MEX Exchange documentation
MEX Exchange is a foreign exchange trading venue for FX spot and non-deliverable forwards (NDFs). Member firms connect in one of two roles:
- Takers subscribe to streaming prices and send orders.
- Makers stream their liquidity into the venue and respond to the orders it routes to them.
This site explains how to connect and documents the FIX interface for both roles. Each specification is also published as a versioned PDF, which is the document a member firm certifies against. The pages here carry the same content and a download button for the PDF.
Where to start
How trading works over FIX
Every participant runs two FIX 4.4 sessions: a market data session for prices and an orders session for order flow and execution reports. The two are paired, and market data is only available while the orders session is logged in. The member firm initiates both connections and MEX Exchange accepts them.
Takers receive prices as incremental book updates, submit limit or market orders with DAY, IOC or FOK time in force, and receive an execution report for every change of state. Makers publish price streams as snapshots and incremental updates, receive fill-or-kill limit orders, and answer each one with an execution report. The full message-level detail is in the FIX specifications.
Request access
Membership, connectivity, credentials and certification are arranged through MEX Exchange onboarding. To begin, email ops@mexexchange.com or contact your MEX Exchange relationship manager. Choose your connection lists what onboarding will ask.
How the documentation is versioned
Each release of the FIX specifications carries one version number, from v1.00 onwards, covering both the Taker and the Maker document. Every version stays available on this site and as a PDF. Changes are announced in the Changelog with the date from which they become mandatory and their effect on certification, so a firm always knows which version it certified against and what a newer version asks of it.