The Lab

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Comment: Published by Scroll Versions from this space and version 1.1.9

2021.02.10.WE  

  • PHNX-2448: Replay When a reset occurs we should trim out the files we select for searching
  • PHNX-2457:  SBE Fix SBE library handling of mangle messages which could cause a crash

2021.02.01.WE  

Requires SBE Schema 18654

  • PHNX-2120: Session Add Persistent Sessions
  • VEN-229: Schema Add SpotRatePrecision field in MarketDataRequest
  • VEN-347: Schema Add VenueTradingStatusDown to Subject enum
  • VEN-361: Schema Add additional SecurityTradingStatus's to support LMAX
  • VEN-362: Schema Add additional MDEntryType's to support LMAX and FastMatch
  • VEN-363: Schema Clarify ExecutionReport LegAllocQty and LegAllocCalculatedCcyQty
  • VEN-507: Schema/Replay Add support for Replay to Enterprise Schema
  • VEN-521: Schema RMO Regulatory Body to be added to schema
  • VEN-538: Schema Schema Change v18654
  • VEN-540: Schema Increase QuoteID and QuoteEntryID from 64 to 128 bytes.

2021.01.22.WE  

New API(s):

LMAX Exchange Taker (ESP)
LMAX Exchange
 Maker (ESP)

LMAX Digital Taker (ESP)
LMAX Digital Maker (ESP)
LMAX Interbank Taker (ESP)

LMAX Interbank Maker (ESP)

  • PHNX-2219: Fidessa Fix NewSeqNum in SequenceReset message after servicing ResendRequest from venue.
  • PHNX-2341: Session Improve session state handling
  • PHNX-2420: Session Improve gateway behaviour when recovering from a sequence gap

2021.01.06.WE  

New API(s):

...