Server Releases - 2023

Functional changes:

• [FXMF-9498] - refinitiv_mapi - ExecutionReport updated to retain PartiallyFilled/Filled OrdStatus.

Other changes:

• NONE

New APIs:

• [FXMF-7483] - currenex_now_itch

Functional changes:

• [FXMF-9481] - refinitiv_mapi - Support pre-spot instruments available on Refinitiv Spot Matching.
• [FXMF-9468] - refinitiv_matching_eta - TradeTicker now now available.
• [FXMF-9469] - refinitiv_matching_eta - Unsubscription and subscription rejection now available.
• [FXMF-9495] - refinitiv_matching_eta - Improved clarity of various text fields.
• [FXMF-9496] - refinitiv_matching_eta - Ensure that MarketDataIncrementalRefresh messages list Delete MDEntrys first.
• [FXMF-9448] - refinitiv_matching_eta - Venue Logon Response text now delivered to client in UserNotification.
• [FXMF-9500] - fxspotstream_algo - Suspend and Release Orders allowed only for those venues that actually support it.
• [FXMF-9314] - broadridge_orders - Certified for Euronext Paris, Euronext Amsterdam, Borsa Italiana (IDEM).

Other changes:

• NONE

Other changes:

• [FXMF-9456]  - cme_mdp3_sbe_udp, ebs_market_mdp3_sbe and, ebs_market_mdp3_sbe_udp - support template extension for CME/EBS MDP3 market data schemas. Refer to 2023-10-22 - EBS MDP 3.0 SBE Schema Update for more details.
• [FXMF-9460] - refinitiv_matching_eta - rename refinitiv_eta to refinitiv_matching_eta

New APIs:

• [FXMF-9190] - refinitiv_matching_eta [UAT only]

Functional changes:

• [FXMF-4731] - citi_colo - the OrderOriginationTrader PartyRole now supported.
• [FXMF-4731] - precision_algo - now certified for Production.

Other changes:

• [FXMF-9427] - cme_mdp3_sbe_udp - improve Instrument Replay A/B-side arbitration.

Functional changes:

• [FXMF-9355] - currenex_ouch - ExecutionReport updated to include ExecutionFirm PartyID, when available.
• [FXMF-9353] - ebs_market_ilink3_sbe, cme_ilink2 - Migration to v3 of CME's reference data API, as per 2023-10-27 - CME Reference Data API Version 3.
• [FXMF-9405] - precision_algo - Allow String StrategyParamaterType values for Qty, Price etc.
• [FXMF-9418] - precision_algo - Support order modification whilst paused.

Functional changes:

• [FXMF-8787] - fxspotstream_algo - Suspend and Release Orders.
• [FXMF-9186] - ebs_market_ilink3_sbe - ExecutionReport Text field updated to include cancellation reason, supporting 2023-08-13 - EBS ilink3 FAK/FOK Credit Enhancements.
• [FXMF-8175] - standardchartered_s2bx, citi_colo - ensure ExecutionReport echoes LegIndividualAllocID provided in order.
• [FXMF-9333] - edgewater_markets - new tenors now available.
• [FXMF-9389] - cme_mdp3_sbe_udp - ignore QuoteRequest39 messages from venue
• [FXMF-9404] - broadridge_orders - workaround for ExecIDs that exceed 64 characters.
• [FXMF-9408] - broadridge_orders - publish SecondaryExecID in ExecutionReport, when available.

Functional changes:

• [FXMF-8179] - cme_mdp3_sbe_udp, cme_ilink2 - Support SecurityType=SPR for spreads

Other changes:

• [FXMF-9334] - cboefx_fixproxy - address memory leak for Maker Full-Amount pricing.

Other changes:

• [FXMF-9335] - all venues - Temporarily disable schema version checks, to allow SBE clients who have yet to migrate to 18944 to do this after 2023-07-30 - EBS Market - iLink 3 SBE Schema Update. A side effect of this is that change FXMF-9278 released in 20203.07.20.WE has had to be reverted. Refer to .2023-08-20 - Whisperer API - reinstatement of schema version validation for reinstatement details.

Functional changes:

• [FXMF-9314] - broadridge_orders - Add XSIM to allowed SGX mic codes along with XSES
• [FXMF-9278] - all venues - Use new BusinessMessageRejectReason=254/WhispererClientMessageInvalid for client-side ASSERT errors
• [FXMF-9277] - all venues - Implement ResetSeqNumFlag in Client Logon message

Functional changes:

• [FXMF-1307] - refinitiv_mapi - DropCopy
• [FXMF-9296] - broadridge_orders SettlDate correction for SGX.
• [FXMF-9280] - precision_algo - Allow StrategyConfig for Iceberg algos.
• [FXMF-9289] - fxspotstream_algo- Allow both Date StrategyParameterTypes for FixingDate.
• [FXMF-9083] - ebs_market_ilink3_sbe, ebs_market_mdp3_sbe and, ebs_market_mdp3_sbe_udp - EBS Market - iLink 3 SBE Schema Update. [UAT only until the 30th of July]
• [FXMF-9161] - ebs_market_ilink3_sbe, ebs_market_mdp3_sbe and, ebs_market_mdp3_sbe_udp - Size priority matching. [UAT only until the 13th of August]

Other changes:

• [FXMF-8839] -  all venues - Improved performance when sending MFSBE messages to clients.
• [FXMF-9080] -  all venues - Write undecodable messages to journal and binary log file.
• [FXMF-9202] -  all venues - Reduced memory usage.

New APIs

• [FXMF-682] - parfx_marketdata

Functional changes:

• [FXMF-9242] - fxall_quicktrade_maker - Signing of LegAllocQty now correct for 2-Way multiallocation requests.
• [FXMF-9128] - all venues - Use LinkID to chain order modifications. Please refer to LinkIDs for further detail.

Functional changes:

• [FXMF-9066] - precision_algo - Suspend and Release Orders

Other changes:

• [FXMF-657] -  all venues - Whisperer API release to SBE Schema v18944, FIX Protocol v18944.

Functional changes:

• [FXMF-9237] - cboefx_fixproxy - Allow maker clients to publish more than 20 characters in QuoteID and QuoteEntryID.

Functional changes:

• [FXMF-9200] - broadridge_orders - Populate SenderSubID on Venue messages. 
• [FXMF-9209] - refinitiv_mapi - ExecID is updated to be unique in Execution Reports.
• [FXMF-9213] - refinitiv_mapi - Generate synthetic New ExecutionReport for IOC/GFT/GTD orders.

Functional changes:

• [FXMF-9187] - bloomberg_fxgo_maker - Support BMF5...12 BRL rolling tenors. 
• [FXMF-9172] - broadridge_orders - Upgrade to spec version 2.1.19.

Functional changes:

• [FXMF-9187] - precision_algo - workaround Lucera ClientID issues.
• [FXMF-9172] - precision_algo - workaround Lucera ClOrdID issues.
• [FXMF-9175] - fxspotstream_algo - Populate Account in OrderCancelReplaceRequest to venue.
• [FXMF-9176] - fxspotstream_algo -  Support undocumented OrdStatus/ExecType combinations observed in UAT.

Other changes:

• [FXMF-9176] - gsfx - utilise revised caching architecture.

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] -  all venues -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-Q4 - 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.