Change Summary

Background

Introduce the ability to identify the Liquidity Provider that Filled or Rejected an order in the Taker ESP and Taker RFS workflows.

This feature will help users get a complete view of orders Filled or Rejected by an LP on an ECN + orders executed directly on the native bank API.

Affected Venues

Change

We will enrich ExecutionReport with ExecutionVenue PartyRole and PartyID populated with the MIC of the Liquidity Provider that Filled or Rejected an order.

Timeline

14 Nov 2025 - UAT - The feature will be available for clients to test in UAT if they are trading on the affected venues.
At client's discretion - PROD - Whisperer release 2025.11.XX.WE or a later version will be available for clients who are ready to consume ExecutionReport consistently populated with ExecutionVenue PartyRole.

Whisperer Client Impact

Change Details

Whisperer clients trading on the Affected Venues will start to receive the following fields in the HasExtendedOrderFields group in ExecutionReport:

Venues / Fields	EffectiveTime	ExpireTime	ExposureDuration	StopPx	MinQty	MaxShow	DiscretionOffsetValue	PegPriceType	PegOffsetValue	PegOffsetType	StrategyParameterType	StrategyParameterName	StrategyParameterValue
autobahnfx_algo	✓	✓		✓							✓	✓	✓
bnpparibas_efx_algo	✓	✓		✓		✓	✓				✓	✓	✓
broadridge_orders	✓	✓		✓	✓	✓	✓
cboefx_fixproxy	✓			✓	✓	✓	✓	✓	✓	✓	✓	✓	✓
celertech	✓			✓	✓	✓	✓	✓	✓	✓
cme_ilink3_sbe				✓	✓	✓
ebs_market_ilink3_sbe				✓	✓	✓	✓
exchange24					✓
fastmatch_autoex			✓		✓	✓	✓	✓	✓	✓
fidessa_orders	✓	✓		✓	✓	✓	✓	✓	✓	✓	✓	✓	✓
fxall_activetrading					✓	✓	✓
fxspotstream_algo	✓	✓		✓	✓	✓	✓	✓	✓	✓	✓	✓	✓
fxspotstream		✓	✓				✓
fxspotstream_midmatch					✓
jpmorgan_fx_algo	✓	✓		✓	✓		✓				✓	✓	✓
lmax	✓				✓	✓		✓	✓	✓	✓	✓	✓
lseg_ftg		✓				✓	✓				✓	✓	✓
lucera_lumefx					✓	✓
parfx_orders						✓		✓	✓	✓
precision_algo	✓	✓			✓	✓					✓	✓	✓
refinitiv_mapi		✓	✓			✓					✓	✓	✓
t360_gtx	✓	✓	✓	✓	✓	✓	✓	✓	✓	✓	✓	✓	✓
ubs_algo	✓	✓		✓							✓	✓	✓
xenfin_liquiditypool		✓		✓	✓	✓	✓	✓	✓	✓	✓	✓	✓