Server Releases

Other Changes

[FXMF-8515] - cboefx_itch - MarketDataIncrementalRefresh messages now correctly support OrderQty only changes

Other Changes

[FXMF-8027] - broadridge_orders - Sign off for ASX, Eurex, ICE Markets.

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.

Other Changes

[FXMF-4507] - nomura_esp - Notify client with Trading Session Status Halted.
[FXMF-8289] - creditsuisse_ser- Notify client when Trading Session Status is not open.
[FXMF-8288] - t360_tex_maker- CFTC Rule Re-Write.
[FXMF-8450] - baml- CFTC Change - NonSEF trade ExecReports to echo regulatory values from client NewOrder.

New APIs

[FXMF-7967] - broadridge_orders - UAT only release
[FXMF-678] - rbc_trading

Other Changes

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.

Other Changes

[FXMF-7876] - barx - NDF enhancements in BARX API cloned by Lucera.

New APIs

[FXMF-638] - exchange24
[FXMF-690] - fastmatch_stream_maker

Other 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.

Other 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 session 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.
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.
[FXMF-8234] - citi_colo - PendingNew ExecutionReport to include LegPrice.

Other 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-8202] - cboefx_itch - Populate HopSendingTime + publish MDEntryTime with local time.
[FXMF-8209] - bloomberg_fxgo_maker - Allow arbitrary ordering of PartyIDs in ExecutionReport.
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.
[FXMF-8097] - barx - QuoteID published in MassQuote.
[FXMF-8098] - xtx_euthenia- QuoteID published in MassQuote.

Other 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.

Other 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

New APIs

cme_mdp3_sbe_udp

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

Other 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

Other 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

New 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

Other 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

Other 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

New APIs

currenex_itch

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

Other 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.

New APIs

autobahnfx_rapid

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

Other 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.

Other Changes

VEN-1942 - fxall_quicktrade_maker - Improve TCPI handling of QuoteCancel message
VEN-1935 - edgewater_markets - Ensure that the first MarketDataIncremental never contains deletes

New APIs

VEN-990 - fxall_quicktrade_maker upgraded to ensure uniformity with other gateways.

Other 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.

Other Changes

VEN-910 - hsbc_fx_mds: Venue is now made available for PROD after conformance sign-off.

Other 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.

Other 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.

New 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.

Other Changes

PHNX-2906 - allow scalable processes to share an isolated CPU core.
PHNX-2904 - minimise contention between processes.

New 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.

New APIs

baml (ESP) - supports both BAMLX and InstinctFX

Other Changes

VEN-649 - bloomberg_fxgo_maker btbs upgrade

New APIs

nomura_esp

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

New APIs

saxo_direct (ESP)

Other Changes

VEN-1429 - bnpparibas_efx_streaming- Sweepable vs FullAmount changes
VEN-1669 - t360_gtx - bug fix marketable tag missing from dictionary

New APIs

standardchartered_s2bx (ESP)
cme_ilink2

Other Changes

VEN-1137 - PreviouslyQuoted Orders should have TIF=IOC/FOK only
VEN-1592 - jpmorgan_fx QuoteEntryIDs are not always unique
VEN-1653 - CME ApplicationSystem{Name,Version,Vendor} values update
PHNX-2824 - Fix for issue with SBE sinceVersion attribute
PHNX-2836 - Fix to replay service

New APIs

gsfx (ESP) - Prod-ready

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

New 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

New APIs

morganstanleyfx_esp

Other Changes

VEN-1387 - Multiplexing supported across all Orders sessions.

SBE 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

360T GTX

Other Changes

VEN-641: API Change code to allow for backwards compatible schema releases.

SBE Schema Release 18655, backwards compatible to 18654 (except for BusinessMessageReject)

Other Changes

PHNX-2767: API Change code to allow for backwards compatible schema releases.

New APIs

t360_tex_maker

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

New APIs

creditsuisse_ser

New 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

New APIs

ebs_market_mdp3_sbe (TCP)

Other Changes

VEN-1326: ebs_ilink3 Link EBS BusinessMessageReject and U2 sequence number reporting.

New 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.

New APIs

jpmorgan_fx (ESP)

Other Changes

VEN-1248: cboefx_bookfeed CBOE TradeTicker - change qty from 0.0 to null

New APIs

ebs_market_ilink3_sbe

Other Changes

VEN-802: Bloomberg FX<GO> RFS now supports up to date session semantics.

VEN-1237: Fastmatch_AutoEx Rename duplicate NoOrders entry in the FIX dictionary which is a PassThru Field for clients.

VEN-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

New APIs

24 Exchange

Other Changes

VEN-1132: Cboe Do not retain memory cache of cancelled orders.

New APIs

Fastmatch AutoEx

Other Changes

VEN-727: Multiplexing Support multiple client order connections

New APIs

CBOE Central Taker

New APIs

BNP Paribas eFX Streaming (ESP)

VEN-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

New APIs

CBOE Spot Full Amount Taker (ESP)
CBOE NDF Full Amount Taker (ESP)

PHNX-2525: Gateway writes entire message to the log if parsing message fails.

New 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

VEN-567 LMAX Stop automatically subscribing to LMAX Pricing Trade Data

PHNX-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 gateway stamping tag 122 (OrigSendingTime) on U2 message
VEN-248 CboeFX Cboe to confirm pegPriceType when match at mid is chosen
VEN-518 All Venues Migration to lowercase naming

PHNX-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

01 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

22 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

06 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.

08 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

03 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

16 Nov 2020

Requires SBE Schema 18542

New APIs

FXSpotStream (RFS)

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

26 Oct 2020

PHNX-2115: 360T TEX Improved handling of legSettlType in quoteRequest

19 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

02 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.

11 Sept 2020

PHNX-2033: Currenex RFS- Gateway should send QuoteCancel instead of QuoteRequestReject in certain circumstances

20 Aug 2020

Requires SBE Schema 18459

New APIs

Fidessa (Orders)

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

04 Aug 2020

Requires SBE Schema 18444

PHNX-1873: Ensure FIX engine complies with the logon+resync sequence edge case found in latest venue

24 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

10 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

05 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

19 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

14 Apr 2020

PHNX-1499: 360T TEX-Add mapping for new tenor code 'ON' from 360T

08 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

10 Apr 2020

PHNX-1364: Logon Service-Improve error logging and detection in the logon service

04 Apr 2020

PHNX-1306: FXall Quicktrade-Log files are are not rolling correctly

25 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

11 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

03 Dec 2012

PHNX-1219: 360 TE / Currenex RFS-Indicative quote messages validation incorrect

22 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

04 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 Â legAllocAccount andÂ 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

09 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

04 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

05 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

19 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