Workflow

Taker ESP or Taker RFS.

FXSpotStream is a connectivity provider with access to multiple bank liquidity providers (LPs).

Supported Instruments

Workflow	SecurityType	LegSettlType	OrdType	TimeInForce
ESP	SPT	SPT	PreviouslyQuoted Market	IOC FOK
ESP	FWD	BKN TOD, TOM D1, D2, D3, D4 W1, W2, W3 M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21 Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30	PreviouslyQuoted Market	IOC FOK
ESP	NDF	BKN TOD, TOM D1, D2, D3, D4 W1, W2, W3 M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21 Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30	PreviouslyQuoted Market	IOC FOK
RFS	SPT	SPT	PreviouslyQuoted	FOK
RFS	FWD	BKN TOD, TOM D1, D2, D3, D4 W1, W2, W3 M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21 Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30	PreviouslyQuoted	FOK
RFS	NDF	BKN TOD, TOM D1, D2, D3, D4 W1, W2, W3 M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21 Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30	PreviouslyQuoted	FOK
RFS	SWP	BKN TOD, TOM D1, D2, D3, D4 W1, W2, W3 M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21 Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30	PreviouslyQuoted	FOK
RFS	NDS	BKN TOD, TOM D1, D2, D3, D4 W1, W2, W3 M1, M2, M3, M4, M5, M6, M7, M8, M9, M10, M11, M15, M18, M21 Y1, Y2, Y3, Y4, Y5, Y6, Y7, Y8, Y9, Y10, Y15, Y20, Y25, Y30	PreviouslyQuoted	FOK

LP selection

The client is required to specify which LPs to receive quotes from by populating the NoPartyIDs repeating group in the MF QuoteRequest – use PartyRole (452) = ExecutionVenue (73). Multiple LPs are supported for ESP requests but only a single LP is supported for RFS requests.

The supported LPs are:

LP	MF PartyID (MIC)	FSS ID
Bank of America	BAML	BAML
Barclays	BARX	BARX
BNP Paribas	BNPS	BNP
MUFG Bank	MUTI	BTMU
Citi	CGMI	CITI
CommerzBank	CBKA	COBA
Credit Suisse	CSAG	CS
Goldman Sachs	GSCO	GS
HSBC	HSBC	HSBC
JPMorgan Chase	JPSI	JPMC
Morgan Stanley	MSAX	MS
Standard Chartered	STAN	SCB
Societe Generale	XSGA	SGSP
State Street	SSBI	STS
UBS	UBSG	UBS

Example:

8=FIXT.1.1|9=423|35=R|1129=5 18444 1179469389 189|34=603|49=CL_dev-fxspotstream-pricing|56=MF_dev-fxspotstream-pricing|52=20200723-17:30:50.905000000|20003=N N|20004=N|60=20200723-18:30:50.905000000|131=qr_2/ftY4_1595525350490|2115=101|55=EUR/USD|167=1|20021=N N N N|453=2|452=11|448=testTrader|452=73|448=CGMI|555=1|609=1|624=1|556=EUR|685=1000000|587=28|670=1|671=testAccount|672=1|673=1000000|58=testText|10=000|

Note: not all LPs are supported in the FSS simulator environment, and detailed behaviour may occasionally be incorrect.

PartyIDs

Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

Regulatory Fields

Please refer to or Regulatory Fields for the full Enterprise table across all venues.

FXSpotStream supports both MiFID and EMIR trades. The values required by FxSpotstream are dependent on the Execution Venue. The Regulatory fields table(attached below) describes all regulatory fields that are supported, and which Execution Venue require the field. "Other" column means that this field is used by no Execution Venue in particular.

Please find the table attached here: FxSpotStream Regulatory fields.xlsx

Given that LPs have changing requirements, we recommend that you implement sending this data regardless of the LP.

Passthru Fields

Please refer to Passthru Fields for the full Enterprise table across all venues.