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Comment: Published by Scroll Versions from this space and version 1.4.43
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title20222023.0312.28.WE

Other Changes

  • VEN-1942 - fxall_quicktrade_maker - Improve TCPI handling of QuoteCancel message
  • VEN-1935 - edgewater_markets - Ensure that the first MarketDataIncremental never contains deletes
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title2022.03.24.WE

New APIs

  • VEN-990 - fxall_quicktrade_maker upgraded to ensure uniformity with other gateways.

New APIs:

Functional changes:

  • [FXMF-9825] - cboefx_bookfeed , cboefx_itch , cboefx_fixproxy  - UPI/ RTN regulatory values now passed on by Whisperer.
  • [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
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title2022.03.10.WE

Other Changes

  • VEN-838 - ebs_market_mdp3_sbe_udp now enabled for Prod
  • PHNX-2967 - ebs_market_mdp3_sbe_udp: Ensure stale snapshot is not published in initial update after subscription.


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title20222023.0212.2506.WE

Other Changes

  • VEN-910 - hsbc_fx_mds: Venue is now made available for PROD after conformance sign-off.
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title2022.02.23.WE

Other Changes

  • VEN-1898 - ebs_market_mdp3_sbe_udp: handle null TradeDate & SecurityTradingStatus (venue error observed after w/e restart).
  • VEN-1874 - lucera_lumefx: fix to populate ordType in ExecutionReport as venues does not provide OrdType.
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title2022.02.04.WE

Other Changes

  • VEN-945 - natwest_markets now enabled for Prod
  • VEN-1828 - ebs_market_ilink3_sbe - OrderOriginationFirm no longer required.
  • VEN-1830 - ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - HopSendingTime & HopRefID now populated with UDP/TCP packet sending time & sequence number. MDSubFeedType contains A/B Feed ID for UDP session.
  • VEN-1835 - ebs_market_ilink3_sbe - production security IDs now supported.
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title2022.01.26.WE

New APIs

  • lucera_lumefx (for FenicsFX)
  • curex_orders (includes peer-to-peer)
  • ebs_market_mdp3_sbe_udp (UAT only) - CME EBS Ultra.

Other Changes

  • VEN-1025 - ubs_fx2b now enabled for Prod
  • VEN-898 - fxall_activetrading, lmax - EndMarker now published on market data session.
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title2022.01.08.WE

Other Changes

  • PHNX-2906 - allow scalable processes to share an isolated CPU core.
  • PHNX-2904 - minimise contention between processes.
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title2021.12.21.WE

New APIs

  • natwest_markets (ESP) - UAT only
  • ubs_fx2b (ESP) - UAT only

Other Changes

  • VEN-1656 - cboefx_bookfeed, cboefx_fixproxy gracefully handle missing tenor
  • PHNX-2891 - more flexible CPU core allocation, to allow isolated cores to be shared.
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title2021.12.15.WE

New APIs

  • baml (ESP)  - supports both BAMLX and InstinctFX

Other Changes

  • VEN-649 - bloomberg_fxgo_maker btbs upgrade
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title2021.12.07.WE

New APIs

  • nomura_esp

Other Changes

  • VEN-1632 - creditsuisse_ser: support OrderOriginationTrader.
  • VEN-1670 - cme_ilink2, ebs_market_ilink3_sbe, ebs_market_mdp3_sbe: Amend reconnection params to avoid automated port closure.
  • VEN-1682 - hsbc_fx_mds : Pass venue settldate to client
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title2021.11.25.WE

New APIs

  • saxo_direct (ESP)

Other Changes

  • VEN-1429 - bnpparibas_efx_streaming- Sweepable vs FullAmount changes
  • VEN-1669 - t360_gtx - bug fix marketable tag missing from dictionary
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title2021.11.19.WE

New APIs

  • standardchartered_s2bx (ESP)
  • cme_ilink2

Other Changes

  • VEN-1137 - PreviouslyQuoted Orders should have TIF=IOC/FOK only
  • VEN-1592 - jpmorgan_fx QuoteEntryIDs are not always unique
  • VEN-1653 - CME ApplicationSystem{Name,Version,Vendor} values update 

  • PHNX-2824 - Fix for issue with SBE sinceVersion attribute

  • PHNX-2836 - Fix to replay service

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title2021.11.11.WE

New APIs

  • gsfx (ESP) - Prod-ready

Other Changes

  • VEN-1631 - cboefx_bookfeed - cboefx_fixproxy - Add EOM1 (BMF2) tenor
  • VEN-1617 - ebs_market_mdp3_sbe - better support of test instruments
  • VEN-1614 - ebs_market_mdp3_sbe - support new broken-dated instruments
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title2021.11.04.WE

New APIs

  • barx (ESP) - Prod-ready
  • t360_gtx  - Prod-ready

Venue Changes To Support Previous Schema Release 18656:

UnderlyingQty :  NoUnderlyings group is introduced to the schema to allow clients to specify custom VWAP ladders in their subscriptions. Venues currently supporting "MDEntrySize"  via BodyPassThruField  should use this group.

    • VEN-1446 - Global Validation - NoUnderlyings
    • VEN-1447 - lmax - Allow client to populate NoUnderlyingQty group in MarketData Request
    • VEN-1442 - fastmatch_autoex - Allow client to populate NoUnderlyingQty group
    • VEN-1434 - creditsuisse_ser - Replace MDEntrySize in BodyPassThru with UnderlyingQty group
    • VEN-1432 - jpmorgan_fx - Replace MDEntrySize in BodyPassThru with UnderlyingQty group
    • VEN-1431 - curex_marketdata - Replace MDEntrySize in BodyPassThru with UnderlyingQty group
    • VEN-1430 - cboefx_fixproxy - Replace MDEntrySize in BodyPassThru with NoUnderlyings group
    • VEN-1436 - hsbc_fx_mds - Replace MDEntrySize in BodyPassThru with UnderlyingQty group

Sweepable vs FullAmount:  Clients will now be notified by MF if VWAP is not supported with U2 message containing "QuoteID: VWAP is not supported ..."

    • VEN-1420 - citi_colo - Sweepable vs FullAmount clarification
    • VEN-1419 - hsbc_fx_mds - Sweepable vs FullAmount clarification
    • VEN-1418 - jpmorgan_fx - Sweepable vs FullAmount clarification
    • VEN-1417 - fxspotstream - Sweepable vs FullAmount clarification
    • VEN-1416 - exchange24 - Sweepable vs FullAmount clarification

EndMarkers:  EndMarker messages indicate End of SecurityStatus messages so that the client is given a definitive boundary to the list of supported instruments. This is now available where venue provides a SecurityList.

    • VEN-1445 - EndMarker : ebs_market_mdp3_sbe
    • VEN-1444 - EndMarker : cboefx_bookfeed
    • VEN-1443 - EndMarker : curex_marketdata
    • VEN-1441 - EndMarker : t360_gtx
    • VEN-1440 - EndMarker : fastmatch_autoex
    • VEN-1439 - EndMarker : edgewater_markets

Other Changes

  • VEN-1575    - cboefx_bookfeed - Mkt data messages with MDEntrySize of 0 and unqiue MDEntryID on TradeTicker messages
  • VEN-1572    - Global Validation to check price populated on StopLimit Orders
  • VEN-1410    - Support LinkID to implement schema v18656
  • PHNX-2803 - Send channel ready on each connection.
  • PHNX-2809 - Handle SecurityID not found in snapshot recovery loop.
  • PHNX-2810 - Venue initialise used to be run on gateway Startup, now delayed to Open.
  • PHNX-2806 - Reduce socket buffer size used in replay service with slow consumers
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title2021.10.08.WE

New APIs

  • morganstanleyfx_esp
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title2021.10.07.WE

Other Changes

  • VEN-1387 - Multiplexing supported across all Orders sessions.
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title2021.09.13.WE

SBE Schema Release 18656, backwards compatible to 18655:

  • VEN-32: Schema Sweep and FullAmount Pricing/Trading Analysis
  • VEN-162: Schema FXall QT Batches - OrderBatchId
  • VEN-1050: Schema Schema support for VWAP Orders
  • VEN-615: Schema Need to ensure that all rejects include IsSynthetic
  • VEN-466: Schema Support VWAP/FullAmount MarketDataRequest or ESP QuoteRequest
  • VEN-463: Schema Send "end of security list" message to client
  • VEN-1253: Schema MFSBE: need RegulatoryBodies for MarketData and SecurityStatus messages for EBS
  • VEN-1095: Schema Can LogoutResponse include Text field?
  • VEN-768: Schema MFSBE: xBMF tenors
  • VEN-1194: Schema ebsmarket_ilink3 : efix orders support in schema
  • VEN-617: Schema NoOfSecSizes description is incorrect
  • VEN-1136: Schema LegAvgPx/ Tag20002 description change in Schema
  • VEN-1291: Schema Schema Misspelling: CMEImpliedLiquidty
  • VEN-1383: Schema Schema support for Trade Correction and Trade Cancellations
  • VEN-1384: Schema Clarify purpose of TradeTicker MDBookType
  • VEN-1396: Schema MultilegOrderCancelReplaceRequest ExposureDuration should be millis.
  • VEN-1448: Schema udpate mf-quickfixj-bindings to 18656
  • VEN-1449: Schema cboefx_bookfeed - Add RegulatoryBodies in MDReq and SecStatus messages
  • VEN-1450: Schema ebs_market_mdb3_sbe - BodyPassthruKey SEFRegulated should be migrated to RegulatoryBodies.

New APIs

  • 360T GTX

Other Changes

  • VEN-641:  API  Change code to allow for backwards compatible schema releases.
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title2021.08.27.WE

SBE Schema Release 18655, backwards compatible to 18654 (except for BusinessMessageReject)

Other Changes

  • PHNX-2767:  API  Change code to allow for backwards compatible schema releases.
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title2021.08.20.WE

New APIs

  • t360_tex_maker

Other Changes

  • VEN-1329:  lmax  Receive microsecond timestamps from the venue
  • VEN-1379:  lmax Optionally allow a MarketData subscription to preclude the need for a separate TradeTicker subscription
  • VEN-1380:  cboefx_bookfeed Optionally allow a MarketData subscription to preclude the need for a separate TradeTicker subscription
  • PHNX-2742:  replay  Fix replay queries to allow for client to perform polling to use replay as a drop copy service
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title2021.08.03.WE

New APIs

  • creditsuisse_ser
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title2021.07.26.WE

New APIs

  • bloomberg_fxgo_maker (Batches/ESP)

Other Changes

  • VEN-1301:  lmax_maker Increase preallocated cache sizes
  • VEN-1355: fastmatch_autoex Gateway currently has the target_platform SPOT instead of SPT
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title2021.07.22.WE

New APIs

  • ebs_market_mdp3_sbe (TCP)

Other Changes

  • VEN-1326: ebs_ilink3 Link EBS BusinessMessageReject and U2 sequence number reporting.
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title2021.07.09.WE

New APIs

  • fxall_actrivetrading (FXAll Orderbook)
  • FXSpotStream (ESP)

Other Changes

  • VEN-1249:  ebs_link3:  Full CME conformance achieved.
  • VEN-1317:  jpmorgan_fx  The gateway is certified for Streaming SPOT, FWD and NDF for Sweepable.
  • PHNX-2623: All Remove system calls creating the second latency hump and long tail.
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title2021.07.01.WE

New APIs

  • jpmorgan_fx (ESP)

Other Changes

  • VEN-1248:  cboefx_bookfeed CBOE TradeTicker - change qty from 0.0 to null
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title2021.06.11.WE

New APIs

  • ebs_market_ilink3_sbe

Other Changes

  • VEN-802:  Bloomberg FX<GO> RFS now supports up to date session semantics.
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title2021.06.09.WE
  • VEN-1237:  Fastmatch_AutoEx Rename duplicate NoOrders entry in the FIX dictionary which is a PassThru Field for clients.
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title2021.05.26.WE
  • VEN-247 All AvgPx supported in all ExecutionReport messages
  • VEN-1189 LMAX Pricing - Incrementals now handled correctly in certain edge cases.
  • VEN-1215 edgewater_markets Pricing - Incrementals now handled correctly in certain edge cases.
  • PHNX-2627 All Fix rare socket re-connection errors
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title2021.05.10.WE

New APIs

  • 24 Exchange

Other Changes

  • VEN-1132:  Cboe Do not retain memory cache of cancelled orders.
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title2021.04.29.WE

New APIs

  • Fastmatch AutoEx

Other Changes

  • VEN-727: Multiplexing Support multiple client order connections
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title2021.04.21.WE

New APIs

  • CBOE Central Taker
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title2021.04.15.WE

New APIs

  • BNP Paribas eFX Streaming (ESP)
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title2021.04.08.WE
  • VEN-530: Cboe Merge old individual bookfeed code into a single bookfeed gateway
  • VEN-702:  Cboe Merge old individual order gateway code into FixProxy gateway
  • VEN-1048: Integral Maker AvgPx is required for ExecutionReport message
  • VEN-1064: API Update the FIXT1.1 dictionary to include MarketFactory specific messages
  • VEN-1081: API Change FIX Dictionary for some conditionally required fields
  • VEN-1084: XTX Pending New and New ExecID need to be different
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title2021.03.24.WE

New APIs

  • CBOE Spot Full Amount Taker (ESP)
  • CBOE NDF Full Amount Taker (ESP)
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title2021.03.17.WE
  • PHNX-2525:  Gateway writes entire message to the log if parsing message fails.
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title2021.03.10.WE

New APIs

  • CBOE Spot Full Amount Maker (ESP)
  • CBOE NDF Full Amount Maker (ESP)

Other Changes

  • PHNX-2482: Core Handle edge cases on Epoch time maths
  • PHNX-2495: Replay Remove message type from replay
  • VEN-418: Integral_ESP_Maker Improved handling of BookType to use default value if not available in client messag
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title2021.03.03.WE

  • VEN-567 LMAX Stop automatically subscribing to LMAX Pricing Trade Data

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title2021.02.26.WE

  • PHNX-2225 Session Gateway handles all messages from venue while logout is initiated

  • PHNX-2241 Session Unexpected venue messages now result in an ErrorReport rather than a dropped connection

  • PHNX-2250 Session Gateway now validates Sender and TargetCompId in venue Logon response

  • PHNX-2462 Core Improve gateway stamping tag 122 (OrigSendingTime) on U2 message

  • VEN-248 CboeFX Cboe to confirm pegPriceType when match at mid is chosen

  • VEN-518 All Venues Migration to lowercase naming

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title2021.02.10.WE
  • PHNX-2448: Replay When a reset occurs we should trim out the files we select for searching
  • PHNX-2457:  SBE Fix SBE library handling of mangle messages which could cause a crash
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title2021.02.01.WE

 

Requires SBE Schema 18654

  • PHNX-2120: Session Add Persistent Sessions
  • VEN-229: Schema Add SpotRatePrecision field in MarketDataRequest
  • VEN-347: Schema Add VenueTradingStatusDown to Subject enum
  • VEN-361: Schema Add additional SecurityTradingStatus's to support LMAX
  • VEN-362: Schema Add additional MDEntryType's to support LMAX and FastMatch
  • VEN-363: Schema Clarify ExecutionReport LegAllocQty and LegAllocCalculatedCcyQty
  • VEN-507: Schema/Replay Add support for Replay to Enterprise Schema
  • VEN-521: Schema RMO Regulatory Body to be added to schema
  • VEN-538: Schema Schema Change v18654
  • VEN-540: Schema Increase QuoteID and QuoteEntryID from 64 to 128 bytes
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title2021.01.22.WE

 

New APIs

  • LMAX Exchange Taker (ESP)
  • LMAX Exchange Maker (ESP)
  • LMAX Digital Taker (ESP)
  • LMAX Digital Maker (ESP)
  • LMAX Interbank Taker (ESP)
  • LMAX Interbank Maker (ESP)

Enhancements

  • PHNX-2219: Fidessa Fix NewSeqNum in SequenceReset message after servicing ResendRequest from venue.
  • PHNX-2341: Session Improve session state handling
  • PHNX-2420: Session Improve gateway behaviour when recovering from a sequence gap
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title2021.01.06.WE

 

New APIs

  • CBOE Spot Maker (ESP)
  • CBOE NDF Maker (ESP)
  • Integral Maker (RFS)

Enhancements

  • PHNX-1990: Replay Backend replay service for replay of historical data.
  • PHNX-2370: Session Sequence number now correct when session terminates. 
  • PHNX-2391: Session Gateway needs to logout and logback in clean when it initiates resend requests.
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title2020.12.08.WE

 

New APIs

  • XTX Euthenia (ESP)
  • Edgewater

Enhancements

  • PHNX-2338: Session Fix XTX Session Synchronization issue
  • PHNX-2251: Session Stop Gateway from processing and publishing ExecReport from venue before Logon Sequence Complete
  • PHNX-2024:  360T TEX: Improve QuoteRequest to price 2-Way Block requests
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title2020.12.03.WE

 

New APIs

  • CBOE Spot Bookfeed (CLOB)
  • CBOE Spot Order (CLOB)
  • CBOE NDF Bookfeed (CLOB)
  • CBOE NDF Orders (CLOB)
  • Integral Maker (ESP)

Enhancements

  • PHNX-2316: Session Client Receiving repeat seq numbers without posDup Flag or origSendingTime
  • PHNX-2290: Session ErrorReport must always populate messageStart (MFMF/1179469389)
  • PHNX-2234: Session Improved ErrorReport information on Venue Logon Rejection.
  • PHNX-2228: Session Client can now link U2 message to specific order when venue disconnects
  • PHNX-2227: Session Gateway handles ResendRequests in certain edge cases
  • PHNX-2204: Session Correct timestamps in TestReqID/ Tag112
  • PHNX-2203: Session Correct MsgSeqNum/Tag34 in gateway message after SequenceReset
  • PHNX-2194: Session Stop gateway from sending a duplicate CB during Logout after session sync
  • PHNX-2115: 360T TEX  Improved handling of legSettlType in quoteRequest
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title2020.11.16.WE

 

Requires SBE Schema 18542

New APIs

  • FXSpotStream (RFS)

Enhancements

  • PHNX-2233: Session Improved client replay.
  • PHNX-2197: Session Gateway sends single TestRequest and Logout on missing client heartbeat.
  • PHNX-2239: Session Gateway sends a logout when Erroneous or Invalid messages is received from client
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title2020.44.WE.A

 

  • PHNX-2115: 360T TEX  Improved handling of legSettlType in quoteRequest
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title2020.43.WE.A

 

  • PHNX-2007: 360T TEX HasLegNDFFields now published for NDF and NDS quotes with Spot or Pre-Spot settlDate
  • PHNX-2011: 360T TEX Venue ExecutionReport - Fixed OrderQty and OrderQty2 for SWAP and NDS Allocations
  • PHNX-2108: 360T TEX Improved handling of price fields for one-way SWAP Allocations netting to 0
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title2020.40.WE.A

 

  • PHNX-829: 360T TEX Add support for SPT/FWD/NDF/SWP/NDS/BLK quote requests from a trading counterparty

  • PHNX-839: 360T TEX Add support such that each tradable quote is published to the Venue

  • PHNX-849: 360T TEX Add support to receive deal requests from a trading counterparty for SPT/FWD/NDF/SWP/NDS without allocations

  • PHNX-852: 360T TEX Add support to receive deal requests from a trading counterparty for BLK and SPT/FWD/NDF/SWP/NDS with allocations

  • PHNX-853: 360T TEX Add support to be able to accept or reject deal requests from trading counterparties

  • PHNX-854: 360T TEX Add support to be notified of final deal status

  • PHNX-968: 360T TEX Add support to accept or reject deal requests for BLK from trading counterparties

  • PHNX-1763: 360T TEX Fix 2 way Uneven SWAP quote rejects

  • PHNX-1926: Logging Application log files should use UTC

  • PHNX-1944: 360T TEX Fix price field issues in orders

  • PHNX-2013: 360T TEX Use RefSpotDate/ Tag7070 to determine LegSettlType in Blocks and Allocations

  • PHNX-2018: 360T TEX ExecutionReport - Fix publishing of MaturityDate in NDF and NDS Allocations

  • PHNX-2027: 360T TEX ExecutionReport - Fix publishing of LastPx and LastPx2 in Allocation trades

  • PHNX-2034: 360T TEX ExecutionReport - Fix publishing of Side/ Tag54 and Currency/ Tag15

  • PHNX-2126: Base Implementation Disconnection due to failed client socket read.

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title2020.37.WE.A

 

  • PHNX-2033: Currenex RFS- Gateway should send QuoteCancel instead of QuoteRequestReject in certain circumstances

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title2020.35.WE.A

 

Requires SBE Schema 18459

New APIs

  • Fidessa (Orders)

Enhancements

  • PHNX-1859: Base Implementation Decimal conversion optimization
  • PHNX-1861: Base Implementation  Date conversion optimization
  • PHNX-1862: Base Implementation  Time conversion optimization
  • PHNX-1868: All Venues  Schema v18459 upgrade
  • PHNX-1872: API Client  Java Sample Client - upgrade to Schema v18459
  • PHNX-1895: Base Implementation  Additional global validation required for ExecutionReport LegOrderQty
  • PHNX-1945: 360T TEX  QuoteRequest LefAllocQty amounts are now signed correctly
  • PHNX-1949: Bloomberg FX<GO>  Bloomberg RFS Session Handling - No response from gateway when venue requested a resend
  • PHNX-1976: Base Implementation  Introduce global validation rule to ensure QuoteRespType is mandatory in QuoteResponse message sent by Client
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title2020.32.WE.A

 

Requires SBE Schema 18444

  • PHNX-1873: Ensure FIX engine complies with the logon+resync sequence edge case found in latest venue
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title2020.30.WE.A

Requires SBE Schema 18444

  • PHNX-1351: Reuters SBE-Receive and process client MarketDataRequest correctly
  • PHNX-1493: Reuters SBE-Improve fix format in ASCII logs
  • PHNX-1498: Reuters SBE-Only log messages related to client MDRequests in the Ascii logs
  • PHNX-1504: Reuters SBE-Format Price in MDIncrementals as per the precision in SecurityDefinition
  • PHNX-1521: Reuters SBE-Build gateway recovery process on gap detection
  • PHNX-1533: API Client-Update Sample Client to include an ESP maker example
  • PHNX-1671: Fix/SBE Bridge-Optimise memory use for FIX & SBE messages
  • PHNX-1676: Fix/SBE Bridge-Improve performance of repeating group generation in FIX messages
  • PHNX-1726: Reuters SBE-A/B Line arbitration result to be reported in MarketDataIncrementalRefresh and EndMarker messages
  • PHNX-1761: Journal Service-Journaling throughput improvements
  • PHNX-1768: Reuters SBE-Client messages to be captured in ascii logs
  • PHNX-1800: Reuters SBE-Reuters SBE - Gateway published MDIncrementalRefresh with empty Tag1683
  • PHNX-1824: Reuters SBE-Fix increment of MsgSeqNum
  • PHNX-1844: FXall Quicktrade-Resolve infrequent larger than expected latency
  • PHNX-1857: Base Implementation-Force socket re-creation after an invalid client login
  • PHNX-1858: Venue Gateway-Prevent gateway shutting down the venue connection prematurely
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title2020.28.WE.A

Requires SBE Schema 18444

  • PHNX-1378: Reuters SBE-When available use network timestamp
  • PHNX-1469: Reuters SBE-Publish Latency details to Graphana
  • PHNX-1496: Reuters SBE-Stop sending EndMarkers before subscription requests
  • PHNX-1500: Reuters SBE-Identify origin in EndMarker message
  • PHNX-1501: Reuters SBE-Send first MDIncrementalRefresh message on receiving MDFullRefresh from venue
  • PHNX-1512: Reuters SBE-Use TR_CmnRptSeq as Instrument sequence number in MarketDataIncrementalRefresh messages
  • PHNX-1539: Reuters SBE-Send Snapshot to clear the book per MDRequest
  • PHNX-1660: FXall Quicktrade-Support for Truncation flag in BodyPassthruFields
  • PHNX-1697: Fix/SBE Bridge-Populate NoHops group
  • PHNX-1705: 360T TEX-Publish Decimal value in amount fields for client QuoteRequest for Blocks
  • PHNX-1715: Logging-Improve performance of logging macros
  • PHNX-1732: Fix/SBE Bridge-Messages no longer dropped under load
  • PHNX-1818: Venue Gateway-Always respond to the test request even if the session is not synchronised
  • PHNX-1829: Reuters SBE-Resolve missing MarketDataSnapshots
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title2020.23.WE.A

Requires SBE Schema 18444

  • PHNX-1349: Bloomberg FX<GO>-Stop updating last logon timestamp with null on test environments
  • PHNX-1720: Base Implementation-Write message to customer before journalling
  • PHNX-1724: Base Implementation-Optimise point of writing to journal to reduce latency
  • PHNX-916: API Client-Update to schema version 18167
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title2020.20.WE.A

  • PHNX-1051:  Base Implementation-Improve error handling when unable to initialise journal writing
  • PHNX-1082:  Logging-Create robust msg_log writer
  • PHNX-1131:  360T TEX-Improve logic to restrict sending QuoteCancel to client after NewOrderSingle/ MultiLeg
  • PHNX-1148:  Logging-Alerts on excessive Journal Message Queue Growth
  • PHNX-1149:  FXall Quicktrade-Remove Erroneous Application log warning on Quote Requests
  • PHNX-1188:  Logging-Improve handling of File Journal Write Failures
  • PHNX-1205:  360T TEX-Venue Spec change - Improved ISIN handling to be added to gateway
  • PHNX-1208:  Configuration-Accelerate QA and UAT Enterprise LogonServices and GatewayServices with Solar Flare onload
  • PHNX-1210:  Configuration-Configure Gateway Service to report the network timestamp from Solar Flare
  • PHNX-1223:  360T TEX-Prevent publishing both Bid & Offer Fwdpts and AllinRates for oneway request
  • PHNX-1261:  Base Implementation-Add config to run in non-spin mode for dev/test envs
  • PHNX-1266:  Logging-Add better error handling in the FIX socket reading logic
  • PHNX-1267:  Logging-Shutdown gateway gracefully if journal queue usage reaches 80% capacity
  • PHNX-1268:  Logging-Allow Journal process to print any message that cannot be recorded correctly
  • PHNX-1317:  Logging-Gateway services to confirm the journal interfaces are running at start up
  • PHNX-1318:  Logging-Build utility to transfer a message from command queue to a decodable file for support
  • PHNX-1321:  Logging-Launch a journal service dedicated per gateway service at gateway in deployment
  • PHNX-1342:  360T TEX-Add mapping for PartySubID and PartySubIDType
  • PHNX-1348:  Base Implementation-Error Report - Reject reason & text message in error report sent to the client needs correction
  • PHNX-1386:  Reuters SBE-Add A/B Channel Arbitration logic
  • PHNX-1393:  Bloomberg FX<GO>-ESP - Gateway to detect loss of connection for STR
  • PHNX-1396:  FXall Quicktrade-Deregister fxallquicktrade heartbeat timer
  • PHNX-1408:  Base Implementation-Add abstracted references to the Client (quick) & Venue (fix) resources in the MessageMapper
  • PHNX-1409:  Base Implementation-Support optional custom tags for the message translator
  • PHNX-1419:  EBS Ultra-Add A/B Channel Arbitration
  • PHNX-1446:  Reuters SBE-Update to Schema 18320
  • PHNX-1449:  Base Implementation-Prevent gateway resetting client sequence number in case of mismatch
  • PHNX-1451:  Base Implementation-Gateway to send logout when logging queue is full
  • PHNX-1471:  Journal Service-Add command line option to print version information then exit
  • PHNX-1474:  Base Implementation-Enforce one journaling service per gateway service
  • PHNX-1485:  Venue Gateway-Improve reconnect logic when venue disconnects socket after logon
  • PHNX-1488:  Currenex RFS-Add new version of the gateway to main build with alternate name for side by side testing
  • PHNX-1494:  360T TEX-Populate HasNDF fields on spot leg of NDS
  • PHNX-1497:  Reuters SBE-Send SecurityStatus message to client after the second EndMarker on secdef channel
  • PHNX-1511:  360T TEX-FixingReference to be published in NDS Execution Report when near leg is a spot
  • PHNX-1534:  Journal Service-Out of process journal service to auto start with gateways
  • PHNX-1543:  Venue Gateway-Prevent gateway auto-reconnect after customer logoff request
  • PHNX-1555:  Base Implementation-Prevent duplication of sender and target sub ids on resent messages
  • PHNX-1556:  Journal Service-Handle the IN_DELETE notify event when a command queue is manually deleted
  • PHNX-1658:  Documentation-Prepare customer UAT release 2020.20.WE.A
  • PHNX-1685:  Logging-Enhance ascii.msg and bin.msg to facilitate loading into ELK
  • PHNX-1686:  SBE Schema-Update software to use Schema v18394
  • PHNX-377:  Documentation-Create internal documentation for the gateway endpoint
  • PHNX-433:  CBOE NDF-Fix sequence number on logon to prevent ResendRequests
  • PHNX-831:  Configuration-Allow port number in network urls in gateway configs
  • PHNX-926:  Bloomberg FX<GO>-ESP-As a client I expect my FWD Market Data to be published on Bloomberg
  • PHNX-949:  Logging-Journal filenames to include the creation timestamp
  • PHNX-964:  Base Implementation-Refine U2/ErrorReport Text for Slow Consumer issue
Expand
title2020.17.WE.A

  • PHNX-1499:  360T TEX-Add mapping for new tenor code 'ON' from 360T
Expand
title2020.16.WE.A

  • PHNX-1008:  Base Implementation-Fix global validation on leg count for block-related messages.
  • PHNX-1017:  Base Implementation-Add - method of recording latency against client initiated messages
  • PHNX-1029:  Tooling-Bloomberg ESP - Test script for MarketData
  • PHNX-109:  Documentation-Diagram s/w design decisions
  • PHNX-1136:  Logging-Auto-discovery of journaling service by gateways
  • PHNX-1138:  Logging-Add ability to split journal workload across instances
  • PHNX-1140:  Logging-Log usage metrics for journalling
  • PHNX-1148:  Logging-Alerts for Journal Message Queue Growth
  • PHNX-1182:  Tooling-Make use of caching during build process
  • PHNX-1196:  Base Implementation-ASCII log timestamp for outbound SBE messages is incorrect
  • PHNX-1200: Stunnel connection states up but notifies as disconnected on receiving logon message
  • PHNX-1204:  Logging-Build test scripts to excercise new journal process
  • PHNX-1205:  360T TEX-Venue Spec change - Improved ISIN handling
  • PHNX-1212:  Tooling-360T SPT Execution Report mapping validation to be based on test generated messages
  • PHNX-1215:  Logging-Test scripts the Seqnum of new journal process
  • PHNX-1228:  Tooling-360T SPT Execution Ack Report mapping validation to be based on test generated messages
  • PHNX-1232:  Tooling-Scripts for 360T NDF & NDS Message Execution
  • PHNX-1238:  Logging-Consistent Message Queue Names for new journal process
  • PHNX-1267:  Logging-Gateway to shutdown gracefully if journal queue usage reaches 80% capacity
  • PHNX-1268:  Logging-Gateway Journal to print any message that cannot be recorded correctly
  • PHNX-1272:  Logging-Journal Service to auto restart
  • PHNX-1280:  Tooling-Create venue session config for automated tests
  • PHNX-1290:  Tooling-Faster fail feedback on tests for quicker triage
  • PHNX-1296:  EBS Ultra-Login and reception of snapshots and incremental
  • PHNX-1314:  API Client-Add taker sample and support to the reference API
  • PHNX-1315:  Tooling-Change tests to get messages by id from cache
  • PHNX-1317:  Logging-Gateway services to verify the journal interfaces at start up
  • PHNX-1318:  Logging-Build utility to transfer a message from command queue to a decode file
  • PHNX-1320:  Logging-Production proving for new journal service
  • PHNX-1321:  Logging-Deployed environments to launch a journal service dedicated per gateway service
  • PHNX-1322:  Generator components-Review classes for EBS packet interface
  • PHNX-1342:  360T TEX-Add field mapping for PartySubID and PartySubIDType
  • PHNX-1354:  FXall Quicktrade-Ascii logs must not roll on every client logon
  • PHNX-1371:  Logging-Gateway service to start the new journal service on startup
  • PHNX-1386:  Reuters SBE-A/B Channel Arbitration
  • PHNX-1387:  Tooling-Update 360T Message Validation Tests - Blocks/ Allocations- NewOrderSingle
  • PHNX-1395:  Tooling-Update message validation tests - for 360T Blocks/ Allocations in Execution Ack
  • PHNX-1397:  360T TEX/Bloomberg FX<GO>/Currenex RFS-IDM / EDM MiFIDAlgorithmicOrderFlag added to schema
  • PHNX-1408:  Base Implementation-Add abstracted references to the Client (quick) and Venue (fix) resources in the MessageMapper
  • PHNX-1409:  Base Implementation-Support optional custom tags for the generated message translator
  • PHNX-1410:  Tooling-Update automated tests to check for correct field order in repeating groups
  • PHNX-1413:  Tooling-Automate Bloomberg ESP regression tests
  • PHNX-1419:  EBS Ultra-A/B Channel Arbitration
  • PHNX-1430: Improve efficiency of build process
  • PHNX-1431:  API Client-Specify SBE schema during build process
  • PHNX-1444:  Tooling-Do not deploy the original journal unit file to UAT environments
  • PHNX-1449:  Base Implementation-Session Handling - Jrnl - Gateway resetting client sequence number in case of mismatch
  • PHNX-1451:  Base Implementation-Session Handling - Gateway not sending logout when queue logging is full
  • PHNX-1458:  API Client-Enhance SBE Tool generated C# code with decoder ToString methods
  • PHNX-1468:  Tooling-Produce script to confirm IDM/EDM changes
  • PHNX-1471:  Journal Service-Add command line option to print versioning information then exit
  • PHNX-1472:  Base Implementation-Update gateway logic that verifies the schema version and the 'messageStart' field.
  • PHNX-1474:  Base Implementation-Enforce one journal service per gateway service
  • PHNX-1477:  360T TEX-Investigate validation service error in trade execution report
  • PHNX-1486:  Documentation-Fix typo in gateway cfg documentation
  • PHNX-1492:  360T TEX-Gateway sending incorrect SendingTime in Logon message
  • PHNX-1494:  360T TEX-Gateway faults when processing NDS Quotes with SPOT leg
  • PHNX-376:  Documentation-Documentation for the sbe4_to_fix end point
  • PHNX-377:  Documentation-Documentation for the gateway endpoint
  • PHNX-433:  CBOE NDF-FIX Session Handling - Fix sequence number on logon to prevent ResendRequests
  • PHNX-605:  Documentation-Document gateway configuration parameters and defaults
  • PHNX-666:  API Client-Inhclude addition details in logs on critical errors
  • PHNX-671:  API Client-Improve names of fields in C++ code
  • PHNX-796:  FXall Quicktrade-Stop generating redundant error reports when logon fails
  • PHNX-883:  360T TEX/Bloomberg FX<GO>/Currenex RFS/FX all Quicktrade-add support for on-shore NDF pricing
  • PHNX-904:  360T TEX-Support product-level ISIN for Swaps
  • PHNX-907:  Documentation-Measure System Latencies & Throughput.
  • PHNX-926:  Bloomberg FX<GO>-ESP - As a client I expect my FWD Market Data to be published on Bloomberg
  • PHNX-935:  360T TEX-Remove AllocMiFIDISIN from SBE schema enurmation
  • PHNX-944:  Tooling-Report the component package info as part of startup
  • PHNX-987:  360T TEX/Bloomberg FX<GO>/Currenex RFS/FX all Quicktrade-Add support for PartyRole = 78/ AllocationEntity in 360T field mappings
Expand
title2020.15.LS.A

  • PHNX-1364:  Logon Service-Improve error logging and detection in the logon service
Expand
title2020.11.WE.A

  • PHNX-1306:  FXall Quicktrade-Log files are are not rolling correctly
Expand
title2020.09.WE.A

  • PHNX-1058:  Base Implementation-Erroneous carriage return character in SBE ErrorReport after BusinessMessageReject
  • PHNX-1061:  Bloomberg FX<GO>-ESP - Amend SecurityGroup component in MassQuote & NewOrderMultileg messages
  • PHNX-1111:  Bloomberg FX<GO>-Update Schema and field mappings to move "SFTRSecuritiesFinancingTransactionFlag" to Leg level
  • PHNX-1127:  Tooling-Feed Handler Latency test: Check for high message load
  • PHNX-1130:  Tooling-360T FWD Quote mapping validation to be based on test generated messages
  • PHNX-1193:  Base Implementation-Malformed ErrorReport when reporting Reject to Venue
  • PHNX-1214:  Logging-Create Build and Deployment plans for the enterprise journal service.
  • PHNX-1236:  Generator components-Integrate new FIX readers/writers to the existing framework
  • PHNX-1283:  Tooling- Bloomberg RFS Validation script failing for Execution Ack
  • PHNX-1284:  Tooling-Bloomberg RFS Validation script failing for Quote
  • PHNX-1300:  Reuters SBE-Create WE Gateway shell
  • PHNX-1319:  Logging-Document recovery process for captured messages
  • PHNX-1323:  Generator components-Design initialization logic for generated code
  • PHNX-1334:  Reuters SBE-Add standard logging API calls
  • PHNX-1362:  Tooling-Update 360T Message Validation tests - Blocks/ Allocations- Quote message
  • PHNX-1377:  Bloomberg FX<GO>-ESP - SFTR to default to false in Regulatory bodies
  • PHNX-1383:  Base Implementation-QuoteEntryID in market data message must be unique per quote
  • PHNX-1389:  360T TEX/Bloomberg FX<GO>/Currenex RFS-On Venue logon Gateway has stopped sending heartbeats to Client
  • PHNX-1390:  Bloomberg FX<GO>-ESP - Add FixingRef mappings to Execution report
  • PHNX-1391:  Bloomberg FX<GO>-ESP - Validation for NDFs to restrict allInRate to be 5dps or less
  • PHNX-1394:  360T TEX-Gateway faults upon receiving a NDB QuoteRequest from venue
  • PHNX-1411:  Bloomberg FX<GO>-ESP - Make text field mandatory in MarketDataRequestReject
  • PHNX-1412:  Bloomberg FX<GO>-ESP - Certification Test
  • PHNX-1450:  Base Implementation-Session Handling - Manual changes in sequence number journal must be reflected in gateway
  • PHNX-1454:  Base Implementation-SBE4 end point to respond to a logout message with a logout response message
  • PHNX-1461:  Base Implementation-Global validation missing for EDM/IDM change
  • PHNX-1462:  Base Implementation-EDM/IDM - Duplicate tags in execution report sent to the venue
  • PHNX-1467:  Bloomberg FX<GO>-Duplicate Dealer tag in Execution report sent to the Venue
  • PHNX-651:  Tooling-Move unit tests to the doctest test framework
  • PHNX-729:  API Client-Use the unit test framework for the c++ code base
  • PHNX-923:  Bloomberg FX<GO>-ESP - As a client I expect my Spot Market Data to be published on Bloomberg
  • PHNX-927:  Bloomberg FX<GO>-ESP - As a client I expect my NDF MassQuotes to be published on Bloomberg
  • PHNX-972:  Bloomberg FX<GO>-ESP - Amend MassQuote QuoteEntryID & update QuoteRequestID & QuoteID component in NewOrderMultileg message
Expand
title2020.07.WE.A

  • PHNX-1027:  Bloomberg FX<GO>-As a client I expect my Block quotes to be published on Bloomberg
  • PHNX-1034:  FXall Quicktrade-Gateway generates redundant session level messages when shutting down.
  • PHNX-1037:  Tooling-CNX FWD NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1038:  Tooling-CNX SWP NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1039:  Tooling-CNX NDF NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1040:  Tooling-CNX NDS NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1044:  Logon Service-IMprove error message when UDS file is missing
  • PHNX-1057:  Bloomberg FX<GO>-Batches - As a client I expect to receive Block deal requests from a trading counterparty
  • PHNX-1067:  Tooling-Bloomberg Batch - Mappings for BBG RFS Batch messages
  • PHNX-1078:  Tooling-BBG Batch - Test cases for Batch Quote transformation logic
  • PHNX-1096:  Bloomberg FX<GO>-Gateway rejects Venues Resend Request during session synchronization
  • PHNX-1099:  Bloomberg FX<GO>-Batches - As a client I expect to be able to accept or reject Batch deal requests from trading counterparties
  • PHNX-1100:  Bloomberg FX<GO>-Batches - As a client I expect to be notified of final Batch deal status
  • PHNX-1120: Review proposed DSL changes
  • PHNX-1121:  Tooling-BBG - Python Mappings for RFS Batch Indicative Quote
  • PHNX-1125:  Bloomberg FX<GO>-BBG Batch - Mappings for BBG Client QuoteCancel to Venue QuoteCancel
  • PHNX-1126:  Bloomberg FX<GO>-Global Validation - Add a rule to ensure QuoteID is mandatory in QuoteCancel messages
  • PHNX-1128:  Tooling-BBG Batch - Mappings for Client QuoteResponse to Venue QuoteCancel
  • PHNX-1159:  0-Change Currenex RFS Mappings to be generatable 
  • PHNX-1162:  Tooling-Regression Test changes required for one-way swaps
  • PHNX-1167:  Base Implementation-Venue Session Handling - Gateway not processing venues gap fill response
  • PHNX-1168:  Tooling-360T NewOrderSingle mapping validation to be based on test generated messages
  • PHNX-1178:  Base Implementation-Venue Session Handling - Not responding correctly when venue resend request includes replay message & gap fill
  • PHNX-1180:  Bloomberg FX<GO>-Batch - correct TransactTime (tag 60) component in Batch QuoteResponse message
  • PHNX-1190:  FXall Quicktrade-FXAllQuickTrade Bridge incorrectly publishing exceptions to the gateway
  • PHNX-1198:  Base Implementation-Gateway wrongly allows connection when MsgSeqNum is one behind current
  • PHNX-1199:  Bloomberg FX<GO>-Gateway emits UserNotification (LoggedOn) too soon
  • PHNX-1203:  Tooling-Bloomberg Batch - Regression tests for BBG RFS Batch NewOrder
  • PHNX-1211:  Tooling-Process to pull mappings from sheet into required file format for generator
  • PHNX-1213:  Tooling-360T NDF bug fix for Quote Bid PX and LegMidPx
  • PHNX-1217:  FXall Quicktrade-Process remaining in memory after termination
  • PHNX-1221:  Tooling-CNX Fix Python message validation
  • PHNX-1224:  360 TE / Currenex RFS-QuoteType for oneway requests should be validated against spot, Allin and fwdPts population
  • PHNX-1229:  Tooling-CNX NDS Quote Request mapping validation to be based on test generated messages
  • PHNX-1230:  Tooling-CNX QuoteRequest & Quote message validations added to regression tests
  • PHNX-1231:  Base Implementation-Gateway should only send heatbeats if no other messages sent in heatbeat window
  • PHNX-1233:  Bloomberg FX<GO>-Gateway service is not sending a UserNotification with LoggedOn to client after logon response is received from the venue
  • PHNX-1234:  Tooling-CNX newOrderSingle message execution test
  • PHNX-1235:  Tooling-360T NDF and NDS trade flow scenarios to be added to nightly regression tests
  • PHNX-1239:  Tooling-Enhance c++ test client to simulate a market data subscriber
  • PHNX-1240:  Bloomberg FX<GO>-RFS - PartyID transformation logic change for SEF Reporting Party
  • PHNX-1241:  Tooling-360T QuoteRequest addition of 41 test scenarios
  • PHNX-1242:  Base Implementation-Gateway stops sending heartbeats and responds only on receiving venues test requests
  • PHNX-1244:  Bloomberg FX<GO>-RFS & Batches - Indication of Pre- & Post-Trade Transparency groups update to new mappings
  • PHNX-1245:  Tooling-Update 360T Message Validation Scripts update for one-way requests
  • PHNX-1246:  Tooling-360T & CNX Python Message Validation Scripts updates for one-way QuoteType
  • PHNX-1264:  Tooling-Add the quote request blaster script to enterprise.
  • PHNX-1274:  Reuters SBE-Skeleton heartbeating with test client
  • PHNX-1277:  Tooling-CNX Validation script and input data changes for one-sided quotes
  • PHNX-1278:  Tooling-Bloomberg RFS Validation script and input data changes one-way quotes
  • PHNX-1282:  Tooling-Bloomberg RFS Validation script failing for Execution Report SEF partyRole
  • PHNX-1286:  Tooling-Bloomberg RFS ExecutionReports tests failing for venueExecReportReportingParty
  • PHNX-1289:  Tooling-Bloomberg RFS Validation script failing for Execution Report legSide
  • PHNX-1291:  Bloomberg FX<GO>-RFS SFTR ExecutionAck bodyRegulatoryKey 11 not mapped for client
  • PHNX-1295:  EBS Ultra-Create skeleton EBS Ultra with client heartbeating
  • PHNX-1299:  Reuters SBE-Basic connectivity, heartbeating, and snapshot
  • PHNX-1301:  EBS Ultra-Protocol analysis and high level design
  • PHNX-1302:  Tooling-NoPartyIDs field validation is missing from the 360T QuoteRequest validation test
  • PHNX-1303:  Tooling-360T QuoteRequest Validation - incorrect for RefSpotDate
  • PHNX-1304:  Tooling-360T QuoteRequest Validation for LegAllocAccount field is incorrect
  • PHNX-1305:  Tooling-360T QuoteRequest Validation - ExpireTime field validation is incorrect
  • PHNX-1307:  Tooling-360T QuoteRequest - SpotRatePrecision field validation is incorrect
  • PHNX-1308:  EBS Ultra-Create message structs
  • PHNX-1310:  Tooling-FWD QuoteRequest Script Validation Errors
  • PHNX-1312:  Base Implementation-All Venues - Make text mandatory field for rejected ExecutionReports
  • PHNX-1313:  Tooling-SPT and FWD QuoteRequest tests not working for Term Currency trades
  • PHNX-1316:  Tooling-360T SWAP QuoteRequest Test Script Validation Errors
  • PHNX-1329:  Bloomberg FX<GO>-T3 Tenor mapping in RFS new order message is incorrect
  • PHNX-1331:  Tooling-Update 360T Python Message Validation Scripts for changes to improve ISIN handling
  • PHNX-1339:  Tooling-Update 360T Message Validation Scripts for Quote
  • PHNX-1340:  360 TE / Currenex RFS-Stop sending QuoteCancel after Quote Validation Failure
  • PHNX-1346:  Base Implementation-Gateways should logout & re-logon once the sequence gap is resolved by venue
  • PHNX-1352:  Tooling-FWD & SWAP NewOrderSingle implement Price field validation
  • PHNX-1356:  Tooling-Add 360T Quote message validation test
  • PHNX-1361:  Tooling-Regression tests for Qute Cancel and Validation
  • PHNX-1366:  Tooling-360T ExecutionReport mapping validation to be based on test generated messages
  • PHNX-1368:  Tooling-360T NewOrderSingle mapping validation to be based on generated messages
  • PHNX-1382:  360T TEX-Support product-level ISIN for Vanilla Swaps
  • PHNX-1385:  Logging-New journal service to be capable of reading old version journals
  • PHNX-557:  Bloomberg FX<GO>-Venue Session Handling - Scheduled sequence number reset is required
  • PHNX-824:  Base Implementation-Update scaling of Fwd Pts in Quote
  • PHNX-846:  Bloomberg FX<GO>-RFS - ExecutionAcknowledgement messages must include the Split Settlement fields
  • PHNX-999:  Bloomberg FX<GO>-Batches - As a client I expect to receive block quote requests from a trading counterparty
Expand
title2019.49.WE.A

  • PHNX-1219:  360 TE / Currenex RFS-Indicative quote messages validation incorrect
Expand
title2019.47.WE.A

  • PHNX-1025: Logging-Ascii message log must have unique CompID values based on WE instance
  • PHNX-1030: 360T TEX-Gateway should drop Quote Cancels (Quote Response) sent after Order
  • PHNX-1047: Tooling-Improve Enterprise Start script
  • PHNX-1059: Tooling-360T QuoteRequest Client Service mock
  • PHNX-1063: Bloomberg FX<GO>-Batches - LastSpotRate component in NewOrderList message mapping incorrect
  • PHNX-1070: Base Implementation-Auto-Logon Feature Doesn't work
  • PHNX-1074: Logging-POC use posix mqueue journal/log
  • PHNX-1079: Tooling-360T QuoteRequest NoLegs Python validation Script
  • PHNX-1080: Logging-Simple pluggable posix journal
  • PHNX-1081: Logging-POC Read POSIX and write to disk process
  • PHNX-1083: Logging-Recoverable out of process journal sequence number
  • PHNX-1087: Tooling-360T QuoteRequest NoPartyIDs Python validation Script
  • PHNX-1088: Base Implementation-Venue Session Handling - SeqNumber sent in GapFill Message to the Venue is incorrect
  • PHNX-1089: Base Implementation-Venue Session Handling - Sequence number in IntraDay Logon sent to venue has sequence number incremented by 1
  • PHNX-1090: Documentation-Prepare for customer UAT release 2019.45.WE.A
  • PHNX-1091: Message replay sent messages old than 3 hearbeats
  • PHNX-1093: Bloomberg FX<GO>-Batches - As a client my indicative quotes will withdraw my previously published tradeable quotes
  • PHNX-1094: Bloomberg FX<GO>-Batches - As a client I am able to explicitly withdraw my published quotes
  • PHNX-1095: Venue Session Handling - Bloomberg - On losing Venue connection Gateway does not notify client
  • PHNX-1097: Bloomberg FX<GO>-Batches - As a client I expect a trading counterparty to terminate previously issued quote requests
  • PHNX-1098: Bloomberg FX<GO>-Batches - As a client I can reject quote requests for Batch securities from a trading counterparty
  • PHNX-1101: Tooling-360T QuoteRequest NoLegs Allocation Python validation Script
  • PHNX-1102: Tooling-Batches - Python Mappings for BBG RFS Batch QuoteCancel
  • PHNX-1103: Bloomberg and Currenex Ascii logs randomly missing from SIT04, SIT09, ld4unicreditprod11
  • PHNX-1106: Currenex RFS-Correct QuoteID component in QuoteCancel message
  • PHNX-1108: Tooling-360T SPT Quote mapping validation should be based on test generated messages
  • PHNX-1109: Base Implementation-One-way Swap and Block requests must ensure only 1 side of spot is populated in Quotes
  • PHNX-1110: 360T TEX/Bloomberg FX<GO>-360T and Bloomberg are rejecting OneWay UnEven SWP Quotes when Far Leg >Near Leg
  • PHNX-1118: Bloomberg FX<GO>-Batches - As a client I am able to terminate previously priced Batch Quote Request
  • PHNX-1119: 360T TEX-Session and User setup with MF credentials
  • PHNX-1123: Tooling-Incorrect Value Date sent when Execution Report was not populated with Trade Date
  • PHNX-1124: Tooling-Batch - Python Mappings for BBG Batch QuoteRespnse to Quote Cancel
  • PHNX-1142: Logging-Document Required Kernel Settings for out of process logging
  • PHNX-1154: API Client-Improve Enterprise Sample Client sequence number handling
  • PHNX-1174: Configuration-Rename qa servers config directory from nyc01-qa-sit-0* to nyc01-qa-sit-10*
  • PHNX-1179: Tooling-Fix QA deployment issue
  • PHNX-454: Bloomberg FX<GO>-Analyse feed specification and produce stories
  • PHNX-461: Latency / Performance metrics process
  • PHNX-778: Prepare Customer Go-Live for FxAll and Currenex
  • PHNX-864: Currenex RFS-QuoteResponse: Update QuoteRespType and Header for QuoteRequestReject and QuoteCancel messages
  • PHNX-874: 360T TEX/Bloomberg FX<GO>-QuoteResponse: correct TransactTime for CNX QuoteResponse message
  • PHNX-876: Currenex RFS-Move LegLeavesQty validation to global level
  • PHNX-897: Logging-Gateway logging at INFO level to be improved
  • PHNX-963: Logging-ASCII log roll logic change
  • PHNX-973: Logging-Improve production latency stage 1
  • PHNX-986: Base Implementation-Performance improvements
  • PHNX-996: API Client-Update schema and sample client
Expand
title2019.45.WE.A

  • PHNX-997: Bloomberg FX<GO>-Integrate doctest framework for unit tests
  • PHNX-995: Bloomberg FX<GO>-Python Validations for Bloomberg QuoteRequestReject
  • PHNX-994: Tooling-Use test generated messages for CNX NDS QuoteRequest mapping validation
  • PHNX-993: Tooling-Use test generated messages for CNX NDF QuoteRequest mapping validation
  • PHNX-992: Tooling-Use test generated messages for CNX SWP QuoteRequest mapping validation
  • PHNX-991: Tooling-Use test generated messages for CNX FWD QuoteRequest mapping validation
  • PHNX-990: Tooling-Use test generated messages for CNX SPT QuoteRequest mapping validation
  • PHNX-988: 360T TEX-Fix incorrect Zero values on  legAllocAccount and legIndividualAllocID
  • PHNX-985: Logging-Produce design wiki for faster message logging leading to lower latency
  • PHNX-983: Bloomberg FX<GO>-Python Validations for Bloomberg ExecutionAck
  • PHNX-971: 360T TEX-Create 360T mock venue for nightly tests
  • PHNX-965: Bloomberg FX<GO>-ESP - As a client I am able to explicitly withdraw my published quotes
  • PHNX-961: Logging-Message log - Correct timestamp on resent messages
  • PHNX-947: Bloomberg FX<GO>-Python Validations for Bloomberg Execution report
  • PHNX-939: Venue Gateway-FIX Venues - handling of null input strings and timestamps.
  • PHNX-930: Bloomberg FX<GO>-ESP - As a client I expect a trading counterparty to terminate previously issued Market Data Requests
  • PHNX-924: Bloomberg FX<GO>-ESP - As a client I can reject Market Data Subscription requests from a trading counterparty
  • PHNX-919: Bloomberg FX<GO>-ESP - As a client I expect to receive SPT/FWD/NDF subscription requests from a trading counterparty
  • PHNX-915: Tooling-Create scheduled job for to execute log clean over weekends
  • PHNX-880: Bloomberg FX<GO>-Bloomberg RFS - As a client I expect to be notified of final deal status
  • PHNX-879: Bloomberg FX<GO>-Bloomberg RFS - As a client I expect to be able to accept or reject deal requests from trading counterparties
  • PHNX-872: Bloomberg FX<GO>-RFS - As a client I expect a trading counterparty to terminate previously issued quote requests
  • PHNX-868: Logon Service-Add metrics and event tracking to the Logon Service
  • PHNX-390: Base Implementation-Stop process crashing on start when config is missing
  • PHNX-360: API Client-Add fix Quote to SBE Quote mapping validation to the test framework
  • PHNX-226: API Client-Whisperer Enterprise - FIX Venue Session - Heartbeat and TestRequest
  • PHNX-225: API Client-Whisperer Enterprise - FIX Venue Session - Venue Resync
  • PHNX-224: API Client-Whisperer Enterprise - Venue Session - WE Resync (mid-Session)
  • PHNX-222: API Client-Whisperer Enterprise - FIX Venue Session - Logout Management
  • PHNX-220: API Client-Whisperer Enterprise - FIX Venue Session - Login Management
  • PHNX-219: API Client-Whisperer Enterprise - FIX Venue Session - State Updates
  • PHNX-192: Base Implementation-Java code to create SBE4 objects from FIX messages for Cancel Order Request
  • PHNX-116: Base Implementation-Unclean disconnection of trading user incorrectly causing venue disconnection
  • PHNX-1075: Tooling-360T QuoteRequest NoBodyRegulatoryFields Python validation Script
  • PHNX-1072: Tooling-360T QuoteRequest RegulatoryBodies Python validation Scripts
  • PHNX-1071: Tooling-360T QuoteRequest NumOfCompetitors Python validation Script
  • PHNX-1069: Tooling-360T QuoteRequest Security Type Python validation Script
  • PHNX-1068: Base Implementation-Fix latest build - issue in mapping utility functions
  • PHNX-1065: Tooling-Use test generated messages for CNX SPT NewOrderSingle mapping validation
  • PHNX-1062: Bloomberg FX<GO>-ESP - Amend NoQuoteEntries component in MassQuote message
  • PHNX-1055: Bloomberg FX<GO>-Bloomberg ESP - Python Mappings for BBG MarketData Cancel
  • PHNX-1054: Documentation-Ensure the correct git version is included in the package_info.txt file
  • PHNX-1052: Base Implementation-Convert more unit tests to new doctest framework
  • PHNX-1050: Base Implementation-Calculate replay window from last outbound live transaction message instead of logon-response timestamp
  • PHNX-1048: Tooling-Update logon-service validation message
  • PHNX-1043: Bloomberg FX<GO>-Bloomberg ESP - Python Mappings for BBG MarketDataRequestReject -924
  • PHNX-1042: Configuration-Update Currenex config for customer deployment
  • PHNX-1041: Configuration-Update UAT FXall config file for customer deployment
  • PHNX-1036: Tooling-Use test generated messages for CNX SPT NewOrderSingle mapping validation
  • PHNX-1035: Tooling-Add docker status check script to Nightly regression test build plan
  • PHNX-1032: Logon Service-Update Logon-service-config for customer deployment
  • PHNX-1031: Bloomberg FX<GO>-Bloomberg ESP - Python Mappings for BBG MarketData UnSubscription Request-930
  • PHNX-1026: Logging-Correct text in Tag 122 signally end of logon process.
  • PHNX-1024: Currenex RFS-Create New currenex config for customer deployment
  • PHNX-1023: Logon Service-Create New Logon-service-config for customer deployment
  • PHNX-1022: Bloomberg FX<GO>-Bloomberg ESP - Python Mappings for BBG MarketData Subscription Request-919
  • PHNX-1021: Bloomberg FX<GO>-Bloomberg RFS - Python Mappings and Scenarios for Quote Cancel
  • PHNX-1020: Bloomberg FX<GO>-Bloomberg RFS Certtification
  • PHNX-1018: Base Implementation-Incorrect sequence number of unexpected client disconnect
  • PHNX-1016: Tooling-CNX QuoteRequest mapping in nightly tests
  • PHNX-1015: Tooling-Read MarketType from hasLegNdf decoders and map to model in nightly tests
  • PHNX-1014: Tooling-Add RegulatoryBody SFTR to RegulatoryBodies model in nightly tests
  • PHNX-1013: Tooling-Read BodyPassthru in ExecutionAck decoder and map to model in nightly tests
  • PHNX-1011: Tooling-Transaction Time Quote Request - EPOCH to Human Readable format Required
  • PHNX-1010: Tooling-CNX NDS Quote Request mapping validation issue - update Data Dictionary in nightly tests
  • PHNX-1009: Tooling-Python Message Mapping Validation CNX Quote Request enhancements
  • PHNX-1004: Tooling-Use test generated messages for CNX NDS Quote mapping validation
  • PHNX-1003: Tooling-Use test generated messages for CNX NDF Quote mapping validation
  • PHNX-1002: Tooling-Use test generated messages for CNX SWP Quote mapping validation
  • PHNX-1001: Tooling-Use on test generated messages CNX FWD Quote mapping validation
  • PHNX-1000: Tooling-Use on test generated messages for CNX SPT Quote mapping validation
Expand
title2019.41.WE.A

  • PHNX-980:  Tooling- Update test tools such that Populate lastSpotRate for input executionReports from the setSessionMessages service
  • PHNX-978:  360T TEX-360T TEX - Update Client with latest schema version
  • PHNX-977:  Tooling-Enterprise start script must not use CL_PROFILE environment variable
  • PHNX-967:  Base Implementation-Client must be notified of dropped Venue FIX session
  • PHNX-966:  Tooling-m-ent script should report services / processes instead of sessions / gateways
  • PHNX-960:  Bloomberg FX<GO>-Add Bloomberg NewOrderSingle negative scenarios to nightly regression pack
  • PHNX-959:  360T TEX-As a client each of my SEF - INDICATIVE quotes will result in the previous published quote being cancelled
  • PHNX-958:  Configuration-Verify Network Timestamps are available on the newly configured QA Box.
  • PHNX-957:  Bloomberg FX<GO>-Add Bloomberg Quote negative scenarios to nightly regression pack
  • PHNX-954:  Logging-The default journal max-size to be reduced
  • PHNX-952:  Bloomberg FX<GO>-Add Bloomberg NewOrderSingle scenarios to nightly regression pack
  • PHNX-951:  360T TEX-Improve Mock venue NegotiationMethod fix mappers and decoder to model mappers
  • PHNX-946:  Bloomberg FX<GO>-Add Bloomberg Quote scenarios to nightly regression pack
  • PHNX-945:  Tooling-Dynamic Latency Report display in Grafana, use Hardware timestamps when available.
  • PHNX-941:  Tooling-Create Gateway setup script for nightly regression tests
  • PHNX-940:  Bloomberg FX<GO>-Integrate Bloomberg QuoteRequest Message Field Validations to Nightly Regression Run
  • PHNX-938:  Bloomberg FX<GO>-Move Bloomberg assert based tests to new validation functions
  • PHNX-937:  Currenex RFS-Move CNX assert based tests to new validation functions
  • PHNX-925:  Tooling-Handle instances where gateway .seqno files are unavailable to Test Framework
  • PHNX-922:  Tooling-Create common python message mapping validation framework for reuseability
  • PHNX-920:  Tooling-Create rundeck jobs for weekly process control of Enterprise UAT instances
  • PHNX-918:  Bloomberg FX<GO>-Add Bloomberg QuoteResponse scenarios to nightly regression pack
  • PHNX-917:  Logging-Make Whisperer Enterprise log filename conventions follow those of Whisperer Classic
  • PHNX-913:  Tooling-Setup Whisperer Enterprise Penetration Testing Environment
  • PHNX-909:  Currenex RFS-Add CNX Conformance scenarios to nightly regression test run
  • PHNX-906:  Bloomberg FX<GO>-RFS - correct RegulatoryBodies, LegRegulatoryValue and AllocRegulatoryValue components in NewOrderMultileg
  • PHNX-896:  Bloomberg FX<GO>-RFS - correct RegulatoryBodies and BodyRegulatoryValue components in NewOrderMultileg
  • PHNX-895:  Currenex RFS-CNX - Feed handler is logging out during sync process - due to sequence number
  • PHNX-892:  Base Implementation-Create baseline in/out latency data for Enterprise
  • PHNX-891:  Tooling-Add calls to message validation service to nighly regression test run scenario steps
  • PHNX-889:  Tooling-Create docker image for Python Message Field Validation REST Service
  • PHNX-888:  Tooling-Create dynamic result resource to return from Validation REST Service
  • PHNX-887:  Tooling-Create Python Message Field Validation REST Service
  • PHNX-885: Prepare for customer UAT release
  • PHNX-884:  API Client-Schema change required to support NDF on/offshore and additional regulatory enum values
  • PHNX-882:  Bloomberg FX<GO>-RFS - correct validation of PartyID component in Quote message
  • PHNX-881:  Currenex RFS-Add further currenex Test Scenarios to automated nightly regression test run
  • PHNX-878: Java latency research project phase 1
  • PHNX-873:  Bloomberg FX<GO>-RFS - As a client I am able to explicitly withdraw my published quotes
  • PHNX-871:  Bloomberg FX<GO>-RFS - As a client I can reject quote requests for SPT/FWD/NDF/SWP/NDS securities from a trading counterparty
  • PHNX-860:  Bloomberg FX<GO>-RFS - As a client I expect to receive SPT/FWD/NDF/SWP/NDS deal requests from a trading counterparty
  • PHNX-856:  Bloomberg FX<GO>-Quote Python Mappings test script
  • PHNX-855:  360T TEX-As a client I expect a trading counterparty to terminate previously issued quote requests
  • PHNX-851:  360T TEX-As a client each of my INDICATIVE quotes will result in the previous published quote being cancelled
  • PHNX-850:  360T TEX-As a client I am able to explicitly withdraw my published quote
  • PHNX-848:  360T TEX-As a client I expect to be able to reject quote requests
  • PHNX-844:  Currenex RFS-Feed handler is not sending the notification to fix log about - Clients abrupt disconnection
  • PHNX-843:  Currenex RFS-Client is unable to reconnect to Venue after user disconnected by LogOffUser
  • PHNX-838:  Currenex RFS-Integration for multiple concurrent processes
  • PHNX-837:  Currenex RFS-Session Handling
  • PHNX-836:  API Client-Create a stress test and scenario running tool for clients to use
  • PHNX-835:  Bloomberg FX<GO>-Quote Request Python Mappings and Test scenarios
  • PHNX-833:  Currenex RFS-Add scenarios to nightly regression test run
  • PHNX-827:  Currenex RFS-ExecutionAck - Text Field is not mapped from the incoming Execution Ack
  • PHNX-816:  Configuration-Improve FXAll Gateway bridge integration for multiple concurrent processes
  • PHNX-813:  Currenex RFS-Conformance testing
  • PHNX-810:  Venue Gateway-FxAll QT user initiated venue logoff prevents subsequent logon
  • PHNX-806:  Venue Gateway-LogonManager Update the FIX Endpoint so that the LogonManager performs correctly
  • PHNX-784:  Base Implementation-Venue Auto Reconnect logic must no overwrite the text in the ErrorReport|VenueLogonError sent to the client
  • PHNX-774:  FXall Quicktrade-UserRequest to LogOffUser results in Bridge disconnection and must kill the Process
  • PHNX-770:  Tooling-Bitbucket/Git should reject pushes that don't contain an valid and open Jira ticket in the commit comments.
  • PHNX-750:  Base Implementation-Document release process for Trading Operations
  • PHNX-693:  Logging-Support max-size and time log file rollover, whichever happens first
  • PHNX-661:  API Client-Change the Gateway class name to the more appropriate SingleUserGateway.
  • PHNX-556:  Base Implementation-Client Session Handling - Script to reset sequence number to be executed weekly
  • PHNX-502:  Logging-Scheduled jobs to compress and move older rolled-over .log, .msg
  • PHNX-426:  Base Implementation-Feed Handler needs clear policy WRT slow client consumers
  • PHNX-342:  Logging-Add unique session id to logs
  • PHNX-339:  Standard Chartered-Stress Test deployment
  • PHNX-181:  Base Implementation-Start/Stop/Monitor script required
Expand
title2019.36.WE.A

  • PHNX-861: API Client-Schema Change required to support NewOrderMultileg
  • PHNX-847: Currenex RFS-Correct Price component in NewOrderMultileg message
  • PHNX-845: Currenex RFS-Fix venue re-connection process when sequence number is 1
  • PHNX-840: Bloomberg FX<GO>-RFS - As a client I expect my quotes to be published on Bloomberg
  • PHNX-832: Currenex RFS-Remove duplicate message map entry for order cancels
  • PHNX-826: Currenex RFS-Add additional cases to PartyID information for Quote and ExecReport messages
  • PHNX-825: Base Implementation-Core changes to enable latency reporting
  • PHNX-823: Venue Gateway-Socket cleanup logic improvements for gateway post logon
  • PHNX-820: Bloomberg FX<GO>-RFS - As a client I expect to receive SPT/FWD/NDF/SWP/NDS quote requests from a trading counterparty
  • PHNX-818: FXall Quicktrade-Speed up reset time after a disconnect
  • PHNX-815: FXall Quicktrade-Improve gateway shutdown cleanup proces
  • PHNX-761: Fix Engine-Stop UserNotification messages begin sent to client on venue connection attempt failures
  • PHNX-757: FXall Quicktrade-Confirm and update global validation logic
  • PHNX-733: Currenex RFS-As a client I expect to be notified of final deal status
  • PHNX-698: FXall Quicktrade-QuickTrade InfoRequest message handling
  • PHNX-438: Populate HopNetworkTime with hardware arrival timestamp
  • PHNX-277: Currenex RFS-Gateway initiated re-synch improvements
Expand
title2019.32.WE.A

  • PHNX-821: Currenex RFS-QuoteRequest - Correct the Leg PassThru Fields in Quote Request in the message sent to Client
  • PHNX-812: Currenex RFS-Mapping for Currenex_RFS R and AB messages was updated
  • PHNX-803: Documentation-Update build and run instructions inside Confluence Developers Den
  • PHNX-802: Currenex RFS-Correct Inversions for QuoteRequest for 1-Way Term Ccy request
  • PHNX-799: Currenex RFS-As a client I am able to explicitly withdraw my published quote
  • PHNX-782: Tooling-Tag 611 details translating incorrectly from test rig- NDF
  • PHNX-772: Tooling-Testrig should not populate ND Group in the Quote message
  • PHNX-762: Logging-Fix timestamp logging for Received and Send metrics
  • PHNX-756: FXall Quicktrade-Correct the FractionalFwdPtsDecimalPlaces in Quote xml
  • PHNX-754: FXall Quicktrade-Spot quote is not rejected due to precision mismatch between calculated SpotRate and the given spot rate
  • PHNX-749: Tooling-Move logon server config to git and create bamboo deployment
  • PHNX-745: Base Implementation-Reduce/Remove reconnect timeout in gateway
  • PHNX-744: Logging-Unify logging directory name and structure
  • PHNX-741: Base Implementation-Bridge logging conventions
  • PHNX-739: Tooling-Ensure unit file captures standard out
  • PHNX-737: Configuration-Change all names to lowercase
  • PHNX-736: Logging-Add Gateway name to logfile name
  • PHNX-735: Configuration-Unify config, service, and gateway names
  • PHNX-733: Currenex RFS-As a client I expect to be notified of final deal status
  • PHNX-732: Currenex RFS-CurrenexRFS: As a client I expect to be able to accept or reject deal requests from trading counterparties
  • PHNX-731: Currenex RFS-As a client I expect to receive deal requests from a trading counterparty
  • PHNX-695: FXall Quicktrade-Add all validations in the mappings spec to the fxall gateway
  • PHNX-683: FXall Quicktrade-ND Testing
  • PHNX-682: FXall Quicktrade-Conformance testing
  • PHNX-667: Base Implementation-Simplify the development of future FIX based venue gateways
  • PHNX-613: FXall Quicktrade-Message TransactTime mappings need attention
  • PHNX-587: FXall Quicktrade-Mappings for Remarks in the spec should be simplified
  • PHNX-413: Currenex RFS-add new Tenors for Currenex_RFS
  • PHNX-398: Logging-Default Logging level for W-E Gateways should be INFO
  • PHNX-234: Documentation-Document how to create a Venue EndPoint
  • PHNX-209: Base Implementation-Enterprise to work for cluster failovers
  • PHNX-188: Base Implementation-Prod server access to be restricted for MVP

New APIs:

Functional changes:

Other changes:


Expand
title2023.12.01.WE

Functional changes:

  • [FXMF-9763] - refinitiv_matching_eta - Sequence numbers are now correct in venue messages.
  • [FXMF-9757] - t360_tex_maker  - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.

Other changes:

  • NONE


Expand
title2023.11.24.WE

New APIs:

Functional changes:

Other changes:

  • NONE


Expand
title2023.11.20.WE

Functional changes:

Other changes:

  • NONE


Expand
title2023.11.17.WE

Functional changes:

Other changes:

  • NONE


Expand
title2023.10.27.WE

Functional changes:

  • [FXMF-9651] - fastmatch_stream_maker  - Clients now receive ExecutionAck  with status Accepted  for the  Rejected   ExecutionReport.

Other changes:

  • NONE


Expand
title2023.10.25.WE

Functional changes:

  • [FXMF-9525] - currenex_itch  - UDP gateway did not reconnect after message-gap was detected

Other changes:


Expand
title2023.10.19.WE

Functional changes:

  • [FXMF-9624] - currenex_now_itch - Corrected MDEntryTime  and  HopSendingTime timestamp during date-roll.
  • [FXMF-9613] - t360_supersonic_maker - OrderQty  and  AvgPx now populated in Rejected   ExecutionReport  published to venue.
  • [FXMF-4558] - creditsuisse_ser - Improved gateway handling client Heartbeat when  TradingSessionStatus  is not open.
  • [FXMF-8116] - ebs_market_ilink3_sbe - Client documentation updated with Order matching and Reconciliation section.

Other changes:

  • NONE


Expand
title2023.09.29.WE

Functional changes:

Other changes:

  • NONE


Expand
title2023.09.23.WE

Functional changes:

  • [FXMF-9206] - fxall_quicktrade_maker  - Transactime will take into account the Date Roll and show UTCTimestamp correctly.

Other changes:

  • NONE


Expand
title2023.09.21.WE

Functional changes:

  • [FXMF-4586] - jpmorgan_fx - ESP Support for NDF Fixing Sources
  • [FXMF-9479] - refinitiv_mapi - Improve Trading Session Status notification message.
  • [FXMF-9449] - refinitiv_matching_eta - gateway shutdown whilst client connected to venue now correct
  • [FXMF-9452] -  refinitiv_matching_eta - refinitiv_matching_eta - MAPI token retrieval performed on UserRequest(logOnVenue) instead of startup
  • [FXMF-9518] - refinitiv_matching_eta - Clean up formatting of Qtys
  • [FXMF-9534] - precision_algo - PegOffset and PegFloorFloatingPoints Strategy Parameters to be Int, not PriceOffset
  • [FXMF-9512] - precision_algo - support Expired OrdStatus
  • [FXMF-8177] - barx - deliver QuoteCancel to client on withdrawal of last underlying by venue.

Other changes:

  • NONE


Expand
title2023.09.18.WE

Functional changes:

Other changes:

  • NONE


Expand
title2023.09.08.WE

New APIs:

Functional changes:

  • [FXMF-9481] - refinitiv_mapi - Support pre-spot instruments available on Refinitiv Spot Matching.
  • [FXMF-9468] - refinitiv_matching_eta - TradeTicker now now available.
  • [FXMF-9469] - refinitiv_matching_eta - Unsubscription and subscription rejection now available.
  • [FXMF-9495] - refinitiv_matching_eta - Improved clarity of various text fields.
  • [FXMF-9496] - refinitiv_matching_eta - Ensure that MarketDataIncrementalRefresh messages list Delete MDEntrys first.
  • [FXMF-9448] - refinitiv_matching_eta - Venue Logon Response text now delivered to client in UserNotification.
  • [FXMF-9500] - fxspotstream_algo - Suspend and Release Orders allowed only for those venues that actually support it.
  • [FXMF-9314] -  broadridge_orders - Certified for Euronext Paris, Euronext Amsterdam, Borsa Italiana (IDEM).

Other changes:

  • NONE


Expand
title2023.09.01.WE

Other changes:


Expand
title2023.08.25.WE

New APIs:

Functional changes:

  • [FXMF-4731] - citi_colo - the OrderOriginationTrader PartyRole now supported.
  • [FXMF-4731] - precision_algo - now certified for Production.

Other changes:

  • [FXMF-9427] - cme_mdp3_sbe_udp - improve Instrument Replay A/B-side arbitration.


Expand
title2023.08.18.WE

Functional changes:


Expand
title2023.08.11.WE

Functional changes:


Expand
title2023.08.03.WE

Functional changes:

Expand
title2023.07.24.WE

Other changes:

  • [FXMF-9334] - cboefx_fixproxy - address memory leak for Maker Full-Amount pricing.
Expand
title2023.07.22.WE

Other changes:

Expand
title2023.07.20.WE

Functional changes:

  • [FXMF-9314] -  broadridge_orders - Add XSIM to allowed SGX mic codes along with XSES
  • [FXMF-9278] -  all venues -  Use new BusinessMessageRejectReason =254/ WhispererClientMessageInvalid for client-side ASSERT errors
  • [FXMF-9277] -  all venues - Implement ResetSeqNumFlag in Client Logon message


Expand
title2023.07.14.WE

Functional changes:

Other changes:

  • [FXMF-8839] -    all venues  - Improved performance when sending MFSBE messages to clients.
  • [FXMF-9080] -  all venues  - Write undecodable messages to journal and binary log file.
  • [FXMF-9202] -  all venues  - Reduced memory usage.


Expand
title2023.07.06.WE

New APIs

  • [FXMF-682] - parfx_marketdata

Functional changes:

  • [FXMF-9242] - fxall_quicktrade_maker   - Signing of LegAllocQty now correct for 2-Way multiallocation requests.
  • [FXMF-9128] - all venues  - Use LinkID to chain order modifications. Please refer to LinkIDs for further detail.


Expand
title2023.06.28.WE

Functional changes:

Other changes:


Expand
title2023.06.26.WE

Functional changes:

  • [FXMF-9237] - cboefx_fixproxy  - Allow maker clients to publish more than 20 characters in QuoteID and QuoteEntryID .


Expand
title2023.06.23.WE

Functional changes:

  • [FXMF-9200] - broadridge_orders   - Populate SenderSubID on Venue messages. 
  • [FXMF-9209] - refinitiv_mapi  - ExecID is updated to be unique in Execution Reports.
  • [FXMF-9213] - refinitiv_mapi  - Generate synthetic New ExecutionReport for IOC/GFT/GTD orders.


Expand
title2023.06.14.WE

Functional changes:


Expand
title2023.06.08.WE

Functional changes:

  • [FXMF-9187] - precision_algo   - workaround Lucera ClientID  issues.
  • [FXMF-9172] - precision_algo   - workaround Lucera ClOrdID issues.
  • [FXMF-9175] - fxspotstream_algo - Populate Account in OrderCancelReplaceRequest to venue.
  • [FXMF-9176] - fxspotstream_algo -  Support undocumented OrdStatus / ExecType combinations observed in UAT.

Other changes:

  • [FXMF-9176] - gsfx -utilise revised caching architecture.


Expand
title2023.06.01.WE

Functional changes:


Expand
title2023.05.25.WE

New APIs

Functional changes:

Other changes:

  • [FXMF-9129] -  all venues - Performance tuning enhancements to further optimise latency.


Expand
title2023.05.19.WE

New APIs

Functional changes:


Expand
title2023.05.17.WE

Functional changes:

  • [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. 


Expand
title2023.05.15.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 


Expand
title2023.05.04.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.


Expand
title2023.04.28.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


Expand
title2023.04.19.WE

Functional changes:

  • [FXMF-1139] - cme_ilink2 - Support for Spreads and FxLink products.
  • [FXMF-8800] - cme_ilink2 - Scale prices correctly.
  • [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.


Expand
title2023.04.12.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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title2023.03.21.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 PartyRole OrderOriginationFirmLocation is present in ExecutionReport .


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title2023.03.13.WE

Functional changes:

  • [FXMF-8859]  -   ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe  and  ebs_market_ilink3_sbe  - Support changes to US Dollar/Brazilian Real and US Dollar/Indian Rupee EOM NDF tenors.


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title2023.03.08.WE

Functional changes:

  • [FXMF-8868]  - ebs_cpt - ensure that usec regulatory timestamp is populated in ExecutionReport.TransactTime , when available.


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title2023.03.07.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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title2023.03.02.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 - OrigSendingTime i s now supported in replayed messages.
  • [FXMF-8584] - cboefx_fixproxy  - Clients can now have access to Cboe FX Algo .
  • [FXMF-8840] - currenex_ouch   - Removed OrigSendingTime from the original ExecutionReport .
  • [FXMF-8771] - currenex_ouch  - Price precision normalised to 5dp.
  • [FXMF-8582] - cboefx_fixproxy  - Added Pegged Order support for NDF.


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title2023.02.02.WE

New APIs

  • [FXMF-641] - currenex_ouch
  • [FXMF-746] - curex_marketdata
  • [FXMF-1267]  - xenfin_liquiditypool - ESP workflow

Functional changes:

  • [FXMF-8649]  - ubs_fx2b - FIX API Connection Gateway Upgrade (mandatory venue firmware upgrade).
  • [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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title2023.01.12.WE

Functional changes:

  • [FXMF-8350]  -  ebs_market_mdp3_sbe_udp  and   cme_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.
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title2019.29.WE.Build398

  • PHNX-797: API Client-Schema Change required to support new ErrorReport Subjects
  • PHNX-790: Base Implementation-Fix decoding logic for the logon message from the client
  • PHNX-787: Base Implementation-Improve error report when schema versions mismatched
  • PHNX-786: Logging-Improve sequence printer sequence number
  • PHNX-785: Base Implementation-Fix the RepeatingGroupFix Parser for adjacent repeating groups
  • PHNX-783: FXall Quicktrade-FXAll EndPoint can trigger an infinite auto-reconnect loop
  • PHNX-779: Logon Service-Sbe4 EndPoint protect against overflowing the message buffer on overwrite of the message during retry
  • PHNX-777: Logging-Configured journal directory structure does not get created
  • PHNX-773: FXall Quicktrade-Spot/Spot Leg of NonDeliverable should be treated like Spot Instead of NDF
  • PHNX-771: Tooling-Enable unit tests for Layer 3 FIX venue translators
  • 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-767: FXall Quicktrade-Ensure Bridge process closes down correctly
  • PHNX-760: FXall Quicktrade-Ensure isConnectedCalls is correct when UserRequest to LogOff
  • PHNX-759: FXall Quicktrade-Modifications required for ExecutionAck mappings
  • PHNX-758: API Client-Schema Change required to support revised ExecutionAck
  • PHNX-755: Currenex RFS-Honor exponent and mantissa from original message
  • PHNX-753: FXall Quicktrade-Stop sending UserNotification messages to client on venue connection attempt failures
  • PHNX-747: Logging-Remove erroneous extra timestamps before venue/client messages in log
  • PHNX-746: Base Implementation-Gateway service should shutdown after the configured shutdown interval.
  • PHNX-743: Logging-Change service logging directory name
  • PHNX-742: Base Implementation-Change Gateway configuration directory and file extension
  • PHNX-738: Configuration-Separate all filename words with hyphens
  • PHNX-730: Currenex RFS-As a client each of my INDICATIVE quotes will result in the previous published quote being cancelled
  • PHNX-726: Currenex RFS-As a client each of my TRADEABLE quotes is published to the Venue
  • PHNX-725: Currenex RFS-As a client I expect to be able to terminate quote requests AFTER quoting
  • PHNX-724: Currenex RFS-As a client I expect a trading counterparty to terminate previously issued quote requests
  • PHNX-723: Currenex RFS-As a client I expect to be able to reject quote requests BEFORE quoting
  • PHNX-722: Currenex RFS-As a client I expect to receive quote requests from a trading counterparty
  • PHNX-662: Logging-Move ascii seq file writing to the msg_log module
  • PHNX-659: Tooling-Rename gateway binary from phx_gateway to phx-service.
  • PHNX-611: FXall Quicktrade-Redundant mappings to be removed from QuoteRequest
    • PHNX-610: FXall Quicktrade-Redundant mappings to be removed from NewOrderMultileg