Background

Introduce the ability to identify the liquidity provider that Filled or Rejected executed an order in the ESPTaker and RFSTaker workflows.

This feature will help users get a complete view of orders executed by an LP on an ECN + orders executed dealt directly on the a native bank API.

Affected Venues

• autobahnfx_rapid
• autobahnfx_singleleg
• baml
• barx
• bnpparibas_efx_streaming
• celertech
• citi_colo
• exchange24
• fxspotstream

• gsfx

• hsbc_fx_mds

• jpmorgan_fx

• morganstanley_esp

• natwest_markets

• nomura_esp

• rbc_trading

• saxo_direct

• socgen

• standardchartered_s2bx

• statestreet_efx

• t360_tex

• ubs_fx2b

• xenfin_liquiditypool

• xtx_euthenia

Change

We will enrich ExecutionReport with ExecutionVenue PartyRole and PartyID populated with the MIC of the liquidity provider that Filled or / Rejected an / Cancelled an order.

Timeline

• 14 Nov 2025 18 Feb 2026 - UAT - The feature will be available for clients to test in UAT if they are trading on the affected venues.
• At client's discretion - PROD - Whisperer release 20252026.1102.XX18.WE or a later version will be available for clients who are ready to consume consume ExecutionReport consistently populated with ExecutionVenue PartyRole.

Please note that the ExecutionVenue mappings exist only for the MIC of LPs configured for our clients at the time of this implementation.

As we do not have the visibility of all the LPs that 360T supports, clients starting to trade on t360_tex with new LPs will receive Undefined XXXX as the PartyID for ExecutionVenue until the LP's MIC is handled/ mapped by MarketFactory's adapter..

MarketFactory adapter will send an ErrorReport to notify the client when 360T sends an LP that is not recognised by MarketFactory as a valid LP for ExecutionVenue enrichment.