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 | 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 | 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 | 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_NDF_ECN_Maker | FIXProxy_Spec v6.13.pdf | VenueAsTaker | FIX.4.4 | RFQ:{NDF} | - |
| PROD | CboeFX_NDF_Taker | FIXProxy_Spec v6.13.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{NDF} | - |
| PROD | CboeFX_SPT_Bookfeed | BookFeed_Spec-v3.5.1.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT} | - |
| PROD | CboeFX_SPT_ECN_Maker | FIXProxy_Spec v6.13.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT} | - |
| PROD | CboeFX_SPT_Taker | FIXProxy_Spec v6.13.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT} | - |
| PROD | Citi_CoLo | Citi FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - |
| PROD | Currenex_RFS_Maker | FIX-RFQ-Maker-Spec v16.pdf | VenueAsTaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS} | - |
| 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. |
| PROD | Fastmatch_AutoEx | Fastmatch_AutoEx | CLOB MktData | FIX.4.2 | MarketData:{SPT, FWD, NDF} | - |
| PROD | Fastmatch_AutoEx | Fastmatch_AutoEx | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF} | Additional order types: OnClose - SafeMatch Pegged |
| 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 | Fxall_QuickTrade | TCPI Guide4.1.0.1-October2017.pdf | VenueAsTaker | JAVA | RFQ:{SPT, FWD, NDF, SWP, BLK} | - |
| 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 | 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. |
| PROD | LMAX Digital | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | VenueAsTaker | FIX.4.2 | ESP:{Crypto} | |
| PROD | LMAX Digital | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | CLOB MktData | FIX.4.2 | MarketData:{Crypto} | |
| PROD | LMAX Digital | LMAX Exchange FIX 4.2 API Specification v2.8.5.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{Crypto} | |
| PROD | 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 |
| PROD | 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 |
| PROD | 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 |
| PROD | LMAX Interbank | VenueAsTaker | FIX.4.2 | ESP:{SPT, FUT} | ||
| PROD | LMAX Interbank | LMAX Interbank FIX 4.2 API Specification - v3.5.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT, FUT} | |
| PROD | LMAX Interbank | LMAX Interbank FIX 4.2 API Specification - v3.5.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT, FUT} | |
| 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 |
| CONFORMANCE | 24 Exchange | 24X-taker-API-FIX-specification v3.10.pdf | CLOB MktData | FIX.4.4 | MarketData:{SPT, FWD, NDF} | - |
| CONFORMANCE | 24 Exchange | 24X-taker-API-FIX-specification v3.10.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP} | - |
| IN PROGRESS | 360T_GTX | GTX_FIX_RoE_Oct2016.pdf | CLOB MktData | FIX.4.4 | MarketData:{SPT, FWD, NDF, SWP, NDS} | - |
| IN PROGRESS | 360T_GTX | GTX_FIX_RoE_Oct2016.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP, NDS} | - |
| PROD | BNP_Paribas_eFX | BNP Paribas eFX FIX API Streaming v1.2.7.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD} | - |
| PROD | CboeFX Central Taker | FIXProxy_Spec v6.13.pdf | VenueAsMaker | FIX.4.4 | Orders:{SPT} | |
| PROD | CboeFX_NDF_ECN_Maker Full Amount | FIXProxy_Spec v6.13.pdf | VenueAsTaker | FIX.4.4 | RFQ:{NDF} | - |
| PROD | CboeFX_NDF_Taker Full Amount | FIXProxy_Spec v6.13.pdf | VenueAsMaker | FIX.4.4 | ESP:{NDF} | - |
| PROD | CboeFX_SPT_ECN_Maker Full Amount | FIXProxy_Spec v6.13.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT} | - |
| PROD | CboeFX_SPT_Taker Full Amount | FIXProxy_Spec v6.13.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - |
| IN PROGRESS | Citi FX | Citi FxFIX Integration Guide - RFS+ESP+Batch v6.9.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | |
| IN PROGRESS | Citi FX | Citi FxFIX Integration Guide - RFS+ESP+Batch v6.9.pdf | VenueAsMaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} | |
| IN PROGRESS | CME-iLink2 | CME_iLink2 | CLOB OrderEntry | FIX.4.2 | Orders:{FUT} | Out of scope: OPT |
| IN PROGRESS | CME-iLink3 (EBS Migration) | CME_iLink2 | CLOB OrderEntry | FIX.4.2 | Orders:{SPT,FUT} | Out of scope: OPT |
| IN PROGRESS | CME-MDP3 (incl EBS Migration) | CME_MDP3 | CLOB MarketData | SBE | MarketData:{FUT,SPT} | Out of scope: OPT |
| IN PROGRESS | Cürex_BankAlgo | Cürex Bank Algo FIX API v2.0.1.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT} | - |
| IN PROGRESS | 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. |
| IN PROGRESS | FXall_OrderBook | Orderbook FIX Spec 1.5.1.pdf | VenueAsTaker | FIX.4.4 | MarketData:{SPT, NDF} | OrderBook (Anonymous via PB) NOTE: Same API as FXall_PriceStream No Last-Look |
| IN PROGRESS | FXall_OrderBook | Orderbook FIX Spec 1.5.1.pdf | VenueAsTaker | FIX.4.4 | Order:{SPT, NDF} | OrderBook (Anonymous via PB) NOTE: Same API as FXall_PriceStream No Last-Look |
| IN PROGRESS | GoldmanSachs | GS FX FIX Specification v7.17.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 |
| IN PROGRESS | 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) |
| IN PROGRESS | JP Morgan | JPMC FX FIX Specification v1.14.05 May 2019.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB} | |
| IN PROGRESS | 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 |
| 360T_GTX_Maker | GTX_FIX_LP_Jun2019.pdf | VenueAsTaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | LastLook and No-LastLook | |
| BAMLX | BAMLX-FIX Message Specification v1.2.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | - | |
| CboeFX_SPT_ITCH | Itch_Protocol v1.68.pdf | CLOB MktData | ITCH | MarketData:{SPT} | - | |
| Currenex | FIX-Order-Spec-20190702.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT, FWD, NDF, SWP, NDS} | Out of scope: FI (UST) | |
| Currenex | FIX-Order-Spec-20190702.pdf | CLOB OrderEntry | FIX.4.4 | Orders:{SPT, FWD, NDF, SWP, NDS} | Out of scope: FI (UST) | |
| Currenex_ITCH | CXItchMarketDataServiceSpec.pdf | CLOB MarketData | ITCH | MarketData:{SPT} | Incl. Metals | |
| Currenex_OUCH | CXOuchOrderServiceSpec v14.pdf | CLOB OrderEntry | OUCH | Orders:{SPT, FWD} | - | |
| Currenex_OUCH_Maker | CXOuchMakerSpec_v23.pdf | CLOB OrderEntry | OUCH | ESP:{SPT} | Incl Currenex Full (Fill) | |
| Currenex_RFS | FIX-RFQ-Taker-Spec-30Aug2019.pdf | VenueAsMaker | FIX.4.4 | RFS:{SPT, FWD, NDF, SWP, NDS} | - | |
| 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 | |
| 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 | |
| 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 | |
| EBS_Ultra | EBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdf | CLOB MktData | ITCH | MarketData:{SPT, NDF} | - | |
| Fastmatch_Orders | FASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdf | CLOB OrderEntry | OUCH | Orders:{SPT} | - | |
| Fastmatch_Pricing | FASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdf | CLOB MarketData | ITCH | MarketData:{SPT} | MarketData only | |
| Fastmatch_Stream | FASTMATCH Stream FIX Specification 4.0.1.pdf | VenueAsTaker | FIX.4.2 | ESP:{SPT, FWD, NDF} | SettlementDate only on ExecutionReport | |
| FenicsFX | FenicsFX_PlatformIntegrationSpec v1.5.pdf | CLOB MktData | FIX.4.2 | MarketData:{SPT} | - | |
| FenicsFX | FenicsFX_PlatformIntegrationSpec v1.5.pdf | CLOB OrderEntry | FIX.4.2 | Orders:{SPT} | - | |
| ION Trading | TBD | DropCopy | ION Bus | TBD | TOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX | |
| 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 | |
| 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 | |
| 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 | |
| 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 | |
| Reuters_SBE | TR SBE Market Data Interface Spec 1.4.pdf | CLOB MarketData | SBE | MarketData:{SPT} | Unscreened, timesliced | |
BARX | Barclays_BARX_FX_FIX_ROE_v4.6.2.pdf | VenueAsMaker | FIX.4.2 | ESP:{SPT, FWD, NDF, SWP, NDS, BLK} | ||
| BARX FX Orders | Barclays_BARX_FX_FIX_Orders_ROE_v3.2.pdf | VenueAsMaker | FIX.4.2 | Orders:{SPT} | ||
| 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} | - | |
| 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 | |
| CreditSuisse_SER | CS_FIX_SER_version_2.04__19_02_2020.pdf | VenueAsMaker | FIX.4.2 | ESP:{SPT, FWD, NDF} | ||
| SocGen | SGCIB_FIX_4.4_Protocol_V1.3.g.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF, SWP. NDS, BLK} | ||
| AutobahnFX_RAPID | AutobahnFX_RAPID_FIX_Specification_v1.2.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | ||
| StateStreet_eFX | State_Street_FIX_Order_Spec_v1.8.3.pdf | VenueAsMaker | FIX.4.2/FIX.4.4 | ESP:{SPT, FWD, NDF} | ||
| Nomura_ESP | Nomura_FX_Streaming_FIX_RoE_v1.05.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT} | ||
| Saxo_Direct | Saxo_Direct_Rules_of_Engagement_v_1.13.pdf | CLOB MktData | FIX.4.3 | MarketData:{SPT} | ||
| Saxo_Direct | Saxo_Direct_Rules_of_Engagement_v_1.13.pdf | CLOB OrderEntry | FIX.4.3 | Orders:{SPT} | ||
| 360T_GTX Maker | GTX_FIX_LP_Jun2019.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF} | ||
| Standard Chartered | S2BX_FX_FIX_ROE.pdf | VenueAsMaker | FIX.4.4 | ESP:{SPT, FWD, NDF, SWP, NDS} | ||
| TradAir | TradAir_Taker_FIX_API_1.8.0.docx | VenueAsMaker | FIX.4.4 | ESP:{SPT} |
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