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,
| Pos.n | Status | Venue | API | SessionType | Protocol | Products | Comments |
|---|---|---|---|---|---|---|---|
| 1 | PROD | Fxall_QuickTrade | TCPI Guide4.1.0.1-October2017.pdf | VenueAsTaker | JAVA | RFQ:{SPT, FWD, NDF, SWP, BLK} | - |
| 2 | PROD | 360T_TEX_Maker | 360T-RFQ_FIX_MarketMaker_v1.14.0.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} | Out of Scope: MM Loan, MM Deposit, FX Trade-On-Behalf (available for other products), FX Options (with hedging), FX Multi-leg Options Strategies |
| 3 | PROD | Bloomberg_FXGO | FXGO LP Version 4.1.8.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} ESP:{SPT, FWD, NDF} | Split Settlement On/Offshore NDFs |
| 4 | PROD | Currenex_RFS | FIX-RFQ-Maker-Spec v16.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS} | - |
| 5 | UAT | Fidessa_Orders | BuySideFixRoeMay2019.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{FUT} | Certified for LME, ICE EU and ICE US Out of scope: EQT, OPT |
| 6 | UAT | XTX_Euthenia | xtx_markets_-_efx_fix_specs_1_2_1.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | Incl. Metals Full Amount vs Sweepable |
| 7 | UAT | Citi_CoLo | Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - |
| 8 | 20-Q2 | Reuters_SBE | TR SBE Market Data Interface Spec 1.4.pdf | CLOB MarketData | SBE | MarketData:{SPT} | Unscreened, timesliced |
| 9 | 20-Q2 | EBS_Ultra | EBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdf | CLOB MktData | ITCH | MarketData:{SPT, NDF} | - |
| 10 | 20-Q2 | Cürex | Cürex FIX Market Data API v1.7.pdf | CLOB MarketData | FIX.4.4 | MarketData:{SPT} | Spot only - no Benchmark Whilst spec'd Fwd/Swap are not actually supported so OOS. |
| 11 | 20-Q2 | Cürex | Cürex Bank Algo FIX API v2.0.1.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT} | - |
| 12 | 20-Q2 | Reuters MAPI | Thomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdf | CLOB OrderEntry | FIXT.1.1/FIX.5.0SP2 | Orders:{SPT, SWP} | FIX extension package EP 100 or EP 171 required |
| 13 | 20-Q2 | FXSpotStream | FSS - FIX ROE Specification_v1_4_7.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} RFS:{SPT, FWD, NDF, SWP} Orders:{SPT, FWD, NDF} | RFS require separate FIX sessions for Quotes and Orders. |
| 14 | 20-Q2 | 360T Supersonic | 360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT, FWD, NDF, SWP, NDS, FUT} | - |
| 15 | 20-Q2 | CboeFX_SPT_Orders | FIXProxy_Spec v5.2.3.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT} | - |
| 16 | 20-Q2 | CboeFX_Bookfeed | HotspotFX FIX BookFeed.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT} | - |
| 17 | 20-Q2 | Fastmatch_AutoEx | Fastmatch_AutoEx | CLOB MktData | FIX.4.2 | MarketData:{SPT} | - |
| 18 | 20-Q2 | Fastmatch_AutoEx | Fastmatch_AutoEx | CLOB OrderEntry | FIX.4.4 | Orders:{SPT} | Additional order types: OnClose - SafeMatch Pegged |
| 19 | 20-Q2 | Integral_OCX_Maker | Integral MM API – OCX_Streaming_Orders_API_1.0.pdf | CLOB OrderEntry | FIX.4.3 | Orders:{SPT} | In-flight risk mitigation Max 1000m/s in 3s window |
| 20 | 20-Q2 | Currenex_ITCH | CXItchMarketDataServiceSpec.pdf | CLOB MarketData | ITCH | MarketData:{SPT} | Incl. Metals |
| 21 | 20-Q2 | Currenex_OUCH_Maker | CXOuchMakerSpec_v23.pdf | CLOB OrderEntry | OUCH | ESP:{SPT} | Incl Currenex Full (Fill) |
| 22 | 20-Q2 | Enterprise Book Manager | N/A | Whisperer | SBE | MarketData:{SPT, NDF} | Multiple users, late join. |
| 23 | 20-Q2 | BAMLX | BAMLX-FIX Message Specification v1.2.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - |
| 24 | 20-Q3 | ION Trading | TBD | DropCopy | ION Bus | TBD | TOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX |
| 25 | 20-Q3 | EBS_Direct | EBS Maker API Specification 2.3 - May 23 2018.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT, FWD, NDF, SWP,} RFS:{SPT, FWD, NDF, SWP} | EBS Direct & EBS Select Dynamic and static volume bands Sweepable, Ladder, Full Amt |
| 26 | 20-Q3 | FXall_OrderBook | Thomson Reuters Liquidity Provider FIX Interface.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, NDF} ESP:{SPT, NDF} | OrderBook (Anonymous via PB) NOTE: Same API as FXall_PriceStream No Last-Look |
| 27 | 20-Q3 | Currenex_OUCH | CXOuchOrderServiceSpec v14.pdf | CLOB OrderEntry | OUCH | Orders:{SPT, FWD} | - |
| 28 | 20-Q3 | Fastmatch_Stream | FASTMATCH Stream FIX Specification 4.0.1.pdf | VenueAsTaker | FIX.4.2 | ESP:{SPT, FWD, NDF} | SettlementDate only on ExecutionReport |
| 29 | 20-Q3 | CboeFX_SPT_Maker | FIXProxy_Spec v5.2.3.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT} | - |
| 30 | 20-Q3 | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | CLOB MktData | FIXT.1.1/FIX5.0 | MarketData:{SPT, NDF, NDS} | EBS Market & EBS Hedge (Mid Pt Matching) eFix - Benchmark fixing orders |
| 31 | 20-Q3 | EBS Ai | Ai FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdf | CLOB OrderEntry | FIXT.1.1/FIX5.0 | Orders:{SPT, NDF, NDS} | EBS Market & EBS Hedge (Mid Pt Matching) eFix - Benchmark fixing orders |
| 32 | 20-Q3 | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT, NDF, FUT, CFD} | Out of scope: IMM |
| 33 | 20-Q3 | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT, NDF, FUT, CFD} | Out of scope: IMM |
| 34 | 20-Q3 | MOEX_MarketData | ENG_Market_Data_Multicast_User_Guide.pdf | CLOB MktData | FIXT.1.1/FIX.5.0SP2/FAST | MarketData:{SPT, FWD} | Out of Scope: FI |
| 35 | 20-Q3 | MOEX_Orders | public_fix44_interface_in_eng_v4.5.1.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, SWP, FUT} | Out of scope: REPO |
| 36 | 20-Q3 | Currenex | FIX-Order-Spec-20190702.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT, FWD, NDF, SWP, NDS} | Out of scope: FI (UST) |
| 37 | 20-Q3 | Currenex | FIX-Order-Spec-20190702.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP, NDS} | Out of scope: FI (UST) |
| 38 | 20-Q3 | 360T_GTX | GTX_FIX_RoE_Oct2016.pdf | CLOB MktData | FIX.4.4 | MarketData:{SPT, FWD, NDF, SWP, NDS} | - |
| 39 | 20-Q3 | 360T_GTX | GTX_FIX_RoE_Oct2016.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP, NDS} | - |
| 40 | 20-Q4 | CBOE NDF | Forwards-NDFs-BookFeed_Spec v1.1.1.pdf | CLOB MarketData | FIX.4.4 | MarketData:{FWD, NDF} | MarketData Feed, trades are executed via CboeFX_NDF_Orders |
| 41 | 20-Q4 | CBOE NDF | Forwards-NDFs-FIX_OE_Spec v1.1.1.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{FWD, NDF} | - |
| 42 | 20-Q4 | UBS_FX2B | B2B_FIX_Rules_of_Engagement 1_43.pdf | VenueAsMaker | FIX.4.3 | ESP:{SPT, FWD, NDF} RFS:{SPT, FWD, NDF, SWP, NDS} | Incl. Metals |
| 43 | 20-Q4 | SocGen | SGCIB FIX 4.4 Protocol V1.3.g.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF, SWP. NDS} RFS:{SPT, FWD, NDF, SWP, NDS, BLK} | - |
| 44 | 20-Q4 | HSBC_FX_MDS | HSBC_FX_MDS_API_V6_FIX_Specification_V2.1.4.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | "Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book) |
| 45 | 20-Q4 | GoldmanSachs | GS FX FIX Specification v7.05.pdf | VenueAsMaker Algo Orders | FIX.4.4 | ESP:{SPT, FWD, NDF} RFS:{SPT, FWD, NDF, SWP, BLK} Orders:{SPT} | ESP Out of scope: Fixing/Marker Orders RFS: Out of scope: Rolls |
| 46 | 20-Q4 | CME-MDP3 | CME_MDP3 | CLOB MarketData | SBE | MarketData:{FUT} | Out of scope: OPT |
| 47 | 20-Q4 | CME-iLink2 | CME_iLink2 | CLOB OrderEntry | FIX.4.2 | Orders:{FUT} | Out of scope: OPT |
| 48 | 20-Q4 | CboeFX_SPT_Pricing | Itch_Protocol v1.68.pdf | CLOB MktData | ITCH | MarketData:{SPT} | - |
| 49 | 20-Q4 | Fastmatch_Pricing | FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf | CLOB MarketData | ITCH | MarketData:{SPT} | MarketData only |
| 50 | 20-Q4 | Fastmatch_Orders | FASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdf | CLOB OrderEntry | OUCH | Orders:{SPT} | - |
| 51 | 20-Q4 | BNP_Paribas_eFX | BNP Paribas eFX FIX API Streaming v1.2.7.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD} | - |
| 52 | 20-Q4 | NatWest_Markets | Natwest Markets FX FIX Rules of Engagement v5.0.28.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} | Out of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders |
| 53 | 20-Q4 | MorganStanleyFX_ESP | Morgan Stanley - FX FIX Laddered Pricing v3.3.8.pdf | VenueAsMaker | FIX.4.2 | ESP:{SPT, FWD, NDF, SWP, NDS} | Swaps: ON, TN, SN, SW |
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