Page History

New APIs:

• None

Functional changes:

• [FXMF-12329] - fxspotstream - Ensure state is cleared for MarketData sessions after ungraceful disconnect.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12300] - shared_subscriptions - TakerESP QuoteResponse now correctly supports the client-provided TransactTime.
• [FXMF-12284] - shared_subscriptions - MarketData sessions now support client-managed instrument identifiers.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11629] - edgewater_markets - Prevent SecurityStatus messages with invalid value dates for BKN tenor. ErrorReport sent to client when handling unexpected tenors.
• [FXMF-12081] - bloomberg_fxgo_maker,  cboefx_fixproxy,  currenex_esp_maker,  currenex_rfs_maker,  fastmatch_stream_maker,  fxall_activetrading_maker,  fxall_quicktrade_maker,  integral_esp_maker,  integral_rfs_maker,  lmax,lseg_fxall_maker,  t360_supersonic_maker,  t360_tex_maker - RefMsgType populated consistently in BusinessMessageReject.
• [FXMF-11992] - bgc_midfx, broadridge_orders, cboefx_fixproxy, cme_ilink3_sbe, currenex_esp_maker, currenex_ouch, fastmatch_autoex, fastmatch_stream_maker, fidessa_orders, fxall_activetrading_maker, fxall_quicktrade_maker, fxspotstream_algo, fxspotstream_midmatch, gsfx, integral_esp_maker, jpmorgan_fx, lseg_fxall_maker, lucera_lumefx, morganstanleyfx_esp, parfx_orders, precision_algo, refinitiv_mapi, socgen, standardchartered_s2bx, t360_tex_maker, ubs_algo, ubs_fx2b, xenfin_liquiditypool - Normalised population of mandatory fields  LegCurrency, LegIndividualAllocID, LegPrice, LegSettlType, LegSide, LegOrderQty, OrderRequestID, Symbol, TimeInForce, LegSecurityType, OrdStatus, OrigClOrdID, QuoteRespType, OrderID.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12262] - bnpparibas_efx_algo - Maintain OrdStatus=Suspended if there is a fill while suspended.
• [FXMF-12276] - fxspotstream - use of QuoteMsgID in venue-facing MarketDataRequest is now deprecated.
• [FXMF-11994] - barx, lseg_ftg, jpmorgan_fx_algo - Normalise CumQty and LeavesQty in ExecutionReport.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12031] - fxspotstream - The FXSpotStream "Limit orders" configuration option is now supported. In addition BNY has been added as an LP. Please refer to venue page for detail.
  
• [FXMF-12251] - bnpparibas_efx_algo - Bug fix - Amend with TimeInForce = GFT being rejected.
• [FXMF-12253] - bnpparibas_efx_algo - Bug fix - Amending with ClipSize parameter results in Empty Strategy parameters in ExecutionReport
• [FXMF-12250] - gsfx - QuoteCancel sent to clients when all prices in the book are zero. QuoteType flags now specify a QuoteEntry as Indicative when the BidSize or OfferSize is zero.
• [FXMF-12210] - ubs_fx2b - SecurityGroup of the Precious Metals instrument PT MKT LDN OZ is updated to PT MTK LDN OZ.
• [FXMF-11994] - All venues - Normalise LegCumQty and LegLeavesQty in ExecutionReport as per Pending Client Systems Impacts page.
• [FXMF-12148] - All venues- Normalisation of Order Status. This is disabled by default, clients should coordinate with support team to enable this feature. Please refer to Pending Client Systems Impacts pages for CLOB and Algo  and PreviouslyQuoted workflows for details.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12243] - ebs_market_ilink3_sbe - Support SecurityGroup = "FXSpot+" for FX SpotPlus workflow. 

Other changes:

• None
  

New APIs:

• [FXMF-9132] - jpmorgan_fx_algo - SPT and Algo orders certification complete.

Functional changes:

• [FXMF-12167] - bnpparibas_efx_algo - StrategyParameterName FillNowQty no longer supported for Viper Algorithm. Assert FillNowQty and SizeToWork can not be populated together.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12098] - bnpparibas_efx_algo - ExecRestatementReason populated on Unsolicited venue messages. Addition of normalised FillNowQty to support FillNow workflow. Bugfix for amendment of a suspended order. Algo Parameter mismatch corrections. 

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12117]- fxall_quicktrade_maker - UKMTF RegulatoryBodies support added. 
• [FXMF-12006] - celertech, fxspotstream_algo, lmax, parfx_orders, t360_gtx, xenfin_liquiditypool -Pegged Orders enhancements - Clients are required to send PegOffsetType in NewOrderMultileg and OrderCancelReplaceRequest (if supported) when trading Pegged Orders on these venues.
• [FXMF-11696] - t360_gtx - Updating to the latest Specification from March 2025. Please refer to 2025-10-07 - 360T GTX API Specification upgrade to March 2025 for details.
• [FXMF-12017] - bnpparibas_efx_algo - Addition of normalised FillNow as synonym of venue-specific RapidFill. HasExtendedOrderFields is populated on ExecutionReport, echoing all client order details. 

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11698] - bgc_midfx, broadridge_orders, cboefx_fixproxy, cme_ilink3_sbe, ebs_market_ilink3_sbe, fastmatch_autoex, fidessa_orders, fxall_activetrading, lmax, lseg_ftg, lucera_lumefx, parfx_orders, refinitiv_mapi, ubs_fx2b, t360_gtx - Normalisation of Order Status on the CLOB workflow. Currently disabled. Clients to coordinate with support team to get this feature enabled. Please refer to 2025-Q4 - OrderStatus Normalisation for details.
• [FXMF-11958] - fxspotstream -Support of IMM tenors added.
• [FXMF-11723] - cboefx_fixproxy, celertech, fastmatch_autoex, fxspotstream_algo, lmax, parfx_orders, t360_gtx, xenfin_liquiditypool - Pegged Orders enhancements - Support for PegOffsetType and HasExtendedOrderFields. Refer to the PegOffsetType and HasExtendedOrderFields Pending Client Systems Impacts Lab page for more info.
• [FXMF-11696] - t360_gtx - Updating to the latest Specification from March 2025. Please refer to the 2025-10-07 - 360T GTX API Specification upgrade to March 2025 for details. 

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11960] - All venues - Introduced a translator property to make PegOffsetType global validation in NewOrderMultileg and OrderCancelReplaceRequest optional.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11913] -shared_subscriptions - Cancel on Disconnect unsubscriptions now work correctly against t360_gtx. 

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11926] - t360_tex_maker - NoPartyIDs group count corrected. 

• [FXMF-11847] - fxspotstream - Updated adapter to latest spec v1.5.12.

• [FXMF-11676] - fxspotstream - Bids and Offers are now in separate NoQuoteEntries in ESP MassQuotes.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11815] - parfx_orders - Will generate synthetic ExecutionReport with Replaced ExecType in the absence of the venue message.
• [FXMF-11751] - All Venues- Maker gateways: ExecutionAck normalisation. Refer to 2025-Q3 - Post-Trade Normalisation (Execution Context) - Synthetic ExecutionAcknowledgement for more details.
• [FXMF-11460] - fastmatch_autoex  - Pegged Orders enhancements. MidDiscretionary Pegged Orders and Percentage PegOffsetType are supported. Refer to MidDiscretionary Pegged Orders for more details.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11827] - xtx_euthenia - Term ccy trading is now correctly supported.
• [FXMF-11848] - shared_subscriptions - RegulatoryBodies now correctly supported.
• [FXMF-11511] - autobahnfx_algo, baml, exchange24, fxspotstream_algo, precision_algo, xtx_euthenia - LegAllocCalculatedCcyQty should total negative of LegCalculatedCcyLastQty.

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-11494] - autobahnfx_rapid, hsbc_fx_mds, gsfx, xtx_euthenia, lucera_lumefx - ForwardPoints corrected to represent in arithmetic instead of pips in MassQuote and ExecutionReport messages.
• [FXMF-11862] - lseg_fxall_maker - Renamed from lseg_fxall_rfq_maker to lseg_fxall_maker.
• [FXMF-4621] - all_venues - Normalise LegAllocQty in the ExecutionReport for all the OrdStatus

• [FXMF-11780] - lucera_lumefx - PartyRole ExecutingVenue added to ExecutionReport.

• [FXMF-11823] - lucera_lumefx - PartyRole ExecutingFirm added to ExecutionReport.

Other changes:

• [FXMF-11299] - all_venues - Non-breaking schema change

New APIs:

• [FXMF-9132] - jpmorgan_fx_algo - Algo Orders [UAT only]

Functional changes:

• [FXMF-11805] - fxspotstream - Corrected issue that prevented hitting RFS BankBasket MassQuotes.

Other changes:

• None

New APIs:

Functional changes:

• [FXMF-11565] - currenex_now_itch, edgewater_markets, fastmatch_autoex, jpmorgan_fx, and t360_gtx - IsSnapshot flag will be set to True for the first MarketDataIncrementalRefresh message.
• [FXMF-11532] - autobahnfx_rapid, broadridge_orders, lseg_ftg, saxo_direct, ubs_algo, and ubs_fx2b - Consistently populate TransactTime in ExecutionReportmessages.
• [FXMF-11814] - standardchartered_s2bx - MarketType is now populated in Quote and ExecutionReport messages.
• [FXMF-11818] - bloomberg_fxgo_maker - Indicative Quotes will no longer be rejected by Venue.
• [FXMF-11832] - lucera_lumefx - ContraTrader field added to the dictionary.

Other changes:

• None

New APIs:

• [FXMF-11295] - autobahnfx_singleleg - ESP/RFS

Functional changes:

• [FXMF-11733] - fenics_fx - SecurityStatus message with all available instruments is now sent on MarketData sessions. 

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-11730] - t360_tex - Improved handling of LegAllocAccount.
• [FXMF-11714] - integral_esp_maker and integral_rfs_maker - Normalisation change - Synthetic ExecutionAcknowledgement for Accepted and Rejected orders. Please refer to Q3/2025 - Integral ESP & RFS Maker - Synthetic ExecutionAcknowledgement for more details.
• [FXMF-11500] - parfx_marketdataandt360_gtx - Contract Multiplier is now set to 1 on SecurityStatus messages.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-11562] - jpmorgan_fx - NewOrderMultileg, QuoteRequest: LegSettlCurrency must be set to the deliverable currency of the traded currency pair specified in Symbol.
• [FXMF-11543] - jpmorgan_fx - MarketType is now populated in MassQuote. Validation added to NewOrderMultiLeg to reflect this.
• [FXMF-4566] - lmax - added support for MDEntryTypes - ClosingPrice, TradingSessioHighPrice and TradingSessionLowPrice.
• [FXMF-11727] - xtx_euthenia - Gateway updated to support latest version of spec.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-11548] - baml and fxspotstream - QuoteID in the Quote message is prefixed with "MF:RFS:" in the RFS workflow.
• [FXMF-11524] - lmax - MarketDepth is now dynamically captured per session, replacing the previous hard-coded approach.

Other changes:

• None

New APIs:

• [FXMF-11300] - bnpparibas_efx_algo - Algo Orders

Functional changes:

• [FXMF-11533] - currenex_itch - Resubscriptions are now supported correctly. 

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-10993] - exchange24 - Support for TradePaid and TradeGiven MDEntryType in MarketDataIncrementalRefresh on the CLOB MarketData session

Other changes:

• None

New APIs:

• [FXMF-11307] - t360_tex - ForwardTimeOption.
• [FXMF-11336] - exchange24 -FWD/SWP/NDS support.

Functional changes:

• [FXMF-11282] - autobahnfx_algo - Updated EffectiveTime validation logic in MultilegOrderCancelReplaceRequest. EffectiveTime should not be a future date.
• [FXMF-11470] - rbc_trading - Change to prevent orders from being rejected by the venue due to ExecutionVenueType incorrectly published in NewOrderSingle for SPT and FWD.
• [FXMF-11113] - t360_tex - Upgraded spec from v13.7 to v13.14. Added support for Singapore Regulated Market Operator (to the ExecutionVenueType field) and FixingReference.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-10699] - xenfin_liquiditypool - added MdEntryID for EmptyBook in MarketDataIncrementalRefresh
• [FXMF-11101] - fastmatch_autoex - Ensure only valid (MDUpdateAction = Delete) MDEntryIDs are included in MarketDataIncrementalRefresh messages.

Other changes:

• None

New APIs:

• [FXMF-7635] - lseg_fxall_maker (TCPI replaced with FIX for Cash RFQ)
• [FXMF-11332] - t360_tex_maker - FX Time Options

Functional changes:

• [FXMF-11340] - lmax - New instrument available, Gold 3 dp XAU/USDd.

• [FXMF-11000] - ubs_fx2b - Added support for Limit orders.
• [FXMF-11297] - cme_mdp3_sbe_udp - NewOrderMultileg and MultilegOrderCancelReplaceRequest must populate LegSecurityType=FUT in first Leg and LegSecurityType=SPT  as second leg for SPR(FXLINK).
  
• [FXMF-11432] - all_venues - update NoLegs.HasLegNDFFields global validation for MarketDataRequest to cover NDS

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-11025] - cme_mdp3_sbe_udp - Gateway now uses v13 of CME schema instead of v9.

Other changes:

• None

New APIs:

• [FXMF-11141] - citi_colo - FWD/NDF

Functional changes:

• [FXMF-11339] - edgewater_markets - allow provision of LegSettlDate in MarketDataRequest.
• [FXMF-11049] - cme_mdp3_sbe_udp -  Change in SPR leg ordering in SecurityStatus and MarketDataRequest. For a SPR with a FUT and SPT leg, the FUT will always be near leg.
  
• [FXMF-11127] - bnpparibas_efx_algo - Normalisation changes and added LastSpotRate, MiscFeeAmt, MiscFeeAmt, MiscFeeBasis  to  BodyPassthruFields in ExecutionReport.
• [FXMF-11050] - fxspotstream - BankBasket MassQuote NoEntryPassthruFields group count corrected.
• [FXMF-11080] - fastmatch_autoex - NDF SecurityStatus will now have SettlDate populated. LegSettlDate no longer mandatory for NDF MarketDataRequest.
• [FXMF-11191] - t360_tex_maker - Regulatory fields normalisation. For more info, please refer to the Regulatory Fields and Passthru Fields section.
• [FXMF-11190] - integral_rfs_maker - Regulatory fields normalisation. For more info, please refer to the Regulatory Fields and Passthru Fields section.
• [FXMF-11186] - fxall_quicktrade_maker - USI/ UTI normalisation. For more info, please refer to the Regulatory Fields section.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-11242] - refinitiv_mapi - ErrorReport received when venue not open, subject changed to VenueTradingStatusHalted, and now will now only come after 4 seconds of venue not opening rather then immediately. 
• [FXMF-11274] - refinitiv_mapi - Format change to ExecID to prevent becoming too large causing ExecutionReport to not be processed.
• [FXMF-11185] - currenex_rfs_maker - Withdraw support for SEF orders.
• [FXMF-11048] - cme_ilink3_sbe - CME FXLink: Price precision adjustments in line with changes due to FXSpot+.
• [FXMF-11206] - fxspotstream - Text received from venue will be passed on to client in MarketDataRequestRejectText.
• [FXMF-10810] - fxspotstream-Added 2 new liquidity providers: ANZ and Deutsche Bank.
• [FXMF-11094] - exchange24 - SWPPricing now supported on ESP and CLOB sessions.
• [FXMF-11281] - all_venues - revert NumOfCompetitors global validation for ESP QuoteRequest

Other changes:

• None

New APIs:

• [FXMF-11020] - bnpparibas_efx_algo - BenchmarkOrFixing Algo support.

Functional changes:

• [FXMF-11097] - t360_gtx, t360_tex, t360_tex_maker - Removal of USI fields as 360T now uses UTI for SEF. See 2025-03-17 - 360T - Unique Swap Identifier (USI) Decommission for full details.
• [FXMF-11183] - autobahnfx_algo - Addedsupportformoreenumerationsfor OrdStatus in OrderCancelReject message. 
• [FXMF-10804] - ebs_market_ilink3_sbe, cme_ilink3_sbe - Send correct LegCumQty ExecutionReport Modified, Cancel and Eliminate.
• [FXMF-11088] - autobahnfx_algo - Will generate synthetic ExecutionReport PendingCancel and PendingReplace when venue does not provide.
• [FXMF-11138] - bgc_midfx, currenex_ouch - Synthetic OrderCancelRejects now come after ExecutionReport.
• [FXMF-11036] - t360_gtx -LegAvgPx in ExecutionReport will be null instead of 0 when not applicable.
• [FXMF-11038] - gsfx -LegPrice, LegAvgPx, LegLastPx in ExecutionReport will be null instead of 0 when not applicable. 
• [FXMF-11044] - standardchartered_s2bx - LegPrice in ExecutionReport will be null instead of 0 when not applicable.
• [FXMF-11047] - natwest_markets - LegPrice, LegAvgPx, LegLastPx in ExecutionReport will be null instead of 0 when not applicable. 
• [FXMF-11054] - cboefx_fixproxy - LegLastPx and LastSpotRate in ExecutionReport will be null instead of 0 when not applicable.applicable.
• [FXMF-11200] - all_venues - Price MUX - ErrorReport Subject now correctly passed
• [FXMF-1120011146] - all_venues - Price MUX - ErrorReport Subject now correctly passed.additional global validation applied to LinkID and NumOfCompetitors for ESP QuoteRequest

Other changes:

• None