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Comment: Published by Scroll Versions from this space and version 1.5.47
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title2025.04.14.WE

New APIs:

Functional changes:

  • [FXMF-11339] - edgewater_markets - allow provision of LegSettlDate in MarketDataRequest.
  • [FXMF-11049] - cme_mdp3_sbe_udp -  Change in SPR leg ordering in SecurityStatus and MarketDataRequest. For a SPR with a FUT and SPT leg, the FUT will always be near leg.
  • [FXMF-11127] - bnpparibas_efx_algo - Normalisation changes and added LastSpotRate, MiscFeeAmt, MiscFeeAmt, MiscFeeBasis  to  BodyPassthruFields in ExecutionReport.
  • [FXMF-11050] - fxspotstream - BankBasket MassQuote NoEntryPassthruFields group count corrected.
  • [FXMF-11080] - fastmatch_autoex - NDF SecurityStatus will now have SettlDate populated. LegSettlDate no longer mandatory for NDF MarketDataRequest.
  • [FXMF-11191] - t360_tex_maker - Regulatory fields normalisation. For more info, please refer to the Regulatory Fields and Passthru Fields section.
  • [FXMF-11190] - integral_rfs_maker - Regulatory fields normalisation. For more info, please refer to the Regulatory Fields and Passthru Fields section.
  • [FXMF-11186] - fxall_quicktrade_maker - USI/ UTI normalisation. For more info, please refer to the Regulatory Fields section.

Other changes:

  • None
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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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title2025.01.27.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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title2025.01.21.WE

New APIs:

  • None

Functional changes:

  • None

Other changes:

[FXMF-10995] - Internal configuration management tooling changes. 

  • Expand
    title2025.01.17.WE

    New APIs:

    • None

    Functional changes:

    • [FXMF-10842] - jpmorgan_fx - Change to disseminate MidPrice as an MDEntry in MarketDataIncrementalRefresh instead of a BodyPasthruField.
    • [FXMF-10905] - cme_mdp3_sbe_udp, ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - Change to publish MarketDataIncrementalRefresh with NoMDEntries = 1 and MDEntryType = EmptyBook for empty MarketDataSnapshotFullRefresh from the venue.
    • [FXMF-10969] - fxspotstream - LastSpotRate consistently populated in ExecutionReport for ESP VWAP Orders.
    • [FXMF-10972] - t360_tex - UTI Normalisation - Change to split UTI/ RegulatoryTradeID into LegEMIRUTIPrefix (LEI of the venue) and LegEMIRUTI (unique TradeID).
    • [FXMF-10974] - cme_stp - Change to prevent the gateway from sending duplicate drop copy subscriptions to the venue.
    • [FXMF-10977] - cme_stp - Updated drop copy resubscription logic during venue internal error scenario.
    • [FXMF-10979] - cme_mdp3_sbe_udp, ebs_market_mdp3_sbe_udp, edgewater_maker - Price MUX - Interim change to handle missing NoHop group in SecurityStatus.

    Other changes:

    • None
    None
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title2025.01.21.WE

New APIs:

  • None

Functional changes:

  • None

Other changes:

  • [FXMF-10995] - Internal configuration management tooling changes. 
Expand
title2025.01.13.WE

New APIs:

Functional changes:

  • [FXMF-10545] - t360_tex_maker - NDFs from 360T with prespot and spot SettlDate will now have LegSecurityType as NDF instead of FWD.
  • [FXMF-10398] - fxspotstream - MassQuote
 now has 
  •  now has HasExtendedBidFields/HasExtendedOfferFields
 groups
  •  groups populated as per
the  correctly
  •  correctly populated
in MarketDataIncrementalRefresh when MDUpdateAction is 
  • in MarketDataIncrementalRefresh when MDUpdateAction is New.
  • [FXMF-10737] - edgewater_markets - LegSettlCurrency
 populated in HasLegNDFFields group
  •  populated in HasLegNDFFields group. 
  • [FXMF-10776] - t360_tex - LegSettlDate
 in QuoteRequest is
  •  in QuoteRequest is correctly asserted if populated for standard tenors.
  • [FXMF-9784] - lmax - Added NDF support.

Other changes:

  • None