FXSpotStream is a connectivity provider with access to multiple liquidity providers (LPs), supporting RFS (spot, forward, swap, NDF, NDS) and ESP (spot, forward, NDF). Multi-allocations and blocks are not supported.

LP selection

The client is required to specify which LPs to receive quotes from by populating the NoPartyIDs repeating group in the MF QuoteRequest – use PartyRole (452) = ExecutionVenue (73). Multiple LPs are supported for ESP requests but only a single LP is supported for RFS requests.

The supported LPs are:

LPMF PartyID (MIC)FSS ID
Bank of AmericaBAMLBAML
BarclaysBARXBARX
BNP ParibasBNPSBNP
MUFG BankMUTIBTMU
CitiCGMICITI
CommerzBankCBKACOBA
Credit SuisseCSAGCS
Goldman SachsGSCOGS
HSBCHSBCHSBC
JPMorgan ChaseJPSIJPMC
Morgan StanleyMSAXMS
Standard CharteredSTANSCB
Societe GeneraleXSGASGSP
State StreetSSBISTS
UBSUBSGUBS


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.

Regulatory fields




Please refer to or Regulatory Fields for the full Enterprise table across all venues.

PartyIDs




Please refer to Whisperer Enterprise - PartyIDs for the full Enterprise table across all venues.

LP specific regulatory fields / PartyIDs

Required by HSBC for MIFID trading clients when trading MIFID covered products

NewOrderMultiLeg.NoPartyIDs.PartyRole = OrderOriginationFirmLEI

ExecutionReport.NoPartyIDs.PartyRole = ExecutingFirmLEI

NewOrderMultileg.NoLegs.NoLegRegulatoryFields.LegRegulatoryKey = LegMiFIDISIN


Required by UBS for MIFID trading clients when trading MIFID covered products

ExecutionReport.NoPartyIDs.PartyRole = ExecutingFirmLEI