The table below sets out the plans for development of new Feed Handlers 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.
Key:
| CLOB MarketData | CLOB Order Entry | Quotation Negotiation | Drop Copy | Other Component |
|---|
| Position | Rank | Quarter | Year | Venue Role | Venue | API | SessionType | Instruments | Protocol |
|---|---|---|---|---|---|---|---|---|---|
| 1 | 2 | Q1 | 20 | CLOB MarketData | CBOE NDF | Forwards-NDFs-BookFeed_Spec v1.1.1.pdf | Pricing | ||
| 2 | 4 | Q1 | 20 | CLOB MarketData | Cürex | Cürex FIX Market Data API v1.7.pdf | Pricing | ||
| 3 | 6 | Q1 | 20 | CLOB MarketData | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | Pricing | ||
| 4 | 9 | Q1 | 20 | CLOB MarketData | EBS Ultra BINARY | EBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdf | Pricing | ||
| 5 | 8 | Q1 | 20 | CLOB MarketData | Reuters SBE BINARY | TR SBE Market Data Interface Spec 1.4.pdf | Pricing | ||
| 6 | 11 | Q2 | 20 | CLOB MarketData | CBOE Spot BINARY | Itch_Protocol v1.68.pdf | Pricing | ||
| 7 | 13 | Q2 | 20 | CLOB MarketData | Euronext FX (Fastmatch) BINARY | FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf | Pricing | ||
| 8 | 14 | Q2 | 20 | CLOB MarketData | Euronext FX (Fastmatch) FXTape BINARY | FX TAPEC BINARY CONSUMER SPECIFICATION v.1.1.pdf | Pricing | ||
| 9 | 16 | Q2 | 20 | CLOB MarketData | GTX GTTP BINARY & FIX | GTX_FIX_RoE_Oct2016.pdf | Pricing | ||
| 10 | 18 | Q2 | 20 | CLOB MarketData | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | Pricing | ||
| 11 | 20 | Q2 | 20 | CLOB MarketData | XTX Markets | xtx_markets_-_efx_fix_specs_1_2_1.pdf | Pricing | ||
| 12 | 1 | Q1 | 20 | CLOB OrderEntry | Fidessa | BuySideFixRoeMay2019.pdf | Orders | ||
| 13 | 3 | Q1 | 20 | CLOB OrderEntry | CBOE NDF | Forwards-NDFs-FIX_OE_Spec v1.1.1.pdf | Orders | ||
| 14 | 5 | Q1 | 20 | CLOB OrderEntry | Cürex | Cürex Bank Algo FIX API v2.0.1.pdf | |||
| 15 | 7 | Q1 | 20 | CLOB OrderEntry | Reuters MAPI | Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdf | Orders | ||
| 16 | 10 | Q2 | 20 | CLOB OrderEntry | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | Orders | ||
| 17 | 12 | Q2 | 20 | CLOB OrderEntry | CBOE Spot | FIXProxy_Spec v5.2.3.pdf | Orders | ||
| 18 | 15 | Q2 | 20 | CLOB OrderEntry | Euronext FX (Fastmatch) BINARY | FASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdf | Orders | ||
| 19 | 17 | Q2 | 20 | CLOB OrderEntry | GTX FIX | GTX_FIX_RoE_Oct2016.pdf | Orders | ||
| 20 | 19 | Q2 | 20 | CLOB OrderEntry | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | Orders | ||
| 21 | 21 | Q2 | 20 | CLOB OrderEntry | XTX Markets | xtx_markets_-_efx_fix_specs_1_2_1.pdf | Orders | ||
| 22 | Q4 | 20 | CLOB OrderEntry | 360T Swaps Dark Mid-Book | TBD | Orders | |||
| 23 | 25 | Q3 | 20 | VenueAsTaker | 360T Supersonic BINARY | TBD | TBD | ||
| 24 | 23 | Q2 | 20 | VenueAsTaker | FX Connect | TBD | RFS | ||
| 25 | 26 | Q3 | 20 | VenueAsMaker | BAMLX | BAMLX-FIX Message Specification v1.2.pdf | ESP | ||
| 26 | 27 | Q3 | 20 | VenueAsMaker | CitiCoLo | Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf | |||
| 27 | 24 | Q2 | 20 | VenueAsMaker | FXSpotStream | FSS - FIX ROE Specification_v1_4_7.pdf | |||
| 28 | VenueAsMaker | Standard Chartered | S2BX_FX_FIX_ROE_V4.4.6.pdf | ||||||
| 29 | VenueAsMaker | BARX | BARX_FX_ROE_4 6 1.pdf | ||||||
| 30 | VenueAsMaker | DeutscheBank (RAPID? Or FULL?) | AutobahnFX RAPID FIX Specification v1.2.pdf | ||||||
| 31 | VenueAsMaker | Citadel Securities | Citadel FIX Order Specification FX 1.10.pdf | ||||||
| 32 | 22 | Q2 | 20 | DropCopy | ION Trading | TBD | DropCopy |
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