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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
BGC
Barclays
CLOB
DropCopy
ECN
LP
bgc
barx_
midfx
tcr
MarketData
DropCopy:{SPT
}
Orders:{SPT}eSpeed_FIX_4-4_API
, FWD, NDF, SWP, NDS}BARX_FX_TCR_ROE_4.5.3.pdfFIX.4.4
2023
2024.
08
10.25.WE

-

AvailableBGC
Taker
CLOB
LP
ECN
precision
bgc_
algo
midfx
Algo

Orders:{SPT}

Precision Algos FX FIX Spec V1.0
eSpeed_FIX_4-4_API.pdfFIX.4.
2
42023.
05
08.
19
25.WE-
Available
Bloomberg
BGC
Maker
DropCopyECN
bloomberg
bgc_
fxgo_maker
midfx
RFS

DropCopy:{SPT

, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}Fixbook Sell Side 5.0.13 Draft.

}

eSpeed_FIX_4-4_API.pdfFIX.4.4
2021
2024.
06
10.
11
17.WE

Split Settlement
On/Offshore NDFs
BTBS

-
Available
BNP Paribas
BGCTakerLP
bnpparibas
precision_
efx_streaming
algo
ESP
Algo:{SPT
, FWD, NDF
}
BNP Paribas eFX FIX API Streaming v1.3.5
Precision Algos FX FIX Spec V1.0.pdfFIX.4.
4
2
2021
2023.
04
05.
15
19.WE-
Available
Broadridge Financial
Bloomberg
CLOB
Maker
Platform
ECN
broadridge_ordersOrders:{FUT}
bloomberg_fxgo_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Fixbook Sell Side 5.0.13 Draft
Broadridge_Spec_v2.1.13
.pdfFIX.4.4
2022
2021.06.11.
03.FIX.4.2,
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.pdf

Also supports:

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

Orders:

{SPT}

BNP Paribas efx Algo FIX API v1.36.pdf
FIX.4.4
2020
2025.
47
06.
VEN.ASPT - FIX.4.2, NDF -
24.WE-
AvailableBNP ParibasTakerLPbnpparibas_efx_streamingESP:{SPT, FWD, NDF}BNP Paribas eFX FIX API Streaming v1.3.5.pdfFIX.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."
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_bookfeedMarketData
AvailableCboeFXMaker
CLOBECNcboefx_fixproxyESP
:{SPT, NDF}
Orders:{SPT, NDF}FIXProxy
BookFeed_Spec
v6.13
-v3.5.1.pdfFIX.4.2, FIX.4.4
2021
2020.
01
47.
22
VEN.
WE
ASPT - 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-v1.84
FIXProxy_Spec v6.13.pdf
ITCH2022.06AvailableCeler TechnologiesTakerPlatformcelertechESP:{SPT, NDF}Celer Taker Maker spec v3.12 - March2021.pdf
FIX.4.2, FIX.4.42021.01.22.WE
Also supports the Cboe Central CLOB.
OrderDepth.
SPT - FIX.4.2, NDF - FIX.4.4
2021.05.10.WETechnology Provider
LD4 - NDF/SpotAvailableCitiTakerLPciti_coloESP:{SPT}Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.42020.49.VEN.A-DeprecatedCME/NEX GroupCLOBECNcme_ilink2Orders:{FUT}iLink2 Order EntryFIX.4.22021.11.19.WE
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-

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.

Deprecated
AvailableCME/NEX Group
DropCopy
CLOBECNebs_market_ilink3_
cpt
sbe
DropCopy
Orders:{SPT,
 
NDF}
EBS_CPTAPIv2.5.4.pdfFIX2023.03.02.WEMarkets Supported:
  • EBS Market on CME Globex
AvailableCME/NEX GroupCLOBECNebs_market_ilink3_sbeOrders:{SPT,NDF}iLink 3 Binary Order Entry - EBS Market on CME Globex
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
AvailableDeutsche Börse/360TMktData
CLOB		ECNt360_gtxMarketData:{SPT, FWD, NDF}
Orders
DeprecatedCredit SuisseTakerLPcreditsuisse_serESP
:{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
-
DeprecatedCürex
AvailableDeutsche 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.
DeprecatedCürex
AvailableDeutsche 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
Maker
CLOB
ECNt360_
gtx
tex_maker
MarketData
RFS:{SPT, FWD, NDF
}
Orders:{SPT, FWD, NDF}GTX
, SWP, NDS, 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
AutobahnFX Algo FIX Specification 2.4.9.pdfFIX.4.4
2020
2024.
47
06.
VEN
21.
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.
WE
AvailableDeutscheBankTakerLPautobahnfx_rapidESP
AvailableDeutsche Börse/360TTakerECNt360_texRFS
:{SPT,
FWD,
NDF
, SWP, NDS, BLK, NDB
}
360T_RFS_FIX_MarketTaker_v13
AutobahnFX 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/360TMakerECNt360_tex_maker

:

  • 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}

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

, BLK, NDB}360T-RFQ_FIX_MarketMaker_v1.17.0.pdf

}

AutobahnFX FIX Specification (Single-Leg) 3.5.3FIX.4.
4
3
2021
2025.08.
20
05.WE
Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options StrategiesAvailableDeutscheBankTakerLPautobahnfx_algoAlgo:{SPT}AutobahnFX Algo FIX Specification 2.4.9.
.RHEL9Spot ESP supported via autobahnfx_rapid.
AvailableEdgewater MarketsTakerLPedgewater_marketsMarketData:{SPT, NDF}
Orders:{SPT, NDF}		Edgewater API v1.01.pdfFIX.4.
4
2
2024
2020.51.
06.21.WE
VEN.A1M NDFs only.
Available
DeutscheBankTakerLPautobahnfx_rapid
Euronext FXMktData
CLOB		ECNfastmatch_autoexMarketData:{SPT, NDF}
Orders
ESP
:{SPT, NDF}
AutobahnFX RAPID
FASTMATCH FIX Protocol Specification
v1
CLIENT 4.
7
0.
2
3.pdfFIX.4.2, FIX.4.4
2022
2021.
05
04.
13
29.WE
NDFs 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 4.1.6
AvailableEdgewater MarketsTakerLPedgewater_marketsMarketData:{SPT, NDF}
Orders:{SPT, NDF}Edgewater API v1.01
.pdfFIX.4.2
2020
2022.
51
10.
VEN
13.
A
WE-
1M NDFs only.
Available
Euronext
Fenics FXMktData
CLOB		ECN
fastmatch_autoex
FenicsFXMarketData:{SPT
, NDF
}
Orders:{SPT
, NDF}FASTMATCH FIX Protocol Specification CLIENT 4.0.3.pdf
}Seelucera_lumefxFIX.4.2
, FIX.4.42021.04.29.WEWhilst spec'd FWD are not actually supported so OOS.
Incl. Metals
Additional order types:
Auction - SafeMatch
PeggedAvailableEuronext FXMakerECNfastmatch_stream_maker
2022.01.26.WELucera API.
AvailableFXSpotStreamTakerPlatformfxspotstreamESP:{SPT, FWD, NDF}
FASTMATCH Stream FIX Specification 4.1.6.
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}		FSS - FIX ROE Specification_v1_5_3.pdfFIX.4.
2
4
2022
2021.
10
07.
13
09.WE

RFS require separate FIX sessions for Quotes and Orders.

FSS modes:

  • Passthru - PreviouslyQuoted ESP/RFS
  • Orders - Limit Orders
Available
Fenics FX
FXSpotStream
MktData
Taker
CLOB
Platform
ECNFenicsFX
fxspotstream_algo

Orders

MarketData

:{SPT, NDF}

Orders

Algo:{SPT

}See lucera_lumefx

, NDF}

FSS - Resting & Algo Orders FIX Specification - v1.1.pdfFIX.
4
5.
2
0SP2
2022
 2023.
01
03.
26
21.WE
Lucera API.
-
AvailableFXSpotStream
Taker
CLOBPlatformfxspotstream
ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
_midmatchOrders:{SPT
, FWD, NDF
}FSS
- FIX ROE Specification
_
v1
MidMatchService_
5
RulesOfEngagement_
3
v1.16.pdfFIX.4.4
2021
2022.
07
06.
09
22.WE
RFS require separate FIX sessions for Quotes and Orders.
-
Available
FXSpotStream
HSBCTaker
Platform
LP
fxspotstream
hsbc_fx_
algo
mds
Orders
ESP:{SPT,
NDF}
Algo:{SPT
FWD, NDF}
FSS - Resting & Algo Orders FIX Specification - v1.1
HSBC_FX_MDS_API_FIX_Specification_V3.2.pdfFIX.
5
4.
0SP2
4
 2023
2021.
03
11.
21
04.WE
-
"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
AvailableIntegralMakerPlatformintegral_esp_makerESP
AvailableFXSpotStreamCLOBPlatformfxspotstream_midmatchOrders
:{SPT}
FSS_MidMatchService_RulesOfEngagement_v1.16
Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfFIX.4.
4
3
2022
2020.
06
49.
22
VEN.
WE
A-
Available
HSBC
Integral
Taker
Maker
LP
Platform
hsbc
integral_
fx
rfs_
mds
maker
ESP
RFS:{SPT, FWD, NDF, SWP}
HSBC
Integral_
FX
FIX_
MDS
Maker_API_
FIX
RFS_
Specification_V3
2.
2
1v10b.pdfFIX.4.
4
3
2021
2020.
11
49.
04
VEN.
WE"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
AFixed Spot Roll.
AvailableIntegral
Maker
DropCopyPlatformintegral_
esp_maker
stp
ESP
DropCopy:{SPT, FWD, NDF, SWP}Integral_
FXCloud
FIX_
ESP_FIX_Provider_API_Guide_2.1v6
STP_1.0v10.pdfFIX.4.3
2020
2024.
49
10.
VEN
29.
A
WE-
Available
Integral
ION GroupCLOBPlatform
integral
fidessa_
ocx_maker
ordersOrders:{
SPT
FUT}
Integral MM API - OCX_Streaming_Orders_API_1.0
BuySideFixRoeMay2019.pdfFIX.4.
3
42020.
34
20.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
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 v2.8.5.pdfFIX.4.
3
22020.
49
38.VEN.A
Fixed 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, OPTAvailableLMAXMktData
CLOB
MakerECNlmaxMarketData:{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
MakerECNlmaxMarketData:{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 requiredAvailableLSEG/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
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.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 supportedAvailableRBCTakerLPrbc_tradingESP:{SPT}RBC Trading FX SER API - FIX44-v2.1.3-efg.docFIX.4.42022.11.03.WEIndicative/TradeableAvailableState Street/CurrenexMakerECNcurrenex_esp_maker

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_espESP:{SPT, FWD, NDF, SWP, NDS}
FIX-ESP-Maker-Spec v1.26
Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.
4
2
2023
2021.
12
10.
06
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 11.3Available
Swaps: ON, TN, SN, SW
AvailableNomuraTakerLPnomura_espESP:{SPT, FWD, NDF}Nomura FX Streaming FIX RoE - v1.2.pdfFIX.4.42021.12.07.WE-
AvailableParFX
State Street/Currenex
MktDataECN
currenex
parfx_
now_itch
marketdataMarketData:{SPT}
Currenex_NOW_Itch_Specification_v10.pdfITCH2023.09.08.WENo delay for Paid/Give Ticker as of 11.3
ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.42023.07.06.WE-
AvailableParFX
AvailableState Street/Currenex
CLOBECN
currenex
parfx_
ouch
ordersOrders:{SPT
, FWD
}
CXOuchOrderServiceSpec v23.pdfOUCH2023.02.02.WE-AvailableState Street/CurrenexMakerECNcurrenex_rfs_makerRFS:{SPT, FWD, NDF, SWP, NDS}FIX-RFQ-Maker-Spec v16.pdf
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
2020
2022.
43
11.
VEN
03.
B
WE
-
Indicative/Tradeable
Available
Xenfin
State Street/CurrenexMaker
MktData
CLOB
ECN
xenfin
currenex_esp_
liquiditypool
maker
MarketData
ESP:{SPT
}
Orders:{SPT
, FWD, NDF, SWP, NDS}
Xenfin FIX Specification 20191112
FIX-ESP-Maker-Spec v1.26.pdfFIX.4.42023.
02
12.
02
06.WE
Additional order types:
Stop
StopLimit
LimitStop
Pegged

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
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 tradingAvailable (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 OrdersLPgsfxESP:{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, SWP, NDS}
JPMC FX FIX Specification v1.14.06 December 2020.
FIX-RFQ-Maker-Spec v16.pdfFIX.4.
2
4
2021
2020.
07
43.
01
VEN.
WE

Out of Scope:

  • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Available (ESP)NatWest MarketsTaker
Algo OrdersLPnatwest_marketsESP:{SPT, FWD, NDF}Natwest Markets FX FIX Rules of Engagement v5.0.38
B-
AvailableUBSTakerLPubs_algoAlgo:{SPT}UBS FX Execution Algo API v2.4.5.pdfFIX.4.
4
3
2021
2024.
12
07.
21
24.WE

Out of Scope:

-

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

    Additional order types:

    • Stop
    • StopLimit
    • LimitStop
    • Pegged
    AvailableXTX Markets
    Saxo Bank
    TakerLP
    saxo
    xtx_
    direct
    eutheniaESP:{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 Générale
    BarclaysTakerLP
    socgen
    barxESP:{SPT, FWD, NDF, SWP, NDS}
    SGCIB FIX 4.4 Protocol V1.3.g
    Barclays_BARX FX FIX ROE_v4.6.2.pdfFIX.4.
    4
    2
    2024
    2021.
    03
    11.
    14
    04.WE

    RFQ:Quote TTL

    Out of Scope:

    • RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Available (ESP)
    StandardChartered
    Goldman SachsTaker
    Algo Orders    		LP
    standardchartered_s2bx
    gsfxESP:{SPT, FWD, NDF
    , SWP, NDS
    }
    S2BX_
    GS FX
    _FIX_ROE_V4.8_APRIL2020_v1
    FIX Specification v7.17.pdfFIX.4.42021.11.
    19
    11.WE

    Out of Scope:

    • ESP Fixing/Marker Orders
    • RFS
    RFQ
    • :{SPT, FWD, NDF, SWP,
    NDS
    • BLK}, Rolls
    RFS
    • Orders:{SPT
    , FWD, NDF, SWP, NDS
    • }
    Available (ESP)
    State Street
    JPMorganTakerLP
    statestreet
    jpmorgan_
    efx
    fxESP:{SPT, FWD, NDF}
    State Street FIX Order Spec_
    JPMC FX FIX Specification v1.
    8
    14.
    3
    06 December 2020.pdfFIX.4.2
    FIX
    2021.
    4
    07.
    42023.03.02.
    01.WE

    Out of Scope:

    • RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
    Available (ESP)
    UBS
    JPMorgan
    Taker
    Algo OrdersLP
    ubs
    jpmorgan_fx_
    fx2b
    algo
    ESP
    Orders:{SPT
    , FWD, NDF
    }
    B2B_FIX_Rules_of_Engagement 1_45
    JPMC FX FIX Algo Specification V 1.93.pdfFIX.4.
    3
    2
    2021
     2025.
    12
    11.
    21
    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_marketsESP
    InProgressBAMLTakerLPbamlRFS
    :{SPT, FWD, NDF}
    InstinctFX-FIX Message Specification v9.7.7.6.4.8
    Natwest Markets FX FIX Rules of Engagement v5.0.38.pdfFIX.4.4
    -

    Certification Pending

    InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_maker
    2021.12.21.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(?)AvailableLSEGCLOBECNlseg_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 MUFGProjected 2025CitiTakerLPcitifx_esp
    • , 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_fx2bESP:{SPT, FWD, NDF}
    Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9
    B2B_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 2025
    DeprecatedCME/NEX Group
    Taker
    CLOBECN
    ebs
    cme_
    direct
    ilink2
    ESP
    Orders:{
    SPT, NDF}EBS Direct 2.0 - Taker API Rules of Engagement
    FUT}iLink2 Order EntryFIX.4
    .4--
    .22021.11.19.WE

    Out of scope:

    • OPT
    • Quote workflow
    • Cross

    Retained for Convenience Gateway

    Deprecated
    Projected 2025
    CME/NEX Group
    Maker
    DropCopyECNebs_
    direct_maker
    cpt
    ESP
    DropCopy:{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}
    2023.03.02.WEMarkets Supported:
    • EBS Market on CME Globex
    DeprecatedCredit Suisse
    Projected 2025Commerzbank
    TakerLP
    commerzbank
    creditsuisse_
    commander
    serESP:{SPT, FWD, NDF
    , SWP, NDS
    }
    Commerzbank - Commander_Rules_Of_Engagement_Jan2014
    FIX SPEC - CS FIX SER 2.04.pdfFIX.4.
    4-

    Out of Scope:

    • RFQ:{SPT, FWD, NDF, SWP, NDS}
    Projected 2025
    22021.08.03.WEM1 NDFs only
    DeprecatedCürex
    Euronext FX
    MktDataECN
    fastmatch
    curex_
    itch
    marketdataMarketData:{SPT}
    FASTMATCH ITCH Protocol Specification CLIENT v1.2
    Cürex FIX Market Data API v2.1.pdf
    ITCH-MarketData onlyProjected 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
    Projected 2025IntegralMktDataPlatformintegral_ocx_marketdataMarketData:{SPT}OCX_Market_Data_API_1.0v12
    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 v9.7.7.6.4.8.pdfFIX.4.
    3
    4-
    -

    Certification Pending

    Projected 2025
    UATIntegralCLOBPlatformintegral_ocx_
    orders
    makerOrders:{SPT}Integral MM API - OCX_
    Order
    Streaming_
    Entry
    Orders_API_1.
    0v5
    0.pdfFIX.4.3
    --Projected 2025JumpTradingTakerLPjump_liquidityESP:{SPT, NDF, CFD, FUT}JLQD_CptyFIXSpec_v2.2.pdfFIX.4.2-

    Out of Scope:

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

    Out of Scope:

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