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2020.11.WC.A

  • MFD-1134: API Server-API Server publish latency on internal UDP
  • MFD-1157: Base Implementation-Feeds to publish latency on internal UDP
  • MFD-1171: Base Implementation-Feed to publish latency on internal UDP
  • MFD-1201: Currenex-Forward outrights quotes are sent to exchange and canceled
  • MFD-1205: Fastmatch-Different counterpartyID passed to client in master vs. customer specific branch

2020.09.WC.A

  • MFD-1183: Tooling-Test rig to analyse CME a/B feeds
  • MFD-1189: Tooling-Fix the test UI RejectOrder submission
  • MFD-998: API Client-OrderDoneMessage not sent to API Users

2020.07.WC.A

  • MFD-1008: ParFX-Classic SBE API Message Count Incorrect after Feed Handler Recycles
  • MFD-1084: BAML X-Massquote components settlement date to algin with single quote behaviour
  • MFD-1151: Base Implementation-Add CNH entries
  • MFD-1187: API Client-Forward outright orders fail for customer specific build
  • MFD-971: LMAX-Amount on Received Orders Truncated for large BitCoin amounts

2020.06.WC.A

  • MFD-1144: Reflector-Set reverse booking on UBS COPY sessions
  • MFD-1164: EBS Direct MM-Feed handler roll back for Specific Customer build due to change in logon behavior
  • MFD-1169: Bloomberg FX<GO>-Broken forwards not working
  • MFD-1177: EBS AI 61-Maturity Date incorrect in DropCopy Messages
  • MFD-1179: BAML X-Trading accounts not logging on to venues
  • MFD-1180: Base Implementation-Add USD/MAD to offsets
  • MFD-925: Currenex Ouch MM-Feed handler missing clOrdID and orderID on TradeAck
  • MFD-990: GTX MM-Pass execID in clOrdID field of OrderTimeoutMessage
  • MFD-999: API Server-SBE API Replay Request Caused Disconnection

2020.06.R

  • MFD-1141: Reflector-Prevent processing of Trade Capture Report with tag 487 TradeReportTransType C - Cancel

2020.05.WC.A

  • MFD-1093: Xenfin-Correct order of ExecReport messages
  • MFD-1102: CME iLink-Self-Match Prevention: Submit Order
  • MFD-1103: CME iLink-Self-Match Prevention: Modify Order
  • MFD-1104: CME iLink-Self-Match Prevention: Execution Report - Order Cancel
  • MFD-1105: CME iLink-Self-Match Prevention: Execution Report + Ack inbound
  • MFD-1146: Base Implementation-Feed handler performance improvement for string manipulation

2020.04.WC.B

  • MFD-1101: CME iLink-CTI field to be set on a per order basis
  • MFD-1140: Tooling-Update default config for MDM
  • MFD-1147: Tooling-Improve accuracy of latency calculations

2020.04.WC.A

  • MFD-1119: API Client-Allow client to change senderSubID on modify orders
  • MFD-1125: CME iLink-Improve logging efficiency
  • MFD-1139: EBS Select-Orders are Rejected due to missing Account field in Order message
  • MFD-1142: Large Trade Limit messages failing to send for Customer Specific build
  • MFD-1145: Currenex Itch-Feed handler is - "Unable to subscribe to all markets."
  • MFD-837: EBS Select-Feed handler most properly process Incremental with 269=J

2020.03.WC.A 

  • MFD-1046:  Currenex-Enhance feed handler to support MTF trading
  • MFD-1131:  Curex-Rectify Trade and Settlement Date formats
  • MFD-1138:  Curex-Rectify source on MktDataMessage for late join (RequestSnapshot) messages
  • MFD-949:  Currenex-Feed handler now logs out gracefully preventing sequence number mismatch

2020.02.WC.A 

  • MFD-1044:  EBS Ultra-Excessive logging during venues emergency maintenance work triggered a failover
  • MFD-1117:  EBS Ultra-Reduce logging and improve latency
  • MFD-1122:  Tooling-Improve accuracy of latency statistics
  • MFD-1123:  STP Booking-STP Users unable to logon

2020.01.WC.A 

  • MFD-1012:  API Client-Zero GC MF Client additional function with new parameter for minFillAmt
  • MFD-1045:  Base Implementation-Standardise delimiter in text logs
  • MFD-1064:  EBS AI 61-Support for Local IOC: Logon Request Message
  • MFD-1065:  EBS AI 61-Support for Local IOC: Application Logon Response Message
  • MFD-1066:  EBS AI 61-Support for Local IOC: Order Submit Request Message
  • MFD-1078:  API Client-Improve performance of C# API
  • MFD-1079:  EBS AI 61-MaturityDate is not populated in DropCopy message
  • MFD-1109:  LMAX-INVALID_MIN_AMOUNT (tag 1089) now supported by feed handler
  • MFD-1111:  API Client-Increase Feed and Market pre-allocation size for larger configurations
  • MFD-885:  API Client-Add the failed logon attempt logic to all fix feed handlers using original session handler class
  • MFD-889:  Base Implementation-Add the failed logon attempt logic to all feed handlers using different session classes

2019.51.WC.A 

  • MFD-1113:  CME-Scaling prices corrected on Stop orders

2019.50.WC.A 

  • MFD-1077:  CME iLink-Remove MiFIDAlgorithmicOrderFlag flipping requirement from the client and server
  • MFD-1098:  CME iLink-Correct latency calculation
  • MFD-940:  CME iLink-Implied Liquidity - getFeeds to return instruments from configured exchanges

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