FX Participant Insight Reporting API
NOTE: The FX Participant Insight Reporting API is now live for NDF Matching. The API functionality will be extended to include spot and forwards as part of the migration of the existing venues to the new infrastructure. For any clarifications please email FXTAM@lseg.com.
The FX Participant Insight Reporting API is a REST based API that will provide programmatic access to a suite of reports, including the Daily Confirmation Statement (DCS) of completed trades, and audit reports such as the Order History Report.
The API will provide access to specific client reports on a near-real time basis and supports the following formats: JSON, CSV and XML. The Bulk API functionality is available for retrieval of larger reports. The Reporting API is for reports on the FX venues, regardless of the channel used to submit the orders, for example, API, FXT, FXall and Workspace.
The main reports covered by the Reporting API are:
- Daily Confirmation Statement (DCS)
- Trade History Report
- Order History Report
Daily Confirmation Statement (DCS)
This is a report of all the matches executed on the FX venues for the requested date.
The report contains the executed trade details such as: Trader ID, Deal Time, Currency Pair, Tenor, Executed Price, and Quantity.
The API allows the client to specify the date, trade code, venue, and report name (for spot, swap or NDF). In the event of amendments or a cancellation, the report includes only the latest version of a trade.
Trade History Report
This is a report of all the trades executed on the FX venues but with more information than the DCS, and trades can be queried over several trade dates. The report contains the executed match details such as: Trader ID, Deal Time, Currency Pair, Tenor, Executed Price, and Quantity. The API allows the client to specify a range of dates, trade code, venue, and report name (for spot, swap or NDF) among others. The report can include all versions of a trade including amendments or cancellations, or can be restricted to contain only the latest version of a trade.
Order History Report
This report is designed to meet customer market surveillance and compliance purposes as well as additionally providing data for customer analytics. The report includes the orders submitted by the client for the requested time period. This will replace the existing Orders Compliance Report and Matching Orders Enhanced Report in Refinitiv FX Trade Reporting.
The report will provide a full history of all transactions performed on a given order, including any executions, trade corrects, cancellations and expiries. The report contains order details such as: Trader ID, Transact Time, Order Status, Currency Pair, Tenor, Price, and Order Quantity.
For orders that result in matches, the API will also provide details of the executed trades.
29 November 2023