The Lab

Versions Compared

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
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.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."
AvailableCboeFXMaker
CLOB
ECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}
FIXProxy_Spec v6.13.pdfFIX.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-
AvailableCME/NEX GroupCLOBECNcme_
ilink2
ilink3_sbeOrders:{FUT}
iLink 2
iLink3 Binary Order Entry
FIX.4.2
SBE, FIXP2024.08.15.WE.REL9
2021.11.19.WE

Out of scope:

  • OPT
  • Quote workflow
  • Cross

Retained for Convenience Gateway
AvailableCME/NEX GroupMktDataECNcme_mdp3_sbe_udpMarketData:{FUT}CME MDP 3.0 Market DataSBE, FIXP2022.07.13.WEOut of scope: OPT
AvailableCME/NEX Group
STP
DropCopyECN
ebs
cme_
cpt
stp
STP
DropCopy:{SPT,
FWD,
NDF
, SWP
}
EBS_CPTAPIv2.5.4.pdf
CME STP EBS FX Message SpecificationFIX
2023
2024.
03
10.
02
16.WE.RHEL9Markets Supported:
  • EBS
Direct - Taker
  • Market on CME Globex

EBS Direct

- MakerEBS Market

, FUT, and SPR will be handled in the next iteration.

AvailableCME/NEX GroupCLOBECNebs_market_ilink3_sbeOrders:{SPT,NDF}iLink 3 Binary Order Entry - EBS Market on CME GlobexSBE, FIXP2021.06.11.WEincludes eFix Benchmark Fixing orders
AvailableCME/NEX GroupMktDataECNebs_market_mdp3_sbeMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE, FIXP2021.06.11.WEeFix - Benchmark fixing orders
AvailableCME/NEX GroupMktDataECNebs_market_mdp3_sbe_udpMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE2021.06.11.WEeFix - Benchmark fixing orders
Available
Credit SuisseTakerLPcreditsuisse_ser
Deutsche Börse/360TMktData
CLOB
ECNt360_gtxMarketData:{SPT, FWD, NDF}
Orders
ESP
:{SPT, FWD, NDF}
FIX SPEC - CS FIX SER 2.04.
GTX_FIX_RoE_Oct2019.pdfFIX.4.
2
42021.
08
11.
03
04.WE
M1 NDFs only
-
Available
Cürex
Deutsche Börse/360TMaker
MktData
ECN
curex
t360_supersonic_
marketdata
maker
MarketData
ESP:{SPT}
Cürex FIX Market Data API v2.1
360T-SuperSonicTex_FIX_MarketMaker_v1.7.0.pdfFIX.4.4
2023
2020.
02
47.
02
VEN.
WESpot only - no Benchmark
A"Some systems support transport layer FIXT.1.1 and application layer FIX.5.0."
Whilst spec'd
Fwd/Swap
FWD, NDF, SWP, NDS, FUT are not actually supported so OOS.
Available
Cürex
Deutsche Börse/360TTaker
CLOB
ECN
curex
t360_
orders
tex
Orders
RFS:{SPT
}Cürex Bank Algo FIX API v2.1.4
, FWD, NDF, SWP, NDS, BLK, NDB}360T_RFS_FIX_MarketTaker_v13.7.pdfFIX.4.4
2022
2024.
01
02.
26
22.WE
Includes three markets:
- Index
- Large (FullAmt)
- P2P (min $10m, 15s)
Bank Basket functionality also supported.
AvailableDeutsche Börse/360T
MktData
CLOB
MakerECNt360_
gtx
tex_maker
MarketData
RFS:{SPT, FWD, NDF, SWP, NDS
}
Orders:{SPT, FWD, NDF, SWP, NDS}GTX
, BLK, NDB}360T-RFQ_FIX_
RoE_Oct2019
MarketMaker_v1.17.0.pdfFIX.4.42021.
11
08.
04
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
Available
Deutsche Börse/360TMakerECNt360_supersonic_maker
DeutscheBankTakerLPautobahnfx_algoAlgo
ESP
:{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/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_MarketMaker_v1.17.0
AutobahnFX Algo FIX Specification 2.4.9.pdfFIX.4.42024.06.21.WE
AvailableDeutscheBankTakerLPautobahnfx_rapidESP:{SPT, NDF}AutobahnFX RAPID FIX Specification v1.7.2.pdfFIX.4.4
2022.05.13.WE

NDFs Supported since release 2024.04

2021

.08

.20

.WE

Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies

:

  • APAC NDF pairs and BRL BMF1 LATAM NDF
  • SG1 Colo
  • 8am-5pm SGT (not 24/6)
  • 1M Tenor Only [BMF1 for BRL]
AvailableDeutscheBankTakerLPautobahnfx_
rapid
singleleg

ESP:{FWD, NDF}

RFS

ESP

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

AutobahnFX
RAPID
FIX Specification
v1.6.
(Single-Leg) 3.5.
pdf
3FIX.4.
4
3
2022
2025.08.05.
13
WE.
WENDFs launching soon but with these limitations:
- APAC NDF Pairs only (no LATAM)
- SG1 Colo
- 8am-5pm SGT (not 24/6)
- 1M Tenor Only
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

so OOS

.
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.

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-
"Volume-For-Price - VFP" (raw ladder providing depth of book)
AvailableIntegral
CLOB
MakerPlatformintegral_
ocx
esp_maker
Orders
ESP:{SPT}Integral
MM API - OCX_Streaming_Orders
_FXCloud_ESP_FIX_Provider_API_
1
Guide_2.
0
1v6.pdfFIX.4.32020.
34
49.VEN.A
Iceberg, mid-point peg
In-flight risk mitigation
Max 1000m/s in 3s window
Essentially Maker ESP, no Last Look.
-
AvailableIntegralMakerPlatformintegral_rfs_makerRFS:{SPT, FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10b.pdfFIX.4.32020.49.VEN.AFixed Spot Roll.
Available
ION Group
Integral
CLOB
DropCopyPlatform
fidessa
integral_
orders
stp
Orders
DropCopy:{
FUT}
SPT, FWD, NDF, SWP}Integral_FIX_STP_1.0v10
BuySideFixRoeMay2019
.pdfFIX.4.
4
3
2020
2024.
20
10.
VEN
29.
ACertified for LME, ICE EU and ICE US
Out of scope: EQT, OPTMktData
WE-
Available
LMAX
ION GroupCLOB
MakerECNlmax
Platformfidessa_orders
MarketData:{SPT, NDF, FUT, CFD}
Orders:{
SPT, NDF,
FUT
, CFD
}
ESP:{SPT, FUT}LMAX Exchange FIX 4.2 API Specification v2.8.5.
BuySideFixRoeMay2019.pdfFIX.4.
2
42020.
38
20.VEN.A
LMAX Exchange API - almost identical to LMAX interbank.
Certified for LME, ICE EU and ICE US
Out of scope:
IMM
Per-session Message Rate Threshold
TradeTicker is delayed 60s, for extra fee.
EQT, OPT
AvailableLMAXMktData
CLOB
Maker
ECNlmaxMarketData:{SPT, NDF, FUT, CFD}
Orders:{SPT, NDF, FUT, CFD}
ESP:{SPT, NDF, FUT}
LMAX
Interbank
Exchange FIX 4.2 API Specification
- v3
v2.8.5.pdfFIX.4.22020.38.VEN.A

LMAX Exchange API - almost identical to LMAX interbank.
Out of scope:

EQT, IMM (Indices)
Out of scope: EQT, IMM (Indices)
Supports Maker ESP (no Last-Look)

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_ftg
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 requiredAvailableLSEG/Refinitiv/FXallTakerECNfxall_activetradingMarketData:{SPT, NDF}
Orders:{SPT, NDF}
Orderbook FIX Spec 1.5
lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.
pdf
1, FIX.
4
5.
3
0SP2
2021
2024.07.
09
24.WE
.REHL9

NDFs only

LSEG Spot Matching migration cancelled

-

AvailableLSEG
/Refinitiv/FXall
Maker
DropCopyECN
fxall
lseg_
quicktrade_maker
ptg
RFQ
DropCopy:{
SPT, FWD,
NDF
, SWP, BLK}TCPI Guide 4.2.0.1-July2021.pdfJava2022.03.24.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.pdfFIX.4.22021.10.08.WESwaps: ON, TN, SN, SWAvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WEAvailableParFXMktDataECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.4-
}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_maker
AvailableRBCTakerLPrbc_trading
ESP:{SPT}
RBC Trading FX SER API - FIX44-v2.1.3-efg.doc
FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.4
2022.11.03.WEIndicative/TradeableAvailableState Street/CurrenexMktDataECNcurrenex_itchMarketData:{SPT}CXItchMarketDataServiceSpec.pdfITCH2022.05.27.WEIncl. Metals
500ms delay for Paid/Give Ticker as of 11.3AvailableState Street/CurrenexCLOBECNcurrenex_ouchOrders:{SPT, FWD}CXOuchOrderServiceSpec v23.pdfOUCH2023.02.02.WE-AvailableState Street/CurrenexMakerECNcurrenex_rfs_maker
2023.11.24.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}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.4.22022.02.04.WETechnology provider.
AvailableMorgan StanleyTakerLPmorganstanleyfx_espESP
RFS
:{SPT, FWD, NDF, SWP, NDS}
FIX-RFQ-Maker-Spec v16
Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.
4
2
2020
2021.
43
10.
VEN
08.
BSupported pairs and tenors
WESwaps: ON, TN, SN, SW
Available
Xenfin
Nomura
MktData
Taker
CLOBxenfin
LP
ECN
nomura_
liquiditypool
esp
MarketData
ESP:{SPT, FWD, NDF}
Orders:{SPT}Xenfin FIX Specification 20191112
Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.4
2023
2021.
02
12.
02
07.WE
Additional order types:
Stop
StopLimit
LimitStop
Pegged
-
Available
XTX Markets
ParFX
Taker
MktData
LP
ECN
xtx
parfx_
euthenia
marketdata
ESP
MarketData:{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.pdfFIX.4.22021.11.04.WERFQ:Quote TTL
Pre/Post AllocationsAvailable (ESP)Goldman SachsTaker
Algo OrdersLPgsfxESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, BLK}
Orders:{SPT}GS FX FIX Specification v7.17.pdf
}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.4.4
2021
2022.11.
11
03.WE
ESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: Rolls
Indicative/Tradeable
AvailableState Street/CurrenexMakerECNcurrenex_esp_maker
Available (ESP)JPMorganTakerLPjpmorgan_fx
ESP:{SPT, FWD, NDF
}
RFS:{SPT
,
FWD, NDF,
SWP, NDS
, BLK, NDB
}
JPMC FX FIX Specification
FIX-ESP-Maker-Spec v1.
14
26.
06 December 2020.
pdfFIX.4.
2
4
2021
2023.
07
12.
01
06.WE
-Available (ESP)NatWest MarketsTaker
Algo OrdersLPnatwest_markets

Incl. Metals

Out of scope:

  • FI (UST)
  • RFS
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
  • }
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_maker
Available (ESP)Saxo BankTakerLPsaxo_directESP:{SPT}Saxo Bank FIX specification v3.10.pdfFIX4.42021.11.19.WEAvailable (ESP)StandardCharteredTakerLPstandardchartered_s2bxRFQ:{SPT, FWD, NDF, SWP, NDS}
RFS:{SPT, FWD, NDF, SWP, NDS}
ESP:{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
}
FIX-RFQ-Maker-Spec v16.pdf
State Street FIX Order Spec_v1.8.3.pdfFIX.4.2
FIX.4.4
2023
2020.
03
43.
02
VEN.
WE
B-
Available
(ESP)
UBSTakerLPubs_
fx2b
algo
ESP
Algo:{SPT
, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}B2B_FIX_Rules_of_Engagement 1_45
}UBS FX Execution Algo API v2.4.5.pdfFIX.4.3
2021
2024.
12
07.
21
24.WE

-

Incl. Metals
Available
InProgress
Xenfin
BGC
MktData
CLOB
ECN
bgc
xenfin_
midfx
liquiditypoolMarketData:{SPT}
Orders:{SPT}
eSpeed_FIX_4-4_API
Xenfin FIX Specification 20191112.pdfFIX.4.4
-InProgressBGCTakerLPprecision_algoAlgo:{SPT}Precision Algos FX FIX Spec V1.0.pdfFIX.4.2InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_maker
2023.02.02.WE

Additional order types:

  • Stop
  • StopLimit
  • LimitStop
  • Pegged
AvailableXTX MarketsTakerLPxtx_eutheniaESP:{SPT, FWD, NDF}
GTX_FIX_LP_Jun2019
xtx_markets_-_efx_fix_specs_1_5-fwds.pdfFIX.4.4
LastLook and Firm pricing
Anonymous(?)
2020.34.VEN.AIncl. MetalsFull Amount vs SweepableAddendum for TermCcy trading
Available (ESP)BarclaysTakerLPbarxESP
InProgressFXSpotStreamTakerPlatformfxspotstream_algoOrders
:{SPT,
NDF}
Algo:{SPT, NDF}FSS - Resting & Algo Orders FIX Specification - v1.1
FWD, NDF, SWP, NDS}Barclays_BARX FX FIX ROE_v4.6.2.pdfFIX.
5
4.
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.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
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-