The Lab

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Comment: Published by Scroll Versions from this space and version 1.5.91
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title2026.02.23.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12627] - lmax - Added support for NDFs with IMM tenors and handle new instruments from LMAX gracefully.

Other changes:

  • None
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title2026.02.18.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12518] -t360_gtx - Populate NumberOfOrders in MarketDataIncrementalRefresh
 for PriceDepth book
  •  for PriceDepth book if available
  • [FXMF-12518] - ubs_algo - Do not
populate OrigClOrdID in ExecutionReport messages
  • populate OrigClOrdID in ExecutionReport messages on venue initiated unsolicited messages.
  • [FXMF-12518] - xenfin_liquiditypool -
Populate ExecID with  
  • Populate ExecID with  MF:5:<ClientOrdID>
 on ExecutionReport Replace Enrich ExecutionReport with 
  • Enrich ExecutionReport with ExecutionVenue. Refer
to  for
  •  for more info.
  • [FXMF-11924] - nomura_esp - Added support for IMM tenors and normalised MassQuote message as part of Nomura's API upgrade to v1.11.

Other changes:

  • None
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title2026.01.30.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12462] - t360_gtx - Reinstate the ExecutionReport 'Marketable' BodyPassthruField
  • [FXMF-12464] - autobahnfx_algo - changes to avoid duplicate ExecIDs for synthetic PendingNew and PendingReplace messages
  • [FXMF-12484] bnpparibas_efx_algo - Handle OrdType updates on ExecutionReport messages for unsolicited amendments
  • [FXMF-12450] - lucera_lumefx - MDEntryID  now has MF:B: or MF:O: prefix to guarantee uniqueness
  • [FXMF-12436] - shared subscriptions - MarketDataIncrementalRefresh for late-joiner now publishes all NoEntryPassthruFields published by fxspotstream
  • [FXMF-23436] - currenex_itch - NoEntryPassthruFieldskeyPriceProvider now enumerated 1..n for price-depth subscriptions (e.g. PriceProvider1 ). Additional changes made to ensure this field is published consistently

Other changes:

  • None

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