The Lab

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2020.32.WC.A 

  • MFD-1252: CME iLink-Add support for pricing/orders against calendar spreads and FX Link spreads
  • MFD-1258: 360T-Configurable option to normalise BID/OFR on term trades
  • MFD-1266: 360T-Set NewOrderMessage partyID (tag 553) to Username or PartyID subject to config
  • MFD-1277: GTX-Create config to optionally pass Party Role 20 (underlying contra firm) in counterPartyID field
  • MFD-1280: GTX MM-Populate ExecutionReport - LastQty (tag 32) in order acceptance messages

2020.31.WC.A 

  • MFD-861: LMAX-Add support for maxshow (Tag 210) on iceberg orders

2020.30.WC.A 

  • MFD-1110: Barclays-Pass provided trade date when available instead of computing it
  • MFD-1208: CME iLink-Add ability for customer to set MiFIDAlgorithmicOrderFlag to ensure ManualOrderIndicator (tag 1028) is correct for CancelOrderMessage and ModifyOrderMessage
  • MFD-1222: API Client-Confirm MFAPI supports negative prices
  • MFD-1259: CME iLink-Replace fixed decimal places with values specified in config
  • MFD-1260: CME iLink-Pass text (tag 58 for reject reason) values on to the client for all trade rejects
  • MFD-1279: OMS-Fix audio alerts disabled by latest version of Chrome

2020.29.WC.A 

  • MFD-1230: 360T-Support for a combined session in addition to separate trading & market data sessions
  • MFD-1273: FXall LP-Pass Account (Tag 1) and/or 375(ContraBroker) in the NewOrderMessage on to customer

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

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