Connectivity

REST/WS API

An HTTPS interface for reading venue data into your own systems: axe inventory you are permissioned to see, the state of your requests, and your trade reports. Designed for order management, risk, compliance and analytics integration.

Resources

What you can read

ResourceDescriptionAccess
AxesPost, amend, pause and withdraw your own axesRead and write
Market axesAxes visible to your firm, with filters by pair, tenor, structure and directionRead
RequestsYour outstanding and historical requests and the quotes receivedRead
TradesExecutions with counterparty, economics and venue identifiersRead
Reference dataSupported pairs, structures, tenors, expiry cuts and the venue calendarRead
Funds and give-upsYour firm's funds and give-up destinations, for allocation on an axeRead
Users and counterpartiesUsers within your firm and the counterparty organisations you face on the venueRead

Conventions

  • Transport: HTTPS with TLS. UTF-8 JSON request and response bodies, case-sensitive field names, ISO-8601 dates and timestamps.
  • Authentication: OAuth 2.0 client credentials. Per-firm credentials are issued at onboarding and exchanged for a short-lived bearer token, presented on every REST call and on the WebSocket handshake.
  • Identity: the token carries your organisation and your desk. There are no identity headers, and no request can widen its own scope. Authorisation is re-checked as calls are served, not only when a token is issued.
  • Versioning: the major version is carried in the path, so a breaking change arrives as a new version rather than altering the one you are integrated against.
  • Pagination: cursor-based. Collections return an opaque cursor and a total, so you can tell up front whether further pages exist.
  • Rate limits: applied per organisation rather than per process, so your whole estate shares one ceiling. A breach is answered with a rate-limited error and should be met with back-off, not an immediate retry.
  • Errors: every failure carries a stable, machine-readable code alongside a human-readable message, and validation failures name the offending fields. Integrate against the code.
  • Idempotency: writes that create an object take a client-supplied identifier, so a call that times out can be retried safely without creating a duplicate.
  • Streaming: the WebSocket carries the same operations over one long-lived connection and adds server-pushed axe updates. Connections are heartbeated and tokens are renewed in place without dropping the socket. Nothing is replayed after a reconnect, so clients rebuild from a fresh snapshot.
  • Environments: test and production, with separate credentials.

Exact limits, the message specification and the full error code table are issued to participants and certified vendors during onboarding.

Order management

Pull executed trades into the OMS for booking and allocation without re-keying.

Risk and compliance

Mirror requests and executions into surveillance and best execution records.

Analytics

Analyse your own request and fill history. Aggregate venue data is provided to participants separately.