The Lab

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Comment: Published by Scroll Versions from this space and version 1.3.17


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title2022.09.14.WE

Other Changes

  • [FXMF-900] - all venues - BusinessMessageReject/Reject messages from venue to be sent as BusinessMessageReject to client, if configured. Please refer to Error Handling for details.
  • [FXMF-8243] - all venues - gateway validation of inbound client messages now trigger BusinessMessageReject to client instead of ErrorReport, if configured.
  • [FXMF-8279] - currenex_itch - Improved session level message sequence number management.
  • [FXMF-8284] - cme_mdp3_sbe_udp - Unsubscribe successfully on CME.


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title2022.09.07.WE

Other Changes

  • [FXMF-8267] - bloomberg_fxgo_maker - ExecutingFirm PartyRole validation is removed for XOFF Deals in ExecutionReport.

    Note
    titleMandatory PartyIDs in Execution Report

    As part of this change the additional validation introduced as part of 2022.08.18.WE is updated to:

    • ExecutingFirm is required by this venue for MiFID/SEF/MAS and optional for XOFF.
    • ExecutingFirmLEI is required by this venue for MiFID/SEF/MAS and optional for XOFF.
    • ExecutingUnitLocation is required by this venue for MiFID.
    • ReportingEntity is required by this venue for SEF.


  • [FXMF-8234] - citi_colo - PendingNew ExecutionReport to include LegPrice.

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