The Lab

Expand all   Collapse all

Versions Compared

Old Version 84

changes.mady.by.user Sadat Tafader

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


08031104202120120620210701WE19442023.03.02.1221
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_API.Fixbook 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 v1.3.5Precision 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)

Singapore Exchange
Singapore Exchange Derivatives
Euronext Paris
Euronext Amsterdam
Borsa Italiana IDEM

Also supports:

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

Orders:

{SPT}

BNP Paribas efx Algo FIX API v1.36.pdfAvailableCboeFXMktDataECNcboefx_bookfeedMarketData:{SPT, NDF}BookFeed_Spec-v3.5.1.pdfFIX.4.2, FIX.4.420202025.4706.VEN.A24.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."		2021.04.15.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_bookfeedMarketDataAvailableCboeFXMaker
CLOB		ECNcboefx_fixproxyESP:{SPT, NDF}Orders:{SPT, NDF}FIXProxyBookFeed_Spec v6.13-v3.5.1.pdfFIX.4.2, FIX.4.420212020.0147.22VEN.WEASPT - 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, 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-v1.84FIXProxy_Spec v6.13.pdfITCHFIX.4.2, FIX.4.42021.012022.06.22.WEAlso supports the Cboe Central CLOB.
OrderDepth.		AvailableCeler TechnologiesTakerPlatformcelertechESP:{SPT, NDF}Celer Taker Maker spec v3.12 - March2021.pdfSPT - FIX.4.2, NDF - FIX.4.4
2021.05.10.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-
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_ilink2Orders:{FUT}iLink2 Order EntryFIX.4.22021.11.19.WE

Out of scope:

  • OPT
  • Quote workflow
  • Cross
Retained for Convenience Gateway
AvailableCME/NEX GroupCLOBECNcme_ilink3_sbeOrders:{FUT}iLink3 Binary Order EntrySBE, FIXP2024.08.15.WE.REL9

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 GroupDropCopyECNcme_stpDropCopy:{SPT, NDF}CME 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 GroupDropCopyCLOBECNebs_cptmarket_ilink3_sbeOrdersDropCopy:{SPT,  NDF}EBS_CPTAPIv2.5.4.pdfFIX2023.03.02.WEMarkets Supported:
  • EBS Market on CME Globex
iLink 3 Binary Order Entry - EBS Market on CME GlobexAvailableCME/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
AvailableCredit SuisseTakerLPcreditsuisse_serDeutsche Börse/360TMktData
CLOB		ECNt360_gtxMarketData:{SPT, FWD, NDF}
OrdersESP:{SPT, FWD, NDF}		FIX SPEC - CS FIX SER 2.04GTX_FIX_RoE_Oct2019.pdfFIX.4.242021.11.04.WEM1 NDFs only-
AvailableCürexDeutsche Börse/360TMakerMktDataECNcurext360_supersonic_marketdatamakerMarketDataESP:{SPT}Cürex FIX Market Data API v2.1360T-SuperSonicTex_FIX_MarketMaker_v1.7.0.pdfFIX.4.420232020.0247.02VEN.WEA"Some systems support transport layer FIXT.1.1 and application layer FIX.5.0."Spot only - no Benchmark
Whilst spec'd Fwd/Swap FWD, NDF, SWP, NDS, FUT are not actually supported so OOS.
AvailableCürexDeutsche Börse/360TTakerCLOBECNcurext360_orderstexOrdersRFS:{SPT}, FWD, NDF, SWP, NDS, BLK, NDB}360T_RFS_FIX_MarketTaker_v13.7.Cürex Bank Algo FIX API v2.1.4.pdfFIX.4.420222024.0102.2622.WEIncludes three markets:
- Index
- Large (FullAmt)
- P2P (min $10m, 15s)Bank Basket functionality also supported.
AvailableDeutsche Börse/360TMktData
CLOBMaker		ECNt360_gtxtex_makerMarketDataRFS:{SPT, FWD, NDF}
Orders:{SPT, FWD, NDF}, SWP, NDS, BLK, NDB}		360T-RFQGTX_FIX_RoE_Oct2019MarketMaker_v1.17.0.pdfFIX.4.42021.08.20.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
AvailableDeutscheBankTakerLPautobahnfx_algoAlgoAvailableDeutsche Börse/360TMakerECNt360_supersonic_makerESP:{SPT}360T-SuperSonicTex_FIX_MarketMaker_v1.7.0AutobahnFX Algo FIX Specification 2.4.9.pdfFIX.4.420202024.4706.VEN21.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/360TTakerECNt360_texWE
AvailableDeutscheBankTakerLPautobahnfx_rapidESPRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T_RFS_FIX_MarketTaker_v13AutobahnFX RAPID FIX Specification v1.7.2.pdfFIX.4.42022.05.13.WE

NDFs Supported since release 2024.

02

04.

22

08.WE

Bank Basket functionality also supported.AvailableDeutsche Börse/360T

:

  • 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}

MakerECNt360_tex_maker

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

, BLK, NDB}

}

AutobahnFX FIX Specification (Single-Leg) 3.5.3360T-RFQ_FIX_MarketMaker_v1.17.0.pdfFIX.4.432025.08.05.WEOut of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies.RHEL9Spot ESP supported via autobahnfx_rapid.
AvailableEdgewater MarketsTakerLPedgewater_marketsMarketData:{SPT, NDF}
Orders:{SPT, NDF}		Edgewater API v1.01.AvailableDeutscheBankTakerLPautobahnfx_algoAlgo:{SPT}AutobahnFX Algo FIX Specification 2.4.9.pdfFIX.4.4220242020.51.06.21.WEVEN.A1M NDFs only.
AvailableDeutscheBankTakerLPautobahnfx_rapidEuronext FXMktData
CLOB		ECNfastmatch_autoexMarketData:{SPT, NDF}
OrdersESP:{SPT, NDF}		AutobahnFX RAPID FASTMATCH FIX Protocol Specification v1CLIENT 4.70.23.pdfFIX.4.2, FIX.4.420222021.0504.1329.WENDFs Supported since release 2024.04.08.WE:
- APAC NDF pairs and BRL BMF1 LATAM NDF
- SG1 Colo
- 8am-5pm SGT (not 24/6)
- 1M Tenor Only [BMF1 for BRL]

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 4.1.6AvailableEdgewater MarketsTakerLPedgewater_marketsMarketData:{SPT, NDF}
Orders:{SPT, NDF}		Edgewater API v1.01.pdfFIX.4.220202022.5110.VEN13.AWE-1M NDFs only.
AvailableEuronext Fenics FXMktData
CLOB		ECNfastmatch_autoexFenicsFXMarketData:{SPT, NDF}
Orders:{SPT, NDF}}		Seelucera_lumefxFASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdfFIX.4.2, FIX.4.42021.04.29.WEWhilst spec'd FWD are not actually supported so OOS.
Incl. Metals
Additional order types:
Auction - SafeMatch
Pegged		AvailableEuronext FXMakerECN2022.01.26.WELucera API.
AvailableFXSpotStreamTakerPlatformfxspotstreamfastmatch_stream_makerESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}		FSS - FIX ROE Specification_v1_5_3.FASTMATCH Stream FIX Specification 4.1.6.pdfFIX.4.2420222021.1007.1309.WE

RFS require separate FIX sessions for Quotes and Orders.

FSS modes:

  • Passthru - PreviouslyQuoted ESP/RFS
  • Orders - Limit Orders
AvailableFenics FXFXSpotStreamMktDataTakerCLOBPlatformECNFenicsFXfxspotstream_algo

Orders

MarketData

:{SPT, NDF}

Orders

Algo:{SPT

}

, NDF}

FSS - Resting & Algo Orders FIX Specification - v1.1.pdfSee lucera_lumefxFIX.45.20SP22022 2023.0103.2621.WELucera API.-
AvailableFXSpotStreamTakerCLOBPlatformfxspotstream_midmatchESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}		FSS - FIX ROE Specification_v1MidMatchService_5RulesOfEngagement_3v1.16.pdfFIX.4.420212022.0706.0922.WERFS require separate FIX sessions for Quotes and Orders.-
AvailableFXSpotStreamHSBCTakerPlatformLPfxspotstreamhsbc_fx_algomdsOrdersESP:{SPT, NDF}
Algo:{SPTFWD, NDF}		FSS - Resting & Algo Orders FIX Specification - v1.1HSBC_FX_MDS_API_FIX_Specification_V3.2.pdfFIX.54.0SP24 20232021.0311.2104.WE-"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
AvailableIntegralMakerPlatformintegral_esp_makerESPAvailableFXSpotStreamCLOBPlatformfxspotstream_midmatchOrders:{SPT}FSS_MidMatchService_RulesOfEngagement_v1.16Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfFIX.4.4320222020.0649.22VEN.WEA-
AvailableHSBCIntegralTakerMakerLPPlatformhsbcintegral_fxrfs_mdsmakerESPRFS:{SPT, FWD, NDF, SWP}HSBCIntegral_FXFIX_MDSMaker_API_FIXRFS_Specification_V32.21v10b.pdfFIX.4.4320212020.1149.04VEN.WEAFixed Spot Roll."Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
AvailableIntegralMakerDropCopyPlatformintegral_esp_makerstpESPDropCopy:{SPT, FWD, NDF, SWP}Integral_FXCloudFIX_ESP_FIX_Provider_API_Guide_2.1v6STP_1.0v10.pdfFIX.4.320202024.4910.VEN29.AWE-
AvailableIntegralION GroupCLOBPlatformintegralfidessa_ocx_makerordersOrders:{SPTFUT}Integral MM API - OCX_Streaming_Orders_API_1.0BuySideFixRoeMay2019.pdfFIX.4.342020.3420.VEN.AIceberg, 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}Certified 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 v2.8.5Integral_FIX_Maker_API_RFS_2.1v10b.pdfFIX.4.322020.4938.VEN.AFixed Spot Roll.AvailableION GroupCLOBPlatformfidessa_ordersOrders:{FUT}BuySideFixRoeMay2019.pdfFIX.4.42020.20.VEN.ACertified for LME, ICE EU and ICE US

LMAX Exchange API - almost identical to LMAX interbank.
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)
Supports Maker ESP (no Last-Look)

LMAX Interbank was decommissioned in 2023.

AvailableLSEGOrdersECNlseg_ftgOrders: { NDF}LSEG-FX-Trading-API-Spec-v1.5.1.pdfFIXT.1.1, FIX.5.0SP22024.07.24.WE.REHL9-
AvailableLSEGDropCopyECNlseg_ptgDropCopy:{ NDF}LSEG-FX-Post-Trade-API-Spec-1.5.pdfFIXT.1.1, FIX.5.0SP22024.10.07.WE.REHL9-
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_makerESP:{SPT}FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.42023.11.24.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

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_ftgOrders:{SPT, NDF}lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP22024.07.24.WE.REHL9

NDFs only

LSEG Spot Matching migration cancelled

AvailableLSEGDropCopyECNlseg_ptgDropCopy:{ 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 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_makerESP:{SPT}FXall Active Trading Market Make FIX Interface 2-4.pdfFIX.4.42023.11.24.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_espAvailableState Street/CurrenexMakerECNcurrenex_esp_makerESP:{SPT, FWD, NDF, SWP, NDS}FIX-ESP-Maker-Spec v1.26Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.4220232021.10.08.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
Swaps: ON, TN, SN, SW
AvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WE-
AvailableParFXAvailableState Street/CurrenexMktDataECNcurrenexparfx_now_itchmarketdataMarketData:{SPT}Currenex_NOW_Itch_Specification_v10.pdfITCH2023.09.08.WENo delay for Paid/Give Ticker as of 11.3ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.42023.07.06.WE-
AvailableParFXAvailableState Street/CurrenexCLOBECNcurrenexparfx_ouchordersOrders:{SPT, FWD}CXOuchOrderServiceSpec v23.pdfOUCH2023.02.02.WE-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.docAvailableState Street/CurrenexMakerECNcurrenex_rfs_makerRFS:{SPT, FWD, NDF, SWP, NDS}FIX-RFQ-Maker-Spec v16.pdfFIX.4.420202022.4311.VEN03.BWE-Indicative/Tradeable
AvailableXenfinState Street/CurrenexMakerMktData
CLOB		ECNxenfincurrenex_esp_liquiditypoolmakerMarketDataESP:{SPT}
Orders:{SPT, FWD, NDF, SWP, NDS}		Xenfin FIX Specification 20191112FIX-ESP-Maker-Spec v1.26.pdfFIX.4.42023.0212.0206.WEAdditional 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}

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_makerRFSAvailable (ESP)JPMorganTakerLPjpmorgan_fxESP:{SPT, FWD, NDF, SWP, NDS}JPMC FX FIX Specification v1.14.06 December 2020.FIX-RFQ-Maker-Spec v16.pdfFIX.4.242020.43.VEN.B-
AvailableUBSTakerLPubs_algoAlgo:{SPT}UBS FX Execution Algo API v2.4.5

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Available (ESP)NatWest MarketsTaker
Algo Orders		LPnatwest_marketsESP:{SPT, FWD, NDF}Natwest Markets FX FIX Rules of Engagement v5.0.38.pdfFIX.4.4320212024.1207.2124.WE

-

AvailableXenfinMktData
CLOB		ECNxenfin_liquiditypoolMarketData:{SPT

Out of Scope:

  • FXTimeOption (similar to FWD)
  • OPT
  • Fixing Orders
    • RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Orders:{SPT}    		Xenfin FIX Specification 20191112.pdfFIX.4.42023.02.02.WE

    Additional order types:

    • Stop
    • StopLimit
    • LimitStop
    • Pegged
    AvailableXTX MarketsAvailable (ESP)Saxo BankTakerLPsaxoxtx_directeutheniaESP:{SPT}Saxo Bank FIX specification v3.10.pdfFIX4.42021.11.19.WE, 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)Société GénéraleBarclaysTakerLPsocgenbarxESP:{SPT, FWD, NDF, SWP, NDS}SGCIB FIX 4.4 Protocol V1.3.gBarclays_BARX FX FIX ROE_v4.6.2.pdfFIX.4.4220242021.0311.1404.WE

    RFQ:Quote TTL

    Out of Scope:

    • RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Available (ESP)StandardCharteredGoldman SachsTaker
    Algo Orders    		LPstandardchartered_s2bxgsfxESP:{SPT, FWD, NDF, SWP, NDS}S2BX_GS FX _FIX_ROE_V4.8_APRIL2020_v1FIX Specification v7.17.pdfFIX.4.42021.11.11.WE

    Out of Scope:

    • ESP Fixing/Marker Orders
    • RFSRFQ:{SPT, FWD, NDF, SWP, NDSBLK}, RollsRFS
    • Orders:{SPT, FWD, NDF, SWP, NDS}
    Available (ESP)State StreetJPMorganTakerLPstatestreetjpmorgan_efxfxESP:{SPT, FWD, NDF}State Street FIX Order Spec_JPMC FX FIX Specification v1.814.306 December 2020.pdfFIX.4.2FIX2021.07.01.WE

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Available (ESP)UBSJPMorganTakerAlgo OrdersLPubsjpmorgan_fx_fx2balgoESPOrders:{SPT, FWD, NDF}B2B_FIX_Rules_of_Engagement 1_45JPMC FX FIX Algo Specification V 1.93.pdfFIX.4.322021 2025.11.06.WE

    Incl. Metals

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS}
    • Algo GTC orders to be supported 
    Available (ESP)NatWest MarketsTaker
    Algo Orders    		LPnatwest_marketsESPInProgressBAMLTakerLPbamlRFS:{SPT, FWD, NDF}InstinctFX-FIX Message Specification v9.7.7.6.4.8Natwest Markets FX FIX Rules of Engagement v5.0.38.pdfFIX.4.4-

    Certification Pending

    		InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_maker2021.12.21.WE

    Out of Scope:

    • FXTimeOption (similar to FWD)
    • OPT
    • Fixing Orders
    • RFQ
    ESP
    • :{SPT, FWD, NDF
    }    		GTX_FIX_LP_Jun2019.pdfFIX.4.4-LastLook and Firm pricing
    Anonymous(?)
    InProgressLSEGCLOBECNlseg_ftgOrders:{SPT, NDF}lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2--
    InProgressLSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXP--
    InProgressLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE--
    InProgressLSEG/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 2024/Q2UBSTakerLPubs_algoAlgo:{SPT}UBS FX Execution Algo API v2.4.5.pdfFIX.4.32024.07.24.WE

    -

    Projected 2025BTMUTakerLPbtmuTBCTBCFIX ???-aka MUFG
    • , 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 GénéraleTakerLPsocgenESP:{SPT, FWD, NDF}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_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_fx2bProjected 2025CitiTakerLPcitifx_espESP:{SPT, FWD, NDF}Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.4 -.32021.12.21.WE

    Incl. Metals

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS}
    Projected 2025DeprecatedCME/NEX GroupTakerCLOBECNebscme_directilink2ESPOrders:{SPT, NDF}FUT}iLink2 Order EntryEBS Direct 2.0 - Taker API Rules of EngagementFIX.4.4--.22021.11.19.WE

    Out of scope:

    • OPT
    • Quote workflow
    • Cross

    Retained for Convenience Gateway

    DeprecatedProjected 2025CME/NEX GroupMakerDropCopyECNebs_direct_makercptESPDropCopy:{SPT, FWD,   NDF, SWP,}EBS Direct 2.0 - Maker API Rules of Engagement_CPTAPIv2.5.4.pdfFIX.4.4-

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

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP}
    		Projected 20252023.03.02.WEMarkets Supported:
    • EBS Market on CME Globex
    DeprecatedCredit SuisseCommerzbankTakerLPcommerzbankcreditsuisse_commanderserESP:{SPT, FWD, NDF, SWP, NDS}Commerzbank - Commander_Rules_Of_Engagement_Jan2014FIX SPEC - CS FIX SER 2.04.pdfFIX.4.4-

    Out of Scope:

    • RFQ:{SPT, FWD, NDF, SWP, NDS}
    		22021.08.03.WEM1 NDFs only
    DeprecatedCürexProjected 2025Euronext FXMktDataECNfastmatchcurex_itchmarketdataMarketData:{SPT}FASTMATCH ITCH Protocol Specification CLIENT v1.2Cürex FIX Market Data API v2.1.pdfITCH-MarketData only
    Projected 2025ICAPMktDataECNicap_fusion_marketdataMarketData:{NDF, NDS}FX NDF Market Data FIX Specification v0.5.docxFIXT.1.1, FIX.5.0SP2--
    Projected 2025ICAPCLOBECNicap_fusion_ordersOrders:{NDF, NDS}ICAP GTN FIX 5.0 Specification v1.5.pdfFIXT.1.1, FIX.5.0SP2-

    Out of scope:

    • Corp. bonds
    • CDS
    FIX.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 v9.7.7.6.4.8Projected 2025IntegralMktDataPlatformintegral_ocx_marketdataMarketData:{SPT}OCX_Market_Data_API_1.0v12.pdfFIX.4.34--

    Certification Pending

    Projected 2025UATIntegralCLOBPlatformintegral_ocx_ordersmakerOrders:{SPT}Integral MM API - OCX_OrderStreaming_EntryOrders_API_1.0v50.pdfFIX.4.3--
    Projected 2025JumpTradingTakerLPjump_liquidityESP:{SPT, NDF, CFD, FUT}JLQD_CptyFIXSpec_v2.2.pdfFIX.4.2-

    Out of Scope:

    • FI
    2020.34.VEN.AIceberg, mid-point peg
    In-flight risk mitigation
    Max 1000m/s in 3s window
    Essentially Maker ESP, no Last Look.
    UATLSEGProjected 2025MOEXMktDataECNmoexlseg_marketdatasbeMarketData:{SPT, FWD}EN_Market_Data_Multicast_User_Guide_Ver_4_8.pdfFAST - FIXT.1.1, FIX.5.0SP2-

    Out of Scope:

    • FI
    Projected 2025State Street/CurrenexMakerECNcurrenex_nr_makerESP:{SPT}FIX_Maker_Spec_NR v1.0.pdfFIX.4.2--
    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 2025State Street/CurrenexMakerECNcurrenex_ouch_makerESP:{SPT}CXOuchMakerSpec_v23.pdfOUCH-Incl Currenex Full (Fill)