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Comment: Published by Scroll Versions from this space and version 1.5.31
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title2024.08.08.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-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. 
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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
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title2024.10.29.WE

New APIs:

Functional changes:

  • NONE

Other changes:

  • NONE
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title2024.10.25.WE

New APIs:

Functional changes:

  • NONE

Other changes:

  • NONE
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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
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title2024.10.11.WE

New APIs:

  • None

New APIs:

  • NONE

Functional changes:

  • [FXMF-
    • 10403
  • 10650] - broadridge_orders
    • - CalendarSpreads support added (Certified for 
  •  : LegSide, LegAllocationID, LegSettlDate on ExecutionReport now have correct leg details on Spreads
  • [FXMF-7534]  - PriceMUX - round robin price distribution

Other changes:

  • NONE
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title2024.09.10.WE

New APIs:

  • NONE

Functional changes:

Other changes:

  • NONE
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title2024.09.02.WE

New APIs:

  • NONE

Functional changes:

Other changes:

  • NONE
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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
    • - OrdRejReason now always populated on Rejected ExecutionReport
  • . 

Other changes:

  • NONE
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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

...