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Old Version 84

changes.mady.by.user Matthew Whitaker

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New Version 85

changes.mady.by.user Chandana Varsha

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Comment: Published by Scroll Versions from this space and version 1.3.47

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title2023.05.17.WE

Functional changes:

  • [FXMF-9068] - cme_ilink2 - Publish both leg information on all Execution Reports except for the individual leg fills
  • [FXMF-9082] - all venues - Compiled REGEX statements to improve latency. This change is implemented to help improve latency particularly for barx and across other venues using these statements as well. 


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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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