The table below sets out the current plan for development of new Venues in Whisperer Enterprise.

Please note that the Roadmap is subject to change. Contact MarketFactory if you have any particular priorities or require Venues that are not listed. 


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, 



StatusVenueAPI

SessionType

ProtocolProductsComments
PRODFxall_QuickTradeTCPI Guide4.1.0.1-October2017.pdfVenueAsTakerJAVARFQ:{SPT, FWD, NDF, SWP, BLK}-
PROD360T_TEX_Maker360T-RFQ_FIX_MarketMaker_v1.14.0.pdfVenueAsTakerFIX.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
PRODBloomberg_FXGOFXGO LP Version 4.1.8.pdfVenueAsTakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}
ESP:{SPT, FWD, NDF}		Split Settlement
On/Offshore NDFs
PRODCurrenex_RFS_MakerFIX-RFQ-Maker-Spec v16.pdfVenueAsTakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-
PRODFidessa_OrdersBuySideFixRoeMay2019.pdfCLOB OrderEntryFIX.4.4Orders:{FUT}Certified for LME, ICE EU and ICE US
Out of scope: EQT, OPT
UATXTX_Eutheniaxtx_markets_-_efx_fix_specs_1_2_1.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}Incl. Metals
Full Amount vs Sweepable
UATCiti_CoLoCiti FxFIX Integration Guide - COLO Spot API Spec v7.0.16.pdfVenueAsMakerFIX.4.4ESP:{SPT}-
UAT360T Supersonic360T-SuperSonicTex_FIX_MarketMaker_v1.6.0.pdfVenueAsTakerFIX.4.4ESP:{SPT}Spec offers ESP:{FWD, NDF, SWP, NDS, FUT}, but these are not yet supported.
UATFXSpotStreamFSS - FIX ROE Specification_v1_4_7.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP}		RFS require separate FIX sessions for Quotes and Orders.
UATCboeFX_SPT_BookfeedBookFeed_Spec-v3.5.1.pdfCLOB MktDataFIX.4.2MarketData:{SPT}-
UATCboeFX_NDF_BookfeedBookFeed_Spec-v3.5.1.pdfCLOB MarketDataFIX.4.4MarketData:{FWD, NDF}MarketData Feed, trades are executed via CboeFX_NDF_Orders
UATCboeFX_SPT_OrdersFIXProxy_Spec v5.2.3.pdfCLOB OrderEntryFIX.4.2Orders:{SPT}-
UATCboeFX_NDF_OrdersForwards-NDFs-FIX_OE_Spec v1.1.1.pdfCLOB OrderEntryFIX.4.4Orders:{FWD, NDF}-
UATCboeFX_SPT_MakerFIXProxy_Spec v5.2.3.pdfVenueAsTakerFIX.4.4ESP:{SPT}-
UATCboeFX_NDF_MakerForwards-NDFs-FIX_OE_Spec v1.1.1.pdfVenueAsTakerFIX.4.4RFQ:{FWD, NDF}-
UAT

Integral_ESP_Maker

Integral_FXCloud_ESP_FIX_Provider_API_Guide_2.1v6.pdfVenueAsTakerFIX.4.3ESP:{SPT}-
UATIntegral_RFS_MakerIntegral_FIX_Maker_API_RFS_2.1v10b.pdfVenueAsTakerFIX.4.3RFS:{SPT, FWD, NDF, SWP}Fixed Spot Roll.
UATCürex_MarketDataCürex FIX Market Data API v1.7.pdfCLOB MarketDataFIX.4.4MarketData:{SPT}Spot only - no Benchmark
Whilst spec'd Fwd/Swap are not actually supported so OOS.
UATCürex_BankAlgoCürex Bank Algo FIX API v2.0.1.pdfCLOB OrderEntryFIX.4.4Orders:{SPT}-
UATLMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfVenueAsTakerFIX.4.2ESP:{SPT, NDF, FUT, CFD}Out of scope: IMM
20-Q4LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdf

CLOB MktData

FIX.4.2MarketData:{SPT, NDF, FUT, CFD}Out of scope: IMM
20-Q4LMAX ExchangeLMAX Exchange FIX 4.2 API Specification v2.8.5.pdfCLOB OrderEntryFIX.4.2Orders:{SPT, NDF, FUT, CFD}Out of scope: IMM
20-Q424 Exchange24X-taker-API-FIX-specification v3.10.pdfCLOB MktDataFIX.4.4MarketData:{SPT, FWD, NDF}-
20-Q424 Exchange24X-taker-API-FIX-specification v3.10.pdfCLOB OrderEntryFIX.4.4

Orders:{SPT, FWD, NDF, SWP}

-
20-Q4360T_GTX_MakerGTX_FIX_LP_Jun2019.pdfVenueAsTaker

FIX.4.4

ESP:{SPT, FWD, NDF}LastLook and No-LastLook
20-Q4Reuters_SBETR SBE Market Data Interface Spec 1.4.pdfCLOB MarketDataSBEMarketData:{SPT}Unscreened, timesliced
20-Q4ION TradingTBDDropCopyION BusTBDTOF, Currenex, Hotspot, EBS, Reuters, ParFX, FastMatch, GainGTX, Integral, Cürex, CME, Bloomberg EMSX
20-Q4Currenex_RFSFIX-RFQ-Taker-Spec-30Aug2019.pdfVenueAsMakerFIX.4.4RFS:{SPT, FWD, NDF, SWP, NDS}-
20-Q4Fastmatch_AutoExFastmatch_AutoExCLOB MktDataFIX.4.2MarketData:{SPT}-
20-Q4Fastmatch_AutoExFastmatch_AutoExCLOB OrderEntryFIX.4.4Orders:{SPT}Additional order types:
OnClose - SafeMatch
Pegged
20-Q4360T_GTXGTX_FIX_RoE_Oct2016.pdfCLOB MktDataFIX.4.4MarketData:{SPT, FWD, NDF, SWP, NDS}-
20-Q4360T_GTXGTX_FIX_RoE_Oct2016.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}-
20-Q4Reuters MAPIThomson_Reuters_Matching_FIX_Interface_User_Guide_v1.7.01.pdfCLOB OrderEntryFIXT.1.1/FIX.5.0SP2Orders:{SPT, SWP}FIX extension package EP 100 or EP 171 required
20-Q4Edgewater_MarketsEdgewater API v1.01.pdfCLOB MktDataFIX.4.2MarketData:{SPT, NDF}1M NDFs only.
20-Q4Edgewater_MarketsEdgewater API v1.01.pdfCLOB OrderEntryFIX.4.2Orders:{SPT, NDF}1M NDFs only.
20-Q4FenicsFXFenicsFX_PlatformIntegrationSpec v1.5.pdfCLOB MktDataFIX.4.2MarketData:{SPT}-
20-Q4FenicsFXFenicsFX_PlatformIntegrationSpec v1.5.pdfCLOB OrderEntryFIX.4.2Orders:{SPT}-
20-Q4FXall_OrderBookThomson Reuters Liquidity Provider FIX Interface.pdfVenueAsTakerFIX.4.4RFS:{SPT, NDF}
ESP:{SPT, NDF}		OrderBook (Anonymous via PB)
NOTE: Same API as FXall_PriceStream
No Last-Look
20-Q4EBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfCLOB MktDataFIXT.1.1/FIX5.0

MarketData:{SPT, NDF, NDS}

EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
20-Q4EBS AiAi FIX Messages_2.0.3_LOCAL_IOC_JUNE_21.pdfCLOB OrderEntryFIXT.1.1/FIX5.0Orders:{SPT, NDF, NDS}EBS Market & EBS Hedge (Mid Pt Matching)
eFix - Benchmark fixing orders
20-Q4CurrenexFIX-Order-Spec-20190702.pdfCLOB MktDataFIX.4.2MarketData:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
20-Q4CurrenexFIX-Order-Spec-20190702.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, NDF, SWP, NDS}Out of scope: FI (UST)
20-Q4Currenex_ITCHCXItchMarketDataServiceSpec.pdfCLOB MarketDataITCHMarketData:{SPT}Incl. Metals
20-Q4Currenex_OUCH_MakerCXOuchMakerSpec_v23.pdfCLOB OrderEntryOUCHESP:{SPT}Incl Currenex Full (Fill)
21-Q1CME-MDP3CME_MDP3CLOB MarketDataSBEMarketData:{FUT}Out of scope: OPT
21-Q1CME-iLink2CME_iLink2CLOB OrderEntryFIX.4.2Orders:{FUT}Out of scope: OPT
21-Q1Currenex_OUCHCXOuchOrderServiceSpec v14.pdfCLOB OrderEntryOUCHOrders:{SPT, FWD}-
21-Q1Fastmatch_PricingFASTMATCH ITCH Protocol Specification CLIENT v1.2.1.pdfCLOB MarketDataITCHMarketData:{SPT}MarketData only
21-Q1Fastmatch_OrdersFASTMATCH OUCH Protocol Specification CLIENT 1.0.13.pdfCLOB OrderEntryOUCHOrders:{SPT}-
21-Q1EBS_DirectEBS Maker API Specification 2.3 - May 23 2018.pdfVenueAsTakerFIX.4.4ESP:{SPT, FWD, NDF, SWP,}
RFS:{SPT, FWD, NDF, SWP}		EBS Direct & EBS Select
Dynamic and static volume bands
Sweepable, Ladder, Full Amt
21-Q1Fastmatch_StreamFASTMATCH Stream FIX Specification 4.0.1.pdfVenueAsTakerFIX.4.2ESP:{SPT, FWD, NDF}SettlementDate only on ExecutionReport
21-Q1EBS_UltraEBSBrokertec_Ultra_PriceStream_Specification_v1.1.pdfCLOB MktDataITCHMarketData:{SPT, NDF}-
21-Q1UBS_FX2BB2B_FIX_Rules_of_Engagement 1_43.pdfVenueAsMakerFIX.4.3ESP:{SPT, FWD, NDF}
RFS:{SPT, FWD, NDF, SWP, NDS}		Incl. Metals
21-Q1SocGenSGCIB FIX 4.4 Protocol V1.3.g.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF, SWP. NDS}
RFS:{SPT, FWD, NDF, SWP, NDS, BLK}		-
21-Q1HSBC_FX_MDSHSBC_FX_MDS_API_V6_FIX_Specification_V2.1.4.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}"Price-For-Volume - PFV" (VWAP ladder) and "Volume-For-Price - VFP" (raw ladder providing depth of book)
21-Q1GoldmanSachsGS FX FIX Specification v7.05.pdfVenueAsMaker
Algo Orders		FIX.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
21-Q1CboeFX_SPT_PricingItch_Protocol v1.68.pdfCLOB MktDataITCHMarketData:{SPT}-
21-Q1BNP_Paribas_eFXBNP Paribas eFX FIX API Streaming v1.2.7.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD}-
21-Q1NatWest_MarketsNatwest Markets FX FIX Rules of Engagement v5.0.28.pdfVenueAsMakerFIX.4.4ESP:{SPT, FWD, NDF}
RFQ:{SPT, FWD, NDF, SWP, NDS, BLK, NDB}		Out of scope: FXTimeOption (similar to FWD), OPT, Fixing Orders
21-Q1MorganStanleyFX_ESPMorgan Stanley - FX FIX Laddered Pricing v3.3.8.pdfVenueAsMakerFIX.4.2ESP:{SPT, FWD, NDF, SWP, NDS}Swaps: ON, TN, SN, SW
21-Q1MOEX_MarketDataENG_Market_Data_Multicast_User_Guide.pdfCLOB MktDataFIXT.1.1/FIX.5.0SP2/FASTMarketData:{SPT, FWD}Out of Scope: FI
21-Q1MOEX_Orderspublic_fix44_interface_in_eng_v4.5.1.pdfCLOB OrderEntryFIX.4.4Orders:{SPT, FWD, SWP, FUT}Out of scope: REPO
21-Q1BAMLXBAMLX-FIX Message Specification v1.2.pdfVenueAsMakerFIX.4.4ESP:{SPT}-