FX Post Trade API

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NOTE: The FX Post Trade 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 Post Trade API supports the FIX protocol version 5.0 SP2. The API specifically allows clients to receive a complete FIX Trade Capture Report (TCR) to enable them to book trades into their risk system while enriching trades for further post trade activities they maybe required to carry out, such as but not limited to regulatory reporting, confirmation, and settlement processes.

The FX Post API Specification contains scenarios and logic for Post Trade TCR (Trade Capture Report) messages including information on connections, dissemination, recovery and detailed guide to FIX message types and fields (optional and required).

The FX Post Trade API connects into the LSEG MIT Post Trade Gateway that receives executed trades from the core venue as well as enrichment from the respective internal systems to ensure the message is a full TCR as per the requirements of the FX tradable and regulation of the venue where trade was executed. The TCR will be complete as per FIX standards including mandatory and optional FIX tags, this guide aims to detail out all of this, the options on how and what specific fields to consume from the TCR will be on the user and their needs.

Updates

15 January 2023

The Early Integration Development (EID) environment has been discontinued, customers should develop in the Client Development Service (CDS) environment

11 December 2023

22 November 2023