The Lab

Expand all   Collapse all

Versions Compared

Old Version 72

changes.mady.by.user Matthew Whitaker

Saved on

compared with

New Version Current

changes.mady.by.user Hymavathi Velagapudi

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.5.76

...

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 Contact if you need particular information that is not currently available.

...

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


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

Available
Bloomberg
Barclays
Maker
DropCopy
ECN
LP
bloomberg
barx_
fxgo_maker
tcr
RFS
DropCopy:{SPT, FWD, NDF, SWP, NDS
, BLK, NDB}
ESP:{SPT, FWD, NDF}Fixbook Sell Side 5.0.13 Draft
}BARX_FX_TCR_ROE_4.5.3.pdfFIX.4.4
2021
2024.
06
10.
11
25.WE

Split Settlement
On/Offshore NDFs
BTBS

-

Available
BNP Paribas
BGC
Taker
CLOB
LP
ECN
bnpparibas
bgc_
efx_streaming
midfx
ESP

Orders:{SPT

, FWD, NDF

}

BNP Paribas eFX FIX API Streaming v1.3.5.
eSpeed_FIX_4-4_API.pdfFIX.4.4
2021
2023.
04
08.
15
25.WE-
Available
Broadridge Financial
BGC
CLOB
DropCopy
Platform
ECN
broadridge
bgc_
orders
midfx
Orders

DropCopy:{

FUT

SPT}

Broadridge_Spec_v2.1.13.
eSpeed_FIX_4-4_API.pdfFIX.4.4
2022
2024.
11
10.
03
17.WE

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

AvailableCboeFXMktDataECNcboefx_bookfeedMarketData:{SPT, NDF}
-
AvailableBGCTakerLPprecision_algoAlgo:{SPT}Precision Algos FX FIX Spec V1.0.
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."
2023.05.19.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
AvailableCboeFXMaker
CLOBECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}FIXProxy_Spec v6.13
.pdfFIX.4.2, FIX.4.4
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
2020.47.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
AvailableCboeFXMktDataECNcboefx_itchMarketData
:{SPT, NDF}
CBOE FX ECN Itch Protocol-v1.84
FIXProxy_Spec v6.13.pdf
ITCH2022.06.22.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/SpotAvailableCitiTakerLPciti_coloESP:{SPT}Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.42020.49.VEN.A-AvailableCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink 2 Order EntryFIX.4.22021.11.19.WEOut of scope:
OPT
Quote workflow
Cross
Retained for Convenience GatewayAvailableCME/NEX GroupMktDataECNcme_mdp3_sbe_udpMarketData:{FUT}CME MDP 3.0 Market DataSBE, FIXP2022.07.13.WE
FIX.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-
Out of scope: OPT
AvailableCME/NEX Group
STP
CLOBECN
ebs
cme_ilink3_
cpt
sbe
STP:{SPT, FWD, NDF, SWP}EBS_CPTAPIv2.5.4.pdfFIX2023.03.02.WEMarkets Supported:
Orders:{FUT}iLink3 Binary Order EntrySBE, FIXP2024.08.15.WE.REL9

Out of scope:

  • OPT
  • Quote workflow
  • Cross
  • EBS Direct - Taker
  • EBS Direct - Maker
    • EBS Market
    AvailableCME/NEX Group
    CLOB
    MktDataECN
    ebs
    cme_
    market
    mdp3_
    ilink3
    sbe_
    sbe
    udp
    Orders
    MarketData:{
    SPT,NDF
    FUT}
    iLink 3 Binary Order Entry - EBS Market on CME Globex
    CME MDP 3.0 Market DataSBE, FIXP
    2021
    2022.
    06
    07.
    11
    13.WE
    includes eFix Benchmark Fixing orders
    Out of scope: OPT
    AvailableCME/NEX Group
    MktData
    DropCopyECN
    ebs_market_mdp3_sbe
    cme_stpDropCopy
    MarketData
    :{SPT, NDF}CME
    Globex EBS Market - Market Data
    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.

    SBE, FIXP2021.06.11.WEeFix - Benchmark fixing orders

    AvailableCME/NEX Group
    MktData
    CLOBECNebs_market_
    mdp3
    ilink3_sbe
    _udp
    MarketData
    Orders:{SPT,NDF}iLink 3 Binary Order Entry - EBS Market on CME Globex
    EBS Market - Market Data
    SBE, FIXP2021.06.11.WEincludes eFix Benchmark Fixing orders
    AvailableCME/NEX Group
    SBE2021.06.11.WEeFix - Benchmark fixing ordersAvailableCredit SuisseTakerLPcreditsuisse_serESP:{SPT, FWD, NDF}FIX SPEC - CS FIX SER 2.04.pdfFIX.4.22021.08.03.WEM1 NDFs onlyAvailableCürex
    MktDataECN
    curex_marketdata
    ebs_market_mdp3_sbeMarketData:{SPT, NDF}
    Cürex FIX
    CME Globex EBS Market - Market Data
    API v2.1.pdfFIX.4.42023.02.02
    SBE, FIXP2021.06.11.WE
    Spot only
    eFix -
    no Benchmark
    Whilst spec'd Fwd/Swap are not actually supported so OOS.
    Benchmark fixing orders
    Available
    Cürex
    CME/NEX GroupMktData
    CLOB
    ECN
    curex_orders
    ebs_market_mdp3_sbe_udpMarketData
    Orders
    :{SPT
    }Cürex Bank Algo FIX API v2.1.4.pdfFIX.4.42022.01.26.WEIncludes three markets:
    - Index
    - Large (FullAmt)
    - P2P (min $10m, 15s)
    , NDF}CME Globex EBS Market - Market DataSBE2021.06.11.WEeFix - Benchmark fixing orders
    AvailableDeutsche Börse/360TMktData
    CLOB    		ECNt360_gtxMarketData:{SPT, FWD, NDF
    , SWP, NDS
    }
    Orders:{SPT, FWD, NDF
    , SWP, NDS
    }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/360T
    Maker
    TakerECNt360_tex
    _maker
    RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T
    -RFQ
    _RFS_FIX_
    MarketMaker
    MarketTaker_
    v1
    v13.
    17
    7.
    0.
    pdfFIX.4.4
    2021
    2024.
    08
    02.
    20
    22.WE
    Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options StrategiesAvailableDeutscheBankTakerLPautobahnfx_rapidESP:{SPT}AutobahnFX RAPID FIX Specification v1.6.5
    Bank Basket functionality also supported.
    AvailableDeutsche Börse/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_MarketMaker_v1.17.0.pdfFIX.4.4
    2022
    2021.
    05
    08.
    13
    20.WE
    NDFs launching soon but with these limitations:
    - APAC NDF Pairs only (no LATAM)
    - SG1 Colo
    - 8am-5pm SGT (not 24/6)
    - 1M Tenor Only
    Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies
    AvailableDeutscheBank
    AvailableEdgewater Markets
    TakerLP
    edgewater
    autobahnfx_
    markets
    algo
    MarketData
    Algo:{SPT
    , NDF}
    Orders:{SPT, NDF}Edgewater API v1.01
    }AutobahnFX Algo FIX Specification 2.4.9.pdfFIX.4.
    2
    4
    2020
    2024.
    51.VEN.A1M NDFs only.
    06.21.WE
    Available
    Euronext FX
    DeutscheBank
    MktData
    Taker
    CLOBfastmatch
    LP
    ECN
    autobahnfx_
    autoex
    rapid
    MarketData
    ESP:{SPT, NDF}
    Orders:{SPT, NDF}FASTMATCH FIX Protocol Specification CLIENT 4.0.3
    AutobahnFX RAPID FIX Specification v1.7.2.pdfFIX.4.
    2, FIX.4.4
    42022.05.13.WE

    NDFs Supported since release 2024

    2021

    .04.

    29

    08.WE

    Whilst spec'd FWD are not actually supported so OOS.
    Incl. Metals
    Additional order types:
    Auction - SafeMatch
    Pegged

    :

    • 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:{

    AvailableEuronext FXMakerECNfastmatch_stream_makerESP:{

    SPT, FWD, NDF, SWP, NDS}

    FASTMATCH Stream
    AutobahnFX FIX Specification
    4.1.6.pdf
    (Single-Leg) 3.5.3FIX.4.
    2
    3
    2022
    2025.
    10
    08.
    13
    05.WE
    .RHEL9Spot ESP supported via autobahnfx_rapid.
    -
    Available
    Fenics FX
    Edgewater Markets
    MktData
    Taker
    CLOB
    LP
    ECN
    edgewater_markets
    FenicsFX
    MarketData:{SPT, NDF}
    Orders:{SPT, NDF}
    See lucera_lumefx
    Edgewater API v1.01.pdfFIX.4.2
    2022
    2020.
    01
    51.
    26
    VEN.
    WE
    A1M NDFs only
    Lucera API
    .
    Available
    FXSpotStream
    Euronext FX
    Taker
    MktData
    Platform
    CLOB
    fxspotstream
    ECNfastmatch_autoexMarketData
    ESP:{SPT, FWD, NDF}
    RFS
    :{SPT
    , FWD
    , NDF
    , SWP
    }
    Orders:{SPT,
    FWD,
    NDF}
    FSS -
    FASTMATCH FIX
    ROE Specification_v1_5_
    Protocol Specification CLIENT 4.0.3.pdfFIX.4.2, FIX.4.42021.
    07
    04.
    09
    29.WE
    RFS require separate FIX sessions for Quotes and Orders.AvailableFXSpotStreamCLOBPlatformfxspotstream_midmatchOrders:{SPT}FSS_MidMatchService_RulesOfEngagement_v1.16

    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.
    4
    22022.
    06
    10.
    22
    13.WE-
    Available
    HSBCTakerLPhsbc_fx_mdsESP:{SPT, FWD, NDF}HSBC_FX_MDS_API_FIX_Specification_V3.2.pdf
    Fenics FXMktData
    CLOB    		ECNFenicsFXMarketData:{SPT}
    Orders:{SPT}    		Seelucera_lumefxFIX.4.
    4
    2
    2021
    2022.
    11
    01.
    04
    26.WE
    "Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
    Lucera API.
    Available
    Integral
    FXSpotStream
    Maker
    TakerPlatform
    integral_esp_makerESP:{SPT}Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6
    fxspotstreamESP:{SPT, FWD, NDF}
    RFS:{SPT, FWD, NDF, SWP}
    Orders:{SPT, FWD, NDF}    		FSS - FIX ROE Specification_v1_5_3.pdfFIX.4.
    3
    4
    2020
    2021.07.
    49.VEN.A
    09.WE

    RFS require separate FIX sessions for Quotes and Orders.

    FSS modes:

    • Passthru - PreviouslyQuoted ESP/RFS
    • Orders - Limit Orders
    -
    Available
    Integral
    FXSpotStream
    CLOB
    TakerPlatform
    integral_ocx_maker
    fxspotstream_algo

    Orders:{SPT, NDF}
    Algo

    Orders

    :{SPT, NDF}

    Integral MM API - OCX_Streaming_Orders_API_1.0.
    FSS - Resting & Algo Orders FIX Specification - v1.1.pdfFIX.
    4
    5.
    3
    0SP2
    2020
     2023.
    34
    03.
    VEN.AIceberg, mid-point peg
    In-flight risk mitigation
    Max 1000m/s in 3s window
    Essentially Maker ESP, no Last Look.
    21.WE-
    Available
    Integral
    FXSpotStream
    Maker
    CLOBPlatform
    integral
    fxspotstream_
    rfs_maker
    midmatch
    RFS
    Orders:{SPT
    , FWD, NDF, SWP
    }
    Integral
    FSS_
    FIX
    MidMatchService_
    Maker_API_RFS_2.1v10b
    RulesOfEngagement_v1.16.pdfFIX.4.
    3
    4
    2020
    2022.
    49
    06.
    VEN
    22.
    AFixed Spot Roll.
    WE-
    Available
    ION Group
    HSBC
    CLOB
    Taker
    Platform
    LP
    fidessa
    hsbc_fx_
    orders
    mds
    Orders
    ESP:{
    FUT}
    SPT, FWD, NDF}HSBC_FX_MDS_API_FIX_Specification_V3.2
    BuySideFixRoeMay2019
    .pdfFIX.4.4
    2020
    2021.
    20
    11.
    VEN
    04.
    ACertified for LME, ICE EU and ICE US
    Out of scope: EQT, OPTAvailableLMAXMktData
    CLOB
    MakerECNlmax
    WE"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
    AvailableIntegralMakerPlatformintegral_esp_maker
    MarketData:{SPT, NDF, FUT, CFD}
    Orders:{SPT, NDF, FUT, CFD}
    ESP:{SPT
    , FUT
    }
    LMAX Exchange FIX 4.2 API Specification v2.8.5.
    Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfFIX.4.
    2
    32020.
    38
    49.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.
    AvailableIntegral
    AvailableLMAXMktData
    CLOB
    Maker
    ECNlmaxMarketData
    Platformintegral_rfs_makerRFS:{SPT,
    FUT}
    Orders:{SPT, FUT}
    ESP:{SPT, FUT}
    FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10b
    LMAX Interbank FIX 4.2 API Specification - v3.5
    .pdfFIX.4.
    2
    32020.
    38.VEN.AOut of scope: EQT, IMM (Indices)
    Out of scope: EQT, IMM (Indices)
    Supports Maker ESP (no Last-Look)AvailableLSEG/RefinitivCLOBECNrefinitiv_mapiOrders:{SPT, SWP}Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfFIXT.1.1, FIX.5.0SP2FIX extension package EP 100 or EP 171 required
    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.
    AvailableLSEG/Refinitiv/FXallTakerECNfxall_activetradingMarketData:{SPT, NDF}
    Orders:{SPT, NDF}Orderbook FIX Spec 1.5.1.
    pdfFIX.4.
    3
    4
    2021
    2020.
    07
    20.
    09.WE-AvailableLSEG/Refinitiv/FXall
    VEN.ACertified for LME, ICE EU and ICE US
    Out of scope: EQT, OPT
    AvailableLMAXMktData
    CLOB
    Maker    		ECN
    fxall_quicktrade_maker
    lmaxMarketData
    RFQ
    :{SPT
    , FWD
    , NDF, FUT, CFD}
    Orders:{SPT, NDF
    , SWP, BLK}TCPI Guide
    , FUT, CFD}
    ESP:{SPT, NDF, FUT}    		LMAX Exchange FIX 4.2 API Specification v2.
    0
    8.
    1-July2021
    5.pdf
    Java2022.03.24.WE-AvailableLuceraMktData
    CLOBPlatformlucera_lumefxMarketData:{SPT}
    Orders:{SPT}LumeFX v2.6.1 November 2021.pdfFIX.4.22022.02.04.WETechnology provider.
    Out of Scope: DropcopyAvailableMorgan StanleyTakerLPmorganstanleyfx_espESP:{SPT, FWD, NDF, SWP, NDS}Morgan Stanley - FX FIX Laddered Pricing v3.3.8.
    FIX.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.4.2
    2021
    2020.
    10
    38.
    08
    VEN.
    WE
    A
    Swaps

    Out of scope:

    ON, TN, SN, SW

    EQT, IMM (Indices)
    Supports Maker ESP (no Last-Look)

    LMAX Interbank was decommissioned in 2023.

    Available
    Nomura
    LSEG
    Taker
    CLOB
    LP
    ECN
    nomura
    lseg_
    esp
    ftg
    ESP
    Orders:{SPT,
    FWD,
    NDF}
    Nomura FX Streaming FIX RoE
    lseg-cm-fx-trading-api-spec-v1.
    2
    0.pdf
    FIXT.1.1, FIX.
    4
    5.
    4
    0SP2
    2021
    2024.
    12
    07.
    07
    24.WE.REHL9

    NDFs only

    LSEG Spot Matching migration cancelled

    Available
    RBC
    LSEG
    Taker
    DropCopy
    LP
    ECN
    rbc
    lseg_
    trading
    ptg
    ESP
    DropCopy:{
    SPT
    NDF}
    RBC Trading FX SER
    LSEG-FX-Post-Trade-API-
    FIX44
    Spec-
    v2.
    1.
    3-efg
    5.
    doc
    pdfFIXT.1.1,
    FIX.
    4
    5.
    4
    0SP2
    2022
    2024.
    11
    10.
    03
    07.WE
    Indicative/Tradeable
    .REHL9

    NDFs only

    LSEG Spot Matching migration cancelled

    Available
    State Street
    LSEG/
    Currenex
    Refinitiv
    MktData
    CLOBECN
    currenex
    refinitiv_
    itch
    mapi
    MarketData
    Orders:{SPT, SWP}
    CXItchMarketDataServiceSpec
    Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdf
    ITCH
    FIXT.1.1, FIX.5.0SP22023
    2022
    .05.
    27
    25.WE
    Incl. Metals
    500ms delay for Paid/Give Ticker as of 11.3
    FIX extension package EP 100 or EP 171 required
    Available
    State Street
    LSEG/
    Currenex
    Refinitiv
    CLOB
    MktDataECN
    currenex
    refinitiv_matching_
    ouch
    eta
    Orders
    MarketData:{SPT
    , FWD}CXOuchOrderServiceSpec v23
    }Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdf
    OUCH
    C++2023.
    02
    08.
    02
    25.WE
    Reuters RFA (screened & unscreened)
    TOD & TOM also published for some instruments.
    Domestic vs International SecurityGroups.
    -
    Available
    State Street/Currenex
    LSEG/Refinitiv/FXallTaker
    Maker
    ECN
    currenex
    fxall_
    rfs_maker
    activetrading
    RFS
    MarketData:{SPT,
    FWD
    NDF}
    Orders:{SPT, NDF
    , SWP, NDS
    }Orderbook FIX
    -RFQ-Maker-Spec v16
    Spec 1.5.1.pdfFIX.4.
    4
    3
    2020
    2021.
    43
    07.
    VEN
    09.
    BSupported pairs and tenors
    WE-
    Available
    XenfinMktData
    CLOBECNxenfin_liquiditypool
    LSEG/Refinitiv/FXallMakerECNfxall_activetrading_makerESP
    MarketData:{SPT}
    Orders
    :{SPT}
    Xenfin FIX Specification 20191112
    FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.42023.
    02
    11.
    02
    24.WE
    Additional order types:
    Stop
    StopLimit
    LimitStop
    Pegged
    • Pricestream - Disclosed
    • Orderbook - Anonymous - via PrimeBroker, a counterparty dealing code and a firm signature is provided
    AvailableLSEG/Refinitiv/FXallMakerECNfxall_quicktrade_makerRFQ
    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 tradingAvailable (ESP)BarclaysTakerLPbarxESP:{SPT, FWD, NDF, SWP, NDS}
    RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}Barclays_BARX FX FIX ROE_v4.6.2
    , 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.4.2
    2021
    2022.
    11
    02.04.WE
    RFQ:Quote TTL
    Pre/Post AllocationsAvailable (ESP)
    Technology provider.
    AvailableMorgan Stanley
    Goldman Sachs
    Taker
    Algo Orders
    LP
    gsfx
    morganstanleyfx_espESP
    :{SPT, FWD, NDF}
    RFS
    :{SPT, FWD, NDF, SWP,
    BLK
    NDS}
    Orders:{SPT}GS FX FIX Specification v7.17
    Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.
    4
    22021.
    11
    10.
    11
    08.WE
    ESP Out of scope: Fixing/Marker Orders
    RFS: Out of scope: Rolls
    Swaps: ON, TN, SN, SW
    AvailableNomura
    Available (ESP)JPMorgan
    TakerLP
    jpmorgan
    nomura_
    fx
    espESP:{SPT, FWD, NDF}
    RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}JPMC FX FIX Specification v1.14.06 December 2020
    Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.
    2
    42021.12.07.
    01.
    WE-
    Available
    (ESP)
    NatWest Markets
    ParFX
    Taker
    MktData
    Algo OrdersLPnatwest_markets
    ECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.42023.07.06.WE-
    AvailableParFXCLOBECNparfx_orders
    ESP:{SPT, FWD, NDF}
    RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Orders:{SPT}
    Natwest Markets FX FIX Rules of Engagement v5.0.38.pdfFIX.4.42021.12.21.WEOut of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders
    ParFX-Order-Entry-FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.42023.09.08.WEFIX.5.0 and FIX.5.0SP2 supported
    AvailableRBC
    Available (ESP)Saxo Bank
    TakerLP
    saxo
    rbc_
    direct
    tradingESP:{SPT}
    Saxo Bank FIX specification v3.10.pdf
    RBC Trading FX SER API - FIX44-v2.1.3-efg.docFIX.4
    FIX4
    .4
    2021
    2022.11.
    19
    03.WE
    Available (ESP)StandardCharteredTakerLPstandardchartered_s2bx
    Indicative/Tradeable
    AvailableState Street/CurrenexMakerECNcurrenex_esp_makerESP
    RFQ:{SPT, FWD, NDF, SWP, NDS}
    RFS
    :{SPT, FWD, NDF, SWP, NDS}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}
    S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfFIX.4.42021.11.19.WE-Available (ESP)State StreetTakerLPstatestreet_efxESP:{SPT, FWD, NDF}
    RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}State Street FIX Order Spec_v1.8.3.pdfFIX.4.2
    FIX.4.42023.03.02.WE-Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF}
    RFS:{SPT, FWD, NDF, SWP, NDS}B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.32021.12.21.WEIncl. MetalsInProgressBGCCLOBECNbgc_midfxMarketData:{SPT}
    Orders:{SPT}eSpeed_FIX_4-4_API
    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:{SPT, FWD, NDF, SWP, NDS}FIX-RFQ-Maker-Spec v16.pdfFIX.4.42020.43.VEN.B-
    InProgress
    Available
    BGC
    UBSTakerLP
    precision
    ubs_algoAlgo:{SPT
    , NDF
    }
    Precision Algos FX FIX Spec V1.0.pdfFIX.4.2InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_makerESP:{SPT, FWD, NDF}GTX_FIX_LP_Jun2019
    UBS FX Execution Algo API v2.4.5.pdfFIX.4
    .4LastLook and Firm pricing
    Anonymous(?)InProgressFXSpotStreamTakerPlatformfxspotstream_algo

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

    FSS - Resting & Algo Orders FIX Specification - v1.1.pdfFIX.5.0SP2InProgressLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBEInProgressLSEG/RefinitivMktDataECNrefinitiv_etaMarketData:{SPT}Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdfC++,,  Java.NETReuters RFAInProgressLSEG/RefinitivMktDataECNrefinitiv_sbeMarketData:{SPT, FWD}Market Data Service Refinitiv SBE Market Data Interface Spec 1.16.pdfSBEUnscreened, timesliced
    TOD & TOM also published for some instruments.
    Domestic vs International SecurityGroups.InProgressParFXMktDataECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.4-InProgressParFXCLOBECNparfx_ordersOrders:{SPT}ParFX-Order-Entry-FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.4FIX.5.0 and FIX.5.0SP2 supportesInProgressState Street/CurrenexMktDataECNcurrenex_now_itchMarketData:{SPT}Currenex_NOW_Itch_Specification_v10.pdfITCHNo delay for Paid/Give Ticker as of 11.3Projected 2023/Q2LSEGCLOBECNlseg_ftglseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2Projected 2023/Q2LSEGDropCopyECNlseg_ptglseg-cm-post-trade-api-fix-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2
    .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 GénéraleTakerLPsocgen
    Projected 2023/Q2LSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXPProjected 2023/Q3State Street/CurrenexMakerECNcurrenex_esp_maker
    ESP:{SPT, FWD, NDF
    , SWP, NDS
    }
    RFS:{SPT, FWD, NDF, SWP, NDS}FIX-ESP-Maker-Spec v1.26
    SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.4
    Incl. Metals
    Out of scope: FI (UST)Projected 2023/Q3State Street/CurrenexMakerECNcurrenex_ouch_makerESP:{SPT}CXOuchMakerSpec_v23.pdfOUCHIncl Currenex Full (Fill)Projected 2023/Q4CitadelTakerLPcitadelESP:{SPT}Citadel FIX Order Specification FX 201.10.
    2024.03.14.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.4.4
    Projected 2024BTMUTakerLPbtmuTBCTBCFIX ???aka MUFG
    2021.11.19.WE

    Out of Scope:

    • RFQ
    Projected 2024CitiTakerLPcitifx_espESP
    • :{SPT, FWD, NDF, SWP, NDS}
    • RFS:{SPT, FWD, NDF, SWP
    }Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9.pdfFIX.4.4Projected 2024CME/NEX GroupTakerECN
    • , NDS}
    Available (ESP)State StreetTakerLPstatestreet_efx
    ebs_direct
    ESP:{SPT, FWD, NDF}
    https://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Taker+API+Rules+of+Engagement
    State Street FIX Order Spec_v1.8.3.pdfFIX.4.
    4Projected 2024CME/NEX GroupMakerECNebs_direct_maker
    2
    FIX.4.4    		2023.03.02.WE

    Out of Scope:

    • RFS
    ESP
    • :{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    RFS
    Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF
    , SWP}https://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Maker+API+Rules+of+Engagement
    }B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.
    4EBS Direct & EBS Select
    Dynamic and static volume bands
    Sweepable, Ladder, Full Amt
    32021.12.21.WE

    Incl. Metals

    Out of Scope:

    • RFS
    Projected 2024CommerzbankTakerLPcommerzbank_commanderRFQ
    • :{SPT, FWD, NDF, SWP, NDS
    }
    ESP:{SPT, FWD, NDF, SWP, NDS}Commerzbank - Commander_Rules_Of_Engagement_Jan2014.pdf
    • }
    DeprecatedCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntryFIX.4.
    4-Projected 2024Euronext FXMktDataECNfastmatch_itchMarketData:{SPT}FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCHMarketData onlyProjected 2024ICAPMktDataECNicap_fusion_marketdataMarketData:{NDF, NDS}FX NDF Market Data FIX Specification v0.5.docxFIXT.1.1, FIX.5.0SP2-Projected 2024ICAPCLOBECNicap_fusion_ordersOrders:{NDF, NDS}ICAP GTN FIX 5.0 Specification v1.5.pdfFIXT.1.1, FIX.5.0SP2Out of scope: Corp. bonds, CDS.Projected 2024IntegralMktDataPlatformintegral_ocx_marketdataMarketData:{SPT}OCX_Market_Data_API_1.0v12.pdfFIX.4.3-Projected 2024IntegralCLOBPlatformintegral_ocx_ordersOrders:{SPT}OCX_Order_Entry_API_1.0v5.pdfFIX.4.3-Projected 2024JumpTradingTakerLPjump_liquidityESP:{SPT, NDF, CFD, FUT}JLQD_CptyFIXSpec_v2.2.pdfFIX.4.2Out of Scope: FIProjected 2024MOEXMktDataECNmoex_marketdataMarketData:{SPT, FWD}EN_Market_Data_Multicast_User_Guide_Ver_4_8.pdfFAST - FIXT.1.1, FIX.5.0SP2Out of Scope: FI
    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:{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 GénéraleTakerLPsocgenESP:{SPT, FWD, NDF}
    RFS:{SPT, FWD, NDF, SWP, NDS, BLK}SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.4-Projected 2024State Street/CurrenexMakerECNcurrenex_nr_makerESP:{SPT}FIX_Maker_Spec_NR v1.0.pdfFIX.4.2-