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changes.mady.by.user Renghanath Natarajan

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New Version 22

changes.mady.by.user Renghanath Natarajan

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Comment: Published by Scroll Versions from this space and version 1.5.5
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title2024.06.04.WE

New APIs:

Functional changes:

  • NONE

Other changes:

  • NONE
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title2024.06.03.WE

New APIs:

  • NONE

Functional changes:

  • [FXMF-10192] - fxspotstream - VWAP Support for PQ orders.
  • [FXMF-10261] - fxspotstream - Pricing normalisation of uneven swaps.
  • [FXMF-10293] - fxspotstream - Change to consistently populate OrdRejReason in ExecutionReport.
  • [FXMF-10294] - fxspotstream - Change to correctly handle QuoteType in Quote published to client.
  • [FXMF-10237] - ebs_market_mdp3_sbe - Change to handle erroneous price updates from EBS.

Other changes:

  • NONE
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title2024.05.28.WE

New APIs:

  • NONE

Functional changes:

  • [FXMF-10047] - t360_tex - QuoteType field population corrected in MassQuote message.
  • [FXMF-10137] - t360_tex - Support for User multiplexing in RFS Taker adapters.
  • [FXMF-10222] - t360_tex - LegMaturityDate required in NewOrderMultileg for NDFs.
  • [FXMF-10068] - fxspotstream - ExecutionReport normalisation. PendingNew published for all scenarios in the RFS workflow.
  • [FXMF-10234] - fxspotstream - Suppress publishing QuoteResponse to client for a terminated QuoteRequest.
  • [FXMF-1023410235] - fxspotstream - Consistently populate QuoteRequestRejectReason in QuoteResponse.
  • [FXMF-1023410238] - fxspotstream - InvalidAggregation added as a new MDRequestRejectReason in QuoteResponse.
  • [FXMF-10280] - fxspotstream - Consistently populate BidSwapPoints and OfferSwapPoints in BodyPassthru in the Quote message.
  • [FXMF-10219] - fxspotstream_algo - GoldmanSachs pause-resume algo supported.
  • [FXMF-10251] - fxspotstream_algo - Filter processing of DoneForDay ExecutionReport.
  • [FXMF-10268] - fxspotstream_algo - Restrict clients from sending EffectiveTime when trading pegged orders with GoldmanSachs.
  • [FXMF-10127] - ebs_market_mdp3_sbe_udp, cme_mdp3_sbe_udp - Improved processing venue MarketData message.

Other changes:

  • NONE

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