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Comment: Published by Scroll Versions from this space and version 1.5.11

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Please refer to Passthru Fields to view across all venues.

Details

LP selection

Fxspotstream supports both Bilateral Quote negotiation and Basket functionality where Quote messages are received from multiple providers. 

The client can The client is required to specify which LPs to receive quotes from by populating the NoPartyIDs repeating group in the MF QuoteRequest – use PartyRole (452) = ExecutionVenue (73). Multiple LPs are supported for ESP requests but only a single LP is supported for RFS requests QuoteRequest NoPartyIDs with PartyRole ExecutionVenue. Multiple LPs are supported for both ESP and RFS. 

For ESP Clients will always receive MassQuotes.

For RFS, Clients will either receive Quotes or MassQuotes depending on the number of LP's:

  • Single LP (Bilateral) - QuoteRequest contains NoPartyIDs group with single PartyRole ExecutionVenue with PartyID populated with a LP. Clients will receive Quote message from requested LP.
  • Multiple LPs (Basket)QuoteRequest contains NoPartyIDs group with multiple PartyRole ExecutionVenues with PartyIDs populated with LPs. Clients will receive MassQuote messages with each LP as a QuoteEntry.
  • All LPs  (Basket) QuoteRequest does not contain PartyRole ExecutionVenue in NoPartyIDs. Clients will subscribe to all available LPs and they will receive Massquote messages with each LP as a QuoteEntry.

The supported LPs are:

LPMF PartyID (MIC)FSS ID
Bank of AmericaBAMLBAML
BarclaysBARXBARX
BNP ParibasBNPSBNP
MUFG BankMUTIBTMU
CitiCGMICITI
CommerzBankCBKACOBA
Goldman SachsGSCOGS
HSBCHSBCHSBC
JPMorgan ChaseJPSIJPMC
Morgan StanleyMSAXMS
NatWest MarketsNWMSNMW
Standard CharteredSTANSCB
Societe GeneraleXSGASGSP
State StreetSSBISTS
UBSUBSGUBS
Wells Fargo*WFLBWFNA

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