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6.12.0 - 

  • [MFD-327] - Currenex_NOW - Market Data Feed Handler now available

  • [MFD-383] - Cboe FX ITCH - Full Amount Market Data feed book representation improvements.
  • [MFD-407] - Integral - TimeInForce of 'Day' now supported
  • [MFD-298] - FXall Orderbook/Bankstream Maker - FH now always disconnects cleanly from Venue
  • [MFD-400] - Internal - LDAP authentication issues resolved
  • [MFD-421] - MOEX Market Data - Correct message ordering now ensured
  • [MFD-434] - MOEX Market Data - Correct handling of batched snapshots during recovery

6.11.0 - 

  • [MFD-86] - EBS-AI - UAT-only disconnects resolved.
  • [MFD-341] - Fastmatch - 'Zero maxShow' orders now properly supported.
  • [MFD-379] - MF SBE3 - Corvil decoder required a MarketDefinition encoding correction.
  • [MFD-404] - ReutersMAPI - Spot CNHRUB (MF Market ID 2083) now correctly subscribes to CNHRUBTOM=

6.10.0 - 

  • [MFD-380] - Internal - Maker MassQuote Timestamp changes to support latency monitor improvements
  • [MFD-280] - Morgan Stanley - FH now always disconnects cleanly from Venue
  • [MFD-372] - LMAX - Digital Cryptocurrencies now supported
  • [MFD-282] - FXAll OrderBook - Populate SettlDate in MassQuote message

6.9.0 - 

  • [MFD-19] - EBS Ultra - Introduction of UDP Line Arbitrage support
  • [MFD-167] - EBS Ultra - Support for NDF Instrument market data
  • [MFD-168] - EBS Ultra - Provision of regionalised liquidity feeds (TY/LN/NY)
  • [MFD-337] - EBS Direct - FullAmount Pricing issue resolved.
  • [MFD-89] - CBOE FX ITCH Market Data - introduction of support for Ticker messages including Amount
  • [MFD-212] - CME MDP3 - Phased/mandatory rollout of 9dp Pricing
  • [MFD-349] - CME MDP3 - Use scaling factory provided by CME to publish prices
  • [MFD-331] - CME iLink - FIX tag 9702 (CTI Code) now configurable on Trading connection
  • [MFD-244] - ABN AMRO Clearing Bank - CME/MiFID II | Reporting enhancements
  • [MFD-335] - Reuters MAPI - Ability to handle continuity gaps in marketID
  • [MFD-75] - Reuters SBE - Ability to handle continuity gaps in marketID (for XTS currency pairs in UAT)
  • [MFD-78] - Reuters SBE - LAST_TRADE side now matches other feeds
  • [MFD-284] - SEB - MarketDatamessage now delivers individual order sizes in components
  • [MFD-307] - Integral Maker - FH now always disconnects cleanly from Venue
  • [MFD-260] - 360T SuperSonic Maker - FH now always disconnects cleanly from Venue
  • [MFD-180] - Hotspot Maker - FH now always disconnects cleanly from Venue
  • [MFD-87] - Internal - Grafana MarketData latency monitor improvements
  • [MFD-227] - ParFX - Per instrument pricing halt now delivered via SBE3

6.8.0 - Withheld

  • N/A

6.7.0 - Withheld

  • N/A

6.6.1 - 

  • [MFD-212] - support of 9dp pricing, as will be rolled out by CME for select instruments
  • [MFD-234] [MFD-325] [MFD-158] - Enhancements to improve resilience of CME market data delivery
  • [MFD-284] - Correction of delivery of SEB ladder prices

6.6.0 - 

  • MFD-201] - SEB support of Trader ID passthru
  • [MFD-85] - Ensure we accept explicitly empty repeating groups (NoXXX = 0) in inbound FIX messages
  • [MFD-257] - Correction to handling of time stamp for MOEX - Full fix
  • [MFD-76] - GTX handler should clear the book on market data session disconnect
  • [MFD-81] - FXall OrderBook FH should send QuoteRequestReject for requests rejected by the Maker
  • [MFD-125] - Maker - FXall Orderbook FH to support Indicative/Tradeable pricing.
  • [MFD-131] - Maker - FXall Orderbook FH to map SettlementDate in NewOrderMessage and Accept/RejectOrderMessage
  • [MFD-105] - ResendRequest erroneously populates BeginSeqNo[7]=0 for UBS FH
  • [MFD-149] - Ensure Integral Maker FH always disconnects cleanly from Venue

6.5.4 -  

  • [MFD-166] - Cboe FX - Additionally support NoContraBrokers = 2 on ExecutionReport
  • [MFD-198] - MiFID2 trade audit report support for ABN Amro
  • [MFD-155] - Correction to Populate Tag64 in New Order Single - Date is incorrect for JPMorgan.
  • [MFD-104] - Correction to Currenex Maker passing wrong quoteID
  • [MFD-118] - TradeCapture errors generated on EBS-AI disconnected with orders outstanding
  • [MFD-169] - Correction to handling of LMAX MinAmount validation
  • [MFD-189] - Ability for Currenex to handle continuity gaps in marketID
  • [MFD-190] - Ability for FastMatch to handle continuity gaps in marketID
  • [MFD-197] - Support for HSBC tradingAccount on user / feedsFilter level added
  • [MFD-93] - Support for FXSpotStream tradingAccount on user / feedsFilter level added
  • [MFD-191] - Deutsche - TraderId passthru:  Party blocks is not generated when onBehalfOfCompId present
  • [MFD-221] - NoContraBroker block in TradeCaptureMessage has Tag Id "375" instead of field name "ContraBroker"
  • [MFD-235] - HSBC - prevent empty tag 50 (senderSubId) in market data request
  • [MFD-74] - Correction to handling of time stamp for MOEX - Partial fix

6.4.0 -  

  • [MFD-17] - NatWest Markets - MDEntryPositionNo now specified in NewOrderSingle
  • [MFD-30] - BAML - Tag50 usage not compliant with spec
  • [MFD-82] - Update Currenex Feed to handle multiple Market Data Sessions in UAT
  • [MFD-186] - HSBC - erroneous empty tag 50 (senderSubId) in new order single
  • [MFD-196] - AutoCert+ CME Globex API Secure Logon - formal certification.

6.3.0 -  

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

6.2.0 -  

  • [MFD-57] - CS support of Trader ID passthru
  • [MFD-58] - HSBC support of Trader ID passthru
  • [MFD-59] - GoldmanSachs support of Trader ID passthru
  • [MFD-60] - MorganStanley support of Trader ID passthru
  • [MFD-61] - BARX support of Trader ID passthru
  • [MFD-62] - DeutscheRAPID support of Trader ID passthru
  • [MFD-63] - CME Globex iLink  API Secure Logon
  • [MFD-65] - Jefferies - FIX API now available
  • [MFD-66] - JPMorgan support of Trader ID passthru

6.1.0 -  

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

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

  • [MFD-46] - MarketDataMonitor stability

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

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

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

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

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

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

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

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

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


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