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

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. 

Info
titlePerspective - Venue RoleAPI 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

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.

Key:

...

  • on the orders you submit.
  • MarketData - consume information as to the CLOB trading activity. 


Table Filter
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sortStatus ⇧,Organisation ⇧,Gateway Name ⇧
separatorPoint (.)
labels‚API
ddSeparatorstrue
default,
isFirstTimeEnterfalse
ddOperator,
cell-width,150
datepatternyy-mm-dd
id1643407161409_-835540789
worklog365|5|8|y w d h m|y w d h m
isORAND
order0,1


StatusOrganisationClient RoleVenue TypeGateway NameProducts (In-scope)APIProtocolAddedNotes
Available24 ExchangeTakerECNexchange24ESP:{SPT, FWD, NDF, NDS, SWP}24EXCHANGE.TAKER.ROE.1.25c.pdfFIX.4.42022.10.13.WE-
Available24 ExchangeCLOBECNexchange24MarketData:{SPT, FWD, NDF, NDS, SWP}

Orders:{SPT, FWD, NDF, NDS, SWP}		24EXCHANGE.TAKER.ROE.1.38.pdfFIX.4.42025.05.23.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}

InstinctFX-FIX Message Specification v9.7.7.6.4.3.pdf

FIX.4.42022.01.26.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.pdfFIX.4.42023.08.25.WE-
AvailableBGCDropCopyECNbgc_midfx

DropCopy:{SPT}

eSpeed_FIX_4-4_API.pdfFIX.4.42024.10.17.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

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}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)
  • Singapore Exchange
  • Singapore Exchange Derivatives
  • Euronext Paris
  • Euronext Amsterdam
  • Borsa Italiana IDEM
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_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:{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_algoAlgo:{SPT}AutobahnFX Algo FIX Specification 2.4.9.pdfFIX.4.42024.06.21.WE
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]
AvailableDeutscheBankTakerLPautobahnfx_singleleg

ESP:{FWD, NDF}

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

FIX.4.4FIX.4.4
Table Filter
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sparkNameSparkline
columnQuarter,Venue Role
sortStatus ⇩,Venue ⇧
separatorPoint (.)
labelsQuarter‚Venue Role‚Venue
default,,
isFirstTimeEnterfalse
cell-width150,150,150
userfilterVenue
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.pdfVenueAsTaker
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.pdfVenueAsTaker

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

, BLK, NDB}
ESP:{SPT, FWD, NDF}Split Settlement
On/Offshore NDFs

}

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}
Orders:{SPT, 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.pdfFIX.4.22022.10.13.WE-
AvailableFenics FXMktData
CLOB		ECNFenicsFXMarketData:{SPT}
Orders:{SPT}		Seelucera_lumefxFIX.4.22022.01.26.WELucera API.
AvailableFXSpotStreamTakerPlatformfxspotstreamESP:{SPT, FWD, NDF}

RFS:{SPT, FWD, NDF, SWP
, NDS}-PRODEdgewater_MarketsEdgewater API v1.01.pdfCLOB MktDataFIX.4.2MarketDataPRODEdgewater_MarketsEdgewater API v1.01
}
Orders:{SPT, FWD, NDF}
1M NDFs only.
FSS - FIX ROE Specification_v1_5_3.pdf
CLOB OrderEntry
FIX.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
PeggedPRODFidessa_OrdersBuySideFixRoeMay2019.pdf
.42021.07.09.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.pdf
CLOB OrderEntry
FIX.4.4
Orders:{FUT}Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
2022.06.22.WE-
AvailableHSBCTakerLPhsbc_fx_mdsESP
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
}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_ESP_Maker
Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdf
VenueAsTaker
FIX.4.3
ESP:{SPT}
2020.49.VEN.A-
PROD
AvailableIntegralMakerPlatformintegral_rfs_
RFS_Maker
makerRFS:{SPT, FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10b.pdf
VenueAsTaker
FIX.4.3
RFS
2020.49.VEN.AFixed Spot Roll.
AvailableIntegralDropCopyPlatformintegral_stpDropCopy:{SPT, FWD, NDF, SWP}
Fixed Spot Roll.PRODLMAX DigitalLMAX Exchange FIX 4.2 API Specification v2.8.5
Integral_FIX_STP_1.0v10.pdf
VenueAsTaker
FIX.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
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.pdf
VenueAsTaker
FIX.4.2
ESP:{SPT, NDF, FUT, CFD}PRODLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdf

CLOB MktData

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

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

VenueAsTakerFIX.4.2
2020.38.VEN.A

LMAX Exchange API - almost identical to LMAX interbank.
Out of scope

: IMM

: 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}
PRODLMAX Interbank
LMAX Interbank FIX 4.2 API Specification - v3.5.pdf
CLOB MktData
FIX.4.2
MarketData:{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 SweepableCONFORMANCE24 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}
2020.38.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
IN PROGRESSCiti FXCiti FxFIX Integration Guide - RFS+ESP+Batch v6.9.pdfVenueAsMakerFIX.4.4RFS
:{SPT, FWD, NDF, SWP, NDS
, BLK, NDB
}
IN PROGRESSCME-iLink2CME_iLink2CLOB OrderEntry
Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.2
Orders:{FUT}Out of scope: OPT
2021.10.08.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_orders
IN 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.4.4
Orders:{SPT}ParFX-Order-Entry-
IN PROGRESSCürex_MarketDataCürex FIX Market Data API v1.7.pdfCLOB MarketDataFIX.4.4
FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.42023.09.08.WEFIX.5.0 and FIX.5.0SP2 supported
AvailableRBCTakerLPrbc_tradingESP
MarketDataIN PROGRESSFXall_OrderBookOrderbook FIX Spec 1.5.1.pdfVenueAsTaker
:{SPT}
Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.
RBC Trading FX SER API - FIX44-v2.1.3-efg.docFIX.4.4
MarketData:{SPT, NDF}OrderBook (Anonymous via PB)
NOTE: Same API as FXall_PriceStream
No Last-Look
2022.11.03.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)
IN 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:{SPT, FWD, NDF, SWP,
BLK
  • NDS}
Orders:{SPT}ESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: Rolls
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
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.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}IN PROGRESSMorganStanleyFX_ESPMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfVenueAsMakerFIX.4.2ESP
:{SPT, FWD, NDF, SWP, NDS}
Swaps: ON, TN, SN, SW360T_GTX_MakerGTX_FIX_LP_Jun2019.pdfVenueAsTaker

FIX.4.4

ESP:{SPT, FWD, NDF}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.4.2
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
MarketData
:{SPT, FWD, NDF, SWP, NDS}
Out of scope: FI (UST)CurrenexFIX-Order-Spec-20190702
Barclays_BARX FX FIX ROE_v4.6.2.pdf
CLOB OrderEntry
FIX.4
.4Orders
.22021.11.04.WE

RFQ:Quote TTL

Out of Scope:

  • RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Out of scope: FI (UST)Currenex_ITCHCXItchMarketDataServiceSpec.pdfCLOB MarketDataITCHMarketData:{SPT}Incl. MetalsCurrenex_OUCHCXOuchOrderServiceSpec v14.pdfCLOB OrderEntryOUCH
Available (ESP)Goldman SachsTaker
Algo Orders		LPgsfxESP
Orders
:{SPT, FWD, NDF}
-Currenex_OUCH_MakerCXOuchMakerSpec_v23.pdfCLOB OrderEntryOUCH
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
ESP
  • :{SPT}
Incl Currenex Full
Available (
Fill
ESP)
Currenex_RFSFIX-RFQ-Taker-Spec-30Aug2019.pdfVenueAsMakerFIX.4.4
JPMorganTakerLPjpmorgan_fxESP
RFS
:{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 orders
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_markets
EBS 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.4.4
ESP:{SPT, FWD, NDF
, SWP,}
RFS:{SPT, FWD, NDF, SWP}EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt
}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}
EBS_UltraEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfCLOB MktDataITCHMarketData:{SPT, NDF}-Fastmatch_OrdersFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfCLOB OrderEntryOUCH
  • Orders:{SPT}
-
Available (ESP)Saxo BankTakerLPsaxo_directESP
Fastmatch_PricingFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfCLOB MarketDataITCHMarketData
:{SPT}
MarketData only
Saxo Bank FIX specification v3.10.pdfFIX4.42021.11.19.WE-
Available (ESP)Société GénéraleTakerLPsocgen
Fastmatch_StreamFASTMATCH Stream FIX Specification 4.0.1.pdfVenueAsTakerFIX.4.2FenicsFXFenicsFX_PlatformIntegrationSpec v1.5.pdfCLOB MktData
ESP:{SPT, FWD, NDF}
SettlementDate only on ExecutionReport
SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.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
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
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, NDF, SWP,
FUTESP:
  • NDS}
Out of scope: REPONatWest_MarketsNatwest Markets FX FIX Rules of Engagement v5.0.28.pdfVenueAsMakerFIX.4.4
  • RFS:{SPT, FWD, NDF
}
RFQ
  • , SWP, NDS}
Available (ESP)State StreetTakerLPstatestreet_efxESP:{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 required
}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
Reuters_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.pdfVenueAsMaker
DeprecatedCME/NEX GroupCLOBECNcme_ilink2
FIX.4.2
Orders:{
SPT
FUT}
SocGen
iLink2 Order Entry
SGCIB
FIX.4.
4 Protocol V1.3.g.pdf
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
VenueAsMakerFIX.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}
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.pdf
SocGenSGCIB_FIX_4.4_Protocol_V1.3.g.pdfVenueAsMaker
FIX.4.4
ESP:{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.4.4
2022.01.26.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
ESP
:{SPT, FWD, NDF}
Nomura_ESPNomura_FX_Streaming_FIX_RoE_v1.05
InstinctFX-FIX Message Specification v9.7.7.6.4.8.pdf
VenueAsMaker
FIX.4.4
ESP
-

Certification Pending

UATIntegralCLOBPlatformintegral_ocx_makerOrders:{SPT}
Saxo_DirectSaxo_Direct_Rules_of_Engagement_v
Integral MM API - OCX_Streaming_Orders_API_1.
13
0.pdf
CLOB MktData
FIX.4.3
MarketData:{SPT}
2020.34.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.

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}