Fenics

Fenics

Fenics Overview

Fenics U.S. Treasuries (“Fenics UST”) is a fully electronic U.S Government securities (“USTs”) trading venue owned and operated by BGC Financial, L.P. (“BGC”). Fenics UST operates a Central Limit Order Book (“CLOB”). Subscribers to the platform are banks, broker-dealers, professional trading firms (PTFs) and institutional investors.

The CLOB will compete with well-entrenched incumbents in a marketplace designed for low-latency hedgers and arbitrageurs utilizing the tightest tick size in the U.S. Treasury Market, 1/16th of 1/32nd.

Fenics UST is the fastest, most stable, and most reliable ultra-low latency matching engine in the cash UST marketplace. All modern forms of electronic connectivity are supported, including binary protocol, FIX protocol and high-speed internet access with secured VPN.

Fenics Exchange API

TT® supports the following:

  • Prices: Mulicast BIMP Feed
  • Orders: FIX 4.4

Available Products

TT supports trading of all On-The-Run U.S. Treasury instruments will trade in increments of 1/16th of 1/32nd.

Supported Exchange Functionality

The following lists exchange functionality that TT currently supports:

  • Fenics products utilize the tightest tick size in the U.S. Treasury Market, 1/16th of 1/32nd
  • Deploying the most modern state of the art technology available today
  • Execution is binding and fully Anonymous – No Last Look
  • Pulling from the widest range of price makers and takers ever assembled in one pool
  • CLOB Order Type:
    • Limit
    • Immediate Or Cancel (IOC)
    • Fill or Kill (Fok)

Unsupported Exchange Functionality

TT does not currently support Fenics OTC and block orders.

Trading Hours

Trading Hours: Sunday evening through Friday, 6:30 PM - 5:35 PM Eastern Time (NY)

Connectivity Options

The TT® platform provides connectivity to the exchange, so you do not have to contact the exchange regarding connectivity options. Refer to TT Access for more details about your connectivity options for connecting to TT.