[FXMF-9818] - bloomberg_fxgo_maker - UPI/ RTN regulatory values can be optionally passed on by Whisperer in UAT. Please contact TOPS to enable it on your Sessions. NOTE: We are still awaiting certification to enable in PROD.
[FXMF-9759] - baml - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.
[FXMF-9810] - bgc_midfx - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.
[FXMF-9758] -cboefx_bookfeed, cboefx_itch, cboefx_fixproxy - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.
[FXMF-9104] - ebs_market_ilink3_sbe - Identified long-standing bug in CME relating to their charNULL datatype: unable to use of recent-version SBE tools.
[FXMF-9068] -cme_ilink2 -Publish both leg information on all Execution Reports except for the individual leg fills
[FXMF-9082] - all venues - Compiled REGEX statements to improve latency. This change is implemented to help improve latency particularly for barx and across other venues using these statements as well.
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2023.05.15.WE
Functional changes:
[FXMF-9013]-ebs_market_ilink3_sbe- Update to handle v7 and v8 schema messages from venue in preparation for iLink 3 SBE Schema Update
[FXMF-9069] - cme_ilink2- ExecutionVenue echo on EexcutionReport if populated in client requests
[FXMF-9070]-cme_ilink2- Populate EexcutionReport with LegLeavesQty on calculated fills
[FXMF-9071]-cme_mdp3_sbe_udp-Explicitly scope out User Defined spreads
[FXMF-9075]-fastmatch_stream_maker- Prevent gateway from sending duplicate QuoteRequest
[FXMF-9076]-cme_mdp3_sbe_udp- Optimise delay in publishing EndMarker
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2023.05.04.WE
Functional changes:
[FXMF-8411]- cme_mdp3_sbe_udp - Standardised symbology for FX Futrues on CME
[FXMF-8377] - cme_mdp3_sbe_udp - Apply scaling on prices correctly.
[FXMF-7645]- fxspotstream - Multi-allocations now supported for both RFS and ESP
[FXMF-8886]- fxspotstream - LegCalculatedCcyLastQty corrected to be positive.
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2023.04.28.WE
Functional changes:
[FXMF-8989]-broadridge_orders -Manadatory upgrade to API version v 2.1.18
[FXMF-9018] - fxspotstream_algo - Allow CancelOnConnectionLoss to be overridden in NoBodyPassthruFields
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2023.04.19.WE
Functional changes:
[FXMF-1139] - cme_ilink2 - Support for Spreads and FxLink products.
[FXMF-8971] - fastmatch_stream_maker - Handle QuoteRequest from venue before client session is open.
[FXMF-8988] - fxspotstream_algo - Handle ExpireTime in NewOrderMultileg & MultilegCancelReplaceRequest for BAML Decipher orders.
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2023.04.12.WE
Functional changes:
[FXMF-8960]- ebs_market_mdp3_sbe_udp and ebs_market_mdp3_sbe- Support for Bitcoin/ USD EOM NDFs.
[FXMF-8970]- fxspotstream_algo - ensure all ExecutionReport fields are populated for order cancellation and modification.
[FXMF-8232]-bloomberg_fxgo_maker -Don't send duplicate QuoteResponse to client when subscription is already ended.
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2023.03.21.WE
New APIs
[FXMF-7481]- fxspotstream_algo [UAT only]
Functional changes:
[FXMF-8892]- ebs_cpt - make PartyRole consistent with ebs_market_ilink3_sbe ExecutionReport.
[FXMF-8893]- ebs_market_ilink3_sbe- ensure PartyID is published when the PartyRoleOrderOriginationFirmLocation is present in ExecutionReport.
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2023.03.13.WE
Functional changes:
[FXMF-8859]- ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbeandebs_market_ilink3_sbe- Support changes to US Dollar/Brazilian Real and US Dollar/Indian Rupee EOM NDF tenors.
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2023.03.08.WE
Functional changes:
[FXMF-8868]- ebs_cpt - ensure that usec regulatory timestamp is populated in ExecutionReport.TransactTime, when available.
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2023.03.07.WE
New APIs
[FXMF-8691] - nomura_esp - FWD support.
[FXMF-8684] - xenfin_liquiditypool - CLOB.
Functional changes:
[FXMF-8848]- bloomberg_fxgo_maker-Mandatory IMM and BMF tenor changes from Bloomberg.
[FXMF-8831] - all venues - Prevent synthetic CancelOnDisconnect for IOC/FOK/GTC/GFA orders.
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2023.03.02.WE
New APIs
[FXMF-8689] - ebs_cpt.
[FXMF-669] - statestreet_efx - support for ESP workflow.
Functional changes:
[FXMF-8834]- cboefx_itch, currenex_itch and currenex_ouch - Fixed MDEntryTime and HopSendingTime published to the client in the MarketDataIncrementalRefresh message that could occur when co-located with venue.
[FXMF-8314] - edgewater_markets - OrigSendingTimeis now supported in replayed messages.
[FXMF-8584] - cboefx_fixproxy - Clients can now have access to Cboe FX Algo .
[FXMF-8840] - currenex_ouch- Removed OrigSendingTimefrom the original ExecutionReport.
[FXMF-8771] - currenex_ouch - Price precision normalised to 5dp.
[FXMF-8582] - cboefx_fixproxy - Added Pegged Order support for NDF.
[FXMF-8661] - cboefx_itch and currenex_itch - Fixed incorrect timestamps past midnight.
[FXMF-8315] - cme_mdp3_sbe_udp and ebs_market_mdp3_sbe_udp - 35=CB/UserNotification (LoggedOn) sent immediately on verification of venue channel configuration.
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2023.01.12.WE
Functional changes:
[FXMF-8350]- ebs_market_mdp3_sbe_udpandcme_mdp3_sbe_udp - packet arbitration logic changes to improve latency for snapshot messages.
[FXMF-8661] - cboefx_itch and currenex_itch - Fixed incorrect timestamps published to client in MDEntryTime and HopSendingTime during non-UTC timezone date-roll.
2019.32.WE.A
PHNX-188: Base Implementation-Prod server access to be restricted for MVP
PHNX-209: Base Implementation-Enterprise to work for cluster failovers
PHNX-234: Documentation-Document how to create a Venue EndPoint
PHNX-398: Logging-Default Logging level for W-E Gateways should be INFO
PHNX-413: Currenex RFS-add new Tenors for Currenex_RFS
PHNX-587: FXall Quicktrade-Mappings for Remarks in the spec should be simplified
PHNX-613: FXall Quicktrade-Message TransactTime mappings need attention
PHNX-667: Base Implementation-Simplify the development of future FIX based venue gateways
PHNX-682: FXall Quicktrade-Conformance testing
PHNX-683: FXall Quicktrade-ND Testing
PHNX-695: FXall Quicktrade-Add all validations in the mappings spec to the fxall gateway
PHNX-731: Currenex RFS-As a client I expect to receive deal requests from a trading counterparty
PHNX-732: Currenex RFS-CurrenexRFS: As a client I expect to be able to accept or reject deal requests from trading counterparties
PHNX-733: Currenex RFS-As a client I expect to be notified of final deal status
PHNX-735: Configuration-Unify config, service, and gateway names
PHNX-736: Logging-Add Gateway name to logfile name
PHNX-737: Configuration-Change all names to lowercase
PHNX-739: Tooling-Ensure unit file captures standard out
PHNX-741: Base Implementation-Bridge logging conventions
PHNX-744: Logging-Unify logging directory name and structure
PHNX-745: Base Implementation-Reduce/Remove reconnect timeout in gateway
PHNX-749: Tooling-Move logon server config to git and create bamboo deployment
PHNX-754: FXall Quicktrade-Spot quote is not rejected due to precision mismatch between calculated SpotRate and the given spot rate
PHNX-756: FXall Quicktrade-Correct the FractionalFwdPtsDecimalPlaces in Quote xml
PHNX-762: Logging-Fix timestamp logging for Received and Send metrics
PHNX-772: Tooling-Testrig should not populate ND Group in the Quote message
PHNX-782: Tooling-Tag 611 details translating incorrectly from test rig- NDF
PHNX-799: Currenex RFS-As a client I am able to explicitly withdraw my published quote
PHNX-802: Currenex RFS-Correct Inversions for QuoteRequest for 1-Way Term Ccy request
PHNX-803: Documentation-Update build and run instructions inside Confluence Developers Den
PHNX-812: Currenex RFS-Mapping for Currenex_RFS R and AB messages was updated
PHNX-821: Currenex RFS-QuoteRequest - Correct the Leg PassThru Fields in Quote Request in the message sent to Client
2019.29.WE.Build398
PHNX-610: FXall Quicktrade-Redundant mappings to be removed from NewOrderMultileg
PHNX-611: FXall Quicktrade-Redundant mappings to be removed from QuoteRequest
PHNX-659: Tooling-Rename gateway binary from phx_gateway to phx-service.
PHNX-662: Logging-Move ascii seq file writing to the msg_log module
PHNX-722: Currenex RFS-As a client I expect to receive quote requests from a trading counterparty
PHNX-723: Currenex RFS-As a client I expect to be able to reject quote requests BEFORE quoting
PHNX-724: Currenex RFS-As a client I expect a trading counterparty to terminate previously issued quote requests
PHNX-725: Currenex RFS-As a client I expect to be able to terminate quote requests AFTER quoting
PHNX-726: Currenex RFS-As a client each of my TRADEABLE quotes is published to the Venue
PHNX-730: Currenex RFS-As a client each of my INDICATIVE quotes will result in the previous published quote being cancelled
PHNX-738: Configuration-Separate all filename words with hyphens
PHNX-742: Base Implementation-Change Gateway configuration directory and file extension
PHNX-743: Logging-Change service logging directory name
PHNX-746: Base Implementation-Gateway service should shutdown after the configured shutdown interval.
PHNX-747: Logging-Remove erroneous extra timestamps before venue/client messages in log
PHNX-753: FXall Quicktrade-Stop sending UserNotification messages to client on venue connection attempt failures
PHNX-755: Currenex RFS-Honor exponent and mantissa from original message
PHNX-758: API Client-Schema Change required to support revised ExecutionAck
PHNX-759: FXall Quicktrade-Modifications required for ExecutionAck mappings
PHNX-760: FXall Quicktrade-Ensure isConnectedCalls is correct when UserRequest to LogOff
PHNX-767: FXall Quicktrade-Ensure Bridge process closes down correctly
PHNX-769: Currenex RFS-As a client I expect to be able to instruct the Feed Handler to connect to the Venue using the credentials configured for my connection.
PHNX-771: Tooling-Enable unit tests for Layer 3 FIX venue translators
PHNX-773: FXall Quicktrade-Spot/Spot Leg of NonDeliverable should be treated like Spot Instead of NDF
PHNX-777: Logging-Configured journal directory structure does not get created
PHNX-779: Logon Service-Sbe4 EndPoint protect against overflowing the message buffer on overwrite of the message during retry
PHNX-783: FXall Quicktrade-FXAll EndPoint can trigger an infinite auto-reconnect loop
PHNX-785: Base Implementation-Fix the RepeatingGroupFix Parser for adjacent repeating groups
PHNX-786: Logging-Improve sequence printer sequence number
PHNX-787: Base Implementation-Improve error report when schema versions mismatched
PHNX-790: Base Implementation-Fix decoding logic for the logon message from the client
PHNX-797: API Client-Schema Change required to support new ErrorReport Subjects