New APIs: 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 - on
ExecutionReport Replace to guarantee uniqueness - [FXMF-12469] - statestreet_efx - Adapter version updated from FIX.4.2 to FIX.4.4
- [FXMF-12597] - natwest_markets -
TransactTime is now published on MassQuote messages. - [FXMF-11540] - autobahnfx_rapid, autobahnfx_singleleg, baml, barx, bnpparibas_efx_streaming, celertech, citi_colo, exchange24, gsfx, hsbc_fx_mds, jpmorgan_fx, lucera_lumefx, morganstanleyfx_esp, natwest_markets, nomura_esp, rbc_trading, saxo_direct, socgen, standardchartered_s2bx, statestreet_efx, t360_tex, ubs_fx2b, xenfin_liquiditypool, xtx_euthenia - Post-trade Normalisation.
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: |