The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.37
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title2025.01.30.WE

New APIs:

  • None

Functional changes:

  • [FXMF-11029] - bnpparibas_efx_streaming - Text received from venue will be passed on to client in ExecutionReport Text.
  • [FXMF-10952] - hsbc_fx_mds - LegSEFUSIPrefix now contains the full LEI, where as it previously contained the first 10 characters of the LEI. LegSEFUSI contains the TradeID where as previously this contained the Last 10 char LEI plus TradeID.
  • [FXMF-10981] - exchange24 - BidSpotRate and OfferSpotRate will be null instead of zero in MassQuote when not applicable.
  • [FXMF-10994] - ubs_fx2b - LegAvgPx will be null instead of zero in ExecutionReport when not applicable.
  • [FXMF-11017] - edgewater_markets - LegAvgPx will be null instead of zero in ExecutionReport when not applicable.

Other changes:

  • None
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title2025.01.27.WE

New APIs:

Functional changes:

  • [FXMF-11018] enable price MUX in prod.
  • [FXMF-10988] Price MUX - Don't publish erroneous/empty LateJoin snapshots.
  • [FXMF-10811] - baml - IMM Tenor correction. Previously mapped to Monthly IMM tenors instead of Quarterly.

Other changes:

  • None

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