The Lab

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2020.26.WC.A 

  • MFD-1209: EBS Ultra-Change log level for messages to/from venue from TRACE to MESSAGES
  • MFD-1239: Correct use of OrderQty[38] and CashOrderQty[152] in ExecutionReports
  • MFD-817: Citi Colo-Fix processing of quote cancels (35=Z)
  • MFD-877: EBS Ultra-Add WORST_TRADE message type to pass through Paid/Given

2020.25.WC.A 

  • MFD-1094: Nomura-Send OrderCancelled messages instead of OrderRejectedMessage for rejected orders

2020.24.WC.A 

  • MFD-1219: Bloomberg FX<GO>-SettlDate on inbound messages mapped correctly
  • MFD-1257: Tooling-Update GFXSettlementDate unit test

2020.23.WC.A 

  • MFD-1163: CME iLink-Fix Text <58> Values on to the API for INCORRECT_QUANTITY messages
  • MFD-1210: CME iLink-Ensure Trading_Closed EventReportMessage sent for all futures
  • MFD-1251: DBlogger-Resolve rounding issues on Swaps


2020.21.WC.C 

  • MFD-1165: CME iLink-Improve gap detection logic
  • MFD-1176: CME iLink-Remove un-needed log lines
  • MFD-1178: CME iLink-To log its own latency
  • MFD-1214: CME iLink-Improve A/B Side Arbitration to reduce gaps further
  • MFD-1228: CME iLink-CME Market Data - Issues found in QA
  • MFD-1235: Currenex Itch-Ensure OrderReplaceOrCancelRequest passes on correct instrument index
  • MFD-1236: CME iLink-Improve logging and merge several stories into 1 build for test

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