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The table below sets out the current plan for development of new Venues in Whisperer.

Please note that the Roadmap is subject to change. Contact MarketFactory if you have any particular priorities or require Venues that are not listed. 

API Documents

MarketFactory does not provide venue API documents for client download - as we do not know what relationship, if any, an arbitrary client may have with any particular venue.

If you require any specific documentation, please contact the venue directly.

The capabilities of individual Gateways are documented in the Venue Catalogue. Please contact MarketFactory Support if you need particular information that is not currently available.

Perspective - Client Role

The table below sets out what roles that you, the API Client, may adopt:

  • Taker - Access liquidity offered by others.
  • Maker - Provide liquidity (LP) to others.
  • CLOB - Trade as a market participant alongside others on an order-matching platform. You can place resting Limit Orders ("Make") or aggress/trade through the book ("Take") as you wish - based on the orders you submit.
  • MarketData - consume information as to the CLOB trading activity. 


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StatusOrganisationClient RoleVenue TypeGateway NameProducts (In-scope)APIProtocolAddedNotes
Available24 ExchangeTakerECNexchange24ESP:{SPT, NDF}24EXCHANGE.TAKER.ROE.1.25c.pdfFIX.4.42022.10.13.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

AvailableBloombergMakerECNbloomberg_fxgo_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Fixbook Sell Side 5.0.13 Draft.pdfFIX.4.42021.06.11.WE

Split Settlement
On/Offshore NDFs
BTBS

AvailableBNP ParibasTakerLPbnpparibas_efx_streamingESP:{SPT, FWD, NDF}BNP Paribas eFX FIX API Streaming v1.3.5.pdfFIX.4.42021.04.15.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)

AvailableCboeFXMktDataECNcboefx_bookfeedMarketData:{SPT, NDF}BookFeed_Spec-v3.5.1.pdfFIX.4.2, FIX.4.42020.47.VEN.ASPT - FIX.4.2, NDF - FIX.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."
AvailableCboeFXMaker
CLOB		ECNcboefx_fixproxyESP:{SPT, NDF}
Orders:{SPT, NDF}		FIXProxy_Spec v6.13.pdfFIX.4.2, FIX.4.42021.01.22.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
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}iLink 2 Order EntryFIX.4.22021.11.19.WEOut of scope:
OPT
Quote workflow
Cross
Retained for Convenience Gateway
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
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 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.
AvailableCürexCLOBECNcurex_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/360TMakerECNt360_tex_makerRFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}360T-RFQ_FIX_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 Strategies
AvailableDeutscheBankTakerLPautobahnfx_rapidESP:{SPT}AutobahnFX RAPID FIX Specification v1.6.5.pdfFIX.4.42022.05.13.WENDFs launching soon but with these limitations:
- APAC NDF Pairs only (no LATAM)
- SG1 Colo
- 8am-5pm SGT (not 24/6)
- 1M Tenor Only
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.WEWhilst 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}		See lucera_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.
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-
AvailableIntegralCLOBPlatformintegral_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.
AvailableIntegralMakerPlatformintegral_rfs_makerRFS:{SPT, FWD, NDF, SWP}Integral_FIX_Maker_API_RFS_2.1v10b.pdfFIX.4.32020.49.VEN.AFixed 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, FUT}		LMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.22020.38.VEN.ALMAX Exchange API - almost identical to LMAX interbank.
Out of scope: IMM
Per-session Message Rate Threshold
TradeTicker is delayed 60s, for extra fee.
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.AOut of scope: EQT, IMM (Indices)
Out of scope: EQT, IMM (Indices)
Supports Maker ESP (no Last-Look)
AvailableLSEG/Refinitiv/FXallTakerECNfxall_activetradingMarketData:{SPT, NDF}
Orders:{SPT, NDF}		Orderbook FIX Spec 1.5.1.pdfFIX.4.32021.07.09.WE-
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
AvailableRBCTakerLPrbc_tradingMarket Data:{SPT, FWD}
Orders:{SPT, FWD}		RBC Trading FX Rates API - FIX 4.4 - v2.0.6.pdfFIX.4.42022.11.03.WEIndicative/Tradeable
AvailableState Street/CurrenexMktDataECNcurrenex_itchMarketData:{SPT}CXItchMarketDataServiceSpec.pdfITCH2022.05.27.WEIncl. Metals
500ms 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.BSupported pairs and tenors
AvailableXenfinMktData
CLOB		ECNxenfin_liquiditypoolMarketData:{SPT}
Orders:{SPT}		Xenfin FIX Specification 20191112.pdfFIX.4.42023.02.02.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}
RFQ/RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}		Barclays_BARX FX FIX ROE_v4.6.2.pdfFIX.4.22021.11.04.WERFQ:Quote TTL
Pre/Post Allocations
Available (ESP)Goldman SachsTaker
Algo Orders		LPgsfxESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, BLK}
Orders:{SPT}		GS FX FIX Specification v7.17.pdfFIX.4.42021.11.11.WEESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: Rolls
Available (ESP)JPMorganTakerLPjpmorgan_fxESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}		JPMC FX FIX Specification v1.14.06 December 2020.pdfFIX.4.22021.07.01.WE-
Available (ESP)NatWest MarketsTaker
Algo Orders		LPnatwest_marketsESP:{SPT, FWD, NDF}
RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
Orders:{SPT}		Natwest Markets FX FIX Rules of Engagement v5.0.38.pdfFIX.4.42021.12.21.WEOut of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders
Available (ESP)Saxo BankTakerLPsaxo_directESP:{SPT}Saxo Bank FIX specification v3.10.pdfFIX4.42021.11.19.WE
Available (ESP)StandardCharteredTakerLPstandardchartered_s2bxRFQ:{SPT, FWD, NDF, SWP, NDS}
RFS:{SPT, FWD, NDF, SWP, NDS}
ESP:{SPT, FWD, NDF, SWP, NDS}		S2BX_FX_FIX_ROE_V4.8_APRIL2020_v1.pdfFIX.4.42021.11.19.WE-
Available (ESP)State StreetTakerLPstatestreet_efxESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}		State Street FIX Order Spec_v1.8.3.pdfFIX.4.2
FIX.4.4		2023.03.02.WE-
Available (ESP)UBSTakerLPubs_fx2bESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}		B2B_FIX_Rules_of_Engagement 1_45.pdfFIX.4.32021.12.21.WEIncl. Metals
InProgressBGCCLOBECNbgc_midfxMarketData:{SPT}
Orders:{SPT}		eSpeed_FIX_4-4_API.pdfFIX.4.4
-
InProgressBGCTakerLPprecision_algoAlgo:{SPT, NDF}Precision Algos FX FIX Spec V1.0.pdfFIX.4.2

InProgressDeutsche Börse/360T/GTXMakerECNt360_gtx_makerESP:{SPT, FWD, NDF}GTX_FIX_LP_Jun2019.pdfFIX.4.4
LastLook and Firm pricing
Anonymous(?)
InProgressFXSpotStreamTakerPlatformfxspotstream_algo

Orders:{SPT, NDF}
Algo:{SPT, NDF}

FSS - Resting & Algo Orders FIX Specification - v1.1.pdfFIX.5.0SP2

InProgressLSEGMktDataECNlseg_sbe_udpMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE

InProgressLSEG/RefinitivMktDataECNrefinitiv_etaMarketData:{SPT}Thomson_Reuters_Matching_Data_Feed_Direct_User_Guide_v1.5.5.pdfC++,,  Java.NET
Reuters RFA
AvailableLSEG/RefinitivCLOBECNrefinitiv_mapiOrders:{SPT, SWP}Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.02.pdfFIXT.1.1, FIX.5.0SP2
FIX extension package EP 100 or EP 171 required
InProgressLSEG/RefinitivMktDataECNrefinitiv_sbeMarketData:{SPT, FWD}Market Data Service Refinitiv SBE Market Data Interface Spec 1.16.pdfSBE
Unscreened, timesliced
TOD & TOM also published for some instruments.
Domestic vs International SecurityGroups.
InProgressParFXMktDataECNparfx_marketdataMarketData:{SPT}ParFX-Market-Data-FIX-API-v2-0-0.pdfFIXT.1.1, FIX4.4
-
InProgressParFXCLOBECNparfx_ordersOrders:{SPT}ParFX-Order-Entry-FIX-API-v2-0-7.pdfFIXT.1.1, FIX4.4
FIX.5.0 and FIX.5.0SP2 supportes
InProgressState Street/CurrenexMktDataECNcurrenex_now_itchMarketData:{SPT}Currenex_NOW_Itch_Specification_v10.pdfITCH
No delay for Paid/Give Ticker as of 11.3
Projected 2023/Q2LSEGCLOBECNlseg_ftg
lseg-cm-fx-trading-api-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2

Projected 2023/Q2LSEGDropCopyECNlseg_ptg
lseg-cm-post-trade-api-fix-spec-v1.0.pdfFIXT.1.1, FIX.5.0SP2

Projected 2023/Q2LSEGMktDataECNlseg_sbeMarketData:{SPT, NDF}lseg-cm-fx-market-data-api-spec-v1.0.pdfSBE/FIXP

Projected 2023/Q3State Street/CurrenexMakerECNcurrenex_esp_makerESP:{SPT, FWD, NDF, SWP, NDS}
RFS:{SPT, FWD, NDF, SWP, NDS}		FIX-ESP-Maker-Spec v1.26.pdfFIX.4.4
Incl. Metals
Out of scope: FI (UST)
Projected 2023/Q3State Street/CurrenexMakerECNcurrenex_ouch_makerESP:{SPT}CXOuchMakerSpec_v23.pdfOUCH
Incl Currenex Full (Fill)
Projected 2023/Q4CitadelTakerLPcitadelESP:{SPT}Citadel FIX Order Specification FX 201.10.pdfFIX.4.4

Projected 2024BTMUTakerLPbtmuTBCTBCFIX ???
aka MUFG
Projected 2024CitiTakerLPcitifx_espESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}		Citi FxFIX Integration Guide - RFS+ESP+Batch v6.15.9.pdfFIX.4.4

Projected 2024CME/NEX GroupTakerECNebs_directESP:{SPT, NDF}https://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Taker+API+Rules+of+EngagementFIX.4.4

Projected 2024CME/NEX GroupMakerECNebs_direct_makerESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP}		https://www.cmegroup.com/confluence/display/EPICSANDBOX/EBS+Direct+2.0+-+Maker+API+Rules+of+EngagementFIX.4.4
EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt
Projected 2024CommerzbankTakerLPcommerzbank_commanderRFQ:{SPT, FWD, NDF, SWP, NDS}
ESP:{SPT, FWD, NDF, SWP, NDS}		Commerzbank - Commander_Rules_Of_Engagement_Jan2014.pdfFIX.4.4
-
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
Projected 2024Société GénéraleTakerLPsocgenESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK}		SGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.4
-
Projected 2024State Street/CurrenexMakerECNcurrenex_nr_makerESP:{SPT}FIX_Maker_Spec_NR v1.0.pdfFIX.4.2
-
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