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Comment: Published by Scroll Versions from this space and version 1.5.1

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

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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isORAND
order0,1


StatusOrganisationClient RoleVenue TypeGateway NameProducts (In-scope)APIProtocolAddedNotes
Available24 ExchangeTakerECNexchange24ESP:{SPT, NDF}24EXCHANGE.TAKER.ROE.1.25c.pdfFIX.4.42022.10.13.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}

InstinctFX-FIX Message Specification v9.7.7.6.4.3.pdf

FIX.4.42022.01.26.WE

InstinctFX

BRL NDF Onshore/Split settlement

AvailableBGCCLOBECNbgc_midfxMarketData:{SPT}
Orders:{SPT}		eSpeed_FIX_4-4_API.pdfFIX.4.42023.08.25.WE-
AvailableBGCTakerLPprecision_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.4.42021.06.11.WE

Split Settlement
On/Offshore NDFs
BTBS

AvailableBNP ParibasTakerLPbnpparibas_efx_streamingESP:{SPT, FWD, NDF}BNP Paribas eFX FIX API Streaming v1.3.5.pdfFIX.4.42021.04.15.WE-
AvailableBroadridge FinancialCLOBPlatformbroadridge_ordersOrders:{FUT}Broadridge_Spec_v2.1.13.pdfFIX.4.42022.11.03.WE

ICE Futures US
ICE Futures Europe
ICE Futures Europe (Agriculture)
ICE Futures London
Eurex
Australian Securities Exchange (ASX)
Montreal Exchange (MX)

AvailableCboeFXMktDataECNcboefx_bookfeedMarketData:{SPT, NDF}BookFeed_Spec-v3.5.1.pdfFIX.4.2, FIX.4.42020.47.VEN.ASPT - 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."
AvailableCboeFXMaker
CLOB		ECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}		FIXProxy_Spec v6.13.pdfFIX.4.2, 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:{SPT, NDF}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.4.42020.49.VEN.A-
AvailableCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntryFIX.4.22021.11.19.WE

Out of scope:

  • OPT
  • Quote workflow
  • Cross

Retained for Convenience Gateway

AvailableCME/NEX GroupMktDataECNcme_mdp3_sbe_udpMarketData:{FUT}CME MDP 3.0 Market DataSBE, FIXP2022.07.13.WEOut of scope: OPT
AvailableCME/NEX GroupSTPECNebs_cptSTP:{SPT, FWD, NDF, SWP}EBS_CPTAPIv2.5.4.pdfFIX2023.03.02.WEMarkets Supported:
  • EBS Direct - Taker
  • EBS Direct - Maker
  • EBS Market
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
AvailableCredit SuisseTakerLPcreditsuisse_serESP:{SPT, FWD, NDF}FIX SPEC - CS FIX SER 2.04.pdfFIX.4.22021.08.03.WEM1 NDFs only
AvailableCürexMktDataECNcurex_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.
AvailableCürexCLOBECNcurex_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)
AvailableDeutsche Börse/360TMktData
CLOB		ECNt360_gtxMarketData:{SPT, FWD, NDF, SWP, NDS}
Orders:{SPT, FWD, NDF, SWP, NDS}		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:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T_RFS_FIX_MarketTaker_v13.7.pdfFIX.4.42024.02.22.WEBank Basket functionality also supported.
AvailableDeutsche Börse/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_MarketMaker_v1.17.0.pdfFIX.4.42021.08.20.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_rapidESP:{SPT, NDF}AutobahnFX RAPID FIX Specification v1.7.2.pdfFIX.4.42022.05.13.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]
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}
Orders:{SPT, NDF}		FASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdfFIX.4.2, FIX.4.42021.04.29.WEWhilst spec'd FWD are not actually supported so OOS.
Incl. Metals
Additional order types:
Auction - SafeMatch
Pegged
AvailableEuronext FXMakerECNfastmatch_stream_makerESP:{SPT, FWD, NDF}FASTMATCH Stream FIX Specification 4.1.6.pdfFIX.4.22022.10.13.WE-
AvailableFenics FXMktData
CLOB		ECNFenicsFXMarketData:{SPT}
Orders:{SPT}		See lucera_lumefxFIX.4.22022.01.26.WELucera API.
AvailableFXSpotStreamTakerPlatformfxspotstreamESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}		FSS - FIX ROE Specification_v1_5_3.pdfFIX.4.42021.07.09.WE
RFS require separate FIX sessions for Quotes and 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-
AvailableIntegralCLOBPlatformintegral_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.
AvailableIntegralMakerPlatformintegral_rfs_makerRFS:{SPT, FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10b.pdfFIX.4.32020.49.VEN.AFixed Spot Roll.
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, FUT}		LMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.22020.38.VEN.ALMAX Exchange API - almost identical to LMAX interbank.
Out of scope: IMM
Per-session Message Rate Threshold
TradeTicker is delayed 60s, for extra fee.
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.AOut of scope: EQT, IMM (Indices)
Out of scope: EQT, IMM (Indices)
Supports Maker ESP (no Last-Look)
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.
Out of Scope: Dropcopy
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-
AvailableXenfinMktData
CLOB		ECNxenfin_liquiditypoolMarketData:{SPT}
Orders:{SPT}		Xenfin FIX Specification 20191112.pdfFIX.4.42023.02.02.WEAdditional 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

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

RFS
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cell-width150,150,150
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datepatternyy-mm-dd
id1614715674395_1177627126
worklog365|5|8|y w d h m|y w d h m
isORAND
order0,1,2
StatusVenueAPI

SessionType

ProtocolProductsComments
PROD360T 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.
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
PRODCboeFX_NDF_BookfeedBookFeed_Spec-v3.5.1.pdfCLOB MarketDataFIX.4.4MarketData:{FWD, NDF}MarketData Feed, trades are executed via CboeFX_NDF_Orders
PRODCboeFX_NDF_ECN_MakerFIXProxy_Spec v6.13.pdfVenueAsTakerFIX.4.4RFQ:{NDF}-
PRODCboeFX_NDF_TakerFIXProxy_Spec v6.13.pdfCLOB OrderEntryFIX.4.4Orders:{NDF}-
PRODCboeFX_SPT_BookfeedBookFeed_Spec-v3.5.1.pdfCLOB MktDataFIX.4.2MarketData:{SPT}-
PRODCboeFX_SPT_ECN_MakerFIXProxy_Spec v6.13.pdfVenueAsTakerFIX.4.4ESP:{SPT}-
PRODCboeFX_SPT_TakerFIXProxy_Spec v6.13.pdfCLOB OrderEntryFIX.4.2Orders:{SPT}-
PRODCiti_CoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfVenueAsMakerFIX.4.4ESP:{SPT}-
PRODCurrenex_RFS_MakerFIX-RFQ-Maker-Spec v16.pdfVenueAsTakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-
PRODEdgewater_MarketsEdgewater API v1.01.pdfCLOB MktDataFIX.4.2MarketData:{SPT, NDF}1M NDFs only.
PRODEdgewater_MarketsEdgewater API v1.01.pdfCLOB OrderEntryFIX.4.2Orders:{SPT, NDF}1M NDFs only.
PRODFastmatch_AutoExFastmatch_AutoExCLOB MktDataFIX.4.2MarketData:{SPT, FWD, NDF}-
PRODFastmatch_AutoExFastmatch_AutoExCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, NDF}Additional order types:
OnClose - SafeMatch
Pegged
PRODFidessa_OrdersBuySideFixRoeMay2019.pdfCLOB OrderEntryFIX.4.4Orders:{FUT}Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
PRODFxall_QuickTradeTCPI Guide4.1.0.1-October2017.pdfVenueAsTakerJAVARFQ:{SPT, FWD, NDF, SWP, BLK}-
PRODFXSpotStreamFSS - FIX ROE Specification_v1_4_7.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}		RFS require separate FIX sessions for Quotes and Orders.
PROD

Integral_ESP_Maker

Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfVenueAsTakerFIX.4.3ESP:{SPT}-
PRODIntegral_RFS_MakerIntegral_FIX_Maker_API_RFS_2.1v10b.pdfVenueAsTakerFIX.4.3RFS:{SPT, FWD, NDF, SWP}Fixed Spot Roll.
PRODLMAX DigitalLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfVenueAsTakerFIX.4.2ESP:{Crypto}PRODLMAX DigitalLMAX Exchange FIX 4.2 API Specification v2.8.5.pdf

CLOB MktData

FIX.4.2MarketData:{Crypto}PROD

LMAX Digital

LMAX Exchange FIX 4.2 API Specification v2.8.5.pdfCLOB OrderEntryFIX.4.2Orders:{Crypto}
PRODLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfVenueAsTakerFIX.4.2ESP:{SPT, NDF, FUT, CFD}Out of scope: IMM
PRODLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdf

CLOB MktData

FIX.4.2MarketData:{SPT, NDF, FUT, CFD}Out of scope: IMM
PRODLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfCLOB OrderEntryFIX.4.2Orders:{SPT, NDF, FUT, CFD}Out of scope: IMM
PRODLMAX Interbank

LMAX Interbank FIX 4.2 API Specification - v3.5.pdf

VenueAsTakerFIX.4.2ESP:{SPT, FUT}PRODLMAX InterbankLMAX Interbank FIX 4.2 API Specification - v3.5.pdf

CLOB MktData

FIX.4.2MarketData:{SPT, FUT}PROD

LMAX Interbank

LMAX Interbank FIX 4.2 API Specification - v3.5.pdfCLOB OrderEntryFIX.4.2Orders:{SPT, FUT}
PRODXTX_Eutheniaxtx_markets_-_efx_fix_specs_1_2_1.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}Incl. Metals
Full Amount vs Sweepable
CONFORMANCE24 Exchange24X-taker-API-FIX-specification v3.10.pdfCLOB MktDataFIX.4.4MarketData:{SPT, FWD, NDF}-
CONFORMANCE24 Exchange24X-taker-API-FIX-specification v3.10.pdfCLOB OrderEntryFIX.4.4

Orders:{SPT, FWD, NDF, SWP}

-
IN PROGRESS360T_GTXGTX_FIX_RoE_Oct2016.pdfCLOB MktDataFIX.4.4MarketData:{SPT, FWD, NDF, SWP, NDS}-
IN PROGRESS360T_GTXGTX_FIX_RoE_Oct2016.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}-
PRODBNP_Paribas_eFXBNP Paribas eFX FIX API Streaming v1.2.7.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD}-
PRODCboeFX Central TakerFIXProxy_Spec v6.13.pdfVenueAsMakerFIX.4.4Orders:{SPT}
PRODCboeFX_NDF_ECN_Maker Full AmountFIXProxy_Spec v6.13.pdfVenueAsTakerFIX.4.4RFQ:{NDF}-
PRODCboeFX_NDF_Taker Full AmountFIXProxy_Spec v6.13.pdfVenueAsMakerFIX.4.4ESP:{NDF}-
PRODCboeFX_SPT_ECN_Maker Full AmountFIXProxy_Spec v6.13.pdfVenueAsTakerFIX.4.4ESP:{SPT}-
PRODCboeFX_SPT_Taker Full AmountFIXProxy_Spec v6.13.pdfVenueAsMakerFIX.4.4ESP:{SPT}-
IN PROGRESSCiti FXCiti FxFIX Integration Guide - RFS+ESP+Batch v6.9.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}IN PROGRESSCiti FXCiti FxFIX Integration Guide - RFS+ESP+Batch v6.9.pdfVenueAsMakerFIX.4.4
:{SPT, FWD, NDF, SWP, NDS
, BLK, NDB}
}Barclays_BARX FX FIX ROE_v4.6.2.pdf
IN PROGRESSCME-iLink2CME_iLink2CLOB OrderEntry
FIX.4.2
Orders:{FUT}Out of scope: OPTIN PROGRESSCME-iLink3  (EBS Migration)CME_iLink2CLOB OrderEntryFIX.4.2Orders:{SPT,FUT}Out of scope: OPTIN PROGRESSCME-MDP3 (incl EBS Migration)CME_MDP3CLOB MarketDataSBEMarketData:{FUT,SPT}Out of scope: OPTIN PROGRESSCürex_BankAlgoCürex Bank Algo FIX API v2.0.1.pdfCLOB OrderEntryFIX.4.4Orders:{SPT}-IN PROGRESSCürex_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.IN PROGRESSFXall_OrderBookOrderbook FIX Spec 1.5.1.pdfVenueAsTakerFIX.4.4MarketData:{SPT, NDF}OrderBook (Anonymous via PB)
NOTE: Same API as FXall_PriceStream
No Last-LookIN PROGRESSFXall_OrderBookOrderbook FIX Spec 1.5.1.pdfVenueAsTakerFIX.4.4Order:{SPT, NDF}OrderBook (Anonymous via PB)
NOTE: Same API as FXall_PriceStream
No Last-LookIN PROGRESSGoldmanSachsGS FX FIX Specification v7.17.pdfVenueAsMaker
Algo OrdersFIX.4.4ESP:{SPT, FWD, NDF}
RFS
2021.11.04.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)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}
ESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: Rolls
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.pdf
IN PROGRESSHSBC_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)IN PROGRESSJP MorganJPMC FX FIX Specification v1.14.05 May 2019.pdfVenueAsMaker
FIX.4.4
ESP:{SPT, FWD, NDF}
2024.03.14.WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK
, NDB
  • }
IN PROGRESSMorganStanleyFX_ESPMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfVenueAsMaker
Available (ESP)StandardCharteredTakerLPstandardchartered_s2bx
FIX.4.2360T_GTX_MakerGTX_FIX_LP_Jun2019.pdfVenueAsTaker
ESP:{SPT, FWD, NDF, SWP, NDS}
Swaps: ON, TN, SN, SW
S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdf
FIX.4.4
ESP
2021.11.19.WE

Out of Scope:

  • RFQ:{SPT, FWD, NDF, SWP, NDS}
  • RFS:{SPT, FWD, NDF, SWP, NDS}
LastLook and No-LastLookBAMLXBAMLX-FIX Message Specification v1.2.pdfVenueAsMakerFIX.4.4ESP:{SPT}-CboeFX_SPT_ITCHItch_Protocol v1.68.pdfCLOB MktDataITCHMarketData:{SPT}-CurrenexFIX-Order-Spec-20190702.pdfCLOB MktDataFIX.4.2MarketData
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}
Out of scope: FI (UST
Available (ESP)
CurrenexFIX-Order-Spec-20190702.pdfCLOB OrderEntryFIX.4.4Orders
UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF
, SWP, NDS
}
Out of scope: FI (UST)Currenex_ITCHCXItchMarketDataServiceSpec.pdfCLOB MarketDataITCHMarketData:{SPT}Incl. MetalsCurrenex_OUCHCXOuchOrderServiceSpec v14.pdfCLOB OrderEntryOUCHOrders:{SPT, FWD}-Currenex_OUCH_MakerCXOuchMakerSpec_v23.pdfCLOB OrderEntryOUCHESP:{SPT}Incl Currenex Full (Fill)Currenex_RFSFIX-RFQ-Taker-Spec-30Aug2019.pdfVenueAsMakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-EBS 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 ordersEBS 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 ordersEBS_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 AmtEBS_UltraEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfCLOB MktDataITCHMarketData:{SPT, NDF}-Fastmatch_OrdersFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfCLOB OrderEntryOUCHOrders:{SPT}-Fastmatch_PricingFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfCLOB MarketDataITCHMarketData:{SPT}MarketData onlyFastmatch_StreamFASTMATCH Stream FIX Specification 4.0.1.pdfVenueAsTakerFIX.4.2ESP:{SPT, FWD, NDF}SettlementDate only on ExecutionReportFenicsFXFenicsFX_PlatformIntegrationSpec v1.5.pdfCLOB MktDataFIX.4.2MarketData:{SPT}-FenicsFXFenicsFX_PlatformIntegrationSpec v1.5.pdfCLOB OrderEntryFIX.4.2Orders:{SPT}-ION TradingTBDDropCopyION BusTBDTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX
B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.32021.12.21.WE

Incl. Metals

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS}
InProgressCME/NEX GroupCLOBECNcme_ilink3_sbeOrders:{FUT}iLink3 Binary Order EntrySBE, FIXP-

Out of scope:

  • OPT
  • Quote workflow
  • Cross
InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_makerESP:{SPT, FWD, NDF}GTX_FIX_LP_Jun2019.pdfFIX.4.4-LastLook and Firm pricing
Anonymous(?)
InProgressLSEGCLOBECNlseg_ftgOrders:{SPT, NDF}lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2--
InProgressLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE--
InProgressLSEG/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.

Projected 2024BTMUTakerLPbtmuTBCTBCFIX ???-aka MUFG
Projected 2024CitiTakerLPcitifx_espESP:{SPT, FWD, NDF}Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9.pdfFIX.4.4 -

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP}
Projected 2024CME/NEX GroupTakerECNebs_directESP:{SPT, NDF}EBS Direct 2.0 - Taker API Rules of EngagementFIX.4.4--
Projected 2024CME/NEX GroupMakerECNebs_direct_makerESP:{SPT, FWD, NDF, SWP,}EBS Direct 2.0 - Maker API Rules of EngagementFIX.4.4-

EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP}
Projected 2024CommerzbankTakerLPcommerzbank_commanderESP:{SPT, FWD, NDF, SWP, NDS}Commerzbank - Commander_Rules_Of_Engagement_Jan2014.pdfFIX.4.4-

Out of Scope:

  • RFQ:{SPT, FWD, NDF, SWP, NDS}
Projected 2024Euronext FXMktDataECNfastmatch_itchMarketData:{SPT}FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCH-MarketData only
Projected 2024ICAPMktDataECNicap_fusion_marketdataMarketData:{NDF, NDS}FX NDF Market Data FIX Specification v0.5.docxFIXT.1.1, FIX.5.0SP2--
Projected 2024ICAPCLOBECNicap_fusion_ordersOrders:{NDF, NDS}ICAP GTN FIX 5.0 Specification v1.5.pdfFIXT.1.1, FIX.5.0SP2-

Out of scope:

  • Corp. bonds
  • CDS
Projected 2024IntegralMktDataPlatformintegral_ocx_marketdataMarketData:{SPT}OCX_Market_Data_API_1.0v12.pdfFIX.4.3--
Projected 2024IntegralCLOBPlatformintegral_ocx_ordersOrders:{SPT}OCX_Order_Entry_API_1.0v5.pdfFIX.4.3--
Projected 2024JumpTradingTakerLPjump_liquidityESP:{SPT, NDF, CFD, FUT}JLQD_CptyFIXSpec_v2.2.pdfFIX.4.2-

Out of Scope:

  • FI
Projected 2024MOEXMktDataECNmoex_marketdataMarketData:{SPT, FWD}EN_Market_Data_Multicast_User_Guide_Ver_4_8.pdfFAST - FIXT.1.1, FIX.5.0SP2-

Out of Scope:

  • FI
Projected 2024State Street/CurrenexMakerECNcurrenex_nr_makerESP:{SPT}FIX_Maker_Spec_NR v1.0.pdfFIX.4.2--
Projected 2024State Street/CurrenexMakerECNcurrenex_ouch_makerESP:{SPT}CXOuchMakerSpec_v23.pdfOUCH-Incl Currenex Full (Fill)
Projected 2024/Q2DeutscheBankTakerLPautobahnfx_algoAlgo:{SPT}----
Projected 2024/Q2LSEGDropCopyECNlseg_ptgDropCopy:{SPT}lseg-cm-post-trade-api-fix-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2--
Projected 2024/Q2LSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXP--
Projected 2024/Q2UBSTakerLPubs_algoAlgo:{SPT}---

-

MOEX_MarketDataENG_Market_Data_Multicast_User_Guide.pdfCLOB MktDataFIXT.1.1/FIX.5.0SP2/FASTMarketData:{SPT, FWD}Out of Scope: FIMOEX_Orderspublic_fix44_interface_in_eng_v4.5.1.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, SWP, FUT}Out of scope: REPONatWest_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 OrdersReuters 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 requiredReuters_SBETR SBE Market Data Interface Spec 1.4.pdfCLOB MarketDataSBEMarketData:{SPT}Unscreened, timesliced

BARX

Barclays_BARX_FX_FIX_ROE_v4.6.2.pdfVenueAsMakerFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS, BLK}BARX FX OrdersBarclays_BARX_FX_FIX_Orders_ROE_v3.2.pdfVenueAsMakerFIX.4.2Orders:{SPT}SocGenSGCIB FIX 4.4 Protocol V1.3.g.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF, SWP. NDS}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK}-UBS_FX2BB2B_FIX_Rules_of_Engagement 1_43.pdfVenueAsMakerFIX.4.3ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}Incl. MetalsCreditSuisse_SERCS_FIX_SER_version_2.04__19_02_2020.pdfVenueAsMakerFIX.4.2ESP:{SPT, FWD, NDF}SocGenSGCIB_FIX_4.4_Protocol_V1.3.g.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF, SWP. NDS, BLK}AutobahnFX_RAPIDAutobahnFX_RAPID_FIX_Specification_v1.2.pdfVenueAsMakerFIX.4.4ESP:{SPT}StateStreet_eFXState_Street_FIX_Order_Spec_v1.8.3.pdfVenueAsMakerFIX.4.2/FIX.4.4ESP:{SPT, FWD, NDF}Nomura_ESPNomura_FX_Streaming_FIX_RoE_v1.05.pdfVenueAsMakerFIX.4.4ESP:{SPT}Saxo_DirectSaxo_Direct_Rules_of_Engagement_v_1.13.pdfCLOB MktDataFIX.4.3MarketData:{SPT}Saxo_DirectSaxo_Direct_Rules_of_Engagement_v_1.13.pdfCLOB OrderEntryFIX.4.3Orders:{SPT}360T_GTX MakerGTX_FIX_LP_Jun2019.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}Standard CharteredS2BX_FX_FIX_ROE.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF, SWP, NDS}TradAirTradAir_Taker_FIX_API_1.8.0.docxVenueAsMakerFIX.4.4ESP:{SPT}