The table below sets out the plans for development of new Components for Whisperer Enterprise.


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 MarketDataCLOB Order EntryQuotation NegotiationDrop CopyOther Component

Venues migrated from Whisperer Classic are unbolded. New components are bolded, 



Pos.nStatus

SessionType

VenueAPIProtocolProductsComments
1PRODVenueAsTakerFxall_QuickTradeTCPI Guide4.1.0.1-October2017.pdfJAVARFQ:{SPT, FWD, NDF, SWP, BLK}-
2
VenueAsTaker360T_TEX_Maker360T-RFQ_FIX_MarketMaker_v1.14.0.pdfFIX.4.4RFS:{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
3
VenueAsTakerBloomberg_FXGOFXGO LP Version 4.1.8.pdfFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Split Settlement
On/Offshore NDFs
4
VenueAsTakerCurrenex_RFSFIX-RFQ-Maker-Spec v16.pdfFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-
5UATCLOB OrderEntryFidessa_OrdersBuySideFixRoeMay2019.pdfFIX.4.4Orders:{FUT}Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
6
VenueAsMakerXTX_Eutheniaxtx_markets_-_efx_fix_specs_1_2_1.pdfFIX.4.4ESP:{SPT, FWD, NDF}Incl. Metals
Full Amount vs Sweepable
7
VenueAsMakerCiti_CoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfFIX.4.4ESP:{SPT}-
820-Q2CLOB MarketDataReuters_SBETR SBE Market Data Interface Spec 1.4.pdfSBEMarketData:{SPT}Unscreened, timesliced
9
CLOB MktDataEBS_UltraEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfITCHMarketData:{SPT, NDF}-
10
CLOB MarketDataCürexCürex FIX Market Data API v1.7.pdfFIX.4.4MarketData:{SPT}Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.
11
CLOB OrderEntryCürexCürex Bank Algo FIX API v2.0.1.pdfFIX.4.4Orders:{SPT}-
12
CLOB OrderEntryReuters MAPIThomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdfFIXT.1.1/FIX.5.0SP2Orders:{SPT, SWP}FIX extension package EP 100 or EP 171 required
13
VenueAsMakerFXSpotStreamFSS - FIX ROE Specification_v1_4_7.pdfFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}
Orders:{SPT, FWD, NDF}		RFS require separate FIX sessions for Quotes and Orders.
14
VenueAsTaker360T Supersonic360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdfFIX.4.4ESP:{SPT, FWD, NDF, SWP, NDS, FUT}-
15
CLOB OrderEntryCboeFX_SPT_OrdersFIXProxy_Spec v5.2.3.pdfFIX.4.2Orders:{SPT}-
16
CLOB MktDataCboeFX_BookfeedHotspotFX FIX BookFeed.pdfFIX.4.2MarketData:{SPT}-
17
CLOB MktDataFastmatch_AutoExFastmatch_AutoExFIX.4.2MarketData:{SPT}-
18
CLOB OrderEntryFastmatch_AutoExFastmatch_AutoExFIX.4.4Orders:{SPT}Additional order types:
OnClose - SafeMatch
Pegged
19
CLOB OrderEntryIntegral_OCX_MakerIntegral MM API – OCX_Streaming_Orders_API_1.0.pdfFIX.4.3Orders:{SPT}In-flight risk mitigation
Max 1000m/s in 3s window
20
CLOB MarketDataCurrenex_ITCHCXItchMarketDataServiceSpec.pdfITCHMarketData:{SPT}Incl. Metals
21
CLOB OrderEntryCurrenex_OUCH_MakerCXOuchMakerSpec_v23.pdfOUCHESP:{SPT}Incl Currenex Full (Fill)
22
WhispererEnterprise Book ManagerN/ASBEMarketData:{SPT, NDF}Multiple users, late join.
23
VenueAsMakerBAMLXBAMLX-FIX Message Specification v1.2.pdfFIX.4.4ESP:{SPT}-
2420-Q3DropCopyION TradingTBDION BusTBDTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX
25
VenueAsTakerEBS_DirectEBS Maker API Specification 2.3 - May 23 2018.pdfFIX.4.4ESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP}		EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt
26
VenueAsTakerFXall_OrderBookThomson Reuters Liquidity Provider FIX Interface.pdfFIX.4.4RFS:{SPT, NDF}
ESP:{SPT, NDF}		OrderBook (Anonymous via PB)
NOTE: Same API as FXall_PriceStream
No Last-Look
27
CLOB OrderEntryCurrenex_OUCHCXOuchOrderServiceSpec v14.pdfOUCHOrders:{SPT, FWD}-
28
VenueAsTakerFastmatch_StreamFASTMATCH Stream FIX Specification 4.0.1.pdfFIX.4.2ESP:{SPT, FWD, NDF}SettlementDate only on ExecutionReport
29
VenueAsTakerCboeFX_SPT_MakerFIXProxy_Spec v5.2.3.pdfFIX.4.4ESP:{SPT}-
30
CLOB MktDataEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfFIXT.1.1/FIX5.0

MarketData:{SPT, NDF, NDS}

EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
31
CLOB OrderEntryEBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfFIXT.1.1/FIX5.0Orders:{SPT, NDF, NDS}EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
32

CLOB MktData

LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.2MarketData:{SPT, NDF, FUT, CFD}Out of scope: IMM
33
CLOB OrderEntryLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfFIX.4.2Orders:{SPT, NDF, FUT, CFD}Out of scope: IMM
34
CLOB MktDataMOEX_MarketDataENG_Market_Data_Multicast_User_Guide.pdfFIXT.1.1/FIX.5.0SP2/FASTMarketData:{SPT, FWD}Out of Scope: FI
35
CLOB OrderEntryMOEX_Orderspublic_fix44_interface_in_eng_v4.5.1.pdfFIX.4.4Orders:{SPT, FWD, SWP, FUT}Out of scope: REPO
36
CLOB MktDataCurrenexFIX-Order-Spec-20190702.pdfFIX.4.2MarketData:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
37
CLOB OrderEntryCurrenexFIX-Order-Spec-20190702.pdfFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
38
CLOB MktData360T_GTXGTX_FIX_RoE_Oct2016.pdfFIX.4.4MarketData:{SPT, FWD, NDF, SWP, NDS}-
39
CLOB OrderEntry360T_GTXGTX_FIX_RoE_Oct2016.pdfFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}-
4020-Q4CLOB MarketDataCBOE NDFForwards-NDFs-BookFeed_Spec v1.1.1.pdfFIX.4.4MarketData:{FWD, NDF}MarketData Feed, trades are executed via CboeFX_NDF_Orders
41
CLOB OrderEntryCBOE NDFForwards-NDFs-FIX_OE_Spec v1.1.1.pdfFIX.4.4Orders:{FWD, NDF}-
42
VenueAsMakerUBS_FX2BB2B_FIX_Rules_of_Engagement 1_43.pdfFIX.4.3ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}		Incl. Metals
43
VenueAsMakerSocGenSGCIB FIX 4.4 Protocol V1.3.g.pdfFIX.4.4ESP:{SPT, FWD, NDF, SWP. NDS}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK}		-
44
VenueAsMakerHSBC_FX_MDSHSBC_FX_MDS_API_V6_FIX_Specification_V2.1.4.pdfFIX.4.4ESP:{SPT, FWD, NDF}"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
45
VenueAsMaker
Algo Orders		GoldmanSachsGS FX FIX Specification v7.05.pdfFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, BLK}
Orders:{SPT}		ESP Out of scope: Fixing/Marker Orders
RFS: Out of scope: Rolls
46
CLOB MarketDataCME-MDP3CME_MDP3SBEMarketData:{FUT}Out of scope: OPT
47
CLOB OrderEntryCME-iLink2CME_iLink2FIX.4.2Orders:{FUT}Out of scope: OPT
48
CLOB MktDataCboeFX_SPT_PricingItch_Protocol v1.68.pdfITCHMarketData:{SPT}-
49
CLOB MarketDataFastmatch_PricingFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfITCHMarketData:{SPT}MarketData only
50
CLOB OrderEntryFastmatch_OrdersFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfOUCHOrders:{SPT}-
51
VenueAsMakerBNP_Paribas_eFXBNP Paribas eFX FIX API Streaming v1.2.7.pdfFIX.4.4ESP:{SPT, FWD}-
52
VenueAsMakerNatWest_MarketsNatwest Markets FX FIX Rules of Engagement v5.0.28.pdfFIX.4.4ESP:{SPT, FWD, NDF}
RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}		Out of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders
53
VenueAsMakerMorganStanleyFX_ESPMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS}Swaps: ON, TN, SN, SW