The Lab

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New APIs

  • [FXMF-8689] - ebs_cpt.
  • [FXMF-669] - statestreet_efx - support for ESP workflow.

Functional changes:

  • [FXMF-8834] cboefx_itch, currenex_itch and currenex_ouch - Fixed MDEntryTime and HopSendingTime published to the client in the MarketDataIncrementalRefresh message that could occur when co-located with venue.
  • [FXMF-8314] - edgewater_markets - OrigSendingTime is now supported in replayed messages.
  • [FXMF-8584] - cboefx_fixproxy - Clients can now have access to Cboe FX Algo .
  • [FXMF-8584] - currenex_ouch - Removed OrigSendingTime from the original ExecutionReport.
  • [FXMF-8771] - currenex_ouch - Price precision normalised to 5dp.
  • [FXMF-8582] - cboefx_fixproxy - Added Pegged Order support for NDF.

New APIs

  • [FXMF-641] - currenex_ouch
  • [FXMF-746] - curex_marketdata
  • [FXMF-1267] - xenfin_liquiditypool - ESP workflow

Functional changes:

  • [FXMF-8649] - ubs_fx2b - FIX API Connection Gateway Upgrade (mandatory venue firmware upgrade).
  • [FXMF-8661] - cboefx_itch and currenex_itch - Fixed incorrect timestamps past midnight.
  • [FXMF-8315] - cme_mdp3_sbe_udp and ebs_market_mdp3_sbe_udp  - 35=CB/UserNotification (LoggedOn) sent immediately on verification of venue channel configuration.  

Functional changes:

  • [FXMF-8350] ebs_market_mdp3_sbe_udp and cme_mdp3_sbe_udp - packet arbitration logic changes to improve latency for snapshot messages.  
  • [FXMF-8661] - cboefx_itch and currenex_itch - Fixed incorrect timestamps published to client in MDEntryTime and HopSendingTime during non-UTC timezone date-roll.
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