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Old Version 38

changes.mady.by.user Unknown User (aagoro)

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New Version 39

changes.mady.by.user Sadat Tafader

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Comment: Published by Scroll Versions from this space and version 1.5.27
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title2024.11.18.WE

New APIs:

  • None

Functional changes:

  • [FXMF-9999] - NewOrderMultiLeg Validation - Price Should not be populated for ESP VWAP order. For Non-VWAP ESP orders, Price must be populated as before. 
  • [FXMF-10668] - celertech, nomura_esp, socgen - TakerESP VWAP orders will be rejected as these venues do not support them.
  • [FXMF-10693] - lucera_lumefx - Wells Fargo NDFs now supported. NOTE: This includes format changes to the synthetic QuoteID values published in MassQuote messages.
  • [FXMF-10719] - lucera_lumefx - LastSpotRate now populated correctly in ExecutionReport for FWD/NDF.
  • [FXMF-10671] - ubs_algo - TriggerPrice now supported as StrategyParameterField, not BodyPassthruField 
  • [FXMF-10766] - bgc_midfx  - Update session logic to process resends correctly.
  • [FXMF-10752] - integral_stp - Update session logic to reset sequence numbers daily.

Other changes:

  • None. 
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title2024.11.12.WE

New APIs:

  • None

Functional changes:

  • [FXMF-10753] - integral_stp - Change to prevent "null" values from being published in LegRegulatoryKey.LegMiFIDISIN in ExecutionReport
  • [FXMF-10753] - integral_stp -Change to set HasLegNDFFields.LegSettlCurrency to USD in ExecutionReport.

Other changes:

  • None. 

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