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Comment: Published by Scroll Versions from this space and version 1.5.31
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title2024.04.08.WE12.20.WE

New APIs:

  • None

Functional changes:

  • [FXMF-10639] - rbc_trading - Added support for FWD.
  • [FXMF-10742] - exchange24 - For MarketData Pricing sessions, Clients are now notified of all available instruments via SecurityStatus messages at session start.
  • [FXMF-10758] - ubs_algo - Changed to ensure consistency between LastSpotRate and LegLastPx. Fee information is now provided via BodyPassthruKeys MiscFeeAmt and MiscFeeCurr.

Other changes:

  • None
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title2024.12.12.WE

New APIs:

Functional changes:

  • [FXMF-10867]  - citi_colo - Resolved start up issue in prod environments.
  • [FXMF-10747]  - lmax - Curex migration to LMAX.
  • [FXMF-10822] - barx_tcr - Change to correctly populate the LegSecurityType for NDS ExecutionReports
  • [FXMF-10835] - barx_tcr - Change to set HasLegNDFFields.LegSettlCurrency to USD in ExecutionReport.
  • [FXMF-10761]  - all_venues -Change to allow GTD orders to survive client session disconnects.

Other changes:

  • None
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title2024.12.04.WE

New APIs:

  • [FXMF-7488] - baml - RFS for Spot, FWD, NDF [UAT only].

Functional changes:

  • [FXMF-10759] - ubs_algo, autobahnfx_algo - New OrdRejReasons added in ExecutionReports.
  • [FXMF-10778] - autobahnfx_rapid -  LegSettlDate now sent on NDFs in QuoteRequest.
  • [FXMF-10790] - baml - LegLeavesQty now set to 0 on ExecutionReport rejects.
  • [FXMF-10781]  - autobahnfx_algo - ExecRestatementReason corrected for Unsolicited Pause/Resume ExecutionReports.
  • [FXMF-10834] - cme_mdp3_sbe_udp - 'DisplayFactor' populated correctly on BodyPassthruField on MarketDataIncrementalRefresh messages.
  • [FXMF-10846] - cme_mdp3_sbe_udp - SecurityStatus mapped for symbols with format <Asset><M><Y><DD> without raising ErrorReports.

Other changes:

  • [FXMF-10679] - cme_ilink3_sbe -  Option to reload the instrument definition caches without process bounce.
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title2024.11.18.WE

New APIs:

  • None

Functional changes:

  • [FXMF-
10112] - socgen - Publish Account in SenderSubID for PB Orders. Please contact MarketFactory Delivery Team to enable prime broker workflow.
  • [FXMF-10147] - ebs_market_ilink3_sbe - Updated logic to populate LegMiFIDISIN value in Filled ExecutionReport.
  • [FXMF-10001] - fxspotstream - EMIR Refit UTI Support in ESP workflow + UTI format enhancement in ESP and RFS workflow.
  • [FXMF-10004] - autobahnfx_rapid - Support for NDF trading.
    • 9999] - NewOrderMultiLeg Validation - Price Should not be populated for ESP VWAP order. For Non-VWAP ESP orders, Price must be populated as before. 
    • [FXMF-10668] - celertech, nomura_esp, socgen - TakerESP VWAP orders will be rejected as these venues do not support them.
    • [FXMF-10693] - lucera_lumefx - Wells Fargo NDFs now supported. NOTE: This includes format changes to the synthetic QuoteID values published in MassQuote messages.
    • [FXMF-10719] - lucera_lumefx - LastSpotRate now populated correctly in ExecutionReport for FWD/NDF.
    • [FXMF-10671] - ubs_algo - TriggerPrice now supported as StrategyParameterField, not BodyPassthruField 
    • [FXMF-10766] - bgc_midfx  - Update session logic to process resends correctly.
    • [FXMF-10752] - integral_stp - Update session logic to reset sequence numbers daily.

    Other changes:

    • None. 
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    title2024.11.12.WE

    New APIs:

    • None

    Functional changes:

    • [FXMF-10753] - integral_stp - Change to prevent "null" values from being published in LegRegulatoryKey.LegMiFIDISIN in ExecutionReport
    • [FXMF-10753] - integral_stp -Change to set HasLegNDFFields.LegSettlCurrency to USD in ExecutionReport.

    Other changes:

    • None. 
    Expand
    title2024.11.05.WE

    New APIs:

    • None

    Functional changes:

    • [FXMF-10685] - PriceMUX - now requires per-venue MFSecurityID as shared MDReqID.
    • [FXMF-10688] - ubs_algo - Add client engagement validation
    • [FXMF-10738] - exchange24 - Correctly manage active MDReqIDs after client disconnection.

    Other changes:

    • [FXMF-10423] - bgc_midfx - OrderCancelReject dictionary additions (no functional change). 
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    title2024.10.30.WE

    New APIs:

    • None

    Functional changes:

    • [FXMF-10729] - barx_tcr : Resolved synchronisation issues with Venue Logon.
    • [FXMF-10666] - precision_algo : Specification of OrderOriginationTrader now supported.

    Other changes:

    • NONE
    Expand
    title2024.10.29.WE

    New APIs:

    Functional changes:

    • NONE

    Other changes:

    • NONE
    Expand
    title2024.10.25.WE

    New APIs:

    Functional changes:

    • NONE

    Other changes:

    • NONE
    Expand
    title2024.10.17.WE

    New APIs:

    Functional changes:

    • [FXMF-10674] - t360_tex_maker - Updated logic to publish LegEMIRUTIPrefix and LegEMIRUTI in NewOrderMultileg.

    Other changes:

    • NONE
    Expand
    title2024.10.11.WE

    New APIs:

    • None

    Functional changes:

    • [FXMF-10650] - broadridge_orders : LegSide, LegAllocationID, LegSettlDate on ExecutionReport now have correct leg details on Spreads
    • [FXMF-7534]  - PriceMUX - round robin price distribution

    Other changes:

    • NONE
    Expand
    title2024.09.10.WE

    New APIs:

    • NONE

    Functional changes:

    Other changes:

    • NONE
    Expand
    title2024.09.02.WE

    New APIs:

    • NONE

    Functional changes:

    Other changes:

    • NONE
    Expand
    title2024.08.15.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-10502] - refinitiv_matching_eta - Resolved authentication token handing problem at Venue Logon.
    • [FXMF-10331] - cme_ilink3_sbe - ExecutionReport TradeCancel and TradeCorrect workflows are now supported. 

    Other changes:

    • NONE
    Expand
    title2024.08.05.WE

    New APIs:

    Functional changes:

    • [FXMF-10464] - exchange24 - CLOB workflow now supported.
    • [FXMF-10408] - citi_colo - ExecutionReport PendingNew now always sent before ExecutionReport Rejected.

    Other changes:

    • NONE
    Expand
    title2024.07.24.WE

    New APIs:

    Functional changes:

    • [FXMF-1713] - fxspotstream - Bank Basket Support added.
    • [FXMF-10309] - t360_tex - BLK QuoteType Normalized to always be YY.
    • [FXMF-10176] - t360_tex - Normalized pricing of uneven swaps.

    Other changes:

    • NONE
    Expand
    title2024.06.21.WE

    New APIs:

    Functional changes:

    Other changes:

    • NONE
    Expand
    title2024.06.04.WE

    New APIs:

    Functional changes:

    • NONE

    Other changes:

    • NONE
    Expand
    title2024.06.03.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-10192] - fxspotstream - VWAP Support for PQ orders.
    • [FXMF-10261] - fxspotstream - Pricing normalisation of uneven swaps.
    • [FXMF-10293] - fxspotstream - Change to consistently populate OrdRejReason in ExecutionReport.
    • [FXMF-10294] - fxspotstream - Change to correctly handle QuoteType in Quote published to client.
    • [FXMF-10237] - ebs_market_mdp3_sbe - Change to handle erroneous price updates from EBS.

    Other changes:

    • NONE
    Expand
    title2024.05.28.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-10047] - t360_tex - QuoteType field population corrected in MassQuote message.
    • [FXMF-10137] - t360_tex - Support for User multiplexing in RFS Taker adapters.
    • [FXMF-10222] - t360_tex - LegMaturityDate required in NewOrderMultileg for NDFs.
    • [FXMF-10068] - fxspotstream - ExecutionReport normalisation. PendingNew published for all scenarios in the RFS workflow.
    • [FXMF-10234] - fxspotstream - Suppress publishing QuoteResponse to client for a terminated QuoteRequest.
    • [FXMF-10235] - fxspotstream - Consistently populate QuoteRequestRejectReason in QuoteResponse.
    • [FXMF-10238] - fxspotstream - InvalidAggregation added as a new MDRequestRejectReason in QuoteResponse.
    • [FXMF-10280] - fxspotstream - Consistently populate BidSwapPoints and OfferSwapPoints in BodyPassthru in the Quote message.
    • [FXMF-10219] - fxspotstream_algo - GoldmanSachs pause-resume algo supported.
    • [FXMF-10251] - fxspotstream_algo - Filter processing of DoneForDay ExecutionReport.
    • [FXMF-10268] - fxspotstream_algo - Restrict clients from sending EffectiveTime when trading pegged orders with GoldmanSachs.
    • [FXMF-10127] - ebs_market_mdp3_sbe_udp, cme_mdp3_sbe_udp - Improved processing venue MarketData message.

    Other changes:

    • NONE
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    title2024.05.01.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-10220] - edgewater_markets - Can now make one subscription per Symbol+LegSettleType combination rather than just Symbol.
    • [FXMF-10164] - socgen- Allow MarketType=Regular for NDFs. PartyRole=OrderOriginationTrader now supported in NewOrderMultileg.

    Other changes:

    • NONE
    Expand
    title2024.04.11.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-10135] - autobahnfx_rapid - new venue support for BMF1 BRL NDF
    • [FXMF-10170] - t360_tex - adjustments to LPs by SecurityType list in UserNotification Text field.

    Other changes:

    Expand
    title2024.03.23.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-10119] - fxspotstream_algo - enabled for PROD environments.
    • [FXMF-9776] - refinitiv_mapi - MatchStatus now reported in BodyPassthruFields, when populated.

    Other changes:

    • NONE
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    title2024.03.22.WE

    New APIs:

    • NONE

    Functional changes:

    Other changes:

    • NONE
    Expand
    title2024.03.14.WE

    New APIs:

    Functional changes:

    • [FXMF-9548] - natwest_markets - Support for NotAuthorised enum in BusinessRejectReason.
    • [FXMF-9549] - ubs_fx2b - Support forIMM5 SettlType and LegSettlType in QuoteRequest.

    Other changes:

    • NONE
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    title2024.02.28.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-9926] - fxspotstream - New LPs NatWest and WellsFargo are now supported.
    • [FXMF-9925] - autobahnfx_rapid - Pre-Trade Mid-Rate Change - Accept new venue fields to support PTM rate for NDFs.
    • [FXMF-8392] - t360_tex_maker - LegSEFUSIPrefix and AllocSEFUSIPrefix to publish LEI [20 characters] of the SEF trading venue.

    Other changes:

    • NONE
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    title2024.02.22.WE

    New APIs:

    Functional changes:

    Other changes:

    • NONE
    Expand
    title2024.02.09.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-9983] - fxall_activetrading_maker - Orders session MsgSeqNum will be reset everyday at the end of the trading session.[FXMF-9921] - all_venues - Client-message validation errors are now always reported via BusinessMessageReject messages, in place of ErrorReport (which remain in use for notification of other system events).

    Other changes:

    • [FXMF-9983] - fxall_activetrading_maker - Orders session MsgSeqNum will be reset everyday at the end of the trading session.
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    title2024.02.07.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-9977] - lucera_lumefx - Publish QuoteCancel when incoming MDSnapshotFullRefresh has Price and Quantity set to 0.
    • [FXMF-9649] - fxall_activetrading_maker, fxall_quicktrade_maker - 2024-04-29 - FXALL - RTN for EMIR Refit. Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
    • [FXMF-9918] - fastmatch_autoex - ExecutionReport to have MidPx for NDF. Accept new venue fields to support MidPx. Applicable only to US Persons.
    • [FXMF-9779] - t360_tex - Support Bank Basket functionality. [UAT Only]
    • [FXMF-9794] - t360_tex - Support NDF and MTF. [UAT Only]
    • [FXMF-8093] - ebs_market_ilink3_sbe - MiFID waiver due to ESCB exemption supported using MiFIDExemptedDueToESCBPolicyTransaction BodyRegulatoryKey in NewOrderMultileg and MultilegOrderCancelReplaceRequest.
    • [FXMF-9527] - exchange24 - Withdraw support for Spot Crypto product.

    Other changes:

    • NONE
    Expand
    title2024.01.26.WE

    New APIs:

    • NONE

    Functional changes:

    Other changes:

    • NONE
    Expand
    title2024.01.19.WE

    New APIs:

    • NONE

    Functional changes:

    Other changes:

    • NONE
    Expand
    title2024.01.16.WE

    New APIs:

    • NONE

    Functional changes:

    • [FXMF-9779] - t360_tex - Added support for Bank Basket feature.
    • [FXMF-9615] - t360_tex_maker - Added support for UPI and RTN. Awaiting certification sign-off from 360T.
    • [FXMF-9883] - bgc_midfx - ExecutionReport updated to publish LegMiFIDTVTIC and LegEMIRUTI.
    • Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.

    Other changes:

    • NONE
    Expand
    title2024.01.11.WE

    New APIs:

    • NONE

    Functional changes:

    Other changes:

    • NONE