| Status | Organisation | Gateway Name | API | Session Type | Protocol | Products (In-scope) | Notes |
|---|
| Available | 24 Exchange | exchange24 | Celer Taker Maker spec v3.12 - March2021.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, NDF} | Vendor: Celer
LD4 - NDF/Spot |
|---|
| Available | BAML | baml | BAMLX-FIX Message Specification v1.2.1.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | API is subset of baml. |
|---|
| Available | Bloomberg | bloomberg_fxgo_maker | Fixbook Sell Side 5.0.13 Draft.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF} | Split Settlement
On/Offshore NDFs |
|---|
| Available | BNPPribas | bnpparibas_efx_streaming | BNP Paribas eFX FIX API Streaming v1.3.5.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | - |
|---|
| Available | CboeFX | cboefx_bookfeed | BookFeed_Spec-v3.5.1.pdf | CLOB MktData | FIX.4.2/FIX.4.4 | MarketData:{SPT, NDF} | SPT - FIX.4.2, NDF - FIX.4.4
NY5 - On-SEF, LD4- Off-SEF
"Ticker updates provide only the last traded price with a quantity equal to '0' (for better preservation of anonymity). Ticker messages are sent 1
minute delayed from execution.".
"For Cboe FX SEF, the Market Ticker Update is delayed until the execution is reported to the relevant Swap Data Repository." |
|---|
| Available | CboeFX | cboefx_fixproxy | FIXProxy_Spec v6.13.pdf | VenueAsTaker
CLOB Orders | FIX.4.2/FIX.4.4 | ESP:{SPT, NDF}
Orders:{SPT, NDF} | SPT - FIX.4.2, NDF - FIX.4.4
NY5 - On-SEF, LD4- Off-SEF
Orders Feed, MarketData provided via CboeFX_NDF_Bookfeed
Whilst spec'd FWD is not actually supported so OOS.
Whilst spec'd FullAmt RFS (Persistent unset) is not actually supported so OOS.
Maker Firm or LastLook |
|---|
| Available | Citi | citi_colo | Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - |
|---|
| Available | CME/NEX Group | cme_ilink2 | https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+Order+Entry | CLOB Orders | FIX.4.2 | Orders:{FUT} | Out of scope:
OPT
Quote workflow
Cross
Retained for Convenience Gateway |
|---|
| Available | CME/NEX Group | ebs_market_ilink3_sbe | https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+Binary+Order+Entry+-+EBS+Market+on+CME+Globex | CLOB Orders | SBE/FIXP | Orders:{SPT,NDF} | includes eFix Benchmark Fixing orders |
|---|
| Available | CME/NEX Group | ebs_market_mdp3_sbe | https://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+Globex+EBS+Market+-+Market+Data | CLOB MktData | SBE/FIXP | MarketData:{SPT, NDF} | eFix - Benchmark fixing orders |
|---|
| Available | CME/NEX Group | ebs_market_mdp3_sbe_udp | https://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+Globex+EBS+Market+-+Market+Data | CLOB MktData | SBE/FIXP | MarketData:{SPT, NDF} | eFix - Benchmark fixing orders |
|---|
| Available | Credit Suisse | creditsuisse_ser | FIX SPEC - CS FIX SER 2.04.pdf | VenueAsMaker | FIX.4.2 | ESP:{SPT, FWD, NDF} | M1 NDFs only |
|---|
| Available | Cürex | curex_marketdata | Cürex FIX Market Data API v2.0.pdf | CLOB MktData | FIX.4.4 | MarketData:{SPT} | Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS. |
|---|
| Available | Cürex | curex_orders | Cürex Bank Algo FIX API v2.1.4.pdf | CLOB Orders | FIX.4.4 | Orders:{SPT} | Includes three markets:
- Index
- Large (FullAmt)
- P2P (min $10m, 15s) |
|---|
| Available | Deutsche Börse/360T | t360_gtx | GTX_FIX_RoE_Oct2019.pdf | CLOB MktData
CLOB Orders | FIX.4.4 | MarketData:{SPT, FWD, NDF, SWP, NDS}
Orders:{SPT, FWD, NDF, SWP, NDS} | - |
|---|
| Available | Deutsche Börse/360T | t360_supersonic_maker | 360T-SuperSonicTex_FIX_MarketMaker_v1.7.0.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT} | "Some systems support transport layer FIXT.1.1 and application layer FIX.5.0."
Whilst spec'd FWD, NDF, SWP, NDS, FUT are not actually supported so OOS. |
|---|
| Available | Deutsche Börse/360T | t360_tex_maker | 360T-RFQ_FIX_MarketMaker_v1.17.0.pdf | VenueAsTaker | FIX.4.4 | RFS:{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 |
|---|
| Available | Edgewater Markets | edgewater_markets | Edgewater API v1.01.pdf | VenueAsMaker | FIX.4.2 | MarketData:{SPT, NDF}
Orders:{SPT, NDF} | 1M NDFs only. |
|---|
| Available | Euronext FX | fastmatch_autoex | FASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdf | CLOB MktData
CLOB Orders | FIX.4.2/FIX.4.4 | MarketData:{SPT, NDF}
Orders:{SPT, NDF} | Whilst spec'd FWD are not actually supported so OOS.
Incl. Metals
Additional order types:
Auction - SafeMatch
Pegged |
|---|
| Available | Fenics FX | fenicsfx | See lucera_lumefx | CLOB MktData
CLOB Orders | FIX.4.2 | MarketData:{SPT}
Orders:{SPT} | Lucera API. |
|---|
| Available | FXSpotStream | fxspotstream | FSS - FIX ROE Specification_v1_4_8.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF} | RFS require separate FIX sessions for Quotes and Orders. |
|---|
| Available | IntegralHSBC | integralhsbc_espfx_makermds | IntegralHSBC_FX_FXCloudMDS_ESPAPI_FIX_Provider_API_Guide_2.1v6Specification_V3.2.pdf | VenueAsTakerVenueAsMaker | FIX.4.34 | ESP:{SPT, FWD, NDF} | "Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book) |
|---|
| Available | Integral | integral_ocxesp_maker | Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdf | VenueAsTaker | FIX.4.3 | ESP:{SPT} | - |
|---|
| Available | Integral | integral_ocx_maker | Integral MM API - MM API - OCX_Streaming_Orders_API_1.0.pdf | CLOB Orders | FIX.4.3 | Orders:{SPT} | Iceberg, mid-point peg
In-flight risk mitigation
Max 1000m/s in 3s window
Essentially Maker ESP, no Last Look. |
|---|
| Available | Integral | integral_rfs_maker | Integral_FIX_Maker_API_RFS_2.1v10b.pdf | VenueAsTaker | FIX.4.3 | RFS:{SPT, FWD, NDF, SWP} | Fixed Spot Roll. |
|---|
| Available | ION Group | fidessa_orders | BuySideFixRoeMay2019.pdf | CLOB Orders | FIX.4.4 | Orders:{FUT} | Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT |
|---|
| Available | LMAX | lmax | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | CLOB MktData
CLOB Orders
VenueAsTaker | FIX.4.2 | MarketData:{SPT, NDF, FUT, CFD}
Orders:{SPT, NDF, FUT, CFD}
ESP:{SPT, FUT} | LMAX Exchange API - almost identical to LMAX interbank.
Out of scope: IMM
Per-session Message Rate Threshold
TradeTicker is delayed 60s, for extra fee. |
|---|
| Available | LMAX | lmax | LMAX Interbank FIX 4.2 API Specification - v3.5.pdf | CLOB MktData
CLOB Orders
VenueAsTaker | FIX.4.2 | MarketData:{SPT, FUT}
Orders:{SPT, FUT}
ESP:{SPT, FUT} | Out of scope: EQT, IMM (Indices)
Out of scope: EQT, IMM (Indices)
Supports Maker ESP (no Last-Look) |
|---|
| Available | Lucera | lucera_lumefx | LumeFX v2.6.1 November 2021.pdf | CLOB MktData
CLOB Orders | FIX.4.2 | MarketData:{SPT}
Orders:{SPT} | Technology provider.
Out of Scope: Dropcopy |
|---|
| Available | Morgan Stanley | morganstanleyfx_esp | Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdf | VenueAsMaker | FIX.4.2 | ESP:{SPT, FWD, NDF, SWP, NDS} | Swaps: ON, TN, SN, SW |
|---|
| Available | Nomura | nomura_esp | Nomura FX Streaming FIX RoE - v1.2.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | FWDs spec'd but not supported yet. |
|---|
| Available | Refinitiv/FXall | fxall_activetrading | Orderbook FIX Spec 1.5.1.pdf | VenueAsMaker | FIX.4.3 | MarketData:{SPT, NDF}
Orders:{SPT, NDF} | - |
|---|
| Available | Refinitiv/FXall | fxall_quicktrade_maker | TCPI Guide 4.2.0.1-July2021.pdf | VenueAsTaker | Java | RFQ:{SPT, FWD, NDF, SWP, BLK} | - |
|---|
| Available | State Street/Currenex | currenex_rfs_maker | FIX-RFQ-Maker-Spec v16.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS} | Supported pairs and tenors |
|---|
| Available | XTX Markets | xtx_euthenia | xtx_markets_-_efx_fix_specs_1_5-fwds.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | Incl. MetalsFull Amount vs SweepableAddendum for TermCcy trading |
|---|
| Available (ESP) | BAML | baml | InstinctFX-FIX Message Specification v9.7.7.6.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}
Algo Orders:{SPT, FWD} | BRL NDF Onshore/Split settlement
FUT? |
|---|
| Available (ESP) | Barclays | barx | Barclays_BARX FX FIX ROE_v4.6.2.pdf | VenueAsMaker | FIX.4.2 | ESP:{SPT, FWD, NDF, SWP, NDS}
RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} | RFQ:Quote TTL
Pre/Post Allocations |
|---|
| Available (ESP) | Goldman Sachs | gsfx | GS FX FIX Specification v7.17.pdf | VenueAsMaker
Algo Orders | FIX.4.4 | ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, BLK}
Orders:{SPT} | ESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: Rolls |
|---|
| Available (ESP) | JPMorgan | jpmorgan_fx | JPMC FX FIX Specification v1.14.06 December 2020.pdf?api=v2 | VenueAsMaker | FIX.4.2 | ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} | - |
|---|
| Available (ESP) | NatWest Markets | natwest_markets | Natwest Markets FX FIX Rules of Engagement v5.0.38.pdf | VenueAsMaker
Algo Orders | FIX.4.4 | ESP:{SPT, FWD, NDF}
RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Orders:{SPT} | Out of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders |
|---|
| Available (ESP) | StandardChartered | standardchartered_s2bx | S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdf | VenueAsMaker | FIX.4.4 | RFQ:{SPT, FWD, NDF, SWP, NDS}
RFS:{SPT, FWD, NDF, SWP, NDS}
ESP:{SPT, FWD, NDF, SWP, NDS} | - |
|---|
| Available (ESP) | UBS | ubs_fx2b | B2B_FIX_Rules_of_Engagement 1_45.pdf | VenueAsMaker | FIX.4.3 | ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS} | Incl. Metals |
|---|
| InProgress | CboeFX | cboefx_itch | CBOE FX ECN Itch Protocol-v1.84.pdf | CLOB MktData | ITCH | MarketData:{SPT, NDF} | Also supports the Cboe Central CLOB.
OrderDepth. |
|---|
| InProgress | CME/NEX Group | cme_mdp3_sbe_udp | https://www | CME/NEX Group | cme_mdp3_sbe_udp | https://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+MDP+3.0+Market+Data | CLOB MktData | SBE/FIXP | MarketData:{FUT} | Out of scope: OPT |
|---|
| InProgress | Deutsche Börse/360T/GTX | t360_gtx_maker | GTX_FIX_LP_Jun2019.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | LastLook and Firm pricing
Anonymous(?) |
|---|
| InProgress | DeutscheBank | autobahnfx_rapid | AutobahnFX RAPID FIX Specification v1.2.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | NDFs launching soon but with these limitations:
- APAC NDF Pairs only (no LATAM)
- SG1 Colo
- 8am-5pm SGT (not 24/6)
- 1M Tenor Only |
|---|
| Available | HSBC | hsbc_fx_mds | HSBC_FX_MDS_API_FIX_Specification_V3.2.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | "Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book) |
|---|
- 8am-5pm SGT (not 24/6)
- 1M Tenor Only |
| InProgress | JumpTrading | jump_liquidity | JLQD_CptyFIXSpec_v2.2.pdf | VenueAsMaker | FIX.4.2 | ESP:{SPT, NDF, CFD, FUT} | Out of Scope: FI |
|---|
| InProgress | Refinitiv | reuters_sbe | Market Data Service Refinitiv SBE Market Data Interface Spec 1.10.pdf | CLOB MktData | SBE | MarketData:{SPT, FWD} | Unscreened, timesliced
TOD & TOM also published for some instruments.
Domestic vs International SecurityGroups. |
|---|
| InProgress | State Street/Currenex | currenex_esp_maker | FIX-ESP-Maker-Spec v1.26.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT, FWD, NDF, SWP, NDS}
RFS:{SPT, FWD, NDF, SWP, NDS} | Incl. Metals
Out of scope: FI (UST) |
|---|
| InProgress | State Street/Currenex | currenex_now_itch | Currenex_NOW_Itch_Specification_v10.pdf | CLOB MktData | ITCH | MarketData:{SPT} | No delay for Paid/Give Ticker as of 11.3 |
|---|
| InProgress | State Street/Currenex | currenex_nr_maker | FIX_Maker_Spec_NR v1.0.pdf | VenueAsTaker | FIX.4.2 | ESP:{SPT} | - |
|---|
| InProgress (ESP) | State Street | statestreet_efx | State Street FIX Order Spec_v1.8.3.pdf | VenueAsMaker | FIX.4.2
FIX.4.4 | ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} | - | Q1/22 | CboeFX | cboefx_ecn_itch | Itch_Protocol-v1.76.pdf | CLOB MktData | ITCH | MarketData:{SPT, NDF} | Also supports the Cboe Central CLOB.
OrderDepth. |
|---|
| Q1/22 | CboeFX | cboefx_linkdirect_itch | Itch_Protocol_LinkDirect_m21 v1.0.pdf | CLOB MktData | ITCH | MarketData:{SPT} | Many - 1 |
|---|
| Q1/22 | CME/NEX Group | ebs_direct_maker | https://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Maker+API+Rules+of+Engagement | VenueAsTaker | FIX.4.4 | ESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP} | EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt |
|---|
| Q1/22 | Euronext FX | fastmatch_stream_maker | FASTMATCH Stream FIX Specification 4.1.6.pdf | VenueAsTaker | FIX.4.2 | ESP:{SPT, FWD, NDF} | - |
|---|
| Q1/22 | Integral | integral_ocx_marketdata | OCX_Market_Data_API_1.0v12.pdf | CLOB MktData | FIX.4.3 | MarketData:{SPT} | - |
|---|
| Q1/22 | RBC | rbc_trading | RBC Trading FX Rates API - FIX 4.4 - v2.0.6.pdf | VenueAsMaker | FIX.4.4 | Market Data:{SPT, FWD}
Orders:{SPT, FWD} | Indicative/Tradeable |
|---|
| Q1/22 | Refinitiv | reuters_mapi | Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdf | CLOB Orders | FIXT.1.1/FIX.5.0SP2 | Orders:{SPT, SWP} | FIX extension package EP 100 or EP 171 required |
|---|
| Q1/22 | Refinitiv | reuters_rfa | Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdf | CLOB MktData | C++/Java/.NET | MarketData:{SPT} | 250ms timeslice |
|---|
| Q1/22 | State Street | currenex_ouch | CXOuchOrderServiceSpec v14.pdf | CLOB Orders | OUCH | Orders:{SPT, FWD} | - |
|---|
| Q1/22 | State Street/Currenex | currenex_itch | CXItchMarketDataServiceSpec.pdf | CLOB MktData | ITCH | MarketData:{SPT} | Incl. Metals
500ms delay for Paid/Give Ticker as of 11.3 |
|---|
| Q1/22 | State Street/Currenex | currenex_ouch_maker | CXOuchMakerSpec_v23.pdf | VenueAsTaker | OUCH | ESP:{SPT} | Incl Currenex Full (Fill) |
|---|
| Q2/22 | BGC | bgc_midfx | eSpeed_FIX_4-4_API.pdf | CLOB Orders | FIX.4.4 | MarketData:{SPT}
Orders:{SPT} | - |
|---|
| Q2/22 | BTMU | btmu | TBC | VenueAsMaker | FIX ??? | TBC | aka MUFG |
|---|
| Q2/22 | Commerzbank | commerzbank_commander | Commerzbank - Commander_Rules_Of_Engagement_Jan2014.pdf | VenueAsMaker | FIX.4.4 | RFQ:{SPT, FWD, NDF, SWP, NDS}
ESP:{SPT, FWD, NDF, SWP, NDS} | - |
|---|
| Q2/22 | Euronext FX | fastmatch_itch | FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf | CLOB MktData | ITCH | MarketData:{SPT} | MarketData only |
|---|
| Q2/22 | ICAP | icap_fusion_marketdata | FX NDF Market Data FIX Specification v0.5.docx | CLOB MktData | FIXT.1.1/FIX.5.0SP2 | MarketData:{NDF, NDS} | - |
|---|
| Q2/22 | ICAP | icap_fusion_orders | ICAP GTN FIX 5.0 Specification v1.5.pdf | CLOB Orders | FIXT.1.1/FIX.5.0SP2 | Orders:{NDF, NDS} | Out of scope: Corp. bonds, CDS. |
|---|
| Q2/22 | Integral | Integral_ocx_orders | OCX_Order_Entry_API_1.0v5.pdf | CLOB Orders | FIX.4.3 | Orders:{SPT} | - |
|---|
| Q2/22 | MOEX | moex_marketdata | EN_Market_Data_Multicast_User_Guide_Ver_4_8.pdf | CLOB MktData | FIXT.1.1/FIX.5.0SP2/FAST | MarketData:{SPT, FWD} | Out of Scope: FI |
|---|
| Q2/22 | ParFX | parfx_marketdata | ParFX-Market-Data-FIX-API-v2-0-0.pdf | CLOB MktData | FIXT.1.1/FIX4.4 | MarketData:{SPT} | - |
|---|
| Q2/22 | ParFX | parfx_orders | ParFX-Order-Entry-FIX-API-v2-0-7.pdf | CLOB Orders | FIXT.1.1/FIX4.4 | Orders:{SPT} | FIX.5.0 and FIX.5.0SP2 supportes |
|---|
| Q2/22 | Société Générale | socgen | SGCIB FIX 4.4 Protocol V1.3.g.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK} | - |
|---|
| Q2/22 | Xenfin | xenfin_liquiditypool | Xenfin FIX Specification 20191112.pdf | CLOB MktData
CLOB Orders | FIX.4.4 | MarketData:{SPT}
Orders:{SPT} | Additional order types:
Stop
StopLimit
LimitStop
Pegged |
|---|