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2020.34.WC.A  

  • MFD-1175: SocGen-Support for dual PB reporting in Tag 50 in SocGen Feedhandler and Reflector

2020.33.WC.A 

  • MFD-996: ParFX-Send OrderCancelRejectedMessage to client for invalid quantity modifications
  • MFD-1296: API Client-Fix SBE Encoding error for very large SBE messages

2020.32.WC.A

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  • MFD-1252:

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  • CME iLink-Add support for pricing/orders against calendar spreads and FX Link spreads
  • MFD-1258:

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  • 360T-Configurable option to normalise BID/OFR on term trades
  • MFD-1266:

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  • 360T-Set NewOrderMessage partyID (tag 553) to Username or PartyID subject to config
  • MFD-1277:

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  • GTX-Create config to optionally pass Party Role 20 (underlying contra firm) in counterPartyID field
  • MFD-1280:

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  • GTX MM-Populate ExecutionReport - LastQty (tag 32) in order acceptance messages

2020.31.WC.A

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  • MFD-861:

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

2020.30.WC.A

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  • MFD-1110:

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  • Barclays-Pass provided trade date when available instead of computing it
  • MFD-1208:

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  • CME iLink-Add ability for customer to set MiFIDAlgorithmicOrderFlag to ensure ManualOrderIndicator (tag 1028) is correct for CancelOrderMessage and ModifyOrderMessage
  • MFD-1222:

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  • API Client-Confirm MFAPI supports negative prices
  • MFD-1259:

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  • CME iLink-Replace fixed decimal places with values specified in config
  • MFD-1260:

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  • CME iLink-Pass text (tag 58 for reject reason) values on to the client for all trade rejects
  • MFD-1279:

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  • OMS-Fix audio alerts disabled by latest version of Chrome

2020.29.WC.A

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  • MFD-1230:

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  • 360T-Support

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  • for a combined session in addition to separate trading & market data sessions
  • MFD-1273:

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  • 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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  • MFD-616: Incorrect timestamps on CBOE (HotSpot) FX Prints itch MarketData

6.15.0 -   

  • MFD-455 - Create Strong Name for API DLL
  • MFD-474 - HotSpot ITCH Full Amount - CRIT errors captured in whisperer.log for DELETE event
  • MFD-478 - Hotspot full amount FH does not process market data after an empty snapshot
  • MFD-516 - EBS Ultra - where does the timeExchange come from?
  • MFD-573 - Currenex ESP Maker - timeHandler=0 and timeExchange=0 in NewOrderMessage
  • MFD-603 - HotSpot FH restarting repeatedly after configuring for priceModify
  • MFD-181 - NewOrderMessage from EBS Direct MM shows timeExchange=0 and timeHandler=0
  • MFD-323 - SocGen needs to support TraderID passthru
  • MFD-459 - NatWestMarkets needs to support TraderID passthru
  • MFD-488 - UBS needs to support traderID passthru
  • MFD-509 - BAMLX - New FH Required
  • MFD-562 - Currenex FIX ESP Maker - needs to support LMUID passthrough
  • MFD-604 - Hotspot ITCH Mkt Data - Price Modify messages not implemented for Full Amount Flavour
  • MFD-614 - Potential Bug causing WARNs and ERRORs in Feed server logs
  • MFD-480 - Fix issue with compressed file reading
  • MFD-489 - Citi CoLo - Trade feed is not sending heartbeat after a point
  • MFD-491 - Citi CoLo - FH bombards the venue with multiple Logon requests for Trade Session
  • MFD-492 - Citi CoLo - Graceful Logout - Feed handler is not sending Logout requests
  • MFD-565 - Hotspot maker feed sending client incorrect quoteID
  • MFD-387 - Hotspot ITCH Mkt Data - implement Price Modify messages

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  • [MFD-72] - StandardChartered support of Trader ID passthru
  • [MFD-73] - BAML support of Trader ID passthru
  • [MFD-70] - Trader Tag Pass-Through  resolution
  • [MFD-25] - Change ReutersSBE logging from INFO to TRACE
  • [MFD-68] - StandardChartered - date of the trade instead of the trade date in TradeCaptureMessage
  • [MFD-75] - Reuters SBE feed 323 stability issue
  • [MFD-78] - LAST_TRADE price entries on Reuters SBE are the opposite side compared to other feeds
  • [MFD-81] - FXAllOrderBookMakerPricingAdapter.cpp fix to send correct pricing messages
  • [MFD-84] - Use clients’ settlement date and rate for STP Booking
  • [MFD-69] - MFAPI Sample Makefile for linux C++ compiler & linker errors/warnings resolved

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  • [MFD-18] - JPM feed -  populateTag 64 in New Order Single

  • [MFD-21] - Reuters MAPI HeartBeating during incorrect password attempts

  • [MFD-22] - Logon issue on Reuters MAPI feed resolved

  • [MFD-26] - Morgan Stanley feedsupport of multiple-account handling

  • [MFD-28] - Cboe FX- huge market Data Volume

  • [MFD-38] - Cboe FX request market data one symbol at a time - performance improvement

  • [MFD-42] - collection of high priority issues with the Integral feed handler

  • [MFD-49] - MarketFactory  Feed Handlers configurable to operate with Reflector

  • [MFD-53] - CME Market Order get rejected internally.
  • [MFD-55] - JPM Forwards Settlement Date is not set

  • [MFD-71] - Citi FH support of Trader ID passthru

  • [MFD-20] - INVALID_MIN_AMOUNT rejects on LMAX Interbank

  • [MFD-23] - Aggfeed does not connect and subscribe to participating feeds unless it is restarted

  • [MFD-24] - Update of ReutersSBE feed handler to SBE Market Data Interface Specification v1.6

  • [MFD-27] - Reuters MAPI feed -  graceful session logout

  • [MFD-29] - Cboe FX Summary Depth feed stability

  • [MFD-31] - Fast Match - use Tag 9300 as Counterparty ID, not 375.

  • [MFD-32] - Reuters MAPI - ensuring HeartBeat before Session logon (35=BE)

  • [MFD-33] - IOC TIF is rejected on SEB feed handler

  • [MFD-34] - Fix reject on incorrect quantity on NDFs with proper precision

  • [MFD-37] - Fix for - Cboe FX Summary Depth Feed Only Sends MD Requests for USD/JPY (marketID=1)

  • [MFD-39] - Fix for - Mishandled MarketData Update on Cboe FX ITCH

  • [MFD-40] - Rename Fixspec for 360T Handler
  • [MFD-45] - log-print aborts

  • [MFD-46] - MarketDataMonitor stability

  • [MFD-47] - State Street Feed - correct issue with  OrderRejectedMessage

  • [MFD-50] - SBE Wrapper correct support of Venue rejections

  • [MFD-51] - Goldman Sachs Handler - Pass Account Configured in Feeds Filter

  • [MFD-52] - SBE API Edgewater feed - fix of  ReadyToTrade security status issueon

  • [MFD-54] - 360T feed handler tag 50 added to new order single

  • [MFD-56] - Incorrect settldate even though our calendar was correct (CNH vs CNY)

  • [MFD-36] - Fix to correct parsing of EBS Ai messages

  • [MFD-41] - Latency improvements for Maker feeds in Whisperer

  • [MFD-44] - Integral sends OrigClOrdID in the order cancels they originate, causing issues.
  • [MFD-48] - OrderMgr should expect TradeCapture even after order's cancellation

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