New APIs: Functional changes: - [FXMF-12031] - fxspotstream - The FXSpotStream "Limit orders" configuration option is now supported. In addition BNY has been added as an LP. Please refer to venue page for detail.
- [FXMF-12251] - bnpparibas_efx_algo - Bug fix - Amend with
TimeInForce = GFT being rejected. - [FXMF-12253] - bnpparibas_efx_algo - Bug fix - Amending with
ClipSize parameter results in Empty Strategy parameters in ExecutionReport - [FXMF-12250] - gsfx -
QuoteCancel sent to clients when all prices in the book are zero. QuoteType flags now specify a QuoteEntry as Indicative when the BidSize or OfferSize is zero. - [FXMF-12210] - ubs_fx2b -
SecurityGroup of the Precious Metals instrument PT MKT LDN OZ is updated to PT MTK LDN OZ. - [FXMF-11994] - All venues - Normalise
LegCumQty and LegLeavesQty in ExecutionReport as per Pending Client Systems Impacts page. - [FXMF-12148] -All venues- Normalisation of Order Status. This is disabled by default, clients should coordinate with support team to enable this feature. Please refer to Pending Client Systems Impacts pages for CLOB and Algo and PreviouslyQuoted workflows for details.
Other changes: |