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TakerESP - FWD/NDF
TakerRFS - SPT/FWD/NDF/SWP/NDS
Supported Instruments
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| Table Filter |
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| totalrow | ,,,,, |
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| hidelabels | false |
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| sparkName | Sparkline |
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| hidePane | true |
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| sparkline | false |
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| default | gatewayautobahnfx_namesingleleg |
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| isFirstTimeEnter | false |
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| cell-width | 150 |
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| hideColumns | false |
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| customNoTableMsg | false |
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| disabled | false |
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| enabledInEditor | false |
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| globalFilter | false |
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| id | 16929117771301750953526160_429300279-1311437457 |
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| order | 0 |
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| hideControls | true |
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| inverse | false |
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| disableSave | false |
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| separator | Point (.) |
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| labels | Venue |
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| userfilter | Venue |
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| datepattern | dd M yy |
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| updateSelectOptions | false |
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| worklog | 5|8|w d h m|w d h m |
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| isOR | AND |
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| | Table Excerpt Include |
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| copytable | true |
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| name | PassthruFields |
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| page | Passthru Fields |
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| type | page |
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| Note |
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- Streaming Spot - ABFX does not support Spot stream on autobahnfx_singleg. Instead they recommend autobahnfx_rapid for Spot streaming, which is located in CoLo for latency purposes.
- Streaming Swaps - Currently not supported by WE as suggested by the Venue due to capacity issues. Clients should Contact MarketFactory if this is required.
- MultiAllocations - PreTrade allocations are supported on
RFS session, but allocation side must match the leg side (i.e only positive allocation quantities are supported) .- PreTrade allocations are not supported on the ESP session.
- NonDeliverables - Near leg of the NonDeliverable Swap must be post Spot.
- RegulatoryBodies - MTF and SEF regulatories offered by the venue are applicable for MultiDealerPlatforms (I.e not applicable for individual clients)Swap Pricing - Swap pricing needs normalisation on WE due to the venue inconsistencies.
- Near Bid/Offer Allin price and ForwardPoints needs flipping in the Quote message for all swaps.
Bid and Offer Spot rates are flipped for Even swaps.
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| Info |
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| title | Supported/Unsupported Features |
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Pricing QuoteRequest - LegSide must be TwoWay for both ESP and RFS
work flow.Venue supports RFQ pricing model but currently not supported by whisperer. Inverse pricing is supported but NonDeliverables are only offered in market convention- requests.
QuoteRequest/NewOrderMultiLeg - MarketType must be Regular. Non Deliverables can be traded as Onshore on this venue but this is set up at the account level and needs to be agreed between the Client and the Venue.QuoteRequest/NewOrderMultiLeg - LegSettlCurrency must be USD for Non Deliverables.
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