The Lab

Versions Compared

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.

2020.14.WC.A 

  • MFD-1155: SLM-NOP Tool showing zero for Term based swaps
  • MFD-1158: JP Morgan-JPMorgan NDFs - Market Data Request(V) messages
  • MFD-1159: JP Morgan-JPMorgan NDFs - Market Data Incremental Refresh(X) messages
  • MFD-1161: JP Morgan-JPMorgan NDFs - New Order Single(D) messages
  • MFD-1162: JP Morgan-JPMorgan NDFs - Execution Report (8) messages
  • MFD-939: Currenex-Inverse currency SWAPs failed with critical error when credit limit breach
  • MFD-947: JP Morgan-Empty Tag336/ TradingSessionID in QuoteRequest message when cancelling a pending SWAPs QuoteRequest

2020.12.WC.A 

  • MFD-1149: Base Implementation-String manipulation performance improvement
  • MFD-1170: Base Implementation-Feeds overriding FixClientSession to log their own own latency
  • MFD-1173: Base Implementation-Fix population of QuoteRequest generated by 35=V with streamID
  • MFD-1191: Base Implementation-Allow override of log level on a per feed basis instead of instance basis
  • MFD-1194: Base Implementation-Feed Handlers to log more detailed latency instead of API Server
  • MFD-1200: API Client-Fix sequence number and replay bugs in SBE Java API

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

...