Server Releases - 2023

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] - 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 2023-06-04 - EBS Market - Launch of Bitcoin/US Dollar EOM NDFs.

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.

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 PartyRole OrderOriginationFirmLocation is present in ExecutionReport.

Functional changes:

• [FXMF-8859] -  ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe and ebs_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 - OrigSendingTime is now supported in replayed messages.
• [FXMF-8584] - cboefx_fixproxy - Clients can now have access to Cboe FX Algo .
• [FXMF-8840] - 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.