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 MarketData | CLOB Order Entry | Quotation Negotiation | Drop Copy | Other Component |
Venues migrated from Whisperer Classic are unbolded. New components are bolded,
| Position | Quarter | Venue Role | Venue | API | SessionType | Comments |
|---|---|---|---|---|---|---|
| 1 | 20-Q1 | CLOB OrderEntry | Fidessa | BuySideFixRoeMay2019.pdf | Orders | ICE Futures, LME Futures, CME, HKFE |
| 2 | CLOB MarketData | CBOE NDF | Forwards-NDFs-BookFeed_Spec v1.1.1.pdf | Pricing | ||
| 3 | CLOB OrderEntry | CBOE NDF | Forwards-NDFs-FIX_OE_Spec v1.1.1.pdf | Orders | ||
| 4 | CLOB MarketData | Cürex | Cürex FIX Market Data API v1.7.pdf | Pricing | ||
| 5 | CLOB OrderEntry | Cürex | Cürex Bank Algo FIX API v2.0.1.pdf | Orders | ||
| 6 | CLOB OrderEntry | Reuters MAPI | Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdf | Orders | ||
| 7 | CLOB MarketData | Reuters SBE BINARY | TR SBE Market Data Interface Spec 1.4.pdf | Pricing | ||
| 8 | CLOB MarketData | EBS Ultra BINARY | EBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdf | Pricing | ||
| 9 | VenueAsMaker | BAMLX | BAMLX-FIX Message Specification v1.2.pdf | ESP | ||
| 10 | VenueAsMaker | CitiCoLo | Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf | ESP | ||
| 11 | CLOB MarketData | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | Pricing | ||
| 12 | 20-Q2 | CLOB OrderEntry | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | Orders | |
| 13 | Whisperer | Enterprise Book Manager | N/A | Pricing | Multiple users, late join. | |
| 14 | CLOB MarketData | CBOE Spot BINARY | Itch_Protocol v1.68.pdf | Pricing | ||
| 15 | CLOB OrderEntry | CBOE Spot | FIXProxy_Spec v5.2.3.pdf | Orders | ||
| 16 | CLOB MarketData | Euronext FX (Fastmatch) BINARY | FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf | Pricing | ||
| 17 | CLOB MarketData | Euronext FX (Fastmatch) FXTape BINARY | FX TAPEC BINARY CONSUMER SPECIFICATION v.1.1.pdf | Pricing | ||
| 18 | CLOB OrderEntry | Euronext FX (Fastmatch) BINARY | FASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdf | Orders | ||
| 19 | CLOB MarketData | GTX GTTP BINARY & FIX | GTX_FIX_RoE_Oct2016.pdf | Pricing | ||
| 20 | CLOB OrderEntry | GTX FIX | GTX_FIX_RoE_Oct2016.pdf | Orders | ||
| 21 | CLOB MarketData | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | Pricing | ||
| 22 | CLOB OrderEntry | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | Orders | ||
| 23 | 20-Q3 | DropCopy | ION Trading | TBD | DropCopy | TOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX |
| 24 | VenueAsTaker | FX Connect | SellSideServiceDevelopersGuide_v715.doc | RFS | JPM, UBS, Citi, GS, HSBC, BAML, MS, BNPP, CS, SC, State Street, BTMU, Coba | |
| 25 | VenueAsMaker | FXSpotStream | FSS - FIX ROE Specification_v1_4_7.pdf | ESP, RFS | ||
| 26 | VenueAsTaker | 360T Supersonic BINARY | TBD | ESP | ||
| 27 | VenueAsMaker | BARX | BARX_FX_ROE_4 6 1.pdf | ESP, RFS | ||
| 28 | VenueAsMaker | DeutscheBank (RAPID? Or FULL?) | AutobahnFX RAPID FIX Specification v1.2.pdf | ESP, RFS | ||
| 29 | CLOB MarketData | XTX Markets | xtx_markets_-_efx_fix_specs_1_2_1.pdf | Pricing | ||
| 30 | CLOB OrderEntry | XTX Markets | xtx_markets_-_efx_fix_specs_1_2_1.pdf | Orders | ||
| 31 | 20-Q4 | CLOB OrderEntry | 360T Swaps Dark Mid-Book | TBD | Orders | |
| 32 | VenueAsMaker | Standard Chartered | S2BX_FX_FIX_ROE_V4.4.6.pdf | ESP, RFS | ||
| 33 | VenueAsMaker | Citadel | Citadel FIX Order Specification FX 1.10.pdf | ESP | ||
| 34 | ||||||
| 35 | ||||||
| 36 |
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