Taker ESP or Taker RFS.
FXSpotStream is a connectivity provider with access to multiple bank liquidity providers (LPs).
Please refer to Supported Instruments to view across all venues.
Please refer to PartyIDs to view across all venues.
Please refer to Regulatory Fields to view across all venues.
Please refer to Passthru Fields to view across all venues.
Fxspotstream supports both Bilateral Quote negotiation and Basket functionality where Quote messages are received from multiple providers.
The client can specify which LPs to receive quotes from by populating the QuoteRequest NoPartyIDs with PartyRole ExecutionVenue. Multiple LPs are supported for both ESP and RFS.
For ESP Clients will always receive MassQuotes.
For RFS, Clients will either receive Quotes or MassQuotes depending on the number of LP's:
QuoteRequest contains NoPartyIDs group with single PartyRole ExecutionVenue with PartyID populated with a LP. Clients will receive Quote message from requested LP.QuoteRequest contains NoPartyIDs group with multiple PartyRole ExecutionVenues with PartyIDs populated with LPs. Clients will receive MassQuote messages with each LP as a QuoteEntry.QuoteRequest does not contain PartyRole ExecutionVenue in NoPartyIDs. Clients will subscribe to all available LPs and they will receive Massquote messages with each LP as a QuoteEntry.The supported LPs are:
| LP | PartyID (MIC) | FSS ID |
|---|---|---|
| ANZ Bank | ANZL | ANZA |
| Bank of America | BAML | BAML |
| Barclays | BARX | BARX |
| BNP Paribas | BNPS | BNP |
| MUFG Bank | MUTI | BTMU |
| Citi | CGMI | CITI |
| CommerzBank | CBKA | TRY |
| Deutsche Bank | DBAG | DBES |
| Goldman Sachs | GSCO | GS |
| HSBC | HSBC | HSBC |
| JPMorgan Chase | JPSI | JPMC |
| Morgan Stanley | MSAX | MS |
| NatWest Markets | NWMS | NMW |
| Standard Chartered | STAN | SCB |
| Societe Generale | XSGA | IASB |
| State Street | SSBI | STS |
| UBS | UBSG | UBS |
| Wells Fargo* | WFLB | WFNA |
* Wells Fargo's liquidity is available only on the ESP workflow. Wells Fargo's liquidity on RFS is a work in progress.
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. |
Multi Allocations are supported for fxspotstream for both ESP and RFS. Multi Allocations are only supported for full amount orders on ESP. For RFS, the QuoteRequst and NewOrderMultileg must have exactly the same allocations, otherwise venue will reject. |
The values required by FxSpotstream are dependent on the target FxSpotStream Regulatory fields.xlsx describes all regulatory fields that are supported, and which NOTE: FXSpotStream supports both MiFID and EMIR regulatory regimes.
|