The Lab

Expand all   Collapse all

Versions Compared

Old Version 37

changes.mady.by.user Matthew Whitaker

Saved on

compared with

New Version 39

changes.mady.by.user Sadat Tafader

Saved on

Key

  • This line was added.
  • This line was removed.
  • Formatting was changed.
Comment: Published by Scroll Versions from this space and version 1.5.27
Expand
title2024.11.0518.WE

New APIs:

  • None

Functional changes:

  • [FXMF-10685] - Enterprise price distribution now requires per-venue MFSecurityID as shared MDReqID9999] - 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-1068810671] -   ubs_algo - TriggerPrice now supported as StrategyParameterField, not BodyPassthruField - Add client engagement validation
  • [FXMF-10766] - bgc_midfx  - Update session logic to process resends correctly.
  • [FXMF-1073810752] -  exchange24 - Correctly manage active MDReqIDs after client disconnection. integral_stp - Update session logic to reset sequence numbers daily.

Other changes:

  • None. 
Expand
title2024.11.12.WE

New APIs:

  • None

Functional Other changes:

  • [FXMF-1042310753] - integral_stp - Change to prevent "null" values from being published in LegRegulatoryKey.LegMiFIDISIN in ExecutionReport
  • [FXMF-10753]bgc_midfx - OrderCancelReject dictionary additions (no functional change)integral_stp -Change to set HasLegNDFFields.LegSettlCurrency to USD in ExecutionReport.

Other changes:

  • None. 
Expand
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

...