Deep liquidity from 35+ Tier-1 banks — competitive spreads, reliable depth, and sub-millisecond execution across FX, metals, indices, energy, and crypto.
Institutional-grade liquidity spanning the full spectrum of tradeable instruments, aggregated from the deepest pools available to professional counterparties.
Majors, minors, and exotics from Tier-1 bank LPs. Tight spreads, competitive swaps. Spot and forward tenors with full pre-trade depth.
Spot and forward pricing with full segregation, no last-look from top-tier bullion banks. Continuous pricing through all major sessions.
US30, SPX500, NAS100, UK100, GER40, JP225 and more — continuous pricing with institutional book depth.
WTI, Brent, NatGas — rolling and expiry-dated contracts with institutional depth during peak session hours.
Sourced from regulated venues with strict counterparty requirements. Margin controls built in at the instrument level.
Agricultural CFDs including wheat, corn, cotton, coffee, and cocoa — available to institutional clients with appropriate onboarding.
Every component engineered for maximum reliability and performance at institutional volumes.
Real depth, not marketing depth. Aggregated book with full level-2 visibility — spread, size, and venue attribution visible to institutional counterparties.
WINPROPRIME Liquidity Architecture
WINPROPRIME's proprietary aggregation engine intelligently routes each order to the optimal provider in real-time.
Tick data normalised, timestamped, and processed at nanosecond granularity. BBO constructed from full depth of each provider book.
Tightest composite bid/ask across all LPs — accounting for spread, fill rate, rejection rate, and counterparty risk scores dynamically per instrument.
Routing logic evaluates depth, historical fill quality, and LP performance in real-time. Orders sliced and distributed across multiple LPs when beneficial.
All orders pass configurable pre-trade checks: position limits, exposure caps, max order size, and prohibited instrument filters before reaching the LP tier.
Fills confirmed via FIX ExecutionReports. Post-trade analytics include slippage analysis, LP performance scoring, and execution quality metrics.
WINPROPRIME supports all major industry connectivity standards.
FIX 4.4 for MDS and ORS sessions. Full pre/post-trade reporting. Co-location at Equinix LD4, NY4, TY3.
Native bridge for MetaTrader 4 and 5. A-book, B-book, and hybrid routing with full STP pass-through.
Direct cTrader Open API integration. Full order book depth, execution reports, and account management.
REST API and WebSocket streaming for market data. Ideal for custom platforms, prop desks, and algo systems.
Structured tiers to match the scale and complexity of your operations.
Bridge connectivity, multi-asset liquidity aggregation, and FIX 4.4 session access. For brokers up to $500M monthly notional.
All Core features plus dedicated relationship management, 35+ LP connections, custom pricing parameters, and enhanced SLA. $500M–$5B monthly volume.
Bespoke co-location, multi-entity architecture, white-label prime services, dedicated risk team, and custom LP panel. Above $5B monthly notional.
Discuss connectivity, LP panel design, and service tiers with our institutional team — tailored to your flow profile.