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2020.17.WE.A 

  • PHNX-1499: 360T TEX-Add mapping for new tenor code 'ON' from 360T

2020.16.WE.A 

  • PHNX-1008: Base Implementation-Fix global validation on leg count for block-related messages.
  • PHNX-1017: Base Implementation-Add - method of recording latency against client initiated messages
  • PHNX-1029: Tooling-Bloomberg ESP - Test script for MarketData
  • PHNX-109: Documentation-Diagram s/w design decisions
  • PHNX-1136: Logging-Auto-discovery of journaling service by gateways
  • PHNX-1138: Logging-Add ability to split journal workload across instances
  • PHNX-1140: Logging-Log usage metrics for journalling
  • PHNX-1148: Logging-Alerts for Journal Message Queue Growth
  • PHNX-1182: Tooling-Make use of caching during build process
  • PHNX-1196: Base Implementation-ASCII log timestamp for outbound SBE messages is incorrect
  • PHNX-1200: Stunnel connection states up but notifies as disconnected on receiving logon message
  • PHNX-1204: Logging-Build test scripts to excercise new journal process
  • PHNX-1205: 360T TEX-Venue Spec change - Improved ISIN handling
  • PHNX-1212: Tooling-360T SPT Execution Report mapping validation to be based on test generated messages
  • PHNX-1215: Logging-Test scripts the Seqnum of new journal process
  • PHNX-1228: Tooling-360T SPT Execution Ack Report mapping validation to be based on test generated messages
  • PHNX-1232: Tooling-Scripts for 360T NDF & NDS Message Execuiton
  • PHNX-1238: Logging-Consistent Message Queue Names for new journal process
  • PHNX-1267: Logging-Gateway to shutdown gracefully if journal queue usage reaches 80% capacity
  • PHNX-1268: Logging-Gateway Journal to print any message that cannot be recorded correctly
  • PHNX-1272: Logging-Journal Service to auto restart
  • PHNX-1280: Tooling-Create venue session config for automated tests
  • PHNX-1290: Tooling-Faster fail feedback on tests for quicker triaging
  • PHNX-1296: EBS Ultra-Login and reception of snapshots and incrementals
  • PHNX-1314: API Client-Add taker sample and support to the reference API
  • PHNX-1315: Tooling-Change tests to get messages by id from cache
  • PHNX-1317: Logging-Gateway services to verify the journal interfaces at start up
  • PHNX-1318: Logging-Build utility to transfer a message from command queue to a decodable file
  • PHNX-1320: Logging-Production proving for new journal service
  • PHNX-1321: Logging-Deployed environments to launch a journal service dedicated per gateway service
  • PHNX-1322: Generator components-Review classes for EBS packet interface
  • PHNX-1342: 360T TEX-Add field mapping for PartySubID and PartySubIDType
  • PHNX-1354: FXall Quicktrade-Ascii logs must not roll on every client logon
  • PHNX-1371: Logging-Gateway service to start the new journal service on startup
  • PHNX-1386: Reuters SBE-A/B Channel Arbitration
  • PHNX-1387: Tooling-Update 360T Message Validation Tests - Blocks/ Allocations- NewOrderSingle
  • PHNX-1395: Tooling-Update message validation tests - for 360T Blocks/ Allocations in Execution Ack
  • PHNX-1397: 360T TEX/Bloomberg FX<GO>/Currenex RFS-IDM / EDM MiFIDAlgorithmicOrderFlag added to schema
  • PHNX-1408: Base Implementation-Add abstracted references to the Client (quick) and Venue (fix) resources in the MessageMapper
  • PHNX-1409: Base Implementation-Support optional custom tags for the generated message translator
  • PHNX-1410: Tooling-Update automated tests to check for correct field order in repeating groups
  • PHNX-1413: Tooling-Automate Bloomberg ESP regression tests
  • PHNX-1419: EBS Ultra-A/B Channel Arbitration
  • PHNX-1430: Improve efficiency of build process
  • PHNX-1431: API Client-Specify SBE schema during build process
  • PHNX-1444: Tooling-Do not deploy the original journal unit file to UAT environments
  • PHNX-1449: Base Implementation-Session Handling - Jrnl - Gateway resetting client sequence number in case of mismatch
  • PHNX-1451: Base Implementation-Session Handling - Gateway not sending logout when queue logging is full
  • PHNX-1458: API Client-Enhance SBE Tool generated C# code with decoder ToString methods
  • PHNX-1468: Tooling-Produce script to confirm IDM/EDM changes
  • PHNX-1471: Journal Service-Add command line option to print versioning information then exit
  • PHNX-1472: Base Implementation-Update gateway logic that verifies the schema version and the 'messageStart' field.
  • PHNX-1474: Base Implementation-Enforce one journal service per gateway service
  • PHNX-1477: 360T TEX-Investigate validation service error in trade execution report
  • PHNX-1486: Documentation-Fix typo in gateway cfg documentation
  • PHNX-1492: 360T TEX-Gateway sending incorrect SendingTime in Logon message
  • PHNX-1494: 360T TEX-Gateway faults when processing NDS Quotes with SPOT leg
  • PHNX-376: Documentation-Documention for the sbe4_to_fix end point
  • PHNX-377: Documentation-Documention for the gateway endpoint
  • PHNX-433: CBOE NDF-FIX Session Handling - Fix sequence number on logon to prevent ResendRequests
  • PHNX-605: Documentation-Document gateway configuration parameters and defaults
  • PHNX-666: API Client-Inhclude addition details in logs on critical errors
  • PHNX-671: API Client-Improve names of fields in C++ code
  • PHNX-796: FXall Quicktrade-Stop generating redundant error reports when logon fails
  • PHNX-883: 360T TEX/Bloomberg FX<GO>/Currenex RFS/FX all Quicktrade-add support for on-shore NDF pricing
  • PHNX-904: 360T TEX-Support product-level ISIN for Swaps
  • PHNX-907: Documentation-Measure System Latencies & Throughput.
  • PHNX-926: Bloomberg FX<GO>-ESP - As a client I expect my FWD Market Data to be published on Bloomberg
  • PHNX-935: 360T TEX-Remove AllocMiFIDISIN from SBE schema enurmation
  • PHNX-944: Tooling-Report the component package info as part of startup
  • PHNX-987: 360T TEX/Bloomberg FX<GO>/Currenex RFS/FX all Quicktrade-Add support for PartyRole = 78/ AllocationEntity in 360T field mappings

2020.15.LS.A 

  • PHNX-1364: Logon Service-Improve error logging and detection in the logon service

2020.11.WE.A 

  • PHNX-1306: FXall Quicktrade-Log files are are not rolling correctly

2020.09.WE.A 

  • PHNX-1058: Base Implementation-Erroneous carriage return character in SBE ErrorReport after BusinessMessageReject
  • PHNX-1061: Bloomberg FX<GO>-ESP - Amend SecurityGroup component in MassQuote & NewOrderMultileg messages
  • PHNX-1111: Bloomberg FX<GO>-Update Schema and field mappings to move "SFTRSecuritiesFinancingTransactionFlag" to Leg level
  • PHNX-1127: Tooling-Feed Handler Latency test: Check for high message load
  • PHNX-1130: Tooling-360T FWD Quote mapping validation to be based on test generated messages
  • PHNX-1193: Base Implementation-Malformed ErrorReport when reporting Reject to Venue
  • PHNX-1214: Logging-Create Build and Deployment plans for the enterprise journal service.
  • PHNX-1236: Generator components-Integrate new FIX readers/writers to the existing framework
  • PHNX-1283: Tooling- Bloomberg RFS Validation script failing for Execution Ack
  • PHNX-1284: Tooling-Bloomberg RFS Validation script failing for Quote
  • PHNX-1300: Reuters SBE-Create WE Gateway shell
  • PHNX-1319: Logging-Document recovery process for captured messages
  • PHNX-1323: Generator components-Design initialization logic for generated code
  • PHNX-1334: Reuters SBE-Add standard logging API calls
  • PHNX-1362: Tooling-Update 360T Message Validation tests - Blocks/ Allocations- Quote message
  • PHNX-1377: Bloomberg FX<GO>-ESP - SFTR to default to false in Regulatory bodies
  • PHNX-1383: Base Implementation-QuoteEntryID in market data message must be unique per quote
  • PHNX-1389: 360T TEX/Bloomberg FX<GO>/Currenex RFS-On Venue logon Gateway has stopped sending heartbeats to Client
  • PHNX-1390: Bloomberg FX<GO>-ESP - Add FixingRef mappings to Execution report
  • PHNX-1391: Bloomberg FX<GO>-ESP - Validation for NDFs to restrict allInRate to be 5dps or less
  • PHNX-1394: 360T TEX-Gateway faults upon receiving a NDB QuoteRequest from venue
  • PHNX-1411: Bloomberg FX<GO>-ESP - Make text field mandatory in MarketDataRequestReject
  • PHNX-1412: Bloomberg FX<GO>-ESP - Certification Test
  • PHNX-1450: Base Implementation-Session Handling - Manual changes in sequence number journal must be reflected in gateway
  • PHNX-1454: Base Implementation-SBE4 end point to respond to a logout message with a logout response message
  • PHNX-1461: Base Implementation-Global validation missing for EDM/IDM change
  • PHNX-1462: Base Implementation-EDM/IDM - Duplicate tags in execution report sent to the venue
  • PHNX-1467: Bloomberg FX<GO>-Duplicate Dealer tag in Execution report sent to the Venue
  • PHNX-651: Tooling-Move unit tests to the doctest test framework
  • PHNX-729: API Client-Use the unit test framework for the c++ code base
  • PHNX-923: Bloomberg FX<GO>-ESP - As a client I expect my Spot Market Data to be published on Bloomberg
  • PHNX-927: Bloomberg FX<GO>-ESP - As a client I expect my NDF MassQuotes to be published on Bloomberg
  • PHNX-972: Bloomberg FX<GO>-ESP - Amend MassQuote QuoteEntryID & update QuoteRequestID & QuoteID component in NewOrderMultileg message

2020.07.WE.A 

  • PHNX-1027: Bloomberg FX<GO>-As a client I expect my Block quotes to be published on Bloomberg
  • PHNX-1034: FXall Quicktrade-Gateway generates redundant session level messages when shutting down.
  • PHNX-1037: Tooling-CNX FWD NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1038: Tooling-CNX SWP NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1039: Tooling-CNX NDF NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1040: Tooling-CNX NDS NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1044: Logon Service-IMprove error message when UDS file is missing
  • PHNX-1057: Bloomberg FX<GO>-Batches - As a client I expect to receive Block deal requests from a trading counterparty
  • PHNX-1067: Tooling-Bloomberg Batch - Mappings for BBG RFS Batch messages
  • PHNX-1078: Tooling-BBG Batch - Test cases for Batch Quote transformation logic
  • PHNX-1096: Bloomberg FX<GO>-Gateway rejects Venues Resend Request during session synchronisation
  • PHNX-1099: Bloomberg FX<GO>-Batches - As a client I expect to be able to accept or reject Batch deal requests from trading counterparties
  • PHNX-1100: Bloomberg FX<GO>-Batches - As a client I expect to be notified of final Batch deal status
  • PHNX-1120: Review proposed DSL changes
  • PHNX-1121: Tooling-BBG - Python Mappings for RFS Batch Indicative Quote
  • PHNX-1125: Bloomberg FX<GO>-BBG Batch - Mappings for BBG Client QuoteCancel to Venue QuoteCancel
  • PHNX-1126: Bloomberg FX<GO>-Global Validation - Add a rule to ensure QuoteID is mandatory in QuoteCancel messages
  • PHNX-1128: Tooling-BBG Batch - Mappings for Client QuoteResponse to Venue QuoteCancel
  • PHNX-1159: 0-Change Currenex RFS Mappings to be generatble
  • PHNX-1162: Tooling-Regression Test changes required for one-way swaps
  • PHNX-1167: Base Implementation-Venue Session Handling - Gateway not processing venues gap fill response
  • PHNX-1168: Tooling-360T NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1178: Base Implementation-Venue Session Handling - Not responding correctly when venue resend request includes replay message & gap fill
  • PHNX-1180: Bloomberg FX<GO>-Batch - correct TransactTime (tag 60) component in Batch QuoteResponse message
  • PHNX-1190: FXall Quicktrade-FXAllQuickTrade Bridge incorrectly publishing exceptions to the gateway
  • PHNX-1198: Base Implementation-Gateway wrongly allows connection when MsgSeqNum is one behind current
  • PHNX-1199: Bloomberg FX<GO>-Gateway emits UserNotification (LoggedOn) too soon
  • PHNX-1203: Tooling-Bloomberg Batch - Regression tests for BBG RFS Batch NewOrder
  • PHNX-1211: Tooling-Process to pull mappings from sheet into required file format for generator
  • PHNX-1213: Tooling-360T NDF bug fix for Quote Bid PX and LegMidPx
  • PHNX-1217: FXall Quicktrade-Process remaining in memory after termination
  • PHNX-1221: Tooling-CNX Fix Python message validation
  • PHNX-1224: 360 TE / Currenex RFS-QuoteType for oneway requests should be validated against spot, Allin and fwdPts population
  • PHNX-1229: Tooling-CNX NDS Quote Request mapping validation to be based on test generated messages
  • PHNX-1230: Tooling-CNX QuoteRequest & Quote message validations added to regression tests
  • PHNX-1231: Base Implementation-Gateway should only send heatbeats if no other messages sent in heatbeat window
  • PHNX-1233: Bloomberg FX<GO>-Gateway service is not sending a UserNotification with LoggedOn to client after logon response is received from the venue
  • PHNX-1234: Tooling-CNX newOrderSingle message execution test
  • PHNX-1235: Tooling-360T NDF and NDS trade flow scenarios to be added to nightly regression tests
  • PHNX-1239: Tooling-Enhance c++ test client to simulate a market data subscriber
  • PHNX-1240: Bloomberg FX<GO>-RFS - PartyID transformation logic change for SEF Reporting Party
  • PHNX-1241: Tooling-360T QuoteRequest addition of 41 test scenarios
  • PHNX-1242: Base Implementation-Gateway stops sending heartbeats and responds only on receiving venues test requests
  • PHNX-1244: Bloomberg FX<GO>-RFS & Batches - Indication of Pre- & Post-Trade Transparency groups update to new mappings
  • PHNX-1245: Tooling-Update 360T Message Validation Scripts update for one-way requests
  • PHNX-1246: Tooling-360T & CNX Python Message Validation Scripts updates for one-way QuoteType
  • PHNX-1264: Tooling-Add the quote request blaster script to enterprise.
  • PHNX-1274: Reuters SBE-Skeleton heartbeating with test client
  • PHNX-1277: Tooling-CNX Validation script and input data changes for one-sided quotes
  • PHNX-1278: Tooling-Bloomberg RFS Validation script and input data changes one-way quotes
  • PHNX-1282: Tooling-Bloomberg RFS Validation script failing for Execution Report SEF partyRole
  • PHNX-1286: Tooling-Bloomberg RFS ExecutionReports tests failing for venueExecReportReportingParty
  • PHNX-1289: Tooling-Bloomberg RFS Validation script failing for Execution Report legSide
  • PHNX-1291: Bloomberg FX<GO>-RFS SFTR ExecutionAck bodyRegulatoryKey 11 not mapped for client
  • PHNX-1295: EBS Ultra-Create skeleton EBS Ultra with client heartbeating
  • PHNX-1299: Reuters SBE-Basic connectivity, heartbeating, and snapshot
  • PHNX-1301: EBS Ultra-Protocol analysis and high level design
  • PHNX-1302: Tooling-NoPartyIDs field validation is missing from the 360T QuoteRequest validation test
  • PHNX-1303: Tooling-360T QuoteRequest Validation - incorrect for RefSpotDate
  • PHNX-1304: Tooling-360T QuoteRequest Validation for LegAllocAccount field is incorrect
  • PHNX-1305: Tooling-360T QuoteRequest Validation - ExpireTime field validation is incorrect
  • PHNX-1307: Tooling-360T QuoteRequest - SpotRatePrecision field validation is incorrect
  • PHNX-1308: EBS Ultra-Create message structs
  • PHNX-1310: Tooling-FWD QuoteRequest Script Validation Errors
  • PHNX-1312: Base Implementation-All Venues - Make text mandatory field for rejected ExecutionReports
  • PHNX-1313: Tooling-SPT and FWD QuoteRequest tests not working for Term Currency trades
  • PHNX-1316: Tooling-360T SWAP QuoteRequest Test Script Validation Errors
  • PHNX-1329: Bloomberg FX<GO>-T3 Tenor mapping in RFS new order message is incorrect
  • PHNX-1331: Tooling-Update 360T Python Message Validation Scripts for changes to improve ISIN handling
  • PHNX-1339: Tooling-Update 360T Message Validation Scripts for Quote
  • PHNX-1340: 360 TE / Currenex RFS-Stop sending QuoteCancel after Quote Validation Failure
  • PHNX-1346: Base Implementation-Gateways should logout & re-logon once the sequence gap is resolved by venue
  • PHNX-1352: Tooling-FWD & SWAP NewOrderSingle implement Price field validation
  • PHNX-1356: Tooling-Add 360T Quote message validation test
  • PHNX-1361: Tooling-Regression tests for Qute Cancel and Validation
  • PHNX-1366: Tooling-360T ExecutionReport mapping validation to be based on test generated messages
  • PHNX-1368: Tooling-360T NewOrderSingle mapping validation to be based on generated messages
  • PHNX-1382: 360T TEX-Support product-level ISIN for Vanilla Swaps
  • PHNX-1385: Logging-New journal service to be capable of reading old version journals
  • PHNX-557: Bloomberg FX<GO>-Venue Session Handling - Scheduled sequence number reset is required
  • PHNX-824: Base Implementation-Update scaling of Fwd Pts in Quote
  • PHNX-846: Bloomberg FX<GO>-RFS - ExecutionAcknowledgement messages must include the Split Settlement fields
  • PHNX-999: Bloomberg FX<GO>-Batches - As a client I expect to receive block quote requests from a trading counterparty

2019.49.WE.A 

  • PHNX-1219: 360 TE / Currenex RFS-Indicative quote messages validation incorrect


2019.47.WE.A

  • PHNX-1025: Logging-Ascii message log must have unique CompID values based on WE instance
  • PHNX-1030: 360T TEX-Gateway should drop Quote Cancels (Quote Response) sent after Order
  • PHNX-1047: Tooling-Improve Enterprise Start script
  • PHNX-1059: Tooling-360T QuoteRequest Client Service mock
  • PHNX-1063: Bloomberg FX<GO>-Batches - LastSpotRate component in NewOrderList message mapping incorrect
  • PHNX-1070: Base Implementation-Auto-Logon Feature Doesn't work
  • PHNX-1074: Logging-POC use posix mqueue journal/log
  • PHNX-1079: Tooling-360T QuoteRequest NoLegs Python validation Script
  • PHNX-1080: Logging-Simple pluggable posix journal
  • PHNX-1081: Logging-POC Read POSIX and write to disk process
  • PHNX-1083: Logging-Recoverable out of process journal sequence number
  • PHNX-1087: Tooling-360T QuoteRequest NoPartyIDs Python validation Script
  • PHNX-1088: Base Implementation-Venue Session Handling - SeqNumber sent in GapFill Message to the Venue is incorrect
  • PHNX-1089: Base Implementation-Venue Session Handling - Sequence number in IntraDay Logon sent to venue has sequence number incremented by 1
  • PHNX-1090: Documentation-Prepare for customer UAT release 2019.45.WE.A
  • PHNX-1091: Message replay sent messages old than 3 hearbeats
  • PHNX-1093: Bloomberg FX<GO>-Batches - As a client my indicative quotes will withdraw my previously published tradeable quotes
  • PHNX-1094: Bloomberg FX<GO>-Batches - As a client I am able to explicitly withdraw my published quotes
  • PHNX-1095: Venue Session Handling - Bloomberg - On losing Venue connection Gateway does not notify client
  • PHNX-1097: Bloomberg FX<GO>-Batches - As a client I expect a trading counterparty to terminate previously issued quote requests
  • PHNX-1098: Bloomberg FX<GO>-Batches - As a client I can reject quote requests for Batch securities from a trading counterparty
  • PHNX-1101: Tooling-360T QuoteRequest NoLegs Allocation Python validation Script
  • PHNX-1102: Tooling-Batches - Python Mappings for BBG RFS Batch QuoteCancel
  • PHNX-1103: Bloomberg and Currenex Ascii logs randomly missing from SIT04, SIT09, ld4unicreditprod11
  • PHNX-1106: Currenex RFS-Correct QuoteID component in QuoteCancel message
  • PHNX-1108: Tooling-360T SPT Quote mapping validation should be based on test generated messages
  • PHNX-1109: Base Implementation-One-way Swap and Block requests must ensure only 1 side of spot is populated in Quotes
  • PHNX-1110: 360T TEX/Bloomberg FX<GO>-360T and Bloomberg are rejecting OneWay UnEven SWP Quotes when Far Leg >Near Leg
  • PHNX-1118: Bloomberg FX<GO>-Batches - As a client I am able to terminate previously priced Batch Quote Request
  • PHNX-1119: 360T TEX-Session and User setup with MF credentials
  • PHNX-1123: Tooling-Incorrect Value Date sent when Execution Report was not populated with Trade Date
  • PHNX-1124: Tooling-Batch - Python Mappings for BBG Batch QuoteRespnse to Quote Cancel
  • PHNX-1142: Logging-Document Required Kernel Settings for out of process logging
  • PHNX-1154: API Client-Improve Enterprise Sample Client sequence number handling
  • PHNX-1174: Configuration-Rename qa servers config directory from nyc01-qa-sit-0* to nyc01-qa-sit-10*
  • PHNX-1179: Tooling-Fix QA deployment issue
  • PHNX-454: Bloomberg FX<GO>-Analyse feed specification and produce stories
  • PHNX-461: Latency / Performance metrics process
  • PHNX-778: Prepare Customer Go-Live for FxAll and Currenex
  • PHNX-864: Currenex RFS-QuoteResponse: Update QuoteRespType and Header for QuoteRequestReject and QuoteCancel messages
  • PHNX-874: 360T TEX/Bloomberg FX<GO>-QuoteResponse: correct TransactTime for CNX QuoteResponse message
  • PHNX-876: Currenex RFS-Move LegLeavesQty validation to global level
  • PHNX-897: Logging-Gateway logging at INFO level to be improved
  • PHNX-963: Logging-ASCII log roll logic change
  • PHNX-973: Logging-Improve production latency stage 1
  • PHNX-986: Base Implementation-Performance improvements
  • PHNX-996: API Client-Update schema and sample client

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