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Please note that the Roadmap is subject to change. Contact MarketFactory if you have any particular priorities or require Venues that are not listed.
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As per the table column headers below , the table focuses on the Venue Type and Venue Role here - not the API client:
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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. |
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The table below sets out what roles that you, the API Client, may adopt:
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| 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 require separate FIX sessions for Quotes and Orders. | Available | HSBC | hsbc_fx_mds | HSBC_FX_MDS_API_FIX_Specification_V3.2.pdf | VenueAsMaker | FIX.4.4 | ESP
"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book) | Available | Integral | integral_esp_maker | Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdf | VenueAsTaker |
Integral | integral_ocx_maker | Integral 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
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 |
Per-session Message Rate Threshold TradeTicker is delayed 60s, for extra fee.
Orders:{SPT, NDF}
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
Supported pairs and tenors | Available | XTX Markets | xtx_euthenia | xtx_markets_-_efx_fix_specs_1_5-fwds.pdf | VenueAsMaker
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
Algo Orders:{SPT, FWD} BRL NDF Onshore/Split settlement | FUT? Available (ESP) | Barclays | barx | Barclays_BARX FX FIX ROE_v4.6
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 |
RFS
- | Available (ESP) | NatWest Markets | natwest_markets | Natwest Markets FX FIX Rules of Engagement v5.0.38.pdf | VenueAsMaker | Algo Orders
RFQ
Orders
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}
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.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 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 |
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
- | Q2/22 | CboeFX | cboefx_linkdirect_itch | Itch_Protocol_LinkDirect_m21 v1.0.pdf | CLOB MktData | ITCH | MarketData:{SPT} | Many - 1 | Q2/22 | 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 |
RFS
EBS Direct & EBS Select | Dynamic and static volume bands Sweepable, Ladder, Full Amt
InProgress | Euronext FX | fastmatch_stream_maker | FASTMATCH Stream FIX Specification 4.1.6.pdf | VenueAsTaker | FIX.4.2 | ESP
- | Q1/22 | Integral | integral_ocx_marketdata | OCX_Market_Data_API_1.0v12.pdf | CLOB MktData | FIX.4.3 | MarketData:{SPT} | - | InProgress | 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 | Q2/22 | 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 | Q2/22 | Refinitiv | reuters_rfa | Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdf | CLOB MktData | C++/Java/.NET | MarketData:{SPT} | 250ms timeslice | InProgress | State Street | currenex_ouch | CXOuchOrderServiceSpec v14.pdf | CLOB Orders | OUCH | Orders:{SPT, FWD} | - | InProgress | State Street/Currenex | currenex_itch | CXItchMarketDataServiceSpec.pdf | CLOB MktData | ITCH | MarketData:{SPT} | Incl. Metals | 500ms delay for Paid/Give Ticker as of 11.3 Q2/22 | 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}
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} | Additional order types:Orders:{SPT} Stop StopLimit LimitStop Pegged
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