A Trading Components venue is the source of a data feed. All supported venues are for FIX. Market Data handlers for the following venues are currently available in Trading Components. Nearly all venues also have execution handlers, as indicated in the second column.
Note
To connect to venues you must have purchased their associated premium adapters and in some cases downloaded them from tibco.com. Whether packaged with StreamBase software or separately, you are only entitled to use premium adapters that are listed in your contract. If the Separate column in the table contains Yes, the associated adapter comes as a separate download. For a complete list of standard and premium adapters and their usage restrictions, click here.
| Venue | Execution | Streaming | RFQ Types | Folder name | Separate |
| Barclays BARX FIX | Yes | N/A | Spot, NDF | barclays-barx | No |
| Bloomberg Tradebook FIX | No | Spot | N/A | bbg-tradebook | Yes |
| CitiFX ESP | Yes | N/A | Spot, Forward, NDF | citifxesp | No |
| CitiFX Options | No | N/A | N/A | citifxoptions | No |
| Currenex Market Data | Yes | Spot, Forward | N/A | currenex | No |
| Deutsche Bank AutobahnFX Classic | Yes | Spot, Forward, Swap | N/A | db-classic-fix | No |
| Deutsche Bank AutobahnFX Rapid | Yes | Spot | N/A | db-rapid-fix | No |
| ICAP/EBS | Yes | Spot, NDF | N/A | ebs | No |
| FXSpotStream FIX | Yes | Spot, Forward | N/A | fxspotstream | No |
| GAIN GTX | Yes | Spot, Forward | N/A | gain-gtx | Yes |
| Goldman Sachs | Yes | Spot, Forward | Spot, Forward, NDF, Swap | gs | No |
| Morgan Stanley | Yes | N/A | Spot, Forward, NDF, Swap | ms | No |
| Nomura | Yes | Spot | Spot, Forward, Swap | nomura | No |
| Saxo Bank FIX | Yes | N/A | Spot | saxo | No |
| UBS Investment Bank | Yes | Spot, Forward, NDF | Spot, Forward, NDF, Swap | ubs | No |
When you drag a handler from the palette onto the canvas, you are prompted to configure it for a venue, as described in Accessing Trading Components .
All venues behave similarly, with certain exceptions that are described in Notes on Specific Venues.
All venues validate subscriptions according to the following set of rules:
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If no instrument type is supplied then a default will be used, SPOT will be used for most venues and SPOT_RFQ will be used for those that SPOT is not valid.
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If the venue is down the subscription will fail.
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The venue will check against valid instrument types as listed in the venue list.
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If currency1 or currency2 does not have a value the subscription will be rejected.
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Tenor values will be checked per venue based on the current venue specification.
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Some venues will validate unsubscribe requests in the same manner as subscription requests.
By default, quotes are held in tables on a per-venue basis. Such tables are not
shared. However, your application can share market data for any venue with a
global quote table, enabling it to aggregate, sort and
compare quotes across venues. To share tables accessed by your application, on the
module's Parameter tab add the parameter GlobalBookTableType and set it to input.
This section provides additional descriptions of behaviors of certain venues that depart from the norm. For a complete list of venues, see Supported Venues.
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CitiFX Options (Volume)
"Top/Depth of book" bid/ask use OptionsExtendedData
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Currenex
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Market Data Request(V) always sends 'Full Book' req uest for market data (264=0) we do not currently support Top Of Book (264=1)
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Market Data Request(V) always sends incremental refresh (265=1) no other options available for venue
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Market Data Request(V) always sends AggregateBook request (266=Y) we do not currently support Non-Aggrgate
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Market Data Request(V) supports requests for SIDE_BID/SIDE_ASK or both, these values are translated to Bid/Offer
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RFQ (MsgType=R) is not currently supported.
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DB Rapid sub
OutputMissingTiersAsZeroPriceItems parameter can be set to true to always output missing/old tier items as zero price items (MLP Request)
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ICAP/EBS
Currently only FIX 5.0 venue which requires different logon
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FX Spot Stream
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Bid/Ask ExtendedField1 gets value from MDEntryOriginator
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OutputMissingTiersAsZeroPriceItems parameter can be set to true to always output missing/old tier items as zero price items (MLP Request)
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You can obtain overviews of current FX sessions from a command window. The Trading Components Administrative client utility is a command line tool that identifies all running instances of handlers on a network and sends commands to one or all handlers using JSON over UDP. Each handler must be set up with its own TCP and UDP ports which communicate back with the tool. It finds the handlers using a standard UDP "ping" port which all handlers and the tool share. The default UDP port is 9000 and the default multicast address is 239.0.0.0.
The utility need not run constantly, but it can. To open the tool, type sb-trading-components-admin in a command window and then issue commands to it. To close the tool, type Ctrl+C. The following table describes the tool's commands. Commands have the following syntax:
command
[[-host host -port port] || [-ref ref#]] [-a arg1...argn] [-f filename]
For details on the utility's syntax and usage, see sb-trading-components-admin(1).