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2020.32.WE.A  

Requires SBE Schema 18444

  • PHNX-1873: Ensure FIX engine complies with the logon+resync sequence edge case found in latest venue

2020.30.WE.A 

Requires SBE Schema 18444

  • PHNX-1351: Reuters SBE-Receive and process client MarketDataRequest correctly
  • PHNX-1493: Reuters SBE-Improve fix format in ASCII logs
  • PHNX-1498: Reuters SBE-Only log messages related to client MDRequests in the Ascii logs
  • PHNX-1504: Reuters SBE-Format Price in MDIncrementals as per the precision in SecurityDefinition
  • PHNX-1521: Reuters SBE-Build gateway recovery process on gap detection
  • PHNX-1533: API Client-Update Sample Client to include an ESP maker example
  • PHNX-1671: Fix/SBE Bridge-Optimise memory use for FIX & SBE messages
  • PHNX-1676: Fix/SBE Bridge-Improve performance of repeating group generation in FIX messages
  • PHNX-1726: Reuters SBE-A/B Line arbitration result to be reported in MarketDataIncrementalRefresh and EndMarker messages
  • PHNX-1761: Journal Service-Journaling throughput improvements
  • PHNX-1768: Reuters SBE-Client messages to be captured in ascii logs
  • PHNX-1800: Reuters SBE-Reuters SBE - Gateway published MDIncrementalRefresh with empty Tag1683
  • PHNX-1824: Reuters SBE-Fix increment of MsgSeqNum
  • PHNX-1844: FXall Quicktrade-Resolve infrequent larger than expected latency
  • PHNX-1857: Fidessa -Force socket re-creation after an invalid client login
  • PHNX-1858: Venue Gateway-Prevent gateway shutting down the venue connection prematurely

2020.28.WE.A 

Requires SBE Schema 18444

  • PHNX-1378: Reuters SBE-When available use network timestamp
  • PHNX-1469: Reuters SBE-Publish Latency details to Graphana
  • PHNX-1496: Reuters SBE-Stop sending EndMarkers before subscription requests
  • PHNX-1500: Reuters SBE-Identify origin in EndMarker message
  • PHNX-1501: Reuters SBE-Send first MDIncrementalRefresh message on receiving MDFullRefresh from venue
  • PHNX-1512: Reuters SBE-Use TR_CmnRptSeq as Instrument sequence number in MarketDataIncrementalRefresh messages
  • PHNX-1539: Reuters SBE-Send Snapshot to clear the book per MDRequest
  • PHNX-1660: FXall Quicktrade-Support for Truncation flag in BodyPassthruFields
  • PHNX-1697: Fix/SBE Bridge-Populate NoHops group
  • PHNX-1705: 360T TEX-Publish Decimal value in amount fields for client QuoteRequest for Blocks
  • PHNX-1715: Logging-Improve performance of logging macros
  • PHNX-1732: Fix/SBE Bridge-Messages no longer dropped under load
  • PHNX-1818: Venue Gateway-Always respond to the test request even if the session is not synchronised
  • PHNX-1829: Reuters SBE-Resolve missing MarketDataSnapshots

2020.23.WE.A 

Requires SBE Schema 18444

  • PHNX-1349: Bloomberg FX<GO>-Stop updating last logon timestamp with null on test environments
  • PHNX-1720: Base Implementation-Write message to customer before journalling
  • PHNX-1724: Base Implementation-Optimise point of writing to journal to reduce latency
  • PHNX-916: API Client-Update to schema version 18167

2020.20.WE.A 

  • PHNX-1051: Base Implementation-Improve error handling when unable to initialise journal writing
  • PHNX-1082: Logging-Create robust msg_log writer
  • PHNX-1131: 360T TEX-Improve logic to restrict sending QuoteCancel to client after NewOrderSingle/ MultiLeg
  • PHNX-1148: Logging-Alerts on excessive Journal Message Queue Growth
  • PHNX-1149: FXall Quicktrade-Remove Erroneous Application log warning on Quote Requests
  • PHNX-1188: Logging-Improve handling of File Journal Write Failures
  • PHNX-1205: 360T TEX-Venue Spec change - Improved ISIN handling to be added to gateway
  • PHNX-1208: Configuration-Accelerate QA and UAT Enterprise LogonServices and GatewayServices with Solar Flare onload
  • PHNX-1210: Configuration-Configure Gateway Service to report the network timestamp from Solar Flare
  • PHNX-1223: 360T TEX-Prevent publishing both Bid & Offer Fwdpts and AllinRates for oneway request
  • PHNX-1261: Base Implementation-Add config to run in non-spin mode for dev/test envs
  • PHNX-1266: Logging-Add better error handling in the FIX socket reading logic
  • PHNX-1267: Logging-Shutdown gateway gracefully if journal queue usage reaches 80% capacity
  • PHNX-1268: Logging-Allow Journal process to print any message that cannot be recorded correctly
  • PHNX-1317: Logging-Gateway services to confirm the journal interfaces are running at start up
  • PHNX-1318: Logging-Build utility to transfer a message from command queue to a decodable file for support
  • PHNX-1321: Logging-Launch a journal service dedicated per gateway service at gateway in deployment
  • PHNX-1342: 360T TEX-Add mapping for PartySubID and PartySubIDType
  • PHNX-1348: Base Implementation-Error Report - Reject reason & text message in error report sent to the client needs correction
  • PHNX-1386: Reuters SBE-Add A/B Channel Arbitration logic
  • PHNX-1393: Bloomberg FX<GO>-ESP - Gateway to detect loss of connection for STR
  • PHNX-1396: FXall Quicktrade-Deregister fxallquicktrade heartbeat timer
  • PHNX-1408: Base Implementation-Add abstracted references to the Client (quick) & Venue (fix) resources in the MessageMapper
  • PHNX-1409: Base Implementation-Support optional custom tags for the message translator
  • PHNX-1419: EBS Ultra-Add A/B Channel Arbitration
  • PHNX-1446: Reuters SBE-Update to Schema 18320
  • PHNX-1449: Base Implementation-Prevent gateway resetting client sequence number in case of mismatch
  • PHNX-1451: Base Implementation-Gateway to send logout when logging queue is full
  • PHNX-1471: Journal Service-Add command line option to print version information then exit
  • PHNX-1474: Base Implementation-Enforce one journaling service per gateway service
  • PHNX-1485: Venue Gateway-Improve reconnect logic when venue disconnects socket after logon
  • PHNX-1488: Currenex RFS-Add new version of the gateway to main build with alternate name for side by side testing
  • PHNX-1494: 360T TEX-Populate HasNDF fields on spot leg of NDS
  • PHNX-1497: Reuters SBE-Send SecurityStatus message to client after the second EndMarker on secdef channel
  • PHNX-1511: 360T TEX-FixingReference to be published in NDS Execution Report when near leg is a spot
  • PHNX-1534: Journal Service-Out of process journal service to auto start with gateways
  • PHNX-1543: Venue Gateway-Prevent gateway auto-reconnect after customer logoff request
  • PHNX-1555: Base Implementation-Prevent duplication of sender and target sub ids on resent messages
  • PHNX-1556: Journal Service-Handle the IN_DELETE notify event when a command queue is manually deleted
  • PHNX-1658: Documentation-Prepare customer UAT release 2020.20.WE.A
  • PHNX-1685: Logging-Enhance ascii.msg and bin.msg to facilitate loading into ELK
  • PHNX-1686: SBE Schema-Update software to use Schema v18394
  • PHNX-377: Documentation-Create internal documentation for the gateway endpoint
  • PHNX-433: CBOE NDF-Fix sequence number on logon to prevent ResendRequests
  • PHNX-831: Configuration-Allow port number in network urls in gateway configs
  • PHNX-926: Bloomberg FX<GO>-ESP-As a client I expect my FWD Market Data to be published on Bloomberg
  • PHNX-949: Logging-Journal filenames to include the creation timestamp
  • PHNX-964: Base Implementation-Refine U2/ErrorReport Text for Slow Consumer issue

2020.17.WE.A 

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

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