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: |