Workflow

TakerESP - FWD/NDF

TakerRFS - SPT/FWD/NDF/SWP/NDS

Supported Instruments

Please refer to Supported Instruments to view across all venues.

PartyIDs

Please refer to PartyIDs to view across all venues.

Regulatory Fields

Please refer to Regulatory Fields to view across all venues.

Passthru Fields

Please refer to Passthru Fields to view across all venues.

Details

  • Streaming Spot - ABFX does not support Spot stream on autobahnfx_singleg. Instead they recommend autobahnfx_rapid for Spot streaming, which is located in CoLo.
  • Swap Pricing - Swap pricing needs normalisation on WE due to the venue inconsistencies.
    • Near Bid/Offer Allin price and ForwardPoints needs flipping in the Quote message for all swaps.
    • Bid and Offer Spot rates are flipped for Even swaps. 
  •  Streaming Swaps - Technically supported by the Venue, but they suggested it would be taking significant capacity if there is a large amount of near/far tenor combos along with multiple rung nationals. Hence not currently supported by WE. Clients should Contact MarketFactory if this is required.


  1. QuoteRequest - LegSide must be TwoWay for both ESP and RFS requests.
  2. QuoteRequest/NewOrderMultiLeg - Near LegSettlType must be SPT for NDS requests.
  3. QuoteRequest/NewOrderMultiLeg - MarketType must be Regular. Non Deliverables can be traded as Onshore on this venue but this is set up at the  account level and needs to be agreed between the Client and the Venue.
  4. QuoteRequest/NewOrderMultiLeg - LegSettlCurrency must be USD for Non Deliverables.