The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.43
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title2025.02.28.WE

New APIs:

  • None

Functional changes:

  • [FXMF-10793] - barx - Added regulatory fields in NoLegRegulatoryFields group in ExecutionReport.
  • [FXMF-10796] - hsbc_fx_mds - Added MiFID-specific regulatory fields in NoBodyRegulatoryFields group in ExecutionReport.
  • [FXMF-10800] - rbc_trading - Added MiFID-specific regulatory fields in NoBodyRegulatoryFields group in ExecutionReport.
  • [FXMF-10802] - t360_tex - Added regulatory fields in NoPartyIDs, NoAllocRegulatoryFields, NoLegRegulatoryFields group in ExecutionReport.
  • [FXMF-11035] -fxall_activetrading - LegAvgPx in ExecutionReport will be null instead of 0 when ExecType Trade or Cancelled.
  • [FXMF-11092] - ubs_algo - Order amendments for ORCA DIRECT are handled correctly.
  • [FXMF-11104] - ubs_algo - LastSpotRate published for PendingCancels in ExecutionReports.
  • [FXMF-11093] - autobahnfx_algo - Order amendments for ICEBERG are handled correctly.

Other changes:

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title2025.02.18.WE

New APIs:

  • None

Functional changes:

  • [FXMF-10959] - Schema - Whisperer Enterprise Schema upgraded to v19457.
  • [FXMF-10794] - bgc_midfxCFICode is published in ExecutionReport BodyPassthruFields.
  • [FXMF-10798] - jpmorgan_fx - Support for MiFID specific fields in ExecutionReport and NewOrderMultileg.
  • [FXMF-11032, FXMF-11039, FXMF-11041, FXMF-11055] - fastmatch_autoex, saxo_direct, statestreet_efx, broadridge_orders - LegAvgPx in ExecutionReport will be null instead of 0 when when ExecType Trade or Cancelled.
  • [FXMF-11056] - ebs_market_mdp3_sbe - NumberOfOrders will be null instead of 0 in MarketDataIncrementalRefresh.
  • [FXMF-11079] - ubs_algo - Change to handle venue ExecutionReport with OrderStatus PendingCancel or PendingReplace.

Other changes:

  • NONE

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