The Lab

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title2023.05.15.WE

Functional changes:

  • [FXMF-9013] -  ebs_market_ilink3_sbe - Update to handle v7 and v8 schema messages from venue in preparation for iLink 3 SBE Schema Update
  • [FXMF-9069] - cme_ilink2 - ExecutionVenue echo on EexcutionReport if populated in client requests
  • [FXMF-9070] - cme_ilink2 - Populate EexcutionReport with LegLeavesQty on calculated fills
  • [FXMF-9071] - cme_mdp3_sbe_udp - Explicitly scope out User Defined spreads
  • [FXMF-9075] - fastmatch_stream_maker - Prevent gateway from sending duplicate QuoteRequest
  • [FXMF-9076] - cme_mdp3_sbe_udp - Optimise delay in publishing EndMarker 


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title2023.05.04.WE

Functional changes:

  • [FXMF-8411] - cme_mdp3_sbe_udp - Standardised symbology for FX Futrues on CME
  • [FXMF-8377] - cme_mdp3_sbe_udp - Apply scaling on prices correctly.
  • [FXMF-7645] - fxspotstream - Multi-allocations now supported for both RFS and ESP
  • [FXMF-8886] - fxspotstream - LegCalculatedCcyLastQty corrected to be positive.

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