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Comment: Published by Scroll Versions from this space and version 1.5.76

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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-