ExpandFunctional changes New APIs :
8368 nomura_esp - NDF product supported. [FXMF-8453 ] - cboefx_fixproxy - MidPricedPeg support for pegged orders. ExpandFunctional changes:
8512 broadridge_orders - Enable MX flow [FXMF-8449 ] - edgewater_orders - Handle unknown SecurityTypes in the venue securityList 4626 edgewater_orders - Cache management refined to ensure no stale cache remain. 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- 8554 - currenex_ouch - gateway reflects the session state changes correctly during initial logon. ExpandOther Changes - baml - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer. [FXMF-8515 9810 ] - cboefx bgc _ itch - MarketDataIncrementalRefresh messages now correctly support OrderQty only changes midfx - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.
Expandtitle 2022 2023 .11 12 .23 06 .WE
Other Changes New APIs:
[FXMF-8027 9119 ] - broadridge_orders - Sign off for ASX, Eurex, ICE Markets. ExpandFunctional changes:
Other changes:
Other Changes
[FXMF-8430] - cboefx - Full API coverage Signed off by venue. [FXMF-8503] - fxall_quicktrade_maker - Support for 2Y tenor corrected. [FXMF-8415] - fxall_quicktrade_maker - CFTC Rule Re-Write changes verified .
Expandtitle 2022 2023 .11 12 .10 01 .WE
Other Changes Functional changes:
[FXMF-4507 9763 ] - nomura refinitiv_matching _ esp - Notify client with Trading Session Status Halted eta - Sequence numbers are now correct in venue messages . [FXMF-8289 9757 ] - creditsuisse_ser - Notify client when Trading Session Status is not open. t360_tex_maker - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer . Other changes:
NONE [FXMF-8288] - t360_tex_maker - CFTC Rule Re-Write. [FXMF-8450] - baml - CFTC Change - NonSEF trade ExecReports to echo regulatory values from client NewOrder.
ExpandNew APIs :
7967 broadridge_orders - UAT only release Functional changes:
[FXMF-678 9747 ] - rbc_trading Other Changes
Notetitle Mandatory CFTC Rule Re-Write changes
Venues are enforcing CFTC Rule Re-Write changes with deadline of 2022-12-05.
MarketFactory has implemented these changes for below listed venues.
[FXMF-8373] - currenex_rfs_maker - Regulatory Trade ID updates for SwapEx from USI to UTI. [FXMF-7927] - bloomberg_fxgo_maker - Mandatory UTI Changes. [FXMF-8289] - baml - CFTC Rule Re-Write. ExpandOther Changes
[FXMF-7876] - barx - NDF enhancements in BARX API cloned by Lucera. ExpandNew APIs
[FXMF-638 ] - exchange24 [FXMF-690 ] - fastmatch_stream_maker
ExpandOther Changes
[FXMF-8317] - ebs_market_mdp3_sbe_udp and cme_mdp3_sbe_udp - filter incremental refresh messages for instruments with no snapshot. [FXMF-5133] - all venues - Logout response from Gateway to Client now includes explanatory text: " Client requested Logout. " or " Client logged out during synchronisation. " [FXMF-8256] - all venues - UserNotification to client now includes text from Venue logout notification, where available.
ExpandOther Changes
[FXMF-900] - all venues - BusinessMessageReject / Reject messages from venue to be sent as BusinessMessageReject to client, if configured. Please refer to Error Handling for details. [FXMF-8243] - all venues - gateway validation of inbound client messages now trigger BusinessMessageReject to client instead of ErrorReport , if configured. [FXMF-8279] - currenex_itch - Improved s ession level message sequence number management. [FXMF-8284] - cme_mdp3_sbe_udp - Unsubscribe successfully on CME.
...
Other Changes
[FXMF-8267] - bloomberg_fxgo_maker - ExecutingFirm PartyRole validation is removed for XOFF Deals in ExecutionReport .
Notetitle Mandatory PartyIDs in Execution Report
As part of this change the additional validation introduced as part of 2022.08.18.WE is updated to:
ExecutingFirm is required by this venue for MiFID/SEF/MAS and optional for XOFF . ExecutingFirmLEI is required by this venue for MiFID/SEF/MAS and optional for XOFF. ExecutingUnitLocation is required by this venue for MiFID. ReportingEntity is required by this venue for SEF.
ExpandFunctional changes:
Other changes:
ExpandFunctional changes:
Other changes:
ExpandFunctional changes:
[FXMF-9651] - fastmatch_stream_maker - Clients now receive ExecutionAck with status Accepted for the Rejected ExecutionReport. Other changes:
ExpandFunctional changes:
[FXMF-9525] - currenex_itch - UDP gateway did not reconnect after message-gap was detected Other changes:
ExpandFunctional 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:
ExpandFunctional changes:
Other changes:
ExpandFunctional changes:
[FXMF-9206] - fxall_quicktrade_maker - Transactime will take into account the Date Roll and show UTCTimestamp correctly. Other changes:
ExpandFunctional 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:
ExpandFunctional changes:
Other changes:
ExpandNew APIs:
Functional changes:
Other changes:
ExpandNew 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.
ExpandFunctional changes:
Expand Functional changes:
Expand Functional changes:
Expand Other changes:
[FXMF-9334] - cboefx_fixproxy - address memory leak for Maker Full-Amount pricing.
Expand 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 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 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 Functional changes:
Other changes:
Expand Functional changes:
[FXMF-9237] - cboefx_fixproxy - Allow maker clients to publish more than 20 characters in QuoteID and QuoteEntryID .
Expand 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 Functional changes:
Expand 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 Functional changes:
Expand New APIs
Functional changes:
Other changes:
[FXMF-9129] - all venues - Performance tuning enhancements to further optimise latency.
Expand New APIs
Functional changes:
Expand 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 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 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 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 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 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.
Expand 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 .
Expand 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.
Expand Functional changes:
[ FXMF-8868 ] - ebs_cpt - ensure that usec regulatory timestamp is populated in ExecutionReport.TransactTime , when available.
Expand 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.
Expand 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.
Expand 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.
Expand 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.
...
ExpandOther Changes
[FXMF-8185] - t360_supersonic_maker, t360_tex_maker - Include RefTagID in Reject message . [FXMF-8233] - bloomberg_fxgo_maker - Double TestRequest dependency for venue session open is now obsolete.
...
Other Changes
...
[FXMF-8209] - bloomberg_fxgo_maker - Allow arbitrary ordering of PartyIDs in ExecutionReport.
Notetitle Mandatory PartyIDs in Execution Report
As part of this change there is additional validation to ensure correct population of regulatory fields mandated by the Bloomberg API:
ExecutingFirm is required for this venue. ExecutingFirmLEI is required by this venue for MiFID/SEF/MAS. ExecutingUnitLocation is required by this venue for MiFID. ReportingEntity is required by this venue for SEF.
...
ExpandOther Changes
[FXMF-8133] - ebs_market_mdp3_sbe and ebs_market_mdp3_sbe_udp - SecurityStatus published with LegMiFIDISIN in BodyPassThru for MTF NDFs. [FXMF-8135] - ebs_market_ ilink3_sbe - ExecutionReport published with LegMiFIDISIN in LegRegulatoryFields for MTF NDFs. [FXMF-7890] - ebs_market_ ilink3_sbe - SecurityExchange of instrument sent as PartyRole ExecutionVenue. [FXMF-8117] - fastmatch - Allocation details populated on cancels.
ExpandOther Changes
[FXMF-7947] - ubs_fx2b - Indicative prices published for 0 Qty price updates [FXMF-1152] - bloomberg_fxgo_maker - Venue QuoteCancel is now mapped to Client BusinessMessageReject for RFS [FXMF-8095] - cboefx_itch - MDSecSize updated when NoOfSecSizes populated [FXMF-8102] - currenex_itch - MDSecSize updated when NoOfSecSizes populated [FXMF-8103] - cboefx_itch - SelfMatchIndicator processing enhancement [FXMF-8104] - Fastmatch - LpRejCount added as a passthru field in ExecutionReport [FXMF-4940] - BAML - Logout to client published promptly
ExpandNew APIs
Other Changes
[FXMF-7988] - fxall_quicktrade_maker - To publish correct one-way buy side quotes that are tradeable in FXAll UI [FXMF-8049] - t360_tex_maker - Support for new tenors added in GUI v.4.15 [FXMF-7840] - barx - Synthetic ExecReport to publish correct allocation details [FXMF-1570] - all venues - Improved global validation for LegSettlType [FXMF-7837] - ebs_market_ilink3 - Integration with reference data rest api to download instrument info
ExpandOther Changes
[FXMF-7891] - ebs_market_mdp3_sbe - SecurityStatus message published with SecurityExchange info in BodyPassThru [FXMF-7892] - ebs_market_mdp3_sbe_udp - SecurityStatus message published with SecurityExchange info in BodyPassThru [FXMF-7889] - bloomberg_fxgo_maker - obsolete fields removed as per spec v.5.0
ExpandOther Changes
[FXMF-7834] - ebs_market_mdp3_sbe_udp - improved EBS Ultra UDP session recovery logic [FXMF-7723] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - ensure consistency across TCP and UDP for BodyPassthru fields [FXMF-1054] - bloomberg_fxgo_maker - Process QuoteRequest received before session open
ExpandNew APIs
cboefx_itch fxspotstream_midmatch Other Changes
[FXMF-7722] - ebs_market_mdp3_sbe_udp - Handle EOM tenors [FXMF-7817] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - SecurityTradingStatus corrected to ReadyToTrade after date roll in SecurityStatus message
ExpandOther Changes
[FXMF-1061] - ebs_market_mdp3_sbe_udp - ensure UserNotification to UserRequest when unable to connect [FXMF-7725] - ebs_market_mdp3_sbe_udp - address message error on expired NDF [FXMF-7702] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - correctly handle security status for expired EOM Instruments [FXMF-7792] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - correctly handle early USD/PHP trade date roll [FXMF-7812] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - U2 generated for USD/PHP date roll
ExpandOther Changes
[FXMF-7703] - currenex_itch - IntraDay SecurityTradingStatus should be ValueDateRoll, not ReadyToTrade [FXMF-7759] - currenex_itch - Unable to write field with no encoded value: Input/output error [FXMF-7796] - fastmatch_autoex - NoBodyPassthruFields is incorrect on fastmatch_autoex [FXMF-7797] - fastmatch_autoex - ContraBroker is not passed to client from fastmatch_autoex ExecutionReport
ExpandNew APIs
Other Changes
FXMF-1194 fxspotstream v1.5.2 Mandatory changes - due Q2 2022
FXMF-7700 ebs_market_mdp3_sbe fix message processing failure on expired NDF
FXMF-4948 ebs_market_mdp3_sbe ensure Ack to UserRequest when unable to connect
ExpandOther Changes
FXMF-7652 ebs_market_mdp3_sbe_udp Improve SecurityStatus SettlDate processing (UDP) FXMF-7664 ebs_market_mdp3_sbe_udp Ensure MarketDataIncrementalRefresh messages are iterated correctly FXMF-7659 creditsuisse_ser Ensure QuoteResponse terminates correct subscriptions.
ExpandNew APIs
Other Changes
FXMF-5057 all venues - abbreviated formatting of TestReqIDs FXMF-7637 ebs_market_mdp3_sbe - improve SecurityStatus SettlDate processing (TCP) FXMF-1052 ebs_market_mdp3_sbe_udp - improved support for Instrument deletion FXMF-1059 ebs_market_mdp3_sbe_udp - Ensure MarketDataIncrementalRefresh messages are iterated correctly FXMF-4948 ebs_market_mdp3_sbe_udp - Ack to UserRequest when unable to connect FXMF-4947 ebs_market_mdp3_sbe_udp - Handle missed ChannelReset messages FXMF-4942 ebs_market_mdp3_sbe_udp - Don't send spurious EndMarker FXMF-4954 ebs_market_mdp3_sbe_udp - Ensure Channel Ready events are always delivered FXMF-1050 fidessa_orders - dictionary changes to support May 2022 API
ExpandOther Changes
VEN-1977 - fidessa_orders - Dictionary updates as per Fidessa release v2022.3. VEN-1947 - lucera_lumefx - Report EmptyBook correctly. VEN-1949 - ebs_market_mdp3_sbe - SecurityStatus now correctly reset after UserRequest.
ExpandOther Changes
VEN-1942 - fxall_quicktrade_maker - Improve TCPI handling of QuoteCancel message VEN-1935 - edgewater_markets - Ensure that the first MarketDataIncremental never contains deletes
ExpandNew APIs
VEN-990 - fxall_quicktrade_maker upgraded to ensure uniformity with other gateways.
ExpandOther 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.
ExpandOther Changes
VEN-910 - hsbc_fx_mds: Venue is now made available for PROD after conformance sign-off.
ExpandOther 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.
ExpandOther 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.
ExpandNew 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.
ExpandOther Changes
PHNX-2906 - allow scalable processes to share an isolated CPU core. PHNX-2904 - minimise contention between processes .
ExpandNew 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.
ExpandNew APIs
baml (ESP) - supports both BAMLX and InstinctFX Other Changes
VEN-649 - bloomberg_fxgo_maker btbs upgrade
ExpandNew APIs
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
ExpandNew APIs
Other Changes
VEN-1429 - bnpparibas_efx_streaming - Sweepable vs FullAmount changes VEN-1669 - t360_gtx - bug fix marketable tag missing from dictionary
ExpandNew APIs
standardchartered_s2bx (ESP) cme_ilink2 Other Changes
ExpandNew APIs
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
ExpandNew 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
ExpandOther Changes
VEN-1387 - Multiplexing supported across all Orders sessions.
ExpandSBE 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
Other Changes
VEN-641: API Change code to allow for backwards compatible schema releases.
ExpandSBE Schema Release 18655, backwards compatible to 18654 (except for BusinessMessageReject)
Other Changes
PHNX-2767: API Change code to allow for backwards compatible schema releases.
ExpandNew APIs
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
ExpandNew 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
ExpandNew APIs
ebs_market_mdp3_sbe (TCP) Other Changes
VEN-1326: ebs_ilink3 Link EBS BusinessMessageReject and U2 sequence number reporting.
ExpandNew 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.
ExpandNew APIs
Other Changes
VEN-1248: cboefx_bookfeed CBOE TradeTicker - change qty from 0.0 to null
ExpandNew APIs
Other Changes
VEN-802: Bloomberg FX<GO> RFS now supports up to date session semantics.
ExpandVEN-1237: Fastmatch_AutoEx Rename duplicate NoOrders entry in the FIX dictionary which is a PassThru Field for clients.
ExpandVEN-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
ExpandNew APIs
Other Changes
VEN-1132: Cboe Do not retain memory cache of cancelled orders.
ExpandNew APIs
Other Changes
VEN-727: Multiplexing Support multiple client order connections
ExpandNew APIs
BNP Paribas eFX Streaming (ESP)
ExpandVEN-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
ExpandNew APIs
CBOE Spot Full Amount Taker (ESP) CBOE NDF Full Amount Taker (ESP)
ExpandPHNX-2525: Gateway writes entire message to the log if parsing message fails.
ExpandNew 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
ExpandPHNX-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 g ateway stamping tag 122 (OrigSendingTime) on U2 message
VEN-248 CboeFX Cboe to confirm pegPriceType when match at mid is chosen VEN-518 All Venues M igration to lowercase naming
ExpandPHNX-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
Expand01 Feb 2021 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
Expand22 Jan 2021 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
Expand06 Jan 2021 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.
Expand08 Dec 2020 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
Expand03 Dec 2020 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
Expand16 Nov 2020 Requires SBE Schema 18542
New APIs
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
Expand26 Oct 2020 PHNX-2115: 360T TEX Improved handling of legSettlType in quoteRequest
Expand19 Oct 2020 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
Expand02 Oct 2020 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.
Expand20 Aug 2020 Requires SBE Schema 18459
New APIs
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
Expand04 Aug 2020 Requires SBE Schema 18444
PHNX-1873: Ensure FIX engine complies with the logon+resync sequence edge case found in latest venue
Expand24 Jul 2020 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
Expand10 Jul 2020 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
Expand05 Jun 2020 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
Expand19 May 2020 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
Expand14 Apr 2020 PHNX-1499: 360T TEX -Add mapping for new tenor code 'ON' from 360T
Expand08 Apr 2020 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
Expand10 Apr 2020 PHNX-1364: Logon Service -Improve error logging and detection in the logon service
Expand04 Apr 2020 PHNX-1306: FXall Quicktrade -Log files are are not rolling correctly
Expand25 Mar 2020 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
Expand11 Feb 2020 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
Expand03 Dec 2012 PHNX-1219: 360 TE / Currenex RFS -Indicative quote messages validation incorrect
Expand22 Nov 2019 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
Expand04 Nov 2019 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
Expand09 Oct 2019 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
Expand04 Sept 2019 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
Expand05 Aug 2019 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
Expand19 Jul 2019 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