The Lab

Expand all   Collapse all

Versions Compared

Old Version 76

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

...

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

AvailableBGCBarclaysCLOBDropCopyECNLPbgcbarx_midfxtcrMarketDataDropCopy:{SPT}
Orders:{SPT}, FWD, NDF, SWP, NDS}		BARX_FX_TCR_ROE_4.5.3eSpeed_FIX_4-4_API.pdfFIX.4.420232024.0810.25.WE

-

AvailableBGCTakerCLOBLPECNprecisionbgc_algomidfxAlgo

Orders:{SPT}

Precision Algos FX FIX Spec V1.0eSpeed_FIX_4-4_API.pdfFIX.4.242023.0508.1925.WE-
AvailableBloombergBGCMakerDropCopyECNbloombergbgc_fxgo_makermidfxRFS

DropCopy:{SPT

, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}

}

eSpeed_FIX_4-4_APIFixbook Sell Side 5.0.13 Draft.pdfFIX.4.420212024.0610.1117.WE

Split Settlement
On/Offshore NDFs
BTBS

-
AvailableBNP ParibasBGCTakerLPbnpparibasprecision_efx_streamingalgoESPAlgo:{SPT, FWD, NDF}BNP Paribas eFX FIX API Streaming v1.3.5.Precision Algos FX FIX Spec V1.0.pdfFIX.4.4220212023.0405.1519.WE-
AvailableBroadridge FinancialBloombergCLOBMakerPlatformECNbroadridge_ordersOrders:{FUT}bloomberg_fxgo_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Fixbook Sell Side 5.0.13 DraftBroadridge_Spec_v2.1.13.pdfFIX.4.420222021.06.11.03.WE

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

WE

Also supports:

  • Split Settlement
  • On/Offshore NDFs
  • BTBS
AvailableBNP ParibasTakerLPbnpparibas_efx_algo

Orders:

{SPT}

BNP Paribas efx Algo FIX API v1.36AvailableCboeFXMktDataECNcboefx_bookfeedMarketData:{SPT, NDF}BookFeed_Spec-v3.5.1.pdfFIX.4.2, FIX.4.42020.47.VEN.A42025.06.24.WE-
AvailableBNP ParibasTakerLPbnpparibas_efx_streamingESP:{SPT, FWD, NDF}BNP Paribas eFX FIX API Streaming v1.3.5.pdfSPT - FIX.4.2, NDF - FIX.4.4NY5 - 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}		2021.04.15.WE-
AvailableBroadridge FinancialCLOBPlatformbroadridge_ordersOrders:{FUT}Broadridge_Spec_v2.1FIXProxy_Spec v6.13.pdfFIX.4.2, FIX.4.420212022.0111.2203.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
  • 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_itchbookfeedMarketData:{SPT, NDF}CBOE FX ECN Itch Protocol-v1.84BookFeed_Spec-v3.5.1.pdfITCH2022.06.22.WEAlso supports the Cboe Central CLOB.
OrderDepth.		AvailableCeler TechnologiesTakerPlatformcelertechESP:{SPT, NDF}Celer Taker Maker spec v3.12 - March2021.pdfFIX.4.2, FIX.4.42020.47.VEN.ASPT - FIX.4.2, NDF - FIX.4.4
2021.05.10.WETechnology Provider
LD4 - NDF/Spot		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 v6.13AvailableCitiTakerLPciti_coloESP:{SPT}Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.2, FIX.4.420202021.4901.VEN22.AWE-AvailableCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntrySPT - FIX.4.22021.11.19.WE

Out of scope:

  • OPT
  • Quote workflow
  • Cross

Retained for Convenience Gateway

InProgressCME/NEX GroupCLOBECNcme_ilink3_sbeOrders:{FUT}iLink3 Binary Order EntrySBE, FIXP-

Out of scope:

  • OPT
  • Quote workflow
  • Cross
AvailableCME/NEX GroupMktDataECNcme_mdp3_sbe_udpMarketData:{FUT}CME MDP 3.0 Market DataSBE, FIXP2022.07.13.WEOut of scope: OPT
AvailableCME/NEX GroupSTPECNebs_cptSTP:{SPT, FWD, NDF, SWP}EBS_CPTAPIv2.5.4.pdfFIX2023.03.02.WEMarkets Supported:
  • EBS Direct - Taker
  • EBS Direct - Maker
  • EBS Market
, 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 GroupCLOBECNebscme_market_ilink3_sbeOrders:{SPT,NDFFUT}iLink 3 iLink3 Binary Order Entry - EBS Market on CME GlobexSBE, FIXP20212024.0608.1115.WE.REL9

Out of scope:

  • OPT
  • Quote workflow
  • Cross
includes eFix Benchmark Fixing orders
AvailableCME/NEX GroupMktDataECNebscme_market_mdp3_sbe_udpMarketData:{SPT, NDFFUT}CME Globex EBS Market - MDP 3.0 Market DataSBE, FIXP20212022.0607.1113.WEeFix - Benchmark fixing ordersOut of scope: OPT
AvailableCME/NEX GroupMktDataDropCopyECNebs_market_mdp3_sbe_udpcme_stpDropCopyMarketData:{SPT, NDF}CME Globex EBS Market - Market DataSBE2021.06.11.WEeFix - Benchmark fixing orders
AvailableCredit SuisseTakerLPcreditsuisse_serESP:{SPT, FWD, NDF}FIX SPEC - CS FIX SER 2.04.pdfFIX.4.22021.08.03.WEM1 NDFs only
AvailableCürexMktDataECNcurex_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.
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.

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 ordersAvailableCürexCLOBECNcurex_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)
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/360TMakerTakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_RFS_FIX_MarketTaker_v13.7.pdfFIX.4.42024.02.22.WEBank Basket functionality also supported.
AvailableDeutsche Börse/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_MarketMaker_MarketMaker_v1.17.0.pdfFIX.4.42021.08.20.WEOut of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options StrategiesInProgress
AvailableDeutscheBankDeutsche Börse/360TTakerECNLPt360autobahnfx_texalgoRFSAlgo:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}}AutobahnFX Algo FIX Specification 2.4.9360T_RFS_FIX_MarketTaker_v13.7.pdfFIX.4.4--2024.06.21.WE
AvailableDeutscheBankTakerLPautobahnfx_rapidESP:{SPT, NDF}AutobahnFX RAPID FIX Specification v1.67.52.pdfFIX.4.42022.05.13.WE

NDFs

launching soon but with these limitations

Supported since release 2024.04.08.WE:

-
  • APAC NDF
Pairs only (no LATAM)
-
  • pairs and BRL BMF1 LATAM NDF
  • SG1 Colo
-
  • 8am-5pm SGT (not 24/6)
-
  • 1M Tenor Only
  • [BMF1 for BRL]
AvailableProjected 2024/Q2DeutscheBankTakerLPautobahnfx_algosingleleg

ESP:{FWD, NDF}

RFS

Algo

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

AutobahnFX FIX Specification (Single---Leg) 3.5.3FIX.4.32025.08.05.WE.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.

FSS modes:

  • Passthru - PreviouslyQuoted ESP/RFS
  • Orders - Limit Orders
AvailableFXSpotStreamAvailableFXSpotStreamTakerPlatformfxspotstream_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-
AvailableIntegralCLOBMakerPlatformintegral_ocxrfs_makerOrdersRFS:{SPT, FWD, NDF, SWP}Integral MM API - OCX_StreamingFIX_OrdersMaker_API_1RFS_2.01v10b.pdfFIX.4.32020.3449.VEN.AIceberg, mid-point peg
In-flight risk mitigation
Max 1000m/s in 3s window
Essentially Maker ESP, no Last LookFixed Spot Roll.
AvailableIntegralMakerDropCopyPlatformintegral_rfs_makerstpRFSDropCopy:{SPT, FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10bSTP_1.0v10.pdfFIX.4.320202024.4910.VEN29.AWE-Fixed Spot Roll.
AvailableION GroupCLOBPlatformfidessa_ordersOrders:{FUT}BuySideFixRoeMay2019.pdfFIX.4.42020.20.VEN.ACertified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
AvailableLMAXMktData
CLOB
Maker		ECNlmaxMarketData:{SPT, NDF, FUT, CFD}
Orders:{SPT, NDF, FUT, CFD}
ESP:{SPT, NDF, FUT}		LMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.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.4.22020.38.VEN.A

Out of scope: EQT, IMM (Indices)

Out of scope: EQT, IMM (Indices)
Supports Maker ESP (

Supports Maker ESP (no Last-Look)

LMAX Interbank was decommissioned in 2023.

AvailableLSEG/RefinitivCLOBECNrefinitivlseg_mapiftgOrders:{SPT, SWP}NDF}lseg-cm-fx-trading-api-spec-v1.0.Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfFIXT.1.1, FIX.5.0SP220232024.0507.2524.WE.REHL9

NDFs only

LSEG Spot Matching migration cancelled

FIX extension package EP 100 or EP 171 required

AvailableLSEG/RefinitivMktDataDropCopyECNrefinitivlseg_matching_etaptgMarketDataDropCopy:{ SPT}NDF}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 requiredThomson_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.		InProgressLSEG/RefinitivMktDataECNrefinitiv_rto_etaMarketData:{FUT}TransportAPI_C_RDMUsageGuide_v3.6.7.L1.pdfC++-

Real-Time Optimised Market Data distribution platform hosted in AWS.

Current implementation will support B3 BRL futures only.

Please contact MarketFactory Support if other instruments are required.
AvailableLSEG/Refinitiv/FXallTakerMktDataECNfxallrefinitiv_matching_activetradingetaMarketData:{SPT, NDF}
Orders:{SPT, NDF}		Orderbook FIX Spec 1.5.1.pdfFIX.4.32021.07.09.WE}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/FXallMakerTakerECNfxall_activetrading_makerMarketData:{SPT, NDF}
OrdersESP:{SPT, NDF}		FXall Active Trading Market Make FIX Interface 2-4Orderbook FIX Spec 1.5.1.pdfFIX.4.4320232021.07.09.WE-
AvailableLSEG/Refinitiv/FXallMakerECNfxall_activetrading_makerESP:{SPT}FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.42023.11.11.24.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.
Out of Scope: Dropcopy
AvailableMorgan 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, SW
AvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WE-
AvailableParFXMktDataECNparfx_marketdataMarketData:{SPT}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.4.42022.11.03.WEIndicative/Tradeable
AvailableState Street/CurrenexMakerECNcurrenex_esp_makerESP:{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}
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-
AvailableXenfinUBSMktDataTakerCLOBLPECNxenfinubs_liquiditypoolalgoMarketDataAlgo:{SPT}UBS FX Execution Algo API v2.4.5.pdfFIX.4.32024.07.24.WE

-

AvailableXenfinMktData
CLOB		ECNxenfin_liquiditypoolMarketData:{SPT}
Orders: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)NatWest MarketsJPMorganTaker
Algo Orders		LPnatwestjpmorgan_fx_marketsalgoESPOrders:{SPT, FWD, NDF}Natwest Markets 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. 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)StandardCharteredSociété GénéraleTakerLPstandardchartered_s2bxsocgenESP:{SPT, FWD, NDF, SWP, NDS}}SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.42024.03.14.WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK}
Available (ESP)StandardCharteredTakerLPstandardchartered_s2bxESP:{SPT, FWD, NDF, SWP, NDS}S2BX_S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfFIX.4.42021.11.19.WE

Out of Scope:

  • RFQ:{SPT, FWD, NDF, SWP, NDS}
  • RFS:{SPT, FWD, NDF, SWP, NDS}
Available (ESP)State StreetTakerLPstatestreet_efxESP:{SPT, FWD, NDF}State Street FIX Order Spec_v1.8.3.pdfFIX.4.2
FIX.4.4		2023.03.02.WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF}B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.32021.12.21.WE

Incl. Metals

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS}
Projected 2024/Q2UBSTakerLPubs_algoAlgo:{SPT}---

-

DeprecatedCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntryFIX.4.22021.11.19.WE

Out of scope:

  • OPT
  • Quote workflow
  • Cross

Retained for Convenience Gateway

DeprecatedCME/NEX GroupDropCopyECNebs_cptDropCopy:{SPT,  NDF}EBS_CPTAPIv2.5.4InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_makerESP:{SPT, FWD, NDF}GTX_FIX_LP_Jun2019.pdfFIX.4.4-LastLook and Firm pricing
Anonymous(?)		2023.03.02.WEMarkets Supported:
  • EBS Market on CME Globex
DeprecatedCredit SuisseTakerLPcreditsuisse_serESP:{SPT, FWDInProgressLSEGCLOBECNlseg_ftgOrders:{SPT, NDF}lseg-cm-fx-trading-api-spec-v1.0FIX SPEC - CS FIX SER 2.04.pdfFIXT.1.1, FIX.5.0SP2--InProgressLSEGFIX.4.22021.08.03.WEM1 NDFs only
DeprecatedCürexMktDataECNlsegcurex_sbe_udpmarketdataMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE--}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 v2.1.4InProgressSociété GénéraleTakerLPsocgenESP:{SPT, FWD, NDF}SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.4-

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK}
Projected 2024/Q2LSEGDropCopyECNlseg_ptgDropCopy:{SPT}lseg-cm-post-trade-api-fix-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2--
2022.01.26.WEIncludes three markets:
- Index
- Large (FullAmt)
- P2P (min $10m, 15s)
DeprecatedProjected 2024/Q2LSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXP--
Projected 2024State Street/CurrenexMakerECNcurrenex_ouch_makerESP:{SPT}CXOuchMakerSpec_v23.pdfOUCH-Incl Currenex Full (Fill)
Projected 2024BTMUTakerLPbtmuTBCTBCFIX ???-aka MUFG
Projected 2024CitiTakerLPcitifx_espESP:{SPT, FWD, NDF}Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9.pdfFIX.4.4 -

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP}
Projected 2024CME/NEX GroupTakerECNebs_directESP:{SPT, NDF}EBS Direct 2.0 - Taker API Rules of EngagementFIX.4.4--
Projected 2024CME/NEX GroupMakerECNebs_direct_makerESP:{SPT, FWD, NDF, SWP,}EBS Direct 2.0 - Maker API Rules of EngagementFIX.4.4-

EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP}
Projected 2024CommerzbankTakerLPcommerzbank_commanderESP:{SPT, FWD, NDF, SWP, NDS}Commerzbank - Commander_Rules_Of_Engagement_Jan2014.pdfFIX.4.4-

Out of Scope:

  • RFQ:{SPT, FWD, NDF, SWP, NDS}
Projected 2024Euronext FXMktDataECNfastmatch_itchMarketData:{SPT}FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCH-MarketData only
Projected 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.5.0SP2-

Out 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.4.2-

Out of Scope:

  • FI
Projected 2024MOEXMktDataECNmoex_marketdataMarketData:{SPT, FWD}EN_Market_Data_Multicast_User_Guide_Ver_4_8.pdfFAST - FIXT.1.1, FIX.5.0SP2-

Out of Scope:

  • FI
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 2024State Street/CurrenexMakerECNcurrenex_nr_makerESP:{SPT}FIX_Maker_Spec_NR v1.0.pdfFIX.4.2--