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changes.mady.by.user Sadat Tafader

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New Version 14

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Comment: Published by Scroll Versions from this space and version 1.5.46
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title2025.03.26.WE

New APIs:

  • None

Functional changes:

  • [FXMF-11242] - refinitiv_mapi - ErrorReport received when venue not open, subject changed to VenueTradingStatusHalted, and now will now only come after 4 seconds of venue not opening rather then immediately. 
  • [FXMF-11274] - refinitiv_mapi - Format change to ExecID to prevent becoming too large causing ExecutionReport to not be processed.
  • [FXMF-11185] - currenex_rfs_maker - Withdraw support for SEF orders.
  • [FXMF-11048] - cme_ilink3_sbe - CME FXLink: Price precision adjustments in line with changes due to FXSpot+.
  • [FXMF-11206] - fxspotstream - Text received from venue will be passed on to client in MarketDataRequestRejectText.
  • [FXMF-10810] - fxspotstream-Added 2 new liquidity providers: ANZ and Deutsche Bank.
  • [FXMF-11094] - exchange24 - SWPPricing now supported on ESP and CLOB sessions.
  • [FXMF-11281] - all_venues - revert NumOfCompetitors global validation for ESP QuoteRequest

Other changes:

  • None
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title2025.03.14.WE

New APIs:

Functional changes:

  • [FXMF-11097] - t360_gtx, t360_tex, t360_tex_maker - Removal of USI fields as 360T now uses UTI for SEF. See 2025-03-17 - 360T - Unique Swap Identifier (USI) Decommission for full details.
  • [FXMF-11183] - autobahnfx_algo - Addedsupportformoreenumerationsfor OrdStatus in OrderCancelReject message. 
  • [FXMF-10804] - ebs_market_ilink3_sbe, cme_ilink3_sbe - Send correct LegCumQty ExecutionReport Modified, Cancel and Eliminate.
  • [FXMF-11088] - autobahnfx_algo - Will generate synthetic ExecutionReport PendingCancel and PendingReplace when venue does not provide.
  • [FXMF-11138] - bgc_midfx, currenex_ouch - Synthetic OrderCancelRejects now come after ExecutionReport.
  • [FXMF-11036] - t360_gtx -LegAvgPx in ExecutionReport will be null instead of 0 when not applicable.
  • [FXMF-11038] - gsfx -LegPrice, LegAvgPx, LegLastPx in ExecutionReport will be null instead of 0 when not applicable. 
  • [FXMF-11044] - standardchartered_s2bx - LegPrice in ExecutionReport will be null instead of 0 when not applicable.
  • [FXMF-11047] - natwest_markets - LegPrice, LegAvgPx, LegLastPx in ExecutionReport will be null instead of 0 when not applicable. 
  • [FXMF-11054] - cboefx_fixproxy - LegLastPx and LastSpotRate in ExecutionReport will be null instead of 0 when not applicable.
  • [FXMF-11200] - all_venues - Price MUX - ErrorReport Subject now correctly passed.
  • [FXMF-11146] - all_venues - Price MUX - additional global validation applied to LinkID and NumOfCompetitors for ESP QuoteRequest

Other changes:

  • None
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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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