Page History

New APIs:

• FXMF-12900 - citadel_fx - Taker ESP Orders (UAT Only)
• FXMF-12911 - lseg_et - Taker ESP and Taker RFS Pricing (UAT Only)

Functional changes:

• None

Other changes:

• None

New APIs:

• FXMF-12892 - barx - Taker RFS (UAT Only)
• FXMF-12899 - citadel_fx - Taker ESP Pricing (UAT Only)

Functional changes:

• FXMF-12955 - lucera_lumefx - SettlDate and MaturityDate populated in BodyPassthruFields in MarketDataIncrementalRefresh 
• FXMF-12917 - autobahnfx_algo - Updated StrategyParameterName from Strategy to TargetStrategy in ExecutionReport HasExtendedOrderFields
• FXMF-12923 - jpmorgan_fx_algo - Populate EffectiveTime consistently in ExecutionReport HasExtendedOrderFields
• FXMF-12619 - fxspotstream - Configurable feature to provide original LP name in MDEntryOriginator as an EntryPassthruField in MarketDataIncrementalRefresh and MassQuote, and in LastMkt as a BoduPassthruField in ExecutionReport

Other changes:

• None

New APIs:

• None 

Functional changes:

• [FXMF-12555] - fidessa_orders -Preparatory changes to support long-lived GTC/GTD orders
• [FXMF-12543] - broadridge_orders  - Preparatory changes to support long-lived GTC/GTD orders
• [FXMF-12669] - integral_rfs_maker - Normalise synthetic ExecutionAck messages for swaps flow
• [FXMF-12682] - shared subscriptions - Allow initial and late-join subscriptions freedom to optionally populate LegSettlDate

Other changes:

• None

New APIs:

• None 

Functional changes:

• [FXMF-12526] - autobahnfx_algo, bnpparibas_efx_algo, cboefx_fixproxy, celertech, fastmatch_autoex, fxspotstream, fxspotstream_algo, lmax, parfx_orders, precision_algo, t360_gtx, ubs_algo, xenfin_liquiditypool - EffectiveTime consistently populated in HasExtendedOrderFields group in ExecutionReport
• [FXMF-12018] - jpmorgan_fx_algo - FillNow normalisation. Refer to the NoStrategyParameter table for more info
• [FXMF-12643] - lmax - Added support for give-ups to multiple PBs in a single LMAX session. Please contact MarketFactory Delivery Team to enable PB selection in UAT/ Prod sessions
• [FXMF-12716] - precision_algo - PegOffset and PegFloorFloatingPoints validation text to reflect correct StratergyParameterType
• [FXMF-12760] - ebs_market_ilink3_sbe, ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - INR EOM 1 and INR EOM 2 NDF instruments are handled correctly

Other changes:

• None

New APIs:

• [FXMF-11953] - refinitiv_sbe_udp (UAT only)

Functional changes:

• [FXMF-12521] - fastmatch_stream_maker - Populate LegLastForwardPoints on ExecutionAck messages if available.
• [FXMF-12521] - fxall_activetrading - Not populatingMDEntryTime on MarketDataIncrementalRefresh messages as the information is not available on the venue message.
• [FXMF-12521] - lseg_fxall_maker - Echo back the NoLegs group on ExecutionAck.
• [FXMF-12521] - saxo_direct - ExecID normalisation to avoid duplicates.
• [FXMF-12642] - currenex_ouch - ExecID normalisation to avoid duplicates.
• [FXMF-12642] - currenex_ouch - Not publishing OrigClOrdID on Cancelled ExecutionReports when the original order is cancelled by venue due to OrderCancelRequest.
• [FXMF-12642] - standardchartered_s2bx - LegBidForwardPoints and LegOfferForwardPoints will now be published in pip representation as per MFSBE schema.
• [FXMF-12649] - fastmatch_autoex - Populate NumberOfOrders in MarketDataIncrementalRefresh if available.
• [FXMF-12649] - fastmatch_autoex - Populate OrigSendingTime when PossDupFlag is set.
• [FXMF-11523] - shared subscriptions - populate correct UserNotification message in case of venue-initiated logout.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-12652] - fxspotstream- Term currency orders are now supported for OrdType = Limit
• [FXMF-12095] - autobahnfx_algo, jpmorgan_fx_algo -Deprecated the use of ExecType = Suspended
• [FXMF-12388] - fxspotstream - Suppress duplicate SyntheticNew ExecutionReport for NotifyReject Order rejections.
• [FXMF-12516] - cme_mdp3_sbe_udp - Review of CME EndMarker implementation - EndMarker to be generated on all the Incremental updates with EndOfEvent flag.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-12627] - lmax - Added support for NDFs with IMM tenors and handle new instruments from LMAX gracefully.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-12518] -t360_gtx - Populate NumberOfOrders in MarketDataIncrementalRefresh for PriceDepth book if available
• [FXMF-12518] - ubs_algo - Do not populate OrigClOrdID in ExecutionReport messages on venue initiated unsolicited messages.
• [FXMF-12518] - xenfin_liquiditypool - Populate ExecID with  MF:5:<ClientOrdID> on ExecutionReport Replace to guarantee uniqueness
• [FXMF-12469] - statestreet_efx - Adapter version updated from FIX.4.2 to FIX.4.4
• [FXMF-12597] - natwest_markets - TransactTime is now published on MassQuote messages.
• [FXMF-11540] - autobahnfx_rapid, autobahnfx_singleleg, baml, barx, bnpparibas_efx_streaming, celertech, citi_colo, exchange24, gsfx, hsbc_fx_mds, jpmorgan_fx, lucera_lumefx, morganstanleyfx_esp, natwest_markets, nomura_esp, rbc_trading, saxo_direct, socgen, standardchartered_s2bx, statestreet_efx, t360_tex, ubs_fx2b, xenfin_liquiditypool, xtx_euthenia - Post-trade Normalisation. Enrich ExecutionReport with ExecutionVenue. Refer to 2026-Q1 - Post-Trade Normalisation (Execution Context) - ExecutionVenue - ESPTaker/ RFSTaker for more info.
• [FXMF-11924] - nomura_esp - Added support for IMM tenors and normalised MassQuote message as part of Nomura's API upgrade to v1.11.

Other changes:

• None

New APIs:

• None

Functional changes:

• [FXMF-12462] - t360_gtx - Reinstate the ExecutionReport 'Marketable' BodyPassthruField
• [FXMF-12464] - autobahnfx_algo - changes to avoid duplicate ExecIDs for synthetic PendingNew and PendingReplace messages
• [FXMF-12484] - bnpparibas_efx_algo - Handle OrdType updates on ExecutionReport messages for unsolicited amendments
• [FXMF-12450] - lucera_lumefx - MDEntryID  now has MF:B: or MF:O: prefix to guarantee uniqueness
• [FXMF-12436] - shared subscriptions - MarketDataIncrementalRefresh for late-joiner now publishes all NoEntryPassthruFields published by fxspotstream
• [FXMF-23436] - currenex_itch - NoEntryPassthruFieldskeyPriceProvider now enumerated 1..n for price-depth subscriptions (e.g. PriceProvider1 ). Additional changes made to ensure this field is published consistently

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12391] - cme_mdp3_sbe_udp - Send SecurityStatus for Reduced Tick (RT) SecuritySubType

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12380] - ebs_market_ilink3_sbe - Clarify the message on BusinessMessageRejects for FXSpot+ MaxShow orders, as this workflow is not supported by the venue
• [FXMF-12290] - bnpparibas_efx_algo - Fix for issue where unsolicited venue OrdType amendments from Market to Limit was not propagated to client
• [FXMF-11498] - autobahnfx_rapid, barx, cboefx_fixproxy, fastmatch_stream_maker, morganstanleyfx_esp, natwest_markets, standardchartered_s2bx, ubs_fx2b - API normalisation - HasLegNDFFields to be populated for NDF flow
• [FXMF-11505] - baml, bnpparibas_efx_streaming,cboefx_fixproxy, currenex_ouch, fxall_activetrading, hsbc_fx_mds, lmax, gsfx, nomura_esp, parfx_orders,  saxo_direct, xenfin_liquiditypool - ExecID normalisation to avoid duplicates

Other changes:

• None
  

New APIs:

• None

Functional changes:

• [FXMF-12363] - cme_mdp3_sbe_udp - Populate MDEntrySize for MDEntryType=Trade entries in the MarketDataIncrementalRefresh on the
TradeSummary and 
• TradeSummary and SnapshotFullRefresh messages from venue
• [FXMF-12384] - shared_subscriptions - MarketDataIncrementalRefresh for late-joiner no longer includes erroneous EmptyBook entry
• [FXMF-12123] - fastmatch_autoex  - Updated EndMarker logic to always send a single EndMarker after SecurityStatus
.

Other changes:

• None