Page History

New APIs:

• [FXMF-10445] - cme_ilink3_sbe

Functional changes:

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

Other changes:

• NONE

New APIs:

• [FXMF-9802] - ubs_algo
• [FXMF-8795] - lseg_ftg

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

New APIs:

• [FXMF-10306] - autobahnfx_algo

Functional changes:

• [FXMF-10308] - fxall_quicktrade_maker, bloomberg_fxgo_maker, currenex_rfs_maker, integral_rfs_maker, t360_tex_maker - Block quotes are handled consistently across all maker venues.
• [FXMF-9550] - bloomberg_fxgo_maker - Normalised LegSettlType for BRL NDF tenors.

Other changes:

• NONE

New APIs:

• [FXMF-10306] - autobahnfx_algo - Orders [UAT Only]

Functional changes:

• NONE

Other changes:

• NONE

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

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

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