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Comment: Published by Scroll Versions from this space and version 1.4.3

2021.34.WC.A  

  • MFD-1424:  API Fixed bug where a disconnect from an Admin user can cause a restart
  • MFD-1433:  EBS on CME Globex Support NDF TCP Market Data Pricing in UAT

2021.32.WC.A  

  • MFD-1412: EBS on CME Globex Support Orders in UAT
  • MFD-1417: BAML  Fixed intermittent DateRoll failure
  • MFD-1425: EBS on CME Globex Support Spot TCP Market Data Pricing in UAT
  • MFD-1426: BARX  Fixed intermittent DateRoll failure

  • MFD-1428: JPM Fixed intermittent DateRoll failure

  • MFD-1429: API Fix intermittent failure of SecurityStatus update preventing market data updates

2021.27.WC.B  

  • MFD-1370: CME Improve CME Snapshot/Incremental A/B Arbitration
  • MFD-1389: EBS Direct Support EBS Direct 2.0 - No persistence on the platform. 141=Y is required on all sessions.

2021.27.WC.A  

  • MFD-1392: HSBC - Fixed bug where incorrect trade date is received on trades between 5pm NY and midnight UTC
  • MFD-1416: Cboe - Full Amount Maker Fix reporting opposite BID/OFFER sides as compared to Sweepable Feed for Base Trades only

2021.25.WC.B  

  • MFD-1420: Reuters SBE Fix bug that excluded US Treasuries when excluding "sml" contracts

2021.25.WC.A  

  • MFD-1419: Reuters SBE  Exclude new "sml" contracts

2021.22.WC.A  

  • MFD-1332: Curex  Support Peer-to-Peer
  • MFD-1371: CME Fix uncommon crash on negative prices

2021.20.WC.A  

  • MFD-1407:  Logging Improve data capture logging

2021.19.WC.A 

  • MFD-1186: API Add Market Maker to the C# API
  • MFD-1375: API Create a C# NuGet package for 3.14.0 API
  • MFD-1381: Reuters Mapi Support for Reuters Mapi native Iceberg orders

2021.17.WC.A  

  • MFD-943: All - Improve value and trade date calculations and DateRollover messages 
  • MFD-1380 API Server - Fix issues around API Server crashes

2021.15.WC.A  

  • MFD-1390: MOEX - FAST 4.6.1 Template change

2021.03.WC.A  

  • MFD-1215: EBS-Ai - Fix handling of PHP/USD 10am UTC DateRoll

2021.02.WC.A  

  • MFD-1339: Hotspot Improve client reporting of orders filled after a disconnect event 
  • MFD-1338: Hotspot Improve ResendRequest message handling

2020.51.WC.A  

  • MFD-1353: CME iLink Improve disconnection handling created from issues at the CME.

2020.50.WC.C  

  • MFD-470: Integral Maker Improve session handling on client disconnect

2020.50.WC.B  

  • MFD-1358: Bloomberg FX<GO> Handle Bloomberg bug where cancelling the Bid and Offer of a quote does not meet the spec.

2020.48.WC.A  

  • MFD-1315: MOEX Handle FIX template changes

2020.46.WC.A  

  • MFD-456: FXSpotStream Fix handling of FOK and VWAP orders

  • MFD-1274: BNP Improve session handling logic around abnormal feed shutdown and subsequent startup

  • MFD-1322: Curex Handler overflow from very large market data sizes

  • MFD-1344: Reuters Improve logon retry logic

2020.44.WC.A  

  • MFD-1297: All Fix Historic Tick Streamer feeds to work on all feeds
  • MFD-1324: EBS Ultra Improved stability of feed during the start up process
  • MFD-1336: CME Improved reporting of trading session status for market event type of NewPriceIndication

2020.42.WC.A  

  • MFD-1263: Currenex Ouch MM Improve TradeCaptureAckMessages generated by receipt of OuchExecutionReportNack
  • MFD-1231: Currenex Improve Currenex logging
  • MFD-1331: All Fix crash due to DisconnectPeerException
  • MFD-1333: Reuters Improved handling of 5ms market data during low market activity

2020.40.WC.A  

  • MFD-1106: Fastmatch Support for LastLookRejections<9704> in Execution Report and Order Cancel
  • MFD-1233: All Improve application log rolling
  • MFD-1281: Fastmatch Support for submitting Term orders
  • MFD-1295: HSBC Improve snapshot to include depth
  • MFD-1303: Fastmatch Optionally support counterparty field as FIX tag 9300 or 375
  • MFD-1309: All Improve MarketDataMonitor shutdown sequence
  • MFD-1321: Tooling Build tooling to support log data capture

2020.39.WC.A  

  • MFD-1307: GTX MM Fix CumQty(14) and LastQty(32) in Term Trade Execution Reports
  • MFD-1317: Reuters Mapi  Fix startup for Market Data and Trading Sessions

2020.38.WC.B  

  • MFD-1006: Fastmatch Handle FullAmount Trade Data
  • MFD-1265: LMAX Improve latency of Market Data
  • MFD-1282: All Improve startup for more stability

2020.38.WC.A 

  • MFD-651: Saxo - Add IOC timeInForce order support
  • MFD-656: Saxo - Add missing Tag37 in OrderCancelRequest and OrderCancelReplaceRequest
  • MFD-1268: Reuters - Reuters SBE 5ms feed support
  • MFD-1320: CME - iLink processes security definitions for futures and calendar spreads and FXLink

2020.35.WC.A  

  • MFD-1284:  CBOE FX Central- Add support for new venue offering by CBOE.
  • MFD-1285:  EBS Ai-  Add support for Aggress Full Size Only (AFSO) orders

2020.34.WC.A  

  • MFD-1175: SocGen-Support for dual PB reporting in Tag 50 in SocGen Feedhandler and Reflector

2020.33.WC.A 

  • MFD-996: ParFX-Send OrderCancelRejectedMessage to client for invalid quantity modifications
  • MFD-1296: API Client-Fix SBE Encoding error for very large SBE messages

2020.32.WC.A

  • MFD-1252: CME iLink-Add support for pricing/orders against calendar spreads and FX Link spreads
  • MFD-1258: 360T-Configurable option to normalise BID/OFR on term trades
  • MFD-1266: 360T-Set NewOrderMessage partyID (tag 553) to Username or PartyID subject to config
  • MFD-1277: GTX-Create config to optionally pass Party Role 20 (underlying contra firm) in counterPartyID field
  • MFD-1280: GTX MM-Populate ExecutionReport - LastQty (tag 32) in order acceptance messages

2020.31.WC.A

  • MFD-861: LMAX-Add support for maxshow (Tag 210) on iceberg orders

2020.30.WC.A

  • MFD-1110: Barclays-Pass provided trade date when available instead of computing it
  • MFD-1208: CME iLink-Add ability for customer to set MiFIDAlgorithmicOrderFlag to ensure ManualOrderIndicator (tag 1028) is correct for CancelOrderMessage and ModifyOrderMessage
  • MFD-1222: API Client-Confirm MFAPI supports negative prices
  • MFD-1259: CME iLink-Replace fixed decimal places with values specified in config
  • MFD-1260: CME iLink-Pass text (tag 58 for reject reason) values on to the client for all trade rejects
  • MFD-1279: OMS-Fix audio alerts disabled by latest version of Chrome

2020.29.WC.A

  • MFD-1230: 360T-Support for a combined session in addition to separate trading & market data sessions
  • MFD-1273: FXall LP-Pass Account (Tag 1) and/or 375(ContraBroker) in the NewOrderMessage on to customer

2020.26.WC.A 

  • MFD-1209:  EBS Ultra-Change log level for messages to/from venue from TRACE to MESSAGES
  • MFD-1239: Correct use of OrderQty[38] and CashOrderQty[152] in ExecutionReports
  • MFD-817:  Citi Colo-Fix processing of quote cancels (35=Z)
  • MFD-877:  EBS Ultra-Add WORST_TRADE message type to pass through Paid/Given

2020.25.WC.A 

  • MFD-1094:  Nomura-Send OrderCancelled messages instead of OrderRejectedMessage for rejected orders

2020.24.WC.A 

  • MFD-1219:  Bloomberg FX<GO>-SettlDate on inbound messages mapped correctly
  • MFD-1257:  Tooling-Update GFXSettlementDate unit test

2020.23.WC.A 

  • MFD-1163:  CME iLink-Fix Text <58> Values on to the API for INCORRECT_QUANTITY messages
  • MFD-1210:  CME iLink-Ensure Trading_Closed EventReportMessage sent for all futures
  • MFD-1251:  DBlogger-Resolve rounding issues on Swaps


2020.21.WC.C 

  • MFD-1165:  CME iLink-Improve gap detection logic
  • MFD-1176:  CME iLink-Remove un-needed log lines
  • MFD-1178:  CME iLink-To log its own latency
  • MFD-1214:  CME iLink-Improve A/B Side Arbitration to reduce gaps further
  • MFD-1228:  CME iLink-CME Market Data - Issues found in QA
  • MFD-1235:  Currenex Itch-Ensure OrderReplaceOrCancelRequest passes on correct instrument index
  • MFD-1236:  CME iLink-Improve logging and merge several stories into 1 build for test

...

  • MFD-1226:  Bloomberg FX<GO>-Fix intermittent failures in RFQ feed after quote request cancel
  • MFD-1247:  JP Morgan-RFS feed handlers cannot connect to the JPM feed handler
  • MFD-1248:  STP Bridge-STPBridge Entered Failed state due to now handles large terms trade

2020.21.WC.A 

  • MFD-1074:  GTX-Pass order rejection codes from venue to client
  • MFD-1241:  API Server-Prevent API Server failing after BBG gateway error
  • MFD-1245:  Currenex-Stop gateway sending quotes after an execution

2020.20.WC.C 

  • MFD-1246:  Internal swaps on term currency causes APIServer failure

...

  • MFD-1203:  Base Implementation-Allow zero logging setting
  • MFD-1240:  API Server-Limit check rejected on very large terms checks work for large term trades

2020.19.WC.A 

...

  • MFD-616: Incorrect timestamps on CBOE (HotSpot) FX Prints itch MarketData

6.15.0 -   

  • MFD-455 - Create Strong Name for API DLL
  • MFD-474 - HotSpot ITCH Full Amount - CRIT errors captured in whisperer.log for DELETE event
  • MFD-478 - Hotspot full amount FH does not process market data after an empty snapshot
  • MFD-516 - EBS Ultra - where does the timeExchange come from?
  • MFD-573 - Currenex ESP Maker - timeHandler=0 and timeExchange=0 in NewOrderMessage
  • MFD-603 - HotSpot FH restarting repeatedly after configuring for priceModify
  • MFD-181 - NewOrderMessage from EBS Direct MM shows timeExchange=0 and timeHandler=0
  • MFD-323 - SocGen needs to support TraderID passthru
  • MFD-459 - NatWestMarkets needs to support TraderID passthru
  • MFD-488 - UBS needs to support traderID passthru
  • MFD-509 - BAMLX - New FH Required
  • MFD-562 - Currenex FIX ESP Maker - needs to support LMUID passthrough
  • MFD-604 - Hotspot ITCH Mkt Data - Price Modify messages not implemented for Full Amount Flavour
  • MFD-614 - Potential Bug causing WARNs and ERRORs in Feed server logs
  • MFD-480 - Fix issue with compressed file reading
  • MFD-489 - Citi CoLo - Trade feed is not sending heartbeat after a point
  • MFD-491 - Citi CoLo - FH bombards the venue with multiple Logon requests for Trade Session
  • MFD-492 - Citi CoLo - Graceful Logout - Feed handler is not sending Logout requests
  • MFD-565 - Hotspot maker feed sending client incorrect quoteID
  • MFD-387 - Hotspot ITCH Mkt Data - implement Price Modify messages

...

  • [MFD-72] - StandardChartered support of Trader ID passthru
  • [MFD-73] - BAML support of Trader ID passthru
  • [MFD-70] - Trader Tag Pass-Through  resolution
  • [MFD-25] - Change ReutersSBE logging from INFO to TRACE
  • [MFD-68] - StandardChartered - date of the trade instead of the trade date in TradeCaptureMessage
  • [MFD-75] - Reuters SBE feed 323 stability issue
  • [MFD-78] - LAST_TRADE price entries on Reuters SBE are the opposite side compared to other feeds
  • [MFD-81] - FXAllOrderBookMakerPricingAdapter.cpp fix to send correct pricing messages
  • [MFD-84] - Use clients’ settlement date and rate for STP Booking
  • [MFD-69] - MFAPI Sample Makefile for linux C++ compiler & linker errors/warnings resolved

...

  • [MFD-18] - JPM feed -  populateTag 64 in New Order Single

  • [MFD-21] - Reuters MAPI HeartBeating during incorrect password attempts

  • [MFD-22] - Logon issue on Reuters MAPI feed resolved

  • [MFD-26] - Morgan Stanley feedsupport of multiple-account handling

  • [MFD-28] - Cboe FX- huge market Data Volume

  • [MFD-38] - Cboe FX request market data one symbol at a time - performance improvement

  • [MFD-42] - collection of high priority issues with the Integral feed handler

  • [MFD-49] - MarketFactory  Feed Handlers configurable to operate with Reflector

  • [MFD-53] - CME Market Order get rejected internally.
  • [MFD-55] - JPM Forwards Settlement Date is not set

  • [MFD-71] - Citi FH support of Trader ID passthru

  • [MFD-20] - INVALID_MIN_AMOUNT rejects on LMAX Interbank

  • [MFD-23] - Aggfeed does not connect and subscribe to participating feeds unless it is restarted

  • [MFD-24] - Update of ReutersSBE feed handler to SBE Market Data Interface Specification v1.6

  • [MFD-27] - Reuters MAPI feed -  graceful session logout

  • [MFD-29] - Cboe FX Summary Depth feed stability

  • [MFD-31] - Fast Match - use Tag 9300 as Counterparty ID, not 375.

  • [MFD-32] - Reuters MAPI - ensuring HeartBeat before Session logon (35=BE)

  • [MFD-33] - IOC TIF is rejected on SEB feed handler

  • [MFD-34] - Fix reject on incorrect quantity on NDFs with proper precision

  • [MFD-37] - Fix for - Cboe FX Summary Depth Feed Only Sends MD Requests for USD/JPY (marketID=1)

  • [MFD-39] - Fix for - Mishandled MarketData Update on Cboe FX ITCH

  • [MFD-40] - Rename Fixspec for 360T Handler
  • [MFD-45] - log-print aborts

  • [MFD-46] - MarketDataMonitor stability

  • [MFD-47] - State Street Feed - correct issue with  OrderRejectedMessage

  • [MFD-50] - SBE Wrapper correct support of Venue rejections

  • [MFD-51] - Goldman Sachs Handler - Pass Account Configured in Feeds Filter

  • [MFD-52] - SBE API Edgewater feed - fix of  ReadyToTrade security status issueon

  • [MFD-54] - 360T feed handler tag 50 added to new order single

  • [MFD-56] - Incorrect settldate even though our calendar was correct (CNH vs CNY)

  • [MFD-36] - Fix to correct parsing of EBS Ai messages

  • [MFD-41] - Latency improvements for Maker feeds in Whisperer

  • [MFD-44] - Integral sends OrigClOrdID in the order cancels they originate, causing issues.
  • [MFD-48] - OrderMgr should expect TradeCapture even after order's cancellation

...