The table below sets out the current plan for development of new Venues in Whisperer Enterprise.
Please note that the Roadmap is subject to change. Contact MarketFactory if you have any particular priorities or require Venues that are not listed.
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,
| Status | Venue | API | SessionType | Protocol | Products | Comments |
|---|---|---|---|---|---|---|
| PROD | Fxall_QuickTrade | TCPI Guide4.1.0.1-October2017.pdf | VenueAsTaker | JAVA | RFQ:{SPT, FWD, NDF, SWP, BLK} | - |
| 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 |
| 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 |
| PROD | Currenex_RFS_Maker | FIX-RFQ-Maker-Spec v16.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS} | - |
| PROD | Fidessa_Orders | BuySideFixRoeMay2019.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{FUT} | Certified for LME, ICE EU and ICE US Out of scope: EQT, OPT |
| PROD | 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 |
| PROD | Citi_CoLo | Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - |
| PROD | 360T Supersonic | 360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT} | Spec offers ESP:{FWD, NDF, SWP, NDS, FUT}, but these are not yet supported. |
| PROD | FXSpotStream | FSS - FIX ROE Specification_v1_4_7.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} RFS:{SPT, FWD, NDF, SWP} | RFS require separate FIX sessions for Quotes and Orders. |
| PROD | CboeFX_SPT_Bookfeed | BookFeed_Spec-v3.5.1.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT} | - |
| PROD | CboeFX_NDF_Bookfeed | BookFeed_Spec-v3.5.1.pdf | CLOB MarketData | FIX.4.4 | MarketData:{FWD, NDF} | MarketData Feed, trades are executed via CboeFX_NDF_Orders |
| PROD | CboeFX_SPT_Orders | FIXProxy_Spec v5.2.3.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT} | - |
| PROD | CboeFX_NDF_Orders | Forwards-NDFs-FIX_OE_Spec v1.1.1.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{FWD, NDF} | - |
| PROD | CboeFX_SPT_Maker | FIXProxy_Spec v5.2.3.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT} | - |
| PROD | CboeFX_NDF_Maker | Forwards-NDFs-FIX_OE_Spec v1.1.1.pdf | VenueAsTaker | FIX.4.4 | RFQ:{FWD, NDF} | - |
| PROD | Integral_ESP_Maker | Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdf | VenueAsTaker | FIX.4.3 | ESP:{SPT} | - |
| PROD | Integral_RFS_Maker | Integral_FIX_Maker_API_RFS_2.1v10b.pdf | VenueAsTaker | FIX.4.3 | RFS:{SPT, FWD, NDF, SWP} | Fixed Spot Roll. |
| UAT | Cürex_MarketData | 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. |
| UAT | Cürex_BankAlgo | Cürex Bank Algo FIX API v2.0.1.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT} | - |
| UAT | LMAX Exchange | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | VenueAsTaker | FIX.4.2 | ESP:{SPT, NDF, FUT, CFD} | Out of scope: IMM |
| 20-Q4 | 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 |
| 20-Q4 | 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 |
| 20-Q4 | Fastmatch_AutoEx | Fastmatch_AutoEx | CLOB MktData | FIX.4.2 | MarketData:{SPT, FWD, NDF} | - |
| 20-Q4 | Fastmatch_AutoEx | Fastmatch_AutoEx | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF} | Additional order types: OnClose - SafeMatch Pegged |
| PROD | Edgewater_Markets | Edgewater API v1.01.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT, NDF} | 1M NDFs only. |
| PROD | Edgewater_Markets | Edgewater API v1.01.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT, NDF} | 1M NDFs only. |
| 21-Q1 | 24 Exchange | 24X-taker-API-FIX-specification v3.10.pdf | CLOB MktData | FIX.4.4 | MarketData:{SPT, FWD, NDF} | - |
| 21-Q1 | 24 Exchange | 24X-taker-API-FIX-specification v3.10.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP} | - |
| 21-Q1 | 360T_GTX_Maker | GTX_FIX_LP_Jun2019.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | LastLook and No-LastLook |
| 21-Q1 | Reuters_SBE | TR SBE Market Data Interface Spec 1.4.pdf | CLOB MarketData | SBE | MarketData:{SPT} | Unscreened, timesliced |
| 21-Q1 | ION Trading | TBD | DropCopy | ION Bus | TBD | TOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX |
| 21-Q1 | Currenex_RFS | FIX-RFQ-Taker-Spec-30Aug2019.pdf | VenueAsMaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS} | - |
| 21-Q1 | 360T_GTX | GTX_FIX_RoE_Oct2016.pdf | CLOB MktData | FIX.4.4 | MarketData:{SPT, FWD, NDF, SWP, NDS} | - |
| 21-Q1 | 360T_GTX | GTX_FIX_RoE_Oct2016.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP, NDS} | - |
| 21-Q1 | 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 |
| 21-Q1 | FenicsFX | FenicsFX_PlatformIntegrationSpec v1.5.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT} | - |
| 21-Q1 | FenicsFX | FenicsFX_PlatformIntegrationSpec v1.5.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT} | - |
| 21-Q1 | 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 |
| 21-Q1 | 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 |
| 21-Q1 | Currenex | FIX-Order-Spec-20190702.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT, FWD, NDF, SWP, NDS} | Out of scope: FI (UST) |
| 21-Q1 | Currenex | FIX-Order-Spec-20190702.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP, NDS} | Out of scope: FI (UST) |
| 21-Q1 | Currenex_ITCH | CXItchMarketDataServiceSpec.pdf | CLOB MarketData | ITCH | MarketData:{SPT} | Incl. Metals |
| 21-Q1 | Currenex_OUCH_Maker | CXOuchMakerSpec_v23.pdf | CLOB OrderEntry | OUCH | ESP:{SPT} | Incl Currenex Full (Fill) |
| 21-Q1 | 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 |
| 21-Q1 | CME-MDP3 | CME_MDP3 | CLOB MarketData | SBE | MarketData:{FUT} | Out of scope: OPT |
| 21-Q1 | CME-iLink2 | CME_iLink2 | CLOB OrderEntry | FIX.4.2 | Orders:{FUT} | Out of scope: OPT |
| 21-Q1 | Currenex_OUCH | CXOuchOrderServiceSpec v14.pdf | CLOB OrderEntry | OUCH | Orders:{SPT, FWD} | - |
| 21-Q1 | Fastmatch_Pricing | FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf | CLOB MarketData | ITCH | MarketData:{SPT} | MarketData only |
| 21-Q1 | Fastmatch_Orders | FASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdf | CLOB OrderEntry | OUCH | Orders:{SPT} | - |
| 21-Q1 | EBS_Ultra | EBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdf | CLOB MktData | ITCH | MarketData:{SPT, NDF} | - |
| 21-Q2 | 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 |
| 21-Q2 | Fastmatch_Stream | FASTMATCH Stream FIX Specification 4.0.1.pdf | VenueAsTaker | FIX.4.2 | ESP:{SPT, FWD, NDF} | SettlementDate only on ExecutionReport |
| 21-Q2 | 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 |
| 21-Q2 | 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} | - |
| 21-Q2 | 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) |
| 21-Q2 | 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 |
| 21-Q2 | CboeFX_SPT_ITCH | Itch_Protocol v1.68.pdf | CLOB MktData | ITCH | MarketData:{SPT} | - |
| 21-Q2 | BNP_Paribas_eFX | BNP Paribas eFX FIX API Streaming v1.2.7.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD} | - |
| 21-Q2 | 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 |
| 21-Q2 | 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 |
| 21-Q2 | 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 |
| 21-Q2 | 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 |
| 21-Q2 | BAMLX | BAMLX-FIX Message Specification v1.2.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - |
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