...
TakerESP - FWD/NDF
TakerRFS - SPT/FWD/NDF/SWP/NDS
Supported Instruments
...
| Expand |
|---|
| Table Filter |
|---|
| totalrow | ,,,,, |
|---|
| hidelabels | false |
|---|
| sparkName | Sparkline |
|---|
| hidePane | true |
|---|
| sparkline | false |
|---|
| default | gatewayautobahnfx_namesingleleg |
|---|
| isFirstTimeEnter | false |
|---|
| cell-width | 150 |
|---|
| hideColumns | false |
|---|
| customNoTableMsg | false |
|---|
| disabled | false |
|---|
| enabledInEditor | false |
|---|
| globalFilter | false |
|---|
| id | 16929117771301750953526160_429300279-1311437457 |
|---|
| order | 0 |
|---|
| hideControls | true |
|---|
| inverse | false |
|---|
| disableSave | false |
|---|
| separator | Point (.) |
|---|
| labels | Venue |
|---|
| userfilter | Venue |
|---|
| datepattern | dd M yy |
|---|
| updateSelectOptions | false |
|---|
| worklog | 5|8|w d h m|w d h m |
|---|
| isOR | AND |
|---|
| | Table Excerpt Include |
|---|
| copytable | true |
|---|
| name | PassthruFields |
|---|
| page | Passthru Fields |
|---|
| type | page |
|---|
|
|
|
...
| Note |
|---|
|
- Streaming Spot - ABFX does not support Spot stream on autobahnfx_singleg. Instead they recommend autobahnfx_rapid for Spot streaming, which is located in CoLo for latency purposes.
- Streaming Swaps - Currently not supported by WE as suggested by the Venue due to capacity issues. Clients should Contact MarketFactory if this is required.
- MultiAllocations - PreTrade allocations are supported on
RFS session, but allocation side must match the leg side (i.e only positive allocation quantities are supported) .- PreTrade allocations are not supported on the ESP session.
- NonDeliverables - Near leg of the NonDeliverable Swap must be post Spot.
- RegulatoryBodies - MTF and SEF regulatories offered by the venue are applicable for MultiDealerPlatforms (I.e not applicable for individual clients)Swap Pricing - Swap pricing needs normalisation on WE due to the venue inconsistencies.
- Near Bid/Offer Allin price and ForwardPoints needs flipping in the Quote message for all swaps.
Bid and Offer Spot rates are flipped for Even swaps.
|
| Info |
|---|
| title | Supported/Unsupported Features |
|---|
|
Pricing QuoteRequest - LegSide must be TwoWay for both ESP and RFS
work flow.- requests.
QuoteRequest/NewOrderMultiLeg - MarketType must be Regular. Non Deliverables
Streaming Swaps are currently not supported. Clients should Contact MarketFactory if this is required. Venue does not support SPT tenor on NDS requests. NDS - can be traded as Onshore on
autobahnfx_singleg. But - this venue but this is set up at
the - the account
setup - level and needs to be agreed between the Client and the Venue.
QuoteRequest/NewOrderMultiLeg - LegSettlCurrency must be USD for Non Deliverables.
|