Page History

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FXSpotStream is a connectivity provider with access to multiple bank liquidity providers (LPs).

Supported Instruments

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PreviouslyQuoted

Market

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IOC

FOK

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PreviouslyQuoted

Market

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IOC

FOK

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BKN
TOD, TOM
D1, D2, D3, D4
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30

PreviouslyQuoted

Market

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IOC

FOK

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FOK

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BKN
TOD, TOM
D1, D2, D3, D4
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30

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FOK

Expand

Table Filter

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Table Excerpt Include

name	SupportedInstruments
merge-tables	true
page	Supported Instruments
type	page

Please refer to Supported Instruments to view across all venues.

PartyIDs

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Table Filter

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default	fxspotstream
isFirstTimeEnter	false
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Table Excerpt Include

copytable	true
name	PartyIDs
page	PartyIDs
type	page

Please refer to PartyIDs to view across all venues.

Regulatory Fields

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Table Filter

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Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

Please refer to Regulatory Fields to view across all venues.

Passthru Fields

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Table Filter

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Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

Please refer to Passthru Fields to view across all venues.

Details

LP selection

Fxspotstream supports both Bilateral Quote negotiation and Basket functionality where Quote messages are received from multiple providers.

The client can

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BKN
TOD, TOM
D1, D2, D3, D4
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30

...

FOK

...

BKN
TOD, TOM
D1, D2, D3, D4
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30

...

FOK

...

BKN
TOD, TOM
D1, D2, D3, D4
W1, W2, W3
M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21
Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30

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FOK

LP selection

The client is required to specify which LPs to receive quotes from by populating the NoPartyIDs repeating group in the MF QuoteRequest – use PartyRole (452) = ExecutionVenue (73). Multiple LPs are supported for ESP requests but only a single LP is supported for RFS requests QuoteRequest NoPartyIDs with PartyRole ExecutionVenue. Multiple LPs are supported for both ESP and RFS.

For ESP Clients will always receive MassQuotes.

For RFS, Clients will either receive Quotes or MassQuotes depending on the number of LP's:

Single LP (Bilateral) - QuoteRequest contains NoPartyIDs group with single PartyRole ExecutionVenue with PartyID populated with a LP. Clients will receive Quote message from requested LP.
Multiple LPs (Basket) - QuoteRequest contains NoPartyIDs group with multiple PartyRole ExecutionVenues with PartyIDs populated with LPs. Clients will receive MassQuote messages with each LP as a QuoteEntry.
All LPs (Basket) - QuoteRequest does not contain PartyRole ExecutionVenue in NoPartyIDs. Clients will subscribe to all available LPs and they will receive Massquote messages with each LP as a QuoteEntry.

The supported LPs are:

CS

LP	MF PartyID (MIC)	FSS ID
Bank of America	BAML	BAML
Barclays	BARX	BARX
BNP Paribas	BNPS	BNP
MUFG Bank	MUTI	BTMU
Citi	CGMI	CITI
CommerzBank	CBKA	COBA	Credit Suisse	CSAG
Goldman Sachs	GSCO	GS
HSBC	HSBC	HSBC
JPMorgan Chase	JPSI	JPMC
Morgan Stanley	MSAX	MS
NatWest Markets	NWMS	NMW
Standard Chartered	STAN	SCB
Societe Generale	XSGA	SGSP
State Street	SSBI	STS
UBS	UBSG	UBS
Wells Fargo*	WFLB	WFNA

* Wells Fargo's liquidity is available only on the ESP workflow. Wells Fargo's liquidity on RFS is a work in progress.

Example:

Code Block

8=FIXT.1.1|9=423|35=R|1129=5 18444 1179469389 189|34=603|49=CL_dev-fxspotstream-pricing|56=MF_dev-fxspotstream-pricing|52=20200723-17:30:50.905000000|20003=N N|20004=N|60=20200723-18:30:50.905000000|131=qr_2/ftY4_1595525350490|2115=101|55=EUR/USD|167=1|20021=N N N N|453=2|452=11|448=testTrader|452=73|448=CGMI|555=1|609=1|624=1|556=EUR|685=1000000|587=28|670=1|671=testAccount|672=1|673=1000000|58=testText|10=000|

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Note

title	FSS SIM vs UAT environments

Note: not all LPs are supported in the FSS simulator environment, and detailed behaviour may occasionally be incorrect.

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Note
Expand

Table Filter

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worklog	5\|8\|w d h m\|w d h m
isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PartyIDs
page	PartyIDs
type	page

Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

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title	Allocation are supported

Multi Allocations are supported for fxspotstream for both ESP and RFS. Multi Allocations are only supported for full amount orders on ESP. For RFS, the QuoteRequst and NewOrderMultileg must have exactly the same allocations, otherwise venue will reject.

Regulatory Detail

Table Filter

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order	0

Table Excerpt Include

copytable	true
name	RegulatoryFields
page	Regulatory Fields
type	page

Please refer to or Regulatory Fields for the full Enterprise table across all venues.

Please find the table attached here: FxSpotStream Regulatory fields.xlsxNOTE: FXSpotStream supports both MiFID and EMIR regulatory regimes.

Info

title	LP-specific Regulatory Detail

Anchor

	RegulatorySpreadSheet
	RegulatorySpreadSheet

FXSpotStream supports both MiFID and EMIR trades. The values required by FxSpotstream are dependent on the target ExecutionVenue.

FxSpotStream Regulatory fields.xlsx Execution Venue. The Regulatory fields table(attached below) describes all regulatory fields that are supported, and which Execution Venue require ExecutionVenue requires the field. "Other" column means that this field is used by no Execution Venue no ExecutionVenue in particular.

Anchor

RegulatorySpreadSheet RegulatorySpreadSheet

Warning
Given that LPs have changing requirements, we recommend that you implement sending this data regardless of the LP.

Passthru Fields

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Table Filter

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isOR	AND
order	0

Table Excerpt Include

copytable	true
name	PassthruFields
page	Passthru Fields
type	page

...

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Versions Compared

Old Version 9

New Version 15

Key

Supported Instruments

PartyIDs

Regulatory Fields

Passthru Fields

Details

LP selection

LP selection

Regulatory Fields

Regulatory Detail

Passthru Fields