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Old Version 40

changes.mady.by.user Renghanath Natarajan

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New Version 41

changes.mady.by.user Chandana Varsha

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Comment: Published by Scroll Versions from this space and version 1.5.29
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title2024.1112.2004.WE

New APIs:

  • None[FXMF-7488] - baml - RFS for Spot, FWD, NDF [UAT only].

Functional changes:

  • [FXMF-1080710759]   - cme_stp - Change to prevent duplicate OrderOriginationTrader from being published ubs_algo, autobahnfx_algo - New OrdRejReasons added in ExecutionReports.
  • [FXMF-1080810778] - cmeautobahnfx_stprapid - - ExecutingFirm PartyID in drop copy ExecutionReport matches ebs_market_ilink3_sbe LegSettlDate now sent on NDFs in QuoteRequest.
  • [FXMF-1080910790] - gsfx - Change to prevent malformed MassQuote from being published after unsubscriptionbaml - LegLeavesQty now set to 0 on ExecutionReport rejects.
  • [FXMF-1078710781] - PriceMUX - Bridge sends Incremental EndMarker on subscription, only  - autobahnfx_algo - ExecRestatementReason corrected for Unsolicited Pause/Resume ExecutionReports.
  • [FXMF-10834] - cme_mdp3_sbe_udp - 'DisplayFactor' populated correctly on BodyPassthruField on MarketDataIncrementalRefresh messages.
  • [FXMF-10846] - cme_mdp3_sbe_udp - SecurityStatus mapped for symbols with format <Asset><M><Y><DD> without raising ErrorReports.

Other changes:

  • None. [FXMF-10679] - cme_ilink3_sbe -  Option to reload the instrument definition caches without process bounce.
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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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