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Comment: Published by Scroll Versions from this space and version 1.5.31
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title2024.1112.20.WE

New APIs:

  • None

Functional changes:

  • [FXMF-1080710639] - - cmerbc_stp - Change to prevent duplicate OrderOriginationTrader from being publishedtrading - Added support for FWD.
  • [FXMF-1080810742] - cme_stp - ExecutingFirm PartyID in drop copy ExecutionReport matches ebs_market_ilink3_sbeexchange24 - For MarketData Pricing sessions, Clients are now notified of all available instruments via SecurityStatus messages at session start.
  • [FXMF-1080910758] - gsfx - Change to prevent malformed MassQuote from being published after unsubscription 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-1078710846] -  PriceMUX - Bridge sends Incremental EndMarker on subscription, only cme_mdp3_sbe_udp - SecurityStatus mapped for symbols with format <Asset><M><Y><DD> without raising ErrorReports.

Other changes:

  • None. [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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