The table below sets out the plans for development of new Feed Handlers - both for Whisperer Classic & Whisperer Enterprise.
Perspective - Venue Role
As per the table column headers below , the table focuses on the Venue Type and Venue Role here - not the API client:
- Venue Role Taker means that the API client would be Making to this venue.
- If you wish to integrate with a bank, they will be the Maker, so you will be Taking liquidity.
- Venue Role CLOB - It's a Central Limit Order Book. You can place resting Limit Orders ("Make") or aggress/trade through the book ("Take") as you wish - based on the orders you submit.
| Position | Quarter | Year | Venue Role | Venue | API | Instruments | Protocol |
|---|---|---|---|---|---|---|---|
| 1 | Q1 | 20 | CLOB MarketData | CBOE NDF | Forwards-NDFs-BookFeed_Spec v1.1.1.pdf | ||
| 2 | Q1 | 20 | CLOB MarketData | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | ||
| 3 | Q1 | 20 | CLOB MarketData | EBS Ultra BINARY | EBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdf | ||
| 4 | Q1 | 20 | CLOB MarketData | Reuters SBE BINARY | TR SBE Market Data Interface Spec 1.4.pdf | ||
| 5 | Q1 | 20 | CLOB MarketData | CBOE Spot BINARY | Itch_Protocol v1.68.pdf | ||
| 6 | Q1 | 20 | CLOB MarketData | Euronext FX (Fastmatch) BINARY | FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf | ||
| 7 | Q1 | 20 | CLOB MarketData | Euronext FX (Fastmatch) FXTape BINARY | FX TAPEC BINARY CONSUMER SPECIFICATION v.1.1.pdf | ||
| 8 | Q1 | 20 | CLOB MarketData | GTX GTTP BINARY & FIX | GTX_FIX_RoE_Oct2016.pdf | ||
| 9 | Q1 | 20 | CLOB MarketData | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | ||
| 10 | Q1 | 20 | CLOB MarketData | XTX Markets | xtx_markets_-_efx_fix_specs_1_2_1.pdf | ||
| 11 | Q2 | 20 | CLOB OrderEntry | Fidessa | BuySideFixRoeMay2019.pdf | ||
| 12 | Q2 | 20 | CLOB OrderEntry | CBOE NDF | Forwards-NDFs-FIX_OE_Spec v1.1.1.pdf | ||
| 13 | Q2 | 20 | CLOB OrderEntry | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | ||
| 14 | Q2 | 20 | CLOB OrderEntry | Reuters MAPI | Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdf | ||
| 15 | Q2 | 20 | CLOB OrderEntry | CBOE Spot | FIXProxy_Spec v5.2.3.pdf | ||
| 16 | Q2 | 20 | CLOB OrderEntry | 360T Swaps Dark Mid-Book | TBD | ||
| 17 | CLOB OrderEntry | Euronext FX (Fastmatch) BINARY | FASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdf | ||||
| 18 | CLOB OrderEntry | GTX FIX | GTX_FIX_RoE_Oct2016.pdf | ||||
| 19 | CLOB OrderEntry | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | ||||
| 20 | CLOB OrderEntry | XTX Markets | xtx_markets_-_efx_fix_specs_1_2_1.pdf | ||||
| 21 | CLOB OrderEntry | ||||||
| 22 | CLOB OrderEntry |
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