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New Version 12

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Comment: Published by Scroll Versions from this space and version 1.5.44
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title2025.03.04.WE

New APIs:

  • None

Functional changes:

  • [FXMF-11147]  - all_venues - Price MUX - TradeTicker events no longer qualify for late-join snapshot publication.
  • [FXMF-11117]   - all_venues - Clearer TimeOptionStartTenor validation text.
  • [FXMF-10960] - t360_tex, t360_tex_maker - Support for Forward Time Options (UAT only)
  • [FXMF-10960] - t360_tex - BankBasket QuoteEntries in MassQuote are sorted by best Bid/Offer. Refer to RFS Bank basket for more details.
  • [FXMF-11023] - autobahnfx_algo - LastSpotRate and LegLastPx in ExecutionReport will be null instead of 0 when ExecType is not Trade.
  • [FXMF-11028] - exchange24 - LegAvgPx in ExecutionReport will be null instead of 0 when ExecType Trade or Cancelled.

Other changes:

  • None
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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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title2025.02.14.WE

New APIs:

  • None

Functional changes:

  • [FXMF-11076] - standardchartered_s2bx - QuoteID handled correctly to avoid order rejection from the venue.
  • [FXMF-11075] - exchange24 - Change to prevent synthetic PendingCancel ExecutionReport triggering for  IOC orders.
  • [FXMF-10792] - baml - Time of execution published as TransactTime in ExecutionReport and removed from BodyPassthruFields.
  • [FXMF-10795] - fxspotstream - Regulatory field normalisation - Changes to publishMiFIDSizeSpecificWaiver, MiFIDSizeSpecificDeferral , and MiFIDExemptedDueToESCBPolicyTransaction in ExecutionReport BodyRegulatoryFields
  • [FXMF-10677] - fastmatch_autoex, cboefx_fixproxy, hsbc_fx_mds, t360_tex, t360_gtx - USI/UTI Normalisation - Change to split UTI/ RegulatoryTradeID into LegEMIRUTIPrefix (LEI of the venue) and LegEMIRUTI (unique TradeID).

Other changes:

  • NONENone
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title2025.02.06.WE

New APIs:

  • None

Functional changes:

  • [FXMF-11045] - ubs_algo - Supports PendingCancel and PendingReplace order statuses on OrderCancelReject.
  • [FXMF-10734] - exchange24 - Supports swap pricing on the CLOB session.
  • [FXMF-10900] - ebs_market_ilink3_sbe, cme_stp - FXSpot+ CME STP Reconciliation.
  • [FXMF-10801] - standardchartered_s2bx - Support for regulatory fields in ExecutionReport and MassQuote.

Other changes:

  • None

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