[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.
New APIs
[FXMF-7481]- fxspotstream_algo [UAT only]
Functional changes:
[FXMF-8892]- ebs_cpt - make PartyRole consistent with ebs_market_ilink3_sbe ExecutionReport.
[FXMF-8893]- ebs_market_ilink3_sbe- ensure PartyID is published when the PartyRoleOrderOriginationFirmLocation is present in ExecutionReport.
Functional changes:
[FXMF-8859]- ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbeandebs_market_ilink3_sbe- Support changes to US Dollar/Brazilian Real and US Dollar/Indian Rupee EOM NDF tenors.
Functional changes:
[FXMF-8868]- ebs_cpt - ensure that usec regulatory timestamp is populated in ExecutionReport.TransactTime, when available.
New APIs
[FXMF-8691] - nomura_esp - FWD support.
[FXMF-8684] - xenfin_liquiditypool - CLOB.
Functional changes:
[FXMF-8848]- bloomberg_fxgo_maker-Mandatory IMM and BMF tenor changes from Bloomberg.
[FXMF-8831] - all venues - Prevent synthetic CancelOnDisconnect for IOC/FOK/GTC/GFA orders.
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 - OrigSendingTimeis now supported in replayed messages.
[FXMF-8584] - cboefx_fixproxy - Clients can now have access to Cboe FX Algo .
[FXMF-8840] - currenex_ouch- Removed OrigSendingTimefrom the original ExecutionReport.
[FXMF-8771] - currenex_ouch - Price precision normalised to 5dp.
[FXMF-8582] - cboefx_fixproxy - Added Pegged Order support for NDF.
[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_udpandcme_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.