Page History

New APIs:

• None

Functional changes:

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

Other changes:

• None
  

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
  

New APIs:

• None

Functional changes:

• [FXMF-11629] - edgewater_markets - Prevent SecurityStatus messages with invalid value dates for BKN tenor. ErrorReport sent to client when handling unexpected tenors.
• [FXMF-12081] - bloomberg_fxgo_maker,  cboefx_fixproxy,  currenex_esp_maker,  currenex_rfs_maker,  fastmatch_stream_maker,  fxall_activetrading_maker,  fxall_quicktrade_maker,  integral_esp_maker,  integral_rfs_maker,  lmax,lseg_fxall_maker,  t360_supersonic_maker,  t360_tex_maker - RefMsgType populated consistently in BusinessMessageReject.
• [FXMF-11992] - bgc_midfx, broadridge_orders, cboefx_fixproxy, cme_ilink3_sbe, currenex_esp_maker, currenex_ouch, fastmatch_autoex, fastmatch_stream_maker, fidessa_orders, fxall_activetrading_maker, fxall_quicktrade_maker, fxspotstream_algo, fxspotstream_midmatch, gsfx, integral_esp_maker, jpmorgan_fx, lseg_fxall_maker, lucera_lumefx, morganstanleyfx_esp, parfx_orders, precision_algo, refinitiv_mapi, socgen, standardchartered_s2bx, t360_tex_maker, ubs_algo, ubs_fx2b, xenfin_liquiditypool - Normalised population of mandatory fields  LegCurrency, LegIndividualAllocID, LegPrice, LegSettlType, LegSide, LegOrderQty, OrderRequestID, Symbol, TimeInForce, LegSecurityType, OrdStatus, OrigClOrdID, QuoteRespType, OrderID.

Other changes:

• None
  

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
  

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