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Comment: Published by Scroll Versions from this space and version 1.5.76

The table below sets out the plans current plan for development of new Components for Whisperer Enterprise.Venues in Whisperer.

Please note that the Roadmap is subject to change. Contact MarketFactory if you have any particular priorities or require Venues that are not listed. 

As per the table column headers below , the table focuses on the Venue Type and Venue Role here - not the API client:

  • Venue Role Taker means that the API client would be Making to this venue.
  • If you wish to integrate with a bank, they will be the Maker, so you will be Taking liquidity.
  • Venue Role CLOB - It's a Central Limit Order Book. You can place resting Limit Orders ("Make") or aggress/trade through the book ("Take") as you wish - based on the orders you submit.
Info
titlePerspective - Venue Role

Key:

...

API Documents

MarketFactory does not provide venue API documents for client download - as we do not know what relationship, if any, an arbitrary client may have with any particular venue.

If you require any specific documentation, please contact the venue directly.

The capabilities of individual Gateways are documented in the Venue Catalogue. Please contact MarketFactory Contact if you need particular information that is not currently available.


Info
titlePerspective - Client Role

The table below sets out what roles that you, the API Client, may adopt:

  • Taker - Access liquidity offered by others.
  • Maker - Provide liquidity (LP) to others.
  • CLOB - Trade as a market participant alongside others on an order-matching platform. You can place resting Limit Orders ("Make") or aggress/trade through the book ("Take") as you wish - based on the orders you submit.
  • MarketData - consume information as to the CLOB trading activity. 


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order0,1


StatusOrganisationClient RoleVenue TypeGateway NameProducts (In-scope)APIProtocolAddedNotes
Available24 ExchangeTakerECNexchange24ESP:{SPT, FWD, NDF, NDS, SWP}24EXCHANGE.TAKER.ROE.1.25c

Venues migrated from Whisperer Classic are unbolded. New components are bolded

FIX-RFQ-Maker-Spec v16
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order0,1,2
Pos.nStatus

SessionType

VenueAPIProtocolProductsComments
1PRODVenueAsTakerFxall_QuickTradeTCPI Guide4.1.0.1-October2017.pdfJAVARFQ:{SPT, FWD, NDF, SWP, BLK}-
2VenueAsTaker360T_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 Strategies3VenueAsTakerBloomberg_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
4VenueAsTakerCurrenex_RFS
.pdfFIX.4.4
2022.10.13.WE-
Available24 ExchangeCLOBECNexchange24MarketData
RFS
:{SPT, FWD, NDF, NDS, SWP
, NDS
}
-5UATCLOB OrderEntryFidessa_Orders

Orders:{SPT, FWD, NDF, NDS, SWP}
24EXCHANGE.TAKER.ROE.1.38
BuySideFixRoeMay2019
.pdfFIX.4.4
Orders:{FUT}Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT6VenueAsMakerXTX_Eutheniaxtx_markets_-_efx_fix_specs_1_2_
2025.05.23.WE-
AvailableBAMLTakerLPbamlESP:{SPT}

BAMLX-FIX Message Specification v1.2.1.pdf

FIX.4.42021.12.15.WEBAMLX API is a low-latency implementation of a subset of InstinctFX.
AvailableBAMLTakerLPbamlESP:{SPT, FWD, NDF}
Incl. Metals
Full Amount vs Sweepable7VenueAsMakerCiti_CoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16

InstinctFX-FIX Message Specification v9.7.7.6.4.3.pdf

FIX.4.4
ESP:{SPT}-820-Q2CLOB MarketDataReuters_SBETR SBE Market Data Interface Spec 1.4.pdfSBEMarketData:{SPT}Unscreened, timesliced9CLOB MktDataEBS_UltraEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfITCHMarketData:{SPT, NDF}-10CLOB MarketDataCürex
2022.01.26.WE

InstinctFX

BRL NDF Onshore/Split settlement

AvailableBarclaysDropCopyLPbarx_tcrDropCopy:{SPT, FWD, NDF, SWP, NDS}BARX_FX_TCR_ROE_4.5.3.pdfFIX.4.42024.10.25.WE

-

AvailableBGCCLOBECNbgc_midfx

Orders:{SPT}

eSpeed_FIX_4-4_API.
Cürex FIX Market Data API v1.7.
pdfFIX.4.4
MarketData11CLOB OrderEntryCürexCürex Bank Algo FIX API v2.0.1.
2023.08.25.WE-
AvailableBGCDropCopyECNbgc_midfx

DropCopy:{SPT}

Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.
eSpeed_FIX_4-4_API.pdfFIX.4.4
Orders:{SPT}
2024.10.17.WE-
Available
12
BGC
CLOB OrderEntry
Taker
Reuters MAPI
LP
Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdfFIXT.1.1/FIX.5.0SP2Orders:{SPT, SWP}FIX extension package EP 100 or EP 171 required13VenueAsMakerFXSpotStreamFSS - FIX ROE Specification_v1_4_7
precision_algoAlgo:{SPT}Precision Algos FX FIX Spec V1.0.pdfFIX.4.22023.05.19.WE-
AvailableBloombergMakerECNbloomberg_fxgo_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}
Fixbook Sell Side 5.0.13 Draft.pdfFIX.4.4
ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}RFS require separate FIX sessions for Quotes and Orders.14VenueAsTaker360T Supersonic360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdfFIX.4.4
2021.06.11.WE

Also supports:

  • Split Settlement
  • On/Offshore NDFs
  • BTBS
AvailableBNP ParibasTakerLPbnpparibas_efx_algo

Orders:

{SPT}

BNP Paribas efx Algo FIX API v1.36.pdfFIX.4.42025.06.24.WE-
AvailableBNP ParibasTakerLPbnpparibas_efx_streamingESP:{SPT, FWD, NDF
, SWP, NDS, FUT}-15CLOB OrderEntryCboeFX_SPT_Orders
}BNP Paribas eFX FIX API Streaming v1.3.5.pdfFIX.4.42021.04.15.WE-
AvailableBroadridge FinancialCLOBPlatformbroadridge_ordersOrders:{FUT}Broadridge_Spec_v2.1.13
FIXProxy_Spec v5.2.3
.pdfFIX.4.
2Orders:{SPT}-16CLOB MktDataCboeFX_BookfeedHotspotFX FIX BookFeed
42022.11.03.WE
  • ICE Futures US
  • ICE Futures Europe
  • ICE Futures Europe (Agriculture)
  • ICE Futures London
  • Eurex
  • Australian Securities Exchange (ASX)
  • Montreal Exchange (MX)
  • Singapore Exchange
  • Singapore Exchange Derivatives
  • Euronext Paris
  • Euronext Amsterdam
  • Borsa Italiana IDEM
AvailableCboeFXMktDataECNcboefx_bookfeedMarketData:{SPT, NDF}BookFeed_Spec-v3.5.1.pdfFIX.4.2
MarketData:{SPT}-
, FIX.4.42020.47.VEN.ASPT -
17CLOB MktDataFastmatch_AutoExFastmatch_AutoEx
FIX.4.2
MarketData:{SPT}-18CLOB OrderEntryFastmatch_AutoExFastmatch_AutoEx
, NDF - FIX.4.4
Orders:{SPT}Additional order types:
OnClose - SafeMatch
Pegged19CLOB OrderEntryIntegral_OCX_Maker
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."
AvailableCboeFXMaker
CLOB
ECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}
FIXProxy_Spec v6.13
Integral MM API – OCX_Streaming_Orders_API_1.0
.pdfFIX.4.
3Orders:{SPT}In-flight risk mitigation
Max 1000m/s in 3s window
2, FIX.4.42021.01.22.WESPT - FIX.4.2, NDF - FIX.4.4
NY5 - On-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
AvailableCboeFXMktDataECNcboefx_itchMarketData:{SPT, NDF}CBOE FX ECN Itch Protocol-v1.84.pdfITCH2022.06.22.WEAlso supports the Cboe Central CLOB.
OrderDepth.
AvailableCeler TechnologiesTakerPlatformcelertechESP
20CLOB MarketDataCurrenex_ITCHCXItchMarketDataServiceSpec.pdfITCHMarketData:{SPT}Incl. Metals21CLOB OrderEntryCurrenex_OUCH_MakerCXOuchMakerSpec_v23.pdfOUCHESP:{SPT}Incl Currenex Full (Fill)22WhispererEnterprise Book ManagerN/ASBEMarketData
:{SPT, NDF}
Multiple users, late join.23VenueAsMakerBAMLXBAMLX-FIX Message Specification v1.2.pdfFIX.4.4ESP:{SPT}-2420-Q3DropCopyION TradingTBDION BusTBDTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX25VenueAsTakerEBS_DirectEBS Maker API Specification 2.3 - May 23 2018
Celer Taker Maker spec v3.12 - March2021.pdfFIX.4.42021.05.10.WETechnology Provider
LD4 - NDF/Spot
AvailableCitiTakerLPciti_coloESP:{SPT}Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.4
ESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP}EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt26VenueAsTakerFXall_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-Look27CLOB OrderEntryCurrenex_OUCHCXOuchOrderServiceSpec v14.pdfOUCHOrders:{SPT, FWD}-28VenueAsTakerFastmatch_StreamFASTMATCH Stream FIX Specification 4.0.1.pdfFIX.4.2ESP:{SPT, FWD, NDF}SettlementDate only on ExecutionReport29VenueAsTakerCboeFX_SPT_MakerFIXProxy_Spec v5.2.3.pdfFIX.4.4ESP:{SPT}-30CLOB 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
2020.49.VEN.A-
AvailableCME/NEX GroupCLOBECNcme_ilink3_sbeOrders:{FUT}iLink3 Binary Order EntrySBE, FIXP2024.08.15.WE.REL9

Out of scope:

  • OPT
  • Quote workflow
  • Cross
AvailableCME/NEX GroupMktDataECNcme_mdp3_sbe_udpMarketData:{FUT}CME MDP 3.0 Market DataSBE, FIXP2022.07.13.WEOut of scope: OPT
AvailableCME/NEX GroupDropCopyECNcme_stpDropCopy:{SPT, NDF}CME STP EBS FX Message SpecificationFIX2024.10.16.WE.RHEL9Markets Supported:
  • EBS Market on CME Globex

EBS Direct, FUT, and SPR will be handled in the next iteration.

AvailableCME/NEX GroupCLOBECNebs_market_ilink3_sbeOrders:{SPT,NDF}iLink 3 Binary Order Entry - EBS Market on CME GlobexSBE, FIXP2021.06.11.WEincludes eFix Benchmark Fixing orders
AvailableCME/NEX GroupMktDataECNebs_market_mdp3_sbeMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE, FIXP2021.06.11.WEeFix - Benchmark fixing orders
AvailableCME/NEX GroupMktDataECNebs_market_mdp3_sbe_udpMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE2021.06.11.WEeFix - Benchmark fixing orders
AvailableDeutsche Börse/360TMktData
CLOB
ECNt360_gtxMarketData:{SPT, FWD, NDF}
Orders:{SPT, FWD, NDF}
GTX_FIX_RoE_Oct2019.pdfFIX.4.42021.11.04.WE-
AvailableDeutsche Börse/360TMakerECNt360_supersonic_makerESP:{SPT}360T-SuperSonicTex_FIX_MarketMaker_v1.7.0.pdfFIX.4.42020.47.VEN.A"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.
AvailableDeutsche Börse/360TTakerECNt360_texRFS
31CLOB 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 orders32

CLOB MktData

LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.2MarketData:{SPT, NDF, FUT, CFD}Out of scope: IMM33CLOB OrderEntryLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.2Orders:{SPT, NDF, FUT, CFD}Out of scope: IMM34CLOB MktDataMOEX_MarketDataENG_Market_Data_Multicast_User_Guide.pdfFIXT.1.1/FIX.5.0SP2/FASTMarketData:{SPT, FWD}Out of Scope: FI35CLOB OrderEntryMOEX_Orderspublic_fix44_interface_in_eng_v4.5.1.pdfFIX.4.4Orders:{SPT, FWD, SWP, FUT}Out of scope: REPO36CLOB MktDataCurrenexFIX-Order-Spec-20190702.pdfFIX.4.2MarketData:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)37CLOB OrderEntryCurrenexFIX-Order-Spec-20190702.pdfFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)38CLOB MktData360T_GTXGTX_FIX_RoE_Oct2016.pdfFIX.4.4MarketData
:{SPT, FWD, NDF, SWP, NDS
}-39CLOB OrderEntry
, BLK, NDB}360T_
GTXGTX
RFS_FIX_
RoE
MarketTaker_
Oct2016
v13.7.pdfFIX.4.4
Orders:{SPT, FWD, NDF, SWP, NDS}-4020-Q4CLOB MarketDataCBOE NDF
2024.02.22.WEBank Basket functionality also supported.
AvailableDeutsche Börse/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_MarketMaker_v1.17.0
Forwards-NDFs-BookFeed_Spec v1.1.1
.pdfFIX.4.4
MarketData:{FWD, NDF}MarketData Feed, trades are executed via CboeFX_NDF_Orders41CLOB OrderEntryCBOE NDFForwards-NDFs-FIX_OE_Spec v1.1.1
2021.08.20.WEOut of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies
AvailableDeutscheBankTakerLPautobahnfx_algoAlgo:{SPT}AutobahnFX Algo FIX Specification 2.4.9.pdfFIX.4.4
Orders:{FWD, NDF}-
2024.06.21.WE
AvailableDeutscheBankTakerLPautobahnfx_rapid
42VenueAsMakerUBS_FX2BB2B_FIX_Rules_of_Engagement 1_43.pdfFIX.4.3
ESP:{SPT,
FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}Incl. Metals43VenueAsMakerSocGenSGCIB FIX 4.4 Protocol V1.3.g
NDF}AutobahnFX RAPID FIX Specification v1.7.2.pdfFIX.4.4
ESP:{SPT, FWD, NDF, SWP. NDS}
RFS:{
2022.05.13.WE

NDFs Supported since release 2024.04.08.WE:

  • APAC NDF pairs and BRL BMF1 LATAM NDF
  • SG1 Colo
  • 8am-5pm SGT (not 24/6)
  • 1M Tenor Only [BMF1 for BRL]
AvailableDeutscheBankTakerLPautobahnfx_singleleg

ESP:{FWD, NDF}

RFS:{SPT, FWD, NDF, SWP, NDS

, BLK

}

-44VenueAsMakerHSBC_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)
AutobahnFX FIX Specification (Single-Leg) 3.5.3FIX.4.32025.08.05.WE.RHEL9Spot ESP supported via autobahnfx_rapid.
AvailableEdgewater MarketsTakerLPedgewater_marketsMarketData:{SPT, NDF}
Orders:{SPT, NDF}
Edgewater API v1.01.pdfFIX.4.22020.51.VEN.A1M NDFs only.
AvailableEuronext FXMktData
CLOB
ECNfastmatch_autoexMarketData:{SPT, NDF
45VenueAsMaker
Algo OrdersGoldmanSachsGS 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: Rolls46CLOB MarketDataCME-MDP3
, NDF}FASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdfFIX.4.2, FIX.4.42021.04.29.WE

Whilst spec'd FWD are not actually supported.
Incl. Metals
Additional order types:

  • Auction - SafeMatch
  • Pegged
AvailableEuronext FXMakerECNfastmatch_stream_makerESP:{SPT, FWD, NDF}FASTMATCH Stream FIX Specification 4.1.6.pdf
CME_MDP3SBEMarketData:{FUT}Out of scope: OPT47CLOB OrderEntryCME-iLink2CME_iLink2
FIX.4.2
Orders:{FUT}Out of scope: OPT
2022.10.13.WE-
AvailableFenics FXMktData
CLOB
ECNFenicsFX
48CLOB MktDataCboeFX_SPT_PricingItch_Protocol v1.68.pdfITCH49CLOB MarketDataFastmatch_PricingFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCHMarketData:{SPT}MarketData only50CLOB OrderEntryFastmatch_OrdersFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfOUCH
MarketData:{SPT}
-
Orders:{SPT}Seelucera_lumefxFIX.4.22022.01.26.WELucera API.
AvailableFXSpotStreamTakerPlatformfxspotstreamESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}

Orders:{SPT, FWD, NDF}
-51VenueAsMakerBNP_Paribas_eFXBNP Paribas eFX FIX API Streaming v1.2.7
FSS - FIX ROE Specification_v1_5_3.pdfFIX.4.4
ESP:{SPT, FWD}-52VenueAsMakerNatWest_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
2021.07.09.WE

RFS require separate FIX sessions for Quotes and Orders.

FSS modes:

  • Passthru - PreviouslyQuoted ESP/RFS
  • Orders - Limit Orders
AvailableFXSpotStreamTakerPlatformfxspotstream_algo

Orders:{SPT, NDF}
Algo:{SPT, NDF}

FSS - Resting & Algo Orders FIX Specification - v1.1.pdfFIX.5.0SP2 2023.03.21.WE-
AvailableFXSpotStreamCLOBPlatformfxspotstream_midmatchOrders:{SPT}FSS_MidMatchService_RulesOfEngagement_v1.16.pdfFIX.4.42022.06.22.WE-
AvailableHSBCTakerLPhsbc_fx_mdsESP:{SPT, FWD, NDF}HSBC_FX_MDS_API_FIX_Specification_V3.2.pdfFIX.4.42021.11.04.WE"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
AvailableIntegralMakerPlatformintegral_esp_makerESP:{SPT}Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfFIX.4.32020.49.VEN.A-
AvailableIntegralMakerPlatformintegral_rfs_makerRFS:{SPT, FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10b.pdfFIX.4.32020.49.VEN.AFixed Spot Roll.
AvailableIntegralDropCopyPlatformintegral_stpDropCopy:{SPT, FWD, NDF, SWP}Integral_FIX_STP_1.0v10.pdfFIX.4.32024.10.29.WE-
AvailableION GroupCLOBPlatformfidessa_ordersOrders:{FUT}BuySideFixRoeMay2019.pdfFIX.4.42020.20.VEN.ACertified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
AvailableLMAXMktData
CLOB
Maker
ECNlmaxMarketData:{SPT, NDF, FUT, CFD}
Orders:{SPT, NDF, FUT, CFD}
ESP:{SPT, NDF, FUT}
LMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.22020.38.VEN.A

LMAX Exchange API - almost identical to LMAX interbank.
Out of scope: IMM
Per-session Message Rate Threshold
TradeTicker is delayed 60s, for extra fee.

LMAX API offers Curex features since Curex migrated to LMAX. MF release: 2024.12.12.WE.RHEL9

NDF support was added in release: 2025.01.13.WE.RHEL9

AvailableLMAXMktData
CLOB
Maker
ECNlmaxMarketData:{SPT, FUT}
Orders:{SPT, FUT}
ESP:{SPT, FUT}
LMAX Interbank FIX 4.2 API Specification - v3.5.pdfFIX.4.22020.38.VEN.A

Out of scope: EQT, IMM (Indices)
Supports Maker ESP (no Last-Look)

LMAX Interbank was decommissioned in 2023.

AvailableLSEGCLOBECNlseg_ftgOrders:{SPT, NDF}lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP22024.07.24.WE.REHL9

NDFs only

LSEG Spot Matching migration cancelled

AvailableLSEGDropCopyECNlseg_ptgDropCopy:{ NDF}LSEG-FX-Post-Trade-API-Spec-1.5.pdfFIXT.1.1, FIX.5.0SP22024.10.07.WE.REHL9

NDFs only

LSEG Spot Matching migration cancelled

AvailableLSEG/RefinitivCLOBECNrefinitiv_mapiOrders:{SPT, SWP}Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfFIXT.1.1, FIX.5.0SP22023.05.25.WEFIX extension package EP 100 or EP 171 required
AvailableLSEG/RefinitivMktDataECNrefinitiv_matching_etaMarketData:{SPT}Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdfC++2023.08.25.WEReuters RFA (screened & unscreened)
TOD & TOM also published for some instruments.
Domestic vs International SecurityGroups.
AvailableLSEG/Refinitiv/FXallTakerECNfxall_activetradingMarketData:{SPT, NDF}
Orders:{SPT, NDF}
Orderbook FIX Spec 1.5.1.pdfFIX.4.32021.07.09.WE-
AvailableLSEG/Refinitiv/FXallMakerECNfxall_activetrading_makerESP:{SPT}FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.42023.11.24.WE
  • Pricestream - Disclosed
  • Orderbook - Anonymous - via PrimeBroker, a counterparty dealing code and a firm signature is provided
AvailableLSEG/Refinitiv/FXallMakerECNfxall_quicktrade_makerRFQ:{SPT, FWD, NDF, SWP, BLK}TCPI Guide 4.2.0.1-July2021.pdfJava2022.03.24.WE-
AvailableLuceraMktData
CLOB
Platformlucera_lumefxMarketData:{SPT}
Orders:{SPT}
LumeFX v2.6.1 November 2021.pdfFIX.4.22022.02.04.WETechnology provider.
AvailableMorgan StanleyTakerLPmorganstanleyfx_espESP:{SPT, FWD, NDF, SWP, NDS}Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.22021.10.08.WESwaps: ON, TN, SN, SW
AvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WE-
AvailableParFXMktDataECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.42023.07.06.WE-
AvailableParFXCLOBECNparfx_ordersOrders:{SPT}ParFX-Order-Entry-FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.42023.09.08.WEFIX.5.0 and FIX.5.0SP2 supported
AvailableRBCTakerLPrbc_tradingESP:{SPT}RBC Trading FX SER API - FIX44-v2.1.3-efg.docFIX.4.42022.11.03.WEIndicative/Tradeable
AvailableState Street/CurrenexMakerECNcurrenex_esp_makerESP:{SPT, FWD, NDF, SWP, NDS}FIX-ESP-Maker-Spec v1.26.pdfFIX.4.42023.12.06.WE

Incl. Metals

Out of scope:

  • FI (UST)
  • RFS:{SPT, FWD, NDF, SWP, NDS}
AvailableState Street/CurrenexMktDataECNcurrenex_itchMarketData:{SPT}CXItchMarketDataServiceSpec.pdfITCH2022.05.27.WEIncl. Metals
500ms delay for Paid/Give Ticker as of 11.3
AvailableState Street/CurrenexMktDataECNcurrenex_now_itchMarketData:{SPT}Currenex_NOW_Itch_Specification_v10.pdfITCH2023.09.08.WENo delay for Paid/Give Ticker as of 11.3
AvailableState Street/CurrenexCLOBECNcurrenex_ouchOrders:{SPT, FWD}CXOuchOrderServiceSpec v23.pdfOUCH2023.02.02.WE-
AvailableState Street/CurrenexMakerECNcurrenex_rfs_makerRFS:{SPT, FWD, NDF, SWP, NDS}FIX-RFQ-Maker-Spec v16.pdfFIX.4.42020.43.VEN.B-
AvailableUBSTakerLPubs_algoAlgo:{SPT}UBS FX Execution Algo API v2.4.5.pdfFIX.4.32024.07.24.WE

-

AvailableXenfinMktData
CLOB
ECNxenfin_liquiditypoolMarketData:{SPT}
Orders:{SPT}
Xenfin FIX Specification 20191112.pdfFIX.4.42023.02.02.WE

Additional order types:

  • Stop
  • StopLimit
  • LimitStop
  • Pegged
AvailableXTX MarketsTakerLPxtx_eutheniaESP:{SPT, FWD, NDF}xtx_markets_-_efx_fix_specs_1_5-fwds.pdfFIX.4.42020.34.VEN.AIncl. MetalsFull Amount vs SweepableAddendum for TermCcy trading
Available (ESP)BarclaysTakerLPbarxESP:{SPT, FWD, NDF, SWP, NDS}Barclays_BARX FX FIX ROE_v4.6.2.pdfFIX.4.22021.11.04.WE

RFQ:Quote TTL

Out of Scope:

  • RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Available (ESP)Goldman SachsTaker
Algo Orders
LPgsfxESP:{SPT, FWD, NDF}GS FX FIX Specification v7.17.pdfFIX.4.42021.11.11.WE

Out of Scope:

  • ESP Fixing/Marker Orders
  • RFS:{SPT, FWD, NDF, SWP, BLK}, Rolls
  • Orders:{SPT}
Available (ESP)JPMorganTakerLPjpmorgan_fxESP:{SPT, FWD, NDF}JPMC FX FIX Specification v1.14.06 December 2020.pdfFIX.4.22021.07.01.WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Available (ESP)JPMorganAlgo OrdersLPjpmorgan_fx_algoOrders:{SPT}JPMC FX FIX Algo Specification V 1.93.pdfFIX.4.2 2025.11.06.WE
  • Algo GTC orders to be supported 
Available (ESP)NatWest MarketsTaker
Algo Orders
LPnatwest_marketsESP:{SPT, FWD, NDF}Natwest Markets FX FIX Rules of Engagement v5.0.38.pdfFIX.4.42021.12.21.WE

Out of Scope:

  • FXTimeOption (similar to FWD)
  • OPT
  • Fixing Orders
  • RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Orders:{SPT}
Available (ESP)Saxo BankTakerLPsaxo_directESP:{SPT}Saxo Bank FIX specification v3.10.pdfFIX4.42021.11.19.WE-
Available (ESP)Société GénéraleTakerLPsocgenESP:{SPT, FWD, NDF}SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.42024.03.14.WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK}
Available (ESP)StandardCharteredTakerLPstandardchartered_s2bxESP:{SPT, FWD, NDF, SWP, NDS}S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfFIX.4.42021.11.19.WE

Out of Scope:

  • RFQ:{SPT, FWD, NDF, SWP, NDS}
  • RFS:{SPT, FWD, NDF, SWP, NDS}
Available (ESP)State StreetTakerLPstatestreet_efxESP:{SPT, FWD, NDF}State Street FIX Order Spec_v1.8.3.pdfFIX.4.2
FIX.4.4
2023.03.02.WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF}B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.32021.12.21.WE

Incl. Metals

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS}
DeprecatedCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntryFIX.4.22021.11.19.WE

Out of scope:

  • OPT
  • Quote workflow
  • Cross

Retained for Convenience Gateway

DeprecatedCME/NEX GroupDropCopyECNebs_cptDropCopy:{SPT,  NDF}EBS_CPTAPIv2.5.4.pdfFIX.4.42023.03.02.WEMarkets Supported:
  • EBS Market on CME Globex
DeprecatedCredit SuisseTakerLPcreditsuisse_serESP:{SPT, FWD, NDF}FIX SPEC - CS FIX SER 2.04.pdfFIX.4.22021.08.03.WEM1 NDFs only
DeprecatedCürexMktDataECNcurex_marketdataMarketData:{SPT}Cürex FIX Market Data API v2.1.pdfFIX.4.42023.02.02.WESpot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.
DeprecatedCürexCLOBECNcurex_ordersOrders:{SPT}Cürex Bank Algo FIX API v2.1.4.pdfFIX.4.42022.01.26.WEIncludes three markets:
- Index
- Large (FullAmt)
- P2P (min $10m, 15s)
DeprecatedLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE-LSEG Spot Matching migration cancelled
UATBAMLTakerLPbamlRFS:{SPT, FWD, NDF}InstinctFX-FIX Message Specification v9.7.7.6.4.8.pdfFIX.4.4-

Certification Pending

UATIntegralCLOBPlatformintegral_ocx_makerOrders:{SPT}Integral MM API - OCX_Streaming_Orders_API_1.0.pdfFIX.4.32020.34.VEN.AIceberg, mid-point peg
In-flight risk mitigation
Max 1000m/s in 3s window
Essentially Maker ESP, no Last Look.
UATLSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXP--
UATLSEG/RefinitivMktDataECNrefinitiv_rto_etaMarketData:{FUT}TransportAPI_C_RDMUsageGuide_v3.6.7.L1.pdfC++-

Refinitiv Elektron market data via Real-Time Optimised distribution platform hosted in AWS. See https://aws.amazon.com/financial-services/partner-solutions/refinitiv-real-time-optimized/ for overview.

Current implementation supports B3 BRL futures only.

Please contact MarketFactory Support if other instruments are required.

53VenueAsMakerMorganStanleyFX_ESPMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS}Swaps: ON, TN, SN, SW