Page History

New APIs:

• [FXMF-9119] - currenex_esp_maker
  

Functional changes:

• [FXMF-9758] - cboefx_bookfeed , cboefx_itch , cboefx_fixproxy - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.

Other changes:

• [FXMF-657] - all venues  - Whisperer API release to SBE Schema v18945, FIX Protocol v18945.

Functional changes:

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

Other changes:

• NONE

New APIs:

• [FXMF-675] - fxall_activetrading_maker
  

Functional changes:

• [FXMF-9747] - refinitiv_matching_eta - TradeTicker conflation edge case now supported.
• [FXMF-9752] - t360_supersonic_maker - Ensure venue-omission of SpotRatePrecision in MarketDataRequest is supported .

Other changes:

• NONE

Functional changes:

• [FXMF-9969] - ebs_market_mdp3_sbe , ebs_market_mdp3_sbe_udp , and ebs_market_ilink3_sbe - EBS Market Compliance Change - Conditional Price Increments.

Other changes:

• NONE

Functional changes:

• [FXMF-9703] - cme_mdp3_sbe_udp - Fixed unexpected ErrorReports when New Securities were received.
• [FXMF-9727] - cme_mdp3_sbe_udp - TradingReferencePrice added to SecurityStatus BodyPassthru .
  
• [FXMF-9507] - exchange24 - New ExecID format. Please refer to 2023-10-30 - exchange24 - ExecID Update for more details.
  
• [FXMF-9701] - refinitiv_matching_eta - Fixed spurious crash when logging off.
• [FXMF-9243] - cboefx_fixproxy - OEOID supported through PartyRole OrderOriginationTrader . Please refer to 2023-12-15 - CboeFx - Cboe SEF Authorized Trader Requirement for more details.
  

Other changes:

• NONE

Functional changes:

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

Other changes:

• NONE

Functional changes:

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

Other changes:

• [FXMF-9656] - refinitiv_matching_eta  - enabled for Prod.

Functional changes:

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

Other changes:

• NONE

Functional changes:

• [FXMF-9474] - refinitiv_matching_eta - client UserRequest(LogOffUser) correctly now disconnects venue.
• [FXMF-9480] - refinitiv_matching_eta - LoginStatus (rejection) result sent correctly to client.

Other changes:

• NONE

Functional changes:

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

Other changes:

• NONE

Functional changes:

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

Other changes:

• NONE

Functional changes:

• [FXMF-9498] - refinitiv_mapi - ExecutionReport updated to retain PartiallyFilled/Filled OrdStatus .
• [FXMF-9484] -  exchange24  - Update ExecID and ExecutingFirmLEI PartyRole in ExecutionReport . Please refer to 2023-10-30 - exchange24 - ExecID Update for more details.

Other changes:

• NONE

New APIs:

• [FXMF-7483] - currenex_now_itch
• [FXMF-681] - parfx_orders

Functional changes:

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

Other changes:

• NONE

Other changes:

• [FXMF-9456]  - cme_mdp3_sbe_udp , ebs_market_mdp3_sbe  and, ebs_market_mdp3_sbe_udp - support template extension for CME/EBS MDP3 market data schemas. Refer to 2023-10-22 - EBS MDP 3.0 SBE Schema Update for more details.
• [FXMF-9460] - refinitiv_matching_eta - rename refinitiv_eta to refinitiv_matching_eta

New APIs:

• [FXMF-9190] - refinitiv_matching_eta  [UAT only]
• [FXMF-7494] - bgc_midfx

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.

Functional changes:

• [FXMF-9355] -  currenex_ouch  - ExecutionReport updated to include ExecutionFirm PartyID , when available.
• [FXMF-9353] -  ebs_market_ilink3_sbe, cme_ilink2  - Migration to v3 of CME's reference data API, as per 2023-10-27 - CME Reference Data API Version 3.
• [FXMF-9405] -  precision_algo  - Allow String StrategyParamaterType values for Qty, Price etc.
• [FXMF-9418] -  precision_algo  - Support order modification whilst paused.

Functional changes:

• [FXMF-8787] - fxspotstream_algo - Suspend and Release Orders.
• [FXMF-9186] - ebs_market_ilink3_sbe - ExecutionReport Text field updated to include cancellation reason, supporting 2023-08-13 - EBS ilink3 FAK/FOK Credit Enhancements.
• [FXMF-8175] - standardchartered_s2bx, citi_colo - ensure ExecutionReport echoes LegIndividualAllocID provided in order.
• [FXMF-9333] - edgewater_markets - new tenors now available.
• [FXMF-9389] - cme_mdp3_sbe_udp - ignore QuoteRequest39 messages from venue
• [FXMF-9404] - broadridge_orders - workaround for ExecIDs that exceed 64 characters.
• [FXMF-9408] - broadridge_orders - publish SecondaryExecID in ExecutionReport , when available.

Functional changes:

• [FXMF-8179] - cme_mdp3_sbe_udp, cme_ilink2 -  Support SecurityType=SPR for spreads

Other changes:

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

Other changes:

• [FXMF-9335] - all venues - Temporarily disable schema version checks, to allow SBE clients who have yet to migrate to 18944 to do this after 2023-07-30 - EBS Market - iLink 3 SBE Schema Update. A side effect of this is that change FXMF-9278 released in 20203.07.20.WE has had to be reverted. Refer to 2023-08-20 - Whisperer API - reinstatement of schema version validation for reinstatement details.

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

Functional changes:

• [FXMF-1307] - refinitiv_mapi - DropCopy
• [FXMF-9296 ]  - broadridge_orders  SettlDate correction for SGX.
• [FXMF-9280 ]  - precision_algo  - Allow StrategyConfig for Iceberg algos.
• [FXMF-9289]  - fxspotstream_algo - Allow both Date StrategyParameterTypes for FixingDate.
• [FXMF-9083] - ebs_market_ilink3_sbe , ebs_market_mdp3_sbe   and, ebs_market_mdp3_sbe_udp  - EBS Market - iLink 3 SBE Schema Update. [UAT only until the 30th of July]
• [FXMF-9161] - ebs_market_ilink3_sbe , ebs_market_mdp3_sbe   and, ebs_market_mdp3_sbe_udp  - Size priority matching. [UAT only until the 13th of August]

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.

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.

Functional changes:

• [ FXMF-9066] - precision_algo   - Suspend and Release Orders

Other changes:

• [FXMF-657] -  all venues  - Whisperer API release to SBE Schema v18944 , FIX Protocol v18944 .

Functional changes:

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

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.

Functional changes:

• [FXMF-9187] - bloomberg_fxgo_maker   - Support BMF5...12 BRL rolling tenors. 
• [FXMF-9172] - broadridge_orders   - Upgrade to spec version 2.1.19.

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.

Functional changes:

• [FXMF-9163] - fxall_quicktrade_maker   - USI/UTI prefix correction in regulatory field mappings.
• [FXMF-7785] - fxspotstream - Populate SettlDate for ESP Orders.
• [FXMF-9154] - cme_mdp3_sbe_udp / cme_ilink2  -  Support both FX Currency pair as well as Globex symbol usage for FX futures.

New APIs

• [FXMF-676] -  refinitiv_mapi

Functional changes:

• [FXMF-9047] - broadridge_orders   - Enable SGX.
• [FXMF-9128] - cme_ilink2 -  Cancel reason enhancements.

Other changes:

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

New APIs

• [FXMF-8131] - precision_algo  [UAT only]

Functional changes:

• [FXMF-9104] - ebs_market_ilink3_sbe - Identified long-standing bug in CME relating to their charNULL datatype: unable to use of recent-version SBE tools.
• [FXMF-9106] - ebs_market_ilink3_sbe - identified and resolved production issue in CME relating to their intra-week deferral of Deferred - EBS Market - Launch of Bitcoin/US Dollar EOM NDFsfee.

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. 

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 

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.

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

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.

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.