The Lab

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Comment: Published by Scroll Versions from this space and version 1.1.5

2020.11.16.WE  

Requires SBE Schema 18542

New API(s):

FXSpotStream (RFS)

  • PHNX-2233: Session Improved client replay.
  • PHNX-2197: Session Gateway sends single TestRequest and Logout on missing client heartbeat.
  • PHNX-2239: Session Gateway sends a logout when Erroneous or Invalid messages is received from client

2020.44.WE.A  

  • PHNX-2115: 360T TEX  Improved handling of legSettlType in quoteRequest

2020.43.WE.A  

  • PHNX-2007360T TEX HasLegNDFFields now published for NDF and NDS quotes with Spot or Pre-Spot settlDate
  • PHNX-2011360T TEX Venue ExecutionReport - Fixed OrderQty and OrderQty2 for SWAP and NDS Allocations
  • PHNX-2108360T TEX Improved handling of price fields for one-way SWAP Allocations netting to 0

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Requires SBE Schema 18459

New API(s):

Fidessa (Orders)

Enhancements:

  • PHNX-1859: Base Implementation Decimal conversion optimization
  • PHNX-1861: Base Implementation  Date conversion optimization
  • PHNX-1862: Base Implementation  Time conversion optimization
  • PHNX-1868: All Venues  Schema v18459 upgrade
  • PHNX-1872: API Client  Java Sample Client - upgrade to Schema v18459
  • PHNX-1895: Base Implementation  Additional global validation required for ExecutionReport LegOrderQty
  • PHNX-1945: 360T TEX  QuoteRequest LefAllocQty amounts are now signed correctly
  • PHNX-1949: Bloomberg FX<GO>  Bloomberg RFS Session Handling - No response from gateway when venue requested a resend
  • PHNX-1976: Base Implementation  Introduce global validation rule to ensure QuoteRespType is mandatory in QuoteResponse message sent by Client

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