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Comment: Published by Scroll Versions from this space and version 1.1.18

2021.10.08.WE

New API(s):

  • morganstanleyfx_esp

2021.10.07.WE

  • VEN-1387 - Multiplexing supported across all Orders sessions.

2021.09.13.WE

SBE Schema Release 18656, backwards compatible to 18655:

  • VEN-32: Schema Sweep and FullAmount Pricing/Trading Analysis
  • VEN-162: Schema FXall QT Batches - OrderBatchId
  • VEN-1050: Schema Schema support for VWAP Orders
  • VEN-615: Schema Need to ensure that all rejects include IsSynthetic
  • VEN-466: Schema Support VWAP/FullAmount MarketDataRequest or ESP QuoteRequest
  • VEN-463: Schema Send "end of security list" message to client
  • VEN-1253: Schema MFSBE: need RegulatoryBodies for MarketData and SecurityStatus messages for EBS
  • VEN-1095: Schema Can LogoutResponse include Text field?
  • VEN-768: Schema MFSBE: xBMF tenors
  • VEN-1194: Schema ebsmarket_ilink3 : efix orders support in schema
  • VEN-617: Schema NoOfSecSizes description is incorrect
  • VEN-1136: Schema LegAvgPx/ Tag20002 description change in Schema
  • VEN-1291: Schema Schema Misspelling: CMEImpliedLiquidty
  • VEN-1383: Schema Schema support for Trade Correction and Trade Cancellations
  • VEN-1384: Schema Clarify purpose of TradeTicker MDBookType
  • VEN-1396: Schema MultilegOrderCancelReplaceRequest ExposureDuration should be millis.
  • VEN-1448: Schema udpate mf-quickfixj-bindings to 18656
  • VEN-1449: Schema cboefx_bookfeed - Add RegulatoryBodies in MDReq and SecStatus messages
  • VEN-1450: Schema ebs_market_mdb3_sbe - BodyPassthruKey SEFRegulated should be migrated to RegulatoryBodies.

New API(s)

  • 360T GTX

Other Changes

  • VEN-641:  API  Change code to allow for backwards compatible schema releases.

2021.08.27.WE

SBE Schema Release 18655, backwards compatible to 18654 (except for BusinessMessageReject)

Other Changes:

  • PHNX-2767:  API  API  Change code to allow for backwards compatible schema releases.

2021.08.20.WE

New API(s):

  • t360_tex_maker

Other Changes:

  • VEN-1329:  lmax  Receive microsecond timestamps from the venue
  • VEN-1379:  lmax Optionally allow a MarketData subscription to preclude the need for a separate TradeTicker subscription
  • VEN-1380:  cboefx_bookfeed Optionally allow a MarketData subscription to preclude the need for a separate TradeTicker subscription
  • PHNX-2742:  replay  Fix replay queries to allow for client to perform polling to use replay as a drop copy service

2021.08.03.WE

New API(s):

  • creditsuisse_ser

2021.07.26.WE

New API(s):

  • bloomberg_fxgo_maker (Batches/ESP)

Other Changes:

  • VEN-1301:  lmax_maker Increase preallocated cache sizes
  • VEN-1355: fastmatch_autoex Gateway currently has the target_platform SPOT instead of SPT

2021.07.22.WE

New API(s):

  • ebs_market_mdp3_sbe (TCP)

Other Changes:

  • VEN-1326: ebs_ilink3 Link EBS BusinessMessageReject and U2 sequence number reporting.

2021.07.09.WE

New API(s):

  • fxall_actrivetrading (FXAll Orderbook)
  • FXSpotStream (ESP)

Other Changes:

  • VEN-1249:  ebs_link3:  Full CME conformance achieved.
  • VEN-1317:  jpmorgan_fx  The gateway is certified for Streaming SPOT, FWD and NDF for Sweepable.
  • PHNX-2623: All Remove system calls creating the second latency hump and long tail.

2021.07.01.WE

New API(s):

  • jpmorgan_fx (ESP)

Other Changes:

  • VEN-1248:  cboefx_bookfeed CBOE TradeTicker - change qty from 0.0 to null

2021.06.11.WE

New API(s):

  • ebs_market_ilink3_sbe

Other Changes:

  • VEN-802:  Bloomberg FX<GO> RFS now supports up to date session semantics.

...

  • VEN-247 All AvgPx supported in all ExecutionReport messages
  • VEN-1189 LMAX Pricing - Incrementals now handled correctly in certain edge cases.
  • VEN-1215 edgewater_markets Pricing - Incrementals now handled correctly in certain edge cases.
  • PHNX-2627 All Fix rare socket re-connection errors

2021.05.10.WE

New API(s):

  • 24 Exchange

Other Changes:

  • VEN-1132:  Cboe Do not retain memory cache of cancelled orders.

2021.04.29.WE

New API(s):

  • Fastmatch AutoEx

Other Changes:

  • VEN-727: Multiplexing Support multiple client order connections

2021.04.21.WE

New API(s):

  • CBOE Central Taker

2021.04.15.WE

New API(s):

  • BNP Paribas eFX Streaming (ESP)

2021.04.08.WE

  • VEN-530: Cboe Merge old individual bookfeed code into a single bookfeed gateway
  • VEN-702:  Cboe Merge old individual order gateway code into FixProxy gateway
  • VEN-1048: Integral Maker AvgPx is required for ExecutionReport message
  • VEN-1064: API Update the FIXT1.1 dictionary to include MarketFactory specific messages
  • VEN-1081: API Change FIX Dictionary for some conditionally required fields
  • VEN-1084: XTX Pending New and New ExecID need to be different

2021.03.24.WE

New API(s):

  • CBOE Spot Full Amount Taker (ESP)
  • CBOE NDF Full Amount Taker (ESP)

2021.03.17.WE

  • PHNX-2525:  Gateway writes entire message to the log if parsing message fails.

2021.03.10.WE

New API(s):

  • CBOE Spot Full Amount Maker (ESP)
  • CBOE NDF Full Amount Maker (ESP)

Other Changes:

  • PHNX-2482: Core Handle edge cases on Epoch time maths
  • PHNX-2495: Replay Remove message type from replay
  • VEN-418: Integral_ESP_Maker Improved handling of BookType to use default value if not available in client message

...

  • PHNX-829: 360T TEX Add support for SPT/FWD/NDF/SWP/NDS/BLK quote requests from a trading counterparty

  • PHNX-839: 360T TEX Add support such that each tradable quote is published to the Venue

  • PHNX-849: 360T TEX Add support to receive deal requests from a trading counterparty for SPT/FWD/NDF/SWP/NDS without allocations

  • PHNX-852:   360T TEX Add support to receive deal requests from a trading counterparty for BLK and SPT/FWD/NDF/SWP/NDS with allocations

  • PHNX-853:   360T TEX Add support to be able to accept or reject deal requests from trading counterparties

  • PHNX-854: 360T TEX Add support to be notified of final deal status

  • PHNX-968: 360T TEX Add support to accept or reject deal requests for BLK from trading counterparties

  • PHNX-1763: 360T TEX Fix 2 way Uneven SWAP quote rejects

  • PHNX-1926: Logging Application log files should use UTC

  • PHNX-1944: 360T TEX Fix price field issues in orders

  • PHNX-2013: 360T TEX Use RefSpotDate/ Tag7070 to determine LegSettlType in Blocks and Allocations

  • PHNX-2018: 360T TEX ExecutionReport - Fix publishing of MaturityDate in NDF and NDS Allocations

  • PHNX-2027: 360T TEX ExecutionReport - Fix publishing of LastPx and LastPx2 in Allocation trades

  • PHNX-2034: 360T TEX ExecutionReport - Fix publishing of Side/ Tag54 and Currency/ Tag15

  • PHNX-2126: Base Implementation Disconnection due to failed client socket read.

...