Page History
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
...
2020.20.WC.C
- MFD-1246: Internal swaps on term currency causes APIServer failure
...
- 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
...
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