OrderEntryFIX.4.2Orders:{SPT, NDF, FUT, CFD}Out of scope: IMM
20-Q3

Integral_ESP_Maker

Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfVenueAsTakerFIX.4.3ESP:{SPT}-
2420-Q3Integral_RFS_MakerIntegral_FIX_Maker_API_RFS_2.1v10b.pdfVenueAsTakerFIX.4.3RFS:{SPT, FWD, NDF, SWP}Fixed Spot Roll.
20-Q3360T_GTX_MakerGTX_FIX_LP_Jun2019.pdfVenueAsTaker

FIX.4.4

ESP:{SPT, FWD, NDF}LastLook and No-LastLook
2620-Q3ION TradingTBDDropCopyION BusTBDTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX
20-Q4Currenex_RFSFIX-RFQ-Taker-Spec-30Aug2019.pdfVenueAsMakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-
20-Q4Fastmatch_AutoExFastmatch_AutoExCLOB MktDataFIX.4.2MarketData:{SPT}-
20-Q4Fastmatch_AutoExFastmatch_AutoExCLOB OrderEntryFIX.4.4Orders:{SPT}Additional order types:
OnClose - SafeMatch
Pegged
20-Q4360T_GTXGTX_FIX_RoE_Oct2016.pdfCLOB MktDataFIX.4.4MarketData:{SPT, FWD, NDF, SWP, NDS}-
20-Q4360T_GTXGTX_FIX_RoE_Oct2016.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}-
20-Q4Reuters MAPIThomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdfCLOB OrderEntryFIXT.1.1/FIX.5.0SP2Orders:{SPT, SWP}FIX extension package EP 100 or EP 171 required
20-Q4Currenex_ITCHCXItchMarketDataServiceSpec.pdfCLOB MarketDataITCHMarketData:{SPT}Incl. Metals
20-Q4Currenex_OUCH_MakerCXOuchMakerSpec_v23.pdfCLOB OrderEntryOUCHESP:{SPT}Incl Currenex Full (Fill)
20-Q4FXall_OrderBookThomson Reuters Liquidity Provider FIX Interface.pdfVenueAsTakerFIX.4.4RFS:{SPT, NDF}
ESP:{SPT, NDF}		OrderBook (Anonymous via PB)
NOTE: Same API as FXall_PriceStream
No Last-Look
3620-Q4EBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfCLOB MktDataFIXT.1.1/FIX5.0

MarketData:{SPT, NDF, NDS}

EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
20-Q4EBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfCLOB OrderEntryFIXT.1.1/FIX5.0Orders:{SPT, NDF, NDS}EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
20-Q4CME-MDP3CME_MDP3CLOB MarketDataSBEMarketData:{FUT}Out of scope: OPT
20-Q4CME-iLink2CME_iLink2CLOB OrderEntryFIX.4.2Orders:{FUT}Out of scope: OPT
4020-Q4Currenex_OUCHCXOuchOrderServiceSpec v14.pdfCLOB OrderEntryOUCHOrders:{SPT, FWD}-
20-Q4Fastmatch_PricingFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfCLOB MarketDataITCHMarketData:{SPT}MarketData only
4220-Q4Fastmatch_OrdersFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfCLOB OrderEntryOUCHOrders:{SPT}-
20-Q4CurrenexFIX-Order-Spec-20190702.pdfCLOB MktDataFIX.4.2MarketData:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
20-Q4CurrenexFIX-Order-Spec-20190702.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
21-Q1EBS_DirectEBS Maker API Specification 2.3 - May 23 2018.pdfVenueAsTakerFIX.4.4ESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP}		EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt
21-Q1Fastmatch_StreamFASTMATCH Stream FIX Specification 4.0.1.pdfVenueAsTakerFIX.4.2ESP:{SPT, FWD, NDF}SettlementDate only on ExecutionReport
21-Q1EBS_UltraEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfCLOB MktDataITCHMarketData:{SPT, NDF}-
21-Q1UBS_FX2BB2B_FIX_Rules_of_Engagement 1_43.pdfVenueAsMakerFIX.4.3ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}		Incl. Metals
21-Q1SocGenSGCIB FIX 4.4 Protocol V1.3.g.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF, SWP. NDS}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK}		-
21-Q1HSBC_FX_MDSHSBC_FX_MDS_API_V6_FIX_Specification_V2.1.4.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
5121-Q1GoldmanSachsGS FX FIX Specification v7.05.pdfVenueAsMaker
Algo Orders		FIX.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
21-Q1CboeFX_SPT_PricingItch_Protocol v1.68.pdfCLOB MktDataITCHMarketData:{SPT}-
21-Q1BNP_Paribas_eFXBNP Paribas eFX FIX API Streaming v1.2.7.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD}-
21-Q1NatWest_MarketsNatwest Markets FX FIX Rules of Engagement v5.0.28.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}		Out of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders
5521-Q1MorganStanleyFX_ESPMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfVenueAsMakerFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS}Swaps: ON, TN, SN, SW
21-Q1MOEX_MarketDataENG_Market_Data_Multicast_User_Guide.pdfCLOB MktDataFIXT.1.1/FIX.5.0SP2/FASTMarketData:{SPT, FWD}Out of Scope: FI
5721-Q1MOEX_Orderspublic_fix44_interface_in_eng_v4.5.1.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, SWP, FUT}Out of scope: REPO
21-Q1BAMLXBAMLX-FIX Message Specification v1.2.pdfVenueAsMakerFIX.4.4ESP:{SPT}-


...