Table of Contents

6.5.4 - 09 Jul 2018 

• [MFD-166] - Cboe FX - Additionally support NoContraBrokers = 2 on ExecutionReport
• [MFD-198] - MiFID2 trade audit report support for ABN Amro
• [MFD-155] - Correction to Populate Tag64 in New Order Single - Date is incorrect for JPMorgan.
• [MFD-104] - Correction to Currenex Maker passing wrong quoteID
• [MFD-118] - TradeCapture errors generated on EBS-AI disconnected with orders outstanding
• [MFD-169] - Correction to handling of LMAX MinAmount validation
• [MFD-189] - Ability for Currenex to handle continuity gaps in marketID
• [MFD-190] - Ability for FastMatch to handle continuity gaps in marketID
• [MFD-197] - Support for HSBC tradingAccount on user / feedsFilter level added
• [MFD-93] - Support for FXSpotStream tradingAccount on user / feedsFilter level added
• [MFD-191] - Deutsche - TraderId passthru:  Party blocks is not generated when onBehalfOfCompId present
• [MFD-221] - NoContraBroker block in TradeCaptureMessage has Tag Id "375" instead of field name "ContraBroker"
• [MFD-235] - HSBC - prevent empty tag 50 (senderSubId) in market data request
• [MFD-74] - Correction to handling of time stamp for MOEX - Partial fix

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] - Update Currenex Feed to handle multiple Market Data Sessions in UAT
• [MFD-186] - HSBC - erroneous empty tag 50 (senderSubId) in new order single
• [MFD-196] - AutoCert+ CME Globex API Secure Logon - formal certification.

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• [MFD-72] - StandardChartered support of Trader ID passthru
• [MFD-73] - BAML support of Trader ID passthru
• [MFD-70] - Trader Tag Pass-Through resolution
• [MFD-25] - Change ReutersSBE logging from INFO to TRACE
• [MFD-68] - 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 stability issue
• [MFD-78] - LAST_TRADE price entries on Reuters SBE are the opposite side compared to other feeds
• [MFD-81] - FXAllOrderBookMakerPricingAdapter.cpp fix to send correct pricing messages
• [MFD-84] - Use clients’ settlement date and rate for STP Booking
• [MFD-69] - MFAPI Sample Makefile for linux C++ compiler & linker errors/warnings resolved

...

• [MFD-18] - JPM feed -  populateTag 64 in New Order Single

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

• [MFD-22] - Logon issue on Reuters MAPI feed resolved

• [MFD-26] - Morgan Stanley feedsupport of multiple-account handling

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

• [MFD-38] - HotSpot Cboe FX request market data one symbol at a time - performance improvement

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

• [MFD-49] - 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 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 feed -  graceful session logout

• [MFD-29] - Hotspot Cboe FX Summary Depth feed stability

• [MFD-31] - Fast Match - use Tag 9300 as Counterparty ID, not 375.

• [MFD-32] - Reuters MAPI - ensuring HeartBeat before Session logon (35=BE)

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

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

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

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

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

• [MFD-46] - MarketDataMonitor stability

• [MFD-47] - State Street Feed - correct issue with  OrderRejectedMessage

• [MFD-50] - SBE Wrapper correct support of Venue rejections

• [MFD-51] - Goldman Sachs Handler - Pass Account Configured in Feeds Filter

• [MFD-52] - SBE API Edgewater feed - fix of  ReadyToTrade security status issueon

• [MFD-54] - 360T feed handler tag 50 added to new order single

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

• [MFD-36] - 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

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