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The table below sets out the plans for development of new Components for 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 MarketDataCLOB Order EntryQuotation NegotiationDrop CopyOther Component

Venues migrated from Whisperer Classic are unbolded. New components are bolded


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Position
Quarter

Venue Role

VenueAPISessionTypeComments
1Q120-Q1CLOB OrderEntryFidessaBuySideFixRoeMay2019.pdfOrdersICE Futures, LME Futures, CME, HKFE
220-Q1CLOB MarketDataCBOE NDFForwards-NDFs-BookFeed_Spec v1.1.1.pdf

Pricing


320-Q1CLOB OrderEntryCBOE NDFForwards-NDFs-FIX_OE_Spec v1.1.1.pdfOrders
420-Q1CLOB MarketDataCürexCürex FIX Market Data API v1.7.pdfPricing
520-Q1CLOB OrderEntryCürexCürex Bank Algo FIX API v2.0.1.pdfOrders
620-Q1CLOB MarketDataEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfPricing
720-Q1CLOB OrderEntryReuters MAPIThomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdfOrders
820-Q1CLOB MarketDataReuters SBE BINARYTR SBE Market Data Interface Spec 1.4.pdfPricing
920-Q1CLOB MarketDataEBS Ultra BINARYEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfPricing
1020-Q1CLOB OrderEntryEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfOrders
1120-Q1WhispererEnterprise Book ManagerN/APricingMultiple users, late join.
12Q220-Q2CLOB MarketDataCBOE Spot BINARYItch_Protocol v1.68.pdfPricing
1320-Q2CLOB OrderEntryCBOE SpotFIXProxy_Spec v5.2.3.pdfOrders
1420-Q2CLOB MarketDataEuronext FX (Fastmatch) BINARYFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfPricing
1520-Q2CLOB MarketDataEuronext FX (Fastmatch) FXTape BINARYFX TAPEC BINARY CONSUMER SPECIFICATION v.1.1.pdfPricing
1620-Q2CLOB OrderEntryEuronext FX (Fastmatch) BINARYFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfOrders
1720-Q2CLOB MarketDataGTX GTTP BINARY & FIXGTX_FIX_RoE_Oct2016.pdfPricing
1820-Q2CLOB OrderEntryGTX FIXGTX_FIX_RoE_Oct2016.pdfOrders
1920-Q2CLOB MarketDataLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfPricing
2020-Q2CLOB OrderEntryLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfOrders
2120-Q2DropCopyION TradingTBDDropCopyTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX
22Q320-Q3VenueAsTakerFX ConnectSellSideServiceDevelopersGuide_v715.docRFSJPM, UBS, Citi, GS, HSBC, BAML, MS, BNPP, CS, SC, State Street, BTMU, Coba
2320-Q3VenueAsMakerFXSpotStreamFSS - FIX ROE Specification_v1_4_7.pdf

ESP, RFS


2420-Q3VenueAsTaker360T Supersonic BINARYTBDESP
2520-Q3VenueAsMakerBARXBARX_FX_ROE_4 6 1.pdfESP, RFS
2620-Q3VenueAsMakerDeutscheBank (RAPID? Or FULL?)AutobahnFX RAPID FIX Specification v1.2.pdfESP, RFS
2720-Q3CLOB MarketDataXTX Marketsxtx_markets_-_efx_fix_specs_1_2_1.pdfPricing
2820-Q3CLOB OrderEntryXTX Marketsxtx_markets_-_efx_fix_specs_1_2_1.pdfOrders
2920-Q3CLOB OrderEntry360T Swaps Dark Mid-BookTBDOrders
30Q420-Q4VenueAsMakerStandard CharteredS2BX_FX_FIX_ROE_V4.4.6.pdfESP, RFS
3120-Q4VenueAsMakerBAMLXBAMLX-FIX Message Specification v1.2.pdfESP
3220-Q4VenueAsMakerCitiCoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfESP
3320-Q4VenueAsMakerCitadelCitadel FIX Order Specification FX 1.10.pdfESP
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