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Info
titleAPI 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 Support. If Contact if you need particular information that is not currently available.


Info
titlePerspective - Venue Client Role

As per the 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.

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
  • 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.
  • MarketData - consume information as to the CLOB trading activity. 


Session
Table Filter
inversefalse,false
ddSeparator‚
sparkNameSparkline
columnGateway Name,API
isNewfalse
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


StatusOrganisation
Gateway NameAPI
Client RoleVenue Type
Protocol
Gateway NameProducts (In-scope)APIProtocolAddedNotes
Available24 Exchange
exchange2424EXCHANGE.TAKER.ROE.1.25c.pdfVenueAsMakerFIX.4.4
TakerECNexchange24ESP:{SPT, FWD, NDF, NDS, SWP}
2022
24EXCHANGE.
10
TAKER.
13.WEAvailableBAMLbamlBAMLX-FIX Message Specification v1.2.1.pdfVenueAsMaker
ROE.1.25c.pdfFIX.4.4
ESP:{SPT}2021.12.15
2022.10.13.WE
API is subset of baml.
-
Available24 ExchangeCLOB
Bloombergbloomberg_fxgo_makerFixbook Sell Side 5.0.13 Draft.pdfVenueAsTakerFIX.4.4RFS
ECNexchange24MarketData:{SPT, FWD, NDF,
SWP,
NDS,
BLK, NDB
SWP}
ESP

Orders:{SPT, FWD, NDF, NDS, SWP}
2021
24EXCHANGE.
06
TAKER.
11.WE

Split Settlement
On/Offshore NDFs
BTBS

AvailableBNP Paribasbnpparibas_efx_streamingBNP Paribas eFX FIX API Streaming v1.3.5.pdfVenueAsMaker2021.04.15
ROE.1.38.pdfFIX.4.4
ESP:{SPT, FWD, NDF}
2025.05.23.WE-
Available
Broadridge Financialbroadridge_ordersBroadridge_Spec_v2.1.13.pdfCLOB Orders
BAMLTakerLPbamlESP:{SPT}

BAMLX-FIX Message Specification v1.2.1.pdf

FIX.4.4
Orders:{FUT}2022.11.03.WE

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

AvailableCboeFXcboefx_bookfeedBookFeed_Spec-v3.5.1.pdfCLOB MktDataFIX.4.2/FIX.4.4MarketData:{SPT, NDF}2020.47.VEN.ASPT - FIX.4.2, NDF - FIX.4.4
NY5 - On-SEF, LD4- Off-SEF
2021.12.15.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."
AvailableCboeFX
cboefx_fixproxy
Maker
CLOB		ECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}		FIXProxy_Spec v6.13.pdf
VenueAsTaker
CLOB Orders
FIX.4.2
/
, FIX.4.4
ESP:{SPT, NDF}
Orders:{SPT, NDF}
2021.01.22.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.pdf
CLOB MktData
ITCH
MarketData:{SPT, NDF}
2022.06.22.WEAlso supports the Cboe Central CLOB.
OrderDepth.
AvailableCeler TechnologiesTakerPlatformcelertechESP:{SPT, NDF}Celer Taker Maker spec v3.12 - March2021.pdf
VenueAsMaker
FIX.
4.4ESP:{SPT, NDF}
4.42021.05.10.WETechnology Provider
LD4 - NDF/Spot
AvailableCitiTakerLPciti_coloESP:{SPT}Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16
.pdfVenueAsMakerFIX.4.4ESP:{SPT}2020.49.VEN.A-AvailableCME/NEX Groupcme_ilink2https://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+Order+EntryCLOB Orders
.pdfFIX.4.
2Orders:{FUT}2021.11.19.WEOut of scope:
OPT
Quote workflow
Cross
Retained for Convenience Gateway
42020.49.VEN.A-
AvailableCME/NEX GroupCLOBECNcme
_mdp3_sbe_udphttps://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+MDP+3.0+Market+DataCLOB MktDataSBE/FIXP
_ilink3_sbeOrders
MarketData
:{FUT}
iLink3 Binary Order EntrySBE, FIXP2024.08.15.WE.REL9
2022.07.13.WE

Out of scope:

  • OPT
  • Quote workflow
  • Cross
AvailableCME/NEX Group
ebs_cptEBS_CPTAPIv2.5.4.pdfSTPFIXSTP:{SPT, FWD, NDF, SWP}2023.03.02.WEMarkets Supported:
  • EBS Direct - Taker
  • EBS Direct - Maker
  • EBS Market
MktDataECNcme_mdp3_sbe_udpMarketData:{FUT}CME MDP 3.0 Market DataSBE, FIXP2022.07.13.WEOut of scope: OPT
AvailableCME/NEX Group
ebs_market_ilink3_sbehttps://www.cmegroup.com/confluence/display/EPICSANDBOX/iLink+3+Binary+Order+Entry+-+EBS+Market+on+CME+GlobexCLOB OrdersSBE/FIXPOrders
DropCopyECNcme_stpDropCopy:{SPT, NDF}
2021.06.11.WEincludes eFix Benchmark Fixing ordersAvailableCME/NEX Groupebs_market_mdp3_sbehttps://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+Globex+EBS+Market+-+Market+DataCLOB MktDataSBE/FIXP
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
MarketData
:{SPT,NDF}iLink 3 Binary Order Entry - EBS Market on CME GlobexSBE, FIXP2021.06.11.WEincludes eFix
-
Benchmark
fixing
Fixing orders
AvailableCME/NEX GroupMktDataECNebs_market_mdp3_sbe
_udp
https://www.cmegroup.com/confluence/display/EPICSANDBOX/CME+Globex+EBS+Market+-+Market+DataCLOB MktDataSBE
MarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE, FIXP
MarketData:{SPT, NDF}
2021.06.11.WEeFix - Benchmark fixing orders
Available
Credit Suissecreditsuisse_serFIX SPEC - CS FIX SER 2.04.pdfVenueAsMakerFIX.4.2ESP:{SPT, FWD, NDF}2021.08.03.WEM1 NDFs only
CME/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.pdf
AvailableCürexcurex_marketdataCürex FIX Market Data API v2.1.pdfCLOB MktDataFIX.4.4MarketData:{SPT}2023.02.02.WESpot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.AvailableCürexcurex_ordersCürex Bank Algo FIX API v2.1.4.pdfCLOB Orders2022.01.26
FIX.4.4
Orders:{SPT}
2021.11.04.WE
Includes three markets:
-
Index
- Large (FullAmt)
- P2P (min $10m, 15s)
AvailableDeutsche Börse/360TMakerECNt360_
gtxGTX
supersonic_makerESP:{SPT}360T-SuperSonicTex_FIX_
RoE_Oct2019
MarketMaker_v1.7.0.pdf
CLOB MktData
CLOB OrdersFIX.4.4MarketData:{SPT, FWD, NDF, SWP, NDS}
Orders
FIX.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
}2021.11.04.WE-AvailableDeutsche Börse/360Tt360_supersonic_maker360T-SuperSonicTex_FIX_MarketMaker_v1.7.0.pdfVenueAsTakerFIX.4.4ESP:{SPT}2020.47.VEN.A
, BLK, NDB}360T_RFS_FIX_MarketTaker_v13.7.pdfFIX.4.42024.02.22.WEBank Basket functionality also supported
"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/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_MarketMaker_v1.17.0.pdf
VenueAsTakerFIX.4.4
FIX.4.4
RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
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_
rapid
algoAlgo:{SPT}AutobahnFX
RAPID
Algo FIX Specification
v1
2.
6
4.
5
9.pdf
VenueAsMaker
FIX.4.
4ESP:{SPT}2022.05.13.WENDFs launching soon but with these limitations:
- APAC NDF Pairs only (no LATAM)
- SG1 Colo
- 8am-5pm SGT (not 24/6)
- 1M Tenor OnlyAvailableEdgewater Marketsedgewater_marketsEdgewater API v1.01.pdfVenueAsMakerFIX.4.2MarketData:{SPT, NDF}
Orders:{SPT, NDF}2020.51.VEN.A1M NDFs only.AvailableEuronext FXfastmatch_autoexFASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdfCLOB MktData
CLOB OrdersFIX.4.2/FIX.4.4MarketData:{SPT, NDF}
Orders:{SPT, NDF}2021.04.29.WEWhilst spec'd FWD are not actually supported so OOS.
Incl. Metals
Additional order types:
Auction - SafeMatch
PeggedAvailableEuronext FXfastmatch_stream_makerFASTMATCH Stream FIX Specification 4.1.6.pdfVenueAsTakerFIX.4.2ESP:{SPT, FWD, NDF}2022.10.13.WE-AvailableFenics FXfenicsfxSee lucera_lumefxCLOB MktData
CLOB OrdersFIX.4.2MarketData:{SPT}
Orders:{SPT}2022.01.26.WELucera API.AvailableFXSpotStreamfxspotstreamFSS - FIX ROE Specification_v1_5_3.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}2021.07.09.WE
RFS require separate FIX sessions for Quotes and Orders.AvailableFXSpotStreamfxspotstream_midmatchFSS_MidMatchService_RulesOfEngagement_v1.16.pdfCLOB OrdersFIX.4.4Orders:{SPT}2022.06.22.WEAvailableHSBChsbc_fx_mdsHSBC_FX_MDS_API_FIX_Specification_V3.2.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}2021.11.04.WE"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)AvailableIntegralintegral_esp_makerIntegral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfVenueAsTakerFIX.4.3ESP:{SPT}2020.49.VEN.A-AvailableIntegralintegral_ocx_makerIntegral MM API - OCX_Streaming_Orders_API_1.0.pdfCLOB OrdersFIX.4.3Orders:{SPT}2020.34.VEN.AIceberg, mid-point peg
In-flight risk mitigation
Max 1000m/s in 3s window
Essentially Maker ESP, no Last Look.AvailableIntegralintegral_rfs_makerIntegral_FIX_Maker_API_RFS_2.1v10b.pdfVenueAsTakerFIX.4.3RFS:{SPT, FWD, NDF, SWP}2020.49.VEN.AFixed Spot Roll.AvailableION Groupfidessa_ordersBuySideFixRoeMay2019.pdfCLOB OrdersFIX.4.4Orders:{FUT}2020.20.VEN.ACertified for LME, ICE EU and ICE US
Out of scope: EQT, OPTAvailableLMAXlmaxLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfCLOB MktData
CLOB Orders
VenueAsTakerFIX.4.2MarketData:{SPT, NDF, FUT, CFD}
Orders:{SPT, NDF, FUT, CFD}
ESP:{SPT, FUT}2020.38.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.AvailableLMAXlmaxLMAX Interbank FIX 4.2 API Specification - v3.5.pdfCLOB MktData
CLOB Orders
VenueAsTakerFIX.4.2MarketData:{SPT, FUT}
Orders:{SPT, FUT}
ESP:{SPT, FUT}2020.38.VEN.AOut of scope: EQT, IMM (Indices)
Out of scope: EQT, IMM (Indices)
Supports Maker ESP (no Last-Look)AvailableLSEG/Refinitiv/FXallfxall_activetradingOrderbook FIX Spec 1.5.1.pdfVenueAsMakerFIX.4.3MarketData:{SPT, NDF}
Orders:{SPT, NDF}2021.07.09.WE-AvailableLSEG/Refinitiv/FXallfxall_quicktrade_makerTCPI Guide 4.2.0.1-July2021.pdfVenueAsTakerJavaRFQ:{SPT, FWD, NDF, SWP, BLK}2022.03.24.WE-AvailableLuceralucera_lumefxLumeFX v2.6.1 November 2021.pdfCLOB MktData
CLOB OrdersFIX.4.2MarketData:{SPT}
Orders:{SPT}2022.02.04.WETechnology provider.
Out of Scope: DropcopyAvailableMorgan Stanleymorganstanleyfx_espMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfVenueAsMakerFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS}2021.10.08.WESwaps: ON, TN, SN, SWAvailableNomuranomura_espNomura FX Streaming FIX RoE - v1.2.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}2021.12.07.WEAvailableRBCrbc_tradingRBC Trading FX Rates API - FIX 4.4 - v2.0.6.pdfVenueAsMakerFIX.4.4Market Data:{SPT, FWD}
Orders:{SPT, FWD}2022.11.03.WEIndicative/TradeableAvailableState Street/Currenexcurrenex_itchCXItchMarketDataServiceSpec.pdfCLOB MktDataITCHMarketData:{SPT}2022.05.27.WEIncl. Metals
500ms delay for Paid/Give Ticker as of 11.3AvailableState Street/Currenexcurrenex_ouchCXOuchOrderServiceSpec v23.pdfCLOB OrdersOUCHOrders:{SPT, FWD}2023.02.02.WE-AvailableState Street/Currenexcurrenex_rfs_makerFIX-RFQ-Maker-Spec v16.pdfVenueAsTakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}2020.43.VEN.BSupported pairs and tenorsAvailableXenfinxenfin_liquiditypoolXenfin FIX Specification 20191112.pdfCLOB MktData
CLOB OrdersFIX.4.4MarketData:{SPT}
Orders:{SPT}2023.02.02.WEAdditional order types:
Stop
StopLimit
LimitStop
PeggedAvailableXTX Marketsxtx_eutheniaxtx_markets_-_efx_fix_specs_1_5-fwds.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}2020.34.VEN.AIncl. MetalsFull Amount vs SweepableAddendum for TermCcy tradingAvailable (ESP)BAMLbamlInstinctFX-FIX Message Specification v9.7.7.6.4.3.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}
Algo Orders:{SPT, FWD}2021.12.15.WEBRL NDF Onshore/Split settlement
FUT?Available (ESP)BarclaysbarxBarclays_BARX FX FIX ROE_v4.6.2.pdfVenueAsMakerFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS}
RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}2021.11.04.WERFQ:Quote TTL
Pre/Post AllocationsAvailable (ESP)Goldman SachsgsfxGS FX FIX Specification v7.17.pdfVenueAsMaker
Algo OrdersFIX.4.4ESP:{SPT, FWD, NDF}
RFS
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}

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

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}
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.

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}
Orders:{SPT}
TCPI Guide 4.2.0.1-July2021.pdfJava2022.03.24.WE-
AvailableLuceraMktData
CLOB		Platformlucera_lumefxMarketData:{SPT}
Orders:{SPT}		LumeFX v2.6.1 November 2021.pdf
2021.11.11.WEESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: RollsAvailable (ESP)JPMorganjpmorgan_fxJPMC FX FIX Specification v1.14.06 December 2020.pdfVenueAsMaker
FIX.4.2
ESP:{SPT, FWD, NDF}
RFS
2022.02.04.WETechnology provider.
AvailableMorgan StanleyTakerLPmorganstanleyfx_espESP:{SPT, FWD, NDF, SWP, NDS
, BLK, NDB}
}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_maker
2021.07.01.WE-Available (ESP)NatWest Marketsnatwest_marketsNatwest Markets FX FIX Rules of Engagement v5.0.38.pdfVenueAsMaker
Algo OrdersFIX.4.4ESP:{SPT, FWD, NDF}
RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Orders:{SPT}2021.12.21.WEOut of scope: FXTimeOption (similar to FWD), OPT, Fixing OrdersAvailable (ESP)Saxo Banksaxo_directSaxo Bank FIX specification v3.10.pdfVenueAsMakerFIX4.4ESP:{SPT}2021.11.19.WEAvailable (ESP)StandardCharteredstandardchartered_s2bxS2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfVenueAsMakerFIX.4.4RFQ:{SPT, FWD, NDF, SWP, NDS}
RFS:{SPT, FWD, NDF, SWP, NDS}
ESP:{SPT, FWD, NDF, SWP, NDS}2021.11.19.WE-Available (ESP)State Streetstatestreet_efxState Street FIX Order Spec_v1.8.3.pdfVenueAsMakerFIX.4.2
FIX.4.4
ESP:{SPT, FWD, NDF
}
RFS:{SPT
,
FWD, NDF,
SWP, NDS
, BLK, NDB
}
2023.03.02.WE-Available (ESP)UBSubs_fx2bB2B_FIX_Rules_of_Engagement 1_45.pdfVenueAsMakerFIX.4.3ESP:{SPT, FWD, NDF}
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
2021.12.21
.WEIncl. Metals
InProgressDeutsche Börse/360T/GTXt360_gtx_makerGTX_FIX_LP_Jun2019.pdfVenueAsTakerFIX.4.4ESP:{SPT, FWD, NDF}LastLook and Firm pricing
Anonymous(?)InProgressLSEG/Refinitivrefinitiv_etaThomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdfCLOB MktDataC++/Java/.NETMarketData:{SPT}Reuters RFAInProgressLSEG/Refinitivrefinitiv_mapiThomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfCLOB OrdersFIXT.1.1/FIX.5.0SP2Orders:{SPT, SWP}FIX extension package EP 100 or EP 171 requiredInProgressLSEG/Refinitivrefinitiv_sbeMarket Data Service Refinitiv SBE Market Data Interface Spec 1.16.pdfCLOB MktDataSBEMarketData:{SPT, FWD}Unscreened, timesliced
TOD & TOM also published for some instruments.
Domestic vs International SecurityGroups.InProgressState Street/Currenexcurrenex_now_itchCurrenex_NOW_Itch_Specification_v10.pdfCLOB MktDataITCHMarketData:{SPT}No delay for Paid/Give Ticker as of 11.3

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
InProgressBGCbgc_midfxeSpeed_FIX_4-4_API.pdfCLOB OrdersFIX.4.4MarketData:{SPT}
Orders:{SPT}-Projected 2023/Q2BGCprecision_algoPrecision Algos FX FIX Spec V1.0.pdfVenueAsMakerFIX.4.2Algo:{SPT, NDF}InProgressFXSpotStreamfxspotstream_algoFSS - Resting & Algo Orders FIX Specification - v1.1.pdfVenueAsMakerFIX.5.0SP2

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

Projected 2023/Q2LSEGlseg_ftglseg-cm-fx-trading-api-spec-v1.0.pdfCLOB OrdersFIXT.1.1/FIX.5.0SP2Projected 2023/Q2LSEGlseg_ptglseg-cm-post-trade-api-fix-spec-v1.0.pdfDropCopyFIXT.1.1/FIX.5.0SP2Projected 2023/Q2LSEGlseg_sbelseg-cm-fx-market-data-api-spec-v1.0.pdfCLOB MktDataSBE/FIXPMarketData:{SPT, NDF}Projected 2023/Q2LSEGlseg_sbe_udplseg-cm-fx-market-data-api-spec-v1.0.pdfCLOB MktDataSBEMarketData:{SPT, NDF}InProgressParFXparfx_marketdataParFX-Market-Data-FIX-API-v2-0-0.pdfCLOB MktDataFIXT.1.1/FIX4.4MarketData:{SPT}-Projected 2023/Q3ParFXparfx_ordersParFX-Order-Entry-FIX-API-v2-0-7.pdfCLOB OrdersFIXT.1.1/FIX4.4Orders:{SPT}FIX.5.0 and FIX.5.0SP2 supportesProjected 2023/Q3State Street/Currenexcurrenex_ouch_makerCXOuchMakerSpec_v23.pdfVenueAsTakerOUCHESP:{SPT}Incl Currenex Full (Fill)Projected 2023/Q4CitadelcitadelCitadel FIX Order Specification FX 201.10.pdfVenueAsMakerFIX.4.4ESP:{SPT}Projected 2024BTMUbtmuTBCVenueAsMakerFIX ???TBCaka MUFGProjected 2024Citicitifx_espCiti FxFIX Integration Guide - RFS+ESP+Batch v6.15.9.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS
:{SPT, FWD, NDF, SWP
}Projected 2024CME/NEX Groupebs_directhttps://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Taker+API+Rules+of+EngagementVenueAsMaker
, NDS}S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfFIX.4.4
2021.11.19.WE

Out of Scope:

  • RFQ:{SPT, FWD, NDF, SWP, NDS}
  • RFS
ESP
  • :{SPT, FWD, NDF, SWP, NDS}
Projected 2024CME/NEX Groupebs_direct_makerhttps://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Maker+API+Rules+of+EngagementVenueAsTaker
Available (ESP)State StreetTakerLPstatestreet_efxESP:{SPT, FWD, NDF}State Street FIX Order Spec_v1.8.3.pdfFIX.4.2

FIX.4.4
ESP
2023.03.02.WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}

RFS
Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF
, SWP}EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt
}B2B_FIX
Projected 2024Commerzbankcommerzbank_commanderCommerzbank - Commander
_Rules_
Of
of_Engagement 1_
Jan2014
45.pdf
VenueAsMaker
FIX.4
.4RFQ
.32021.12.21.WE

Incl. Metals

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS
}
ESP
  • }
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,
FWD, NDF, SWP, NDS}-Projected 2024Euronext FXfastmatch_itchFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfCLOB MktDataITCHMarketData:{SPT}MarketData onlyProjected 2024ICAPicap_fusion_marketdataFX NDF Market Data FIX Specification v0.5.docxCLOB MktDataFIXT.1.1/FIX.5.0SP2MarketData:{NDF, NDS}-Projected 2024ICAPicap_fusion_ordersICAP GTN FIX 5.0 Specification v1.5.pdfCLOB OrdersFIXT.1.1/FIX.5.0SP2Orders:{NDF, NDS}Out of scope: Corp. bonds, CDS.Projected 2024Integralintegral_ocx_marketdataOCX_Market_Data_API_1.0v12.pdfCLOB MktDataFIX.4.3MarketData:{SPT}-Projected 2024Integralintegral_ocx_ordersOCX_Order_Entry_API_1.0v5.pdfCLOB OrdersFIX.4.3Orders:{SPT}-Projected 2024JumpTradingjump_liquidityJLQD_CptyFIXSpec_v2.2.pdfVenueAsMakerFIX.4.2ESP:{SPT, NDF, CFD, FUT}Out of Scope: FIProjected 2024MOEXmoex_marketdataEN_Market_Data_Multicast_User_Guide_Ver_4_8.pdfCLOB MktDataFIXT.1.1/FIX.5.0SP2/FASTMarketData:{SPT, FWD}Out of Scope: FI
  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.

Projected 2024Société GénéralesocgenSGCIB FIX 4.4 Protocol V1.3.g.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK}-Projected 2024State Street/Currenexcurrenex_esp_makerFIX-ESP-Maker-Spec v1.26.pdfVenueAsTakerFIX.4.4ESP:{SPT, FWD, NDF, SWP, NDS}
RFS:{SPT, FWD, NDF, SWP, NDS}Incl. Metals
Out of scope: FI (UST)Projected 2024State Street/Currenexcurrenex_nr_makerFIX_Maker_Spec_NR v1.0.pdfVenueAsTakerFIX.4.2ESP:{SPT}-