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Old Version 2

changes.mady.by.user Hymavathi Velagapudi

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New Version 5

changes.mady.by.user Renghanath Natarajan

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Comment: Published by Scroll Versions from this space and version 1.5.35
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title2025.01.17.WE

New APIs:

  • None

Functional changes:

  • [FXMF-10842] - jpmorgan_fx - Change to disseminate MidPrice as an MDEntry in MarketDataIncrementalRefresh instead of a BodyPasthruField.
  • [FXMF-10905] - cme_mdp3_sbe_udp, ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - Change to publish MarketDataIncrementalRefresh with NoMDEntries = 1 and MDEntryType = EmptyBook for empty MarketDataSnapshotFullRefresh from the venue.
  • [FXMF-10969] - fxspotstream - LastSpotRate consistently populated in ExecutionReport for ESP VWAP Orders.
  • [FXMF-10972] - t360_tex - UTI Normalisation - Change to split UTI/ RegulatoryTradeID into LegEMIRUTIPrefix (LEI of the venue) and LegEMIRUTI (unique TradeID).
  • [FXMF-10974] - cme_stp - Change to prevent the gateway from sending duplicate drop copy subscriptions to the venue.
  • [FXMF-10977] - cme_stp - Updated drop copy resubscription logic during venue internal error scenario.
  • [FXMF-10979] - cme_mdp3_sbe_udp, ebs_market_mdp3_sbe_udp, edgewater_maker - Price MUX - Interim change to handle missing NoHop group in SecurityStatus.

Other changes:

  • None
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title2025.01.13.WE

New APIs:

Functional changes:

  • [FXMF-10545] - t360_tex_maker - Non Deliverables NDFs from 360T with prespot and spot SettlDate will now have have LegSecurityType as NDF instead of FWD.
  • [FXMF-10398] - fxspotstream - MassQuote now has HasExtendedBidFields/HasExtendedOfferFields groups populated as per the QuoteType.
  • [FXMF-10709] - xenfin_liquiditypool - NoOfSecSizes correctly populated in MarketDataIncrementalRefresh when MDUpdateAction is New.
  • [FXMF-10737] - edgewater_markets - LegSettlCurrency always populated in HasLegNDFFields group. 
  • [FXMF-10776] - t360_tex - LegSettlDate in QuoteRequest is correctly asserted if populated for standard tenors.
  • [FXMF-109199784] - Session Sharing (User Multiplexing) - Multiuser session issue fix for RBC lmax - Added NDF support.

Other changes:

  • None