FX Market Data - Spot and Forwards Matching API

  1. Overview
  2. Quickstart
  3. Documentation
  4. Downloads
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Introduction

The FX Market Data - Spot and Forwards Matching API is a point-to-point service based on the technology and industry-standard FIX SBE to allow trading participants to receive real-time information for each instrument traded on our Primary CLOBs. The API is based on FIX SBE Version 2 Release Candidate 2. The feed includes a specific set of FIX messages, constituent tags and messaging workflows that are required to support the dissemination of market data.

The following business functions are supported:

  • Provide the following conflated information for each instrument traded on Primary CLOBs
  • Price depth information for the order book. The feed provides information on the aggregated displayed quantity and the number of displayed orders for each of the configurable number of price points
  • Statistics (LTP and VWAP)
  • Trading status of each instrument
  • Information regarding security and trading session status

 

See the FX Market Data API Technical Overview  for information on the two key methods to connect to the FIX Market Data API:

  • The Standard TCP/IP Market Data Feed
  • Premium Multicast Market Data Feed

 

Click here to download the FX Market Data Schema XML. This XML message schema includes metadata that specifies messages and their data types and identifiers.

 

Updates

1 November 2025

 

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