Table of Contents

6.4.0 - 25 Jun 2018 

• [MFD-17] - NatWest Markets - MDEntryPositionNo now specified in NewOrderSingle
• [MFD-30] - BAML - Tag50 usage not compliant with spec
• [MFD-82] - Contradicting Market Data Updates Received on Currenex Feed Containing Multiple Market Data Sessions in UAT
• [MFD-83] - SBE client is not receiving snapshots from JPM Forwards Points feed upon re connection
• [MFD-186] - HSBC - erroneous empty tag 50 (senderSubId) in new order single
• [MFD-196] - AutoCert+ CME Globex API Secure Logon - formal certification.

6.3.0 - 11 Jun 2018 

• [MFD-72] - StandardChartered needs to support of Trader ID passthru
• [MFD-73] - BAML needs to support of Trader ID passthru
• [MFD-70] - Trader Tag Pass-Through functionality test failureThrough resolution
• [MFD-80] - JPM handler clarification required[MFD-25] - Change ReutersSBE logging from INFO to TRACE
• [MFD-68] - STANCHART306 StandardChartered - date of the trade instead of the trade date in TradeCaptureMessage
• [MFD-74] - MOEX issue with the time stamp
• [MFD-75] - Reuters SBE feed 323 is not workingstability issue
• [MFD-78] - LAST_TRADE price entries on Reuters SBE are the opposite side compared to other feeds
• [MFD-81] - FXAllOrderBookMakerPricingAdapter.cpp sends incorrect fix to send correct pricing messages
• [MFD-84] - Why were Use clients’ settlement date and rate for STP Booking orders rejected?
• [MFD-69] - MFAPI Sample Makefile for linux C++ exhibits compiler & linker errors/warnings resolved

6.2.0 - 28 May 2018 

• [MFD-57] - CS needs to support of Trader ID passthru
• [MFD-58] - HSBC needs to support of Trader ID passthru
• [MFD-59] - GoldmanSachs needs to support of Trader ID passthru
• [MFD-60] - MorganStanley needs to support of Trader ID passthru
• [MFD-61] - BARX needs to support of Trader ID passthru
• [MFD-62] - DeutscheRAPID needs to support of Trader ID passthru
• [MFD-63] - CME Globex iLink  API Secure Logon – iLink re-work required
• [MFD-65] - Jefferies - FIX API now available
• [MFD-66] - JPMorgan needs to support of Trader ID passthru

6.1.0 - 30 Apr 2018 

• [MFD-18] -

JP request to PopulateTag

• JPM feed -  populateTag 64 in New Order Single

• [MFD-21] - Reuters MAPI HeartBeating during incorrect password attempts

• [MFD-22] - Logon

problems

• issue on Reuters MAPI feed resolved

• [MFD-26] - Morgan Stanley

handler needs to support

• feedsupport of multiple-account handling

• [MFD-28] - Hotspot - huge market Data Volume

• [MFD-38] -

HotSpotI

• HotSpot request market data one symbol at a time - performance improvement

• [MFD-42] - collection of high priority issues with the Integral feed handler

• [MFD-49] -

A FeedHandler should be able to support

• MarketFactory  Feed Handlers configurable to operate with Reflector

• [MFD-53] - CME Market Order get rejected internally.
• [MFD-55] - JPM Forwards Settlement Date is not set

• [MFD-71] - Citi FH

needs to

• support of Trader ID passthru

• [MFD-20] - INVALID_MIN_AMOUNT rejects on LMAX Interbank

• [MFD-23] - Aggfeed does not connect and subscribe to participating feeds unless it is restarted

• [MFD-24] - Update of ReutersSBE feed handler to SBE Market Data Interface Specification v1.6

• [MFD-27] - Reuters MAPI

require a graceful

• feed -  graceful session logout

instead of the current abrupt socket close

• [MFD-29] - Hotspot Summary Depth feed

is crashing

• stability

• [MFD-31] - Fast Match - use Tag 9300

is

• as Counterparty ID,

NOT

• not 375.

• [MFD-32] - Reuters MAPI - ensuring HeartBeat

required

• before Session logon (35=BE)

• [MFD-33] - IOC TIF is rejected on SEB

for Quod UAT

• feed handler

• [MFD-34] - Fix reject on incorrect quantity on NDFs with proper precision

• [MFD-37] - Fix for - Hotspot Summary Depth Feed Only Sends MD Requests for USD/JPY (marketID=1)

• [MFD-39] - Fix for - Mishandled MarketData Update on Hotspot ITCH

• [MFD-40] - Rename Fixspec for 360T Handler
• [MFD-45] - log-print aborts

• [MFD-46] - MarketDataMonitor

Keeps Crashing

• stability

• [MFD-47]

- Client receiving OrderRejectedMessage

• - State Street Feed - correct issue with  OrderRejectedMessage

• [MFD-50] - SBE Wrapper

does not

• correct support of Venue rejections

properly

• [MFD-51] - Goldman Sachs Handler

Does Not

• - Pass Account Configured in Feeds Filter

• [MFD-52] - SBE API

- Client not receiving ReadyToTrade security status on Edgewater feed

• Edgewater feed - fix of  ReadyToTrade security status issueon

• [MFD-54] - 360T feed handler tag 50

missing in the

• added to new order single

• [MFD-56] - Incorrect settldate even though our calendar was correct (CNH vs CNY)

• [MFD-36] -

Identify master branch changes causing EBS handler to crash

• Fix to correct parsing of EBS Ai messages

• [MFD-41] - Latency improvements for Maker feeds in Whisperer

• [MFD-44] - Integral sends OrigClOrdID in the order cancels they originate, causing issues.
• [MFD-48] - OrderMgr should expect TradeCapture even after order's cancellation

...