The Lab

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Old Version 71

changes.mady.by.user Hymavathi Velagapudi

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New Version 72

changes.mady.by.user Matthew Whitaker

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Comment: Published by Scroll Versions from this space and version 1.3.34


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title2023.03.08.WE

Functional changes:

  • [FXMF-8868] - ebs_cpt - ensure that usec regulatory timestamp is populated in ExecutionReport.TransactTime, when available.


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title2023.03.07.WE

New APIs

  • [FXMF-8691] - nomura_esp - FWD support.
  • [FXMF-8684] - xenfin_liquiditypool - CLOB.

Functional changes:

  • [FXMF-8848] - bloomberg_fxgo_maker - Mandatory IMM and BMF tenor changes from Bloomberg.
  • [FXMF-8831] - all venues - Prevent synthetic CancelOnDisconnect for IOC/FOK/GTC/GFA orders.


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title2023.03.02.WE

New APIs

  • [FXMF-8689] - ebs_cpt.
  • [FXMF-669] - statestreet_efx - support for ESP workflow.

Functional changes:

  • [FXMF-8834] - cboefx_itch, currenex_itch and currenex_ouch - Fixed MDEntryTime and HopSendingTime published to the client in the MarketDataIncrementalRefresh message that could occur when co-located with venue.
  • [FXMF-8314] - edgewater_markets - OrigSendingTime is now supported in replayed messages.
  • [FXMF-8584] - cboefx_fixproxy - Clients can now have access to Cboe FX Algo .
  • [FXMF-85848840] - currenex_ouch - Removed OrigSendingTime from the original ExecutionReport.
  • [FXMF-8771] - currenex_ouch - Price precision normalised to 5dp.
  • [FXMF-8582] - cboefx_fixproxy - Added Pegged Order support for NDF.

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