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Old Version 39

changes.mady.by.user Sadat Tafader

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New Version 40

changes.mady.by.user Renghanath Natarajan

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Comment: Published by Scroll Versions from this space and version 1.5.28
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title2024.11.1820.WE

New APIs:

  • None

Functional changes:

  • [FXMF-999910807] - NewOrderMultiLeg Validation - Price Should not be populated for ESP VWAP order. For Non-VWAP ESP orders, Price must be populated as before.  cme_stp - Change to prevent duplicate OrderOriginationTrader from being published.
  • [FXMF-1066810808] - cme_stp -   ExecutingFirm PartyID in drop copy ExecutionReport matches ebs_market_ilink3_sbe
  • [FXMF-10809] - gsfx - Change to prevent malformed MassQuote from being published after unsubscriptioncelertech, nomura_esp, socgen - TakerESP VWAP orders will be rejected as these venues do not support them.
  • [FXMF-1069310787] - lucera_lumefx - Wells Fargo NDFs now supported. NOTE: This includes format changes to the synthetic QuoteID values published in MassQuote messages. PriceMUX - Bridge sends Incremental EndMarker on subscription, only.

Other changes:

  • None. 
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title2024.11.18.WE

New APIs:

  • None

Functional changes:

  • [FXMF-107199999] - lucera_lumefx - LastSpotRate now populated correctly in ExecutionReport for FWD/NDF.[FXMF-10671] - ubs_algo - TriggerPrice now supported as StrategyParameterField, not BodyPassthruField NewOrderMultiLeg Validation - Price Should not be populated for ESP VWAP order. For Non-VWAP ESP orders, Price must be populated as before. 
  • [FXMF-1076610668] - bgc_midfx  - Update session logic to process resends correctly celertech, nomura_esp, socgen - TakerESP VWAP orders will be rejected as these venues do not support them.
  • [FXMF-1075210693] - integrallucera_stp - Update session logic to reset sequence numbers daily.

Other changes:

  • None. 
  • 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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title2024.11.05.WE

New APIs:

  • None

Functional changes:

  • [FXMF-10685] - PriceMUX - now requires per-venue MFSecurityID as shared MDReqID.
  • [FXMF-10688] - ubs_algo - Add client engagement validation
  • [FXMF-10738] - exchange24 - Correctly manage active MDReqIDs after client disconnection.

Other changes:

  • [FXMF-10423] - bgc_midfx - OrderCancelReject dictionary additions (no functional change)
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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
    • . 
    Expand
    title2024.10.30.WE

    New APIs:

    • None

    Functional changes:

    • [FXMF-10729] - barx_tcr : Resolved synchronisation issues with Venue Logon.
    • [FXMF-10666] - precision_algo : Specification of OrderOriginationTrader now supported.

    Other changes:

    • NONE

    ...

    Expand
    title2024.10.11.WE

    New APIs:

    • None

    Functional changes:

    • [FXMF-10650] - broadridge_orders : LegSide, LegAllocationID, LegSettlDate on ExecutionReport now have correct leg details on Spreads
    • [FXMF-7534]  - PriceMUX - round robin price distribution

    Other changes:

    • NONE
    Expand
    title2024.09.10.WE

    New APIs:

    • NONE

    Functional changes:

    Other changes:

    • NONE

    ...