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changes.mady.by.user Chandana Varsha

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changes.mady.by.user Kamakshi Sachdeva

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Comment: Published by Scroll Versions from this space and version 1.5.90
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title2025.12.17.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12190] - cme_ilink3_sbe - Populate OrigSecondaryExecutionID consistently in ExecutionReport. The format of the SecondaryExecID/ tag527 and theOrigSecondaryExecutionID published as a BodyPassthruField is prefixed with the TradeDate as per the CME iLink Messaging Enhancements.

Other changes:

  • None
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title2025.12.15.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12329] - fxspotstream - Ensure state is cleared for MarketData sessions after ungraceful disconnect.

Other changes:

  • None
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title2025.12.12.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12300] - shared_subscriptions - TakerESP QuoteResponse now correctly supports the client-provided TransactTime.
  • [FXMF-12284] - shared_subscriptions - MarketData sessions now support client-managed instrument identifiers.

Other changes:

  • None
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title2025.12.11.WE

New APIs:

  • None

Functional changes:

Other changes:

  • None
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title2025.12.04.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12262] - bnpparibas_efx_algo - Maintain OrdStatus=Suspended if there is a fill while suspended.
  • [FXMF-12276] - fxspotstream - use of QuoteMsgID in venue-facing MarketDataRequest is now deprecated.
  • [FXMF-11994] - barx, lseg_ftg, jpmorgan_fx_algo - Normalise CumQty and LeavesQty in ExecutionReport.

Other changes:

  • None
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title2025.12.03.WE

New APIs:

  • None

Functional changes:

  • [FXMF-12031] - fxspotstream - The FXSpotStream "Limit orders" configuration option is now supported. In addition BNY has been added as an LP. Please refer to venue page for detail.
  • [FXMF-12251] - bnpparibas_efx_algo - Bug fix - Amend with TimeInForce = GFT being rejected.
  • [FXMF-12253] - bnpparibas_efx_algo - Bug fix - Amending with ClipSize parameter results in Empty Strategy parameters in ExecutionReport
  • [FXMF-12250] - gsfx - QuoteCancel sent to clients when all prices in the book are zero. QuoteType flags now specify a QuoteEntry as Indicative when the BidSize or OfferSize is zero.
  • [FXMF-12210] - ubs_fx2b - SecurityGroup of the Precious Metals instrument PT MKT LDN OZ is updated to PT MTK LDN OZ.
  • [FXMF-11994] - All venues - Normalise LegCumQty and LegLeavesQty in ExecutionReport as per Pending Client Systems Impacts page.
  • [FXMF-12148] - All venues- Normalisation of Order Status. This is disabled by default, clients should coordinate with support team to enable this feature. Please refer to Pending Client Systems Impacts pages for CLOB and Algo  and PreviouslyQuoted workflows for details.

Other changes:

  • None
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title2025.11.21.WE

New APIs:

  • None

Functional changes:

Other changes:

  • None
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title2025.11.06.WE

New APIs:

Functional changes:

  • [FXMF-12167] - bnpparibas_efx_algo - StrategyParameterName FillNowQty no longer supported for Viper Algorithm. Assert FillNowQty and SizeToWork can not be populated together.

Other changes:

  • None

...

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title2025.10.07.WE

New APIs:

  • None

Functional changes:

Other changes:

  • None

...

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title2025.09.19.WE

New APIs:

  • None

Functional changes:

  • [FXMF-11913] -shared_subscriptions - Cancel on Disconnect unsubscriptions now work correctly against t360_gtx. 

Other changes:

  • None
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title2025.09.17.WE

New APIs:

  • None

Functional changes:

  • [FXMF-11926] - t360_tex_maker - NoPartyIDs group count corrected. 

  • [FXMF-11847] - fxspotstream - Updated adapter to latest spec v1.5.12.

  • [FXMF-11676] - fxspotstream - Bids and Offers are now in separate NoQuoteEntries in ESP MassQuotes.

Other changes:

  • None

...

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title2025.01.27.WE

New APIs:

Functional changes:

  • [FXMF-11018] enable price MUX in prod.
  • [FXMF-10988] Price MUX - Don't publish erroneous/empty LateJoin snapshots..
  • [FXMF-10811] - baml - IMM Tenor correction. Previously mapped to Monthly IMM tenors instead of Quarterly.

Other changes:

  • None
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title2025.01.21.WE

New APIs:

  • None

Functional changes:

  • None

Other changes:

  • [FXMF-1081110995] -  baml - IMM Tenor correction. Previously mapped to Monthly IMM tenors instead of Quarterly.

Other changes:

  • Internal configuration management tooling changes. 
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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:

  • NoneNone
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title2025.01.21.WE

New APIs:

  • None

Functional changes:

  • None

Other changes:

  • [FXMF-10995] - Internal configuration management tooling changes. 
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title2025.01.13.WE
New APIs:

Functional changes:

  • [FXMF-10545] - t360_tex_maker - NDFs from 360T with prespot and spot SettlDate will now 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 populated in HasLegNDFFields group. 
  • [FXMF-10776] - t360_tex - LegSettlDate in QuoteRequest is correctly asserted if populated for standard tenors.
  • [FXMF-9784] - lmax - Added NDF support.

Other changes:

  • None

...