Server Releases - 2024

New APIs:

• None

Functional changes:

• [FXMF-10650] - broadridge_orders : LegSide, LegAllocationID, LegSettlDate on ExecutionReport now have correct leg details on Spreads

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-10318] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe, ebs_market_ilink3_sbe, and ebs_cpt - NDF Liquidity pool consolidation. Please refer to EBS Market - NDF Liquidity Pool Consolidation for more info.
• [FXMF-10505] - fastmatch_autoex - Process Delete before New price events in MarketDataIncrementalRefresh.
• [FXMF-10407] - autobahnfx_algo, citi_colo, curex_orders, fxall_activetrading, nomura_esp, parfx_orders - Synthetic PendingNew ExecutionReport published consistently when NewOrderMultileg rejected by the venue.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-10466] - fxall_quicktrade_maker - QuoteRequestRejectReason is now populated in the QuoteResponse message
• [FXMF-10540] - cboefx_bookfeed , cboefx_itch , cboefx_fixproxy - Cboe IMM tenors are now mapped from monthly futures to rolling quarterly tenors.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-10502] - refinitiv_matching_eta - Resolved authentication token handing problem at Venue Logon.
• [FXMF-10331] - cme_ilink3_sbe - ExecutionReport TradeCancel and TradeCorrect workflows are now supported. 

Other changes:

• NONE

New APIs:

• [FXMF-10445] - cme_ilink3_sbe

Functional changes:

• [FXMF-10464] - exchange24 - CLOB workflow now supported.
• [FXMF-10408] - citi_colo - ExecutionReport PendingNew now always sent before ExecutionReport Rejected.

Other changes:

• NONE

New APIs:

• [FXMF-9802] - ubs_algo
• [FXMF-8795] - lseg_ftg

Functional changes:

• [FXMF-1713] - fxspotstream - Bank Basket Support added.
• [FXMF-10309] - t360_tex - BLK QuoteType Normalized to always be YY.
• [FXMF-10176] - t360_tex - Normalized pricing of uneven swaps.

Other changes:

• NONE

New APIs:

• [FXMF-10306] - autobahnfx_algo

Functional changes:

• [FXMF-10308] - fxall_quicktrade_maker, bloomberg_fxgo_maker, currenex_rfs_maker, integral_rfs_maker, t360_tex_maker - Block quotes are handled consistently across all maker venues.
• [FXMF-9550] - bloomberg_fxgo_maker - Normalised LegSettlType for BRL NDF tenors.

Other changes:

• NONE

New APIs:

• [FXMF-10306] - autobahnfx_algo - Orders [UAT Only]

Functional changes:

• NONE

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-10192] - fxspotstream - VWAP Support for PQ orders.
• [FXMF-10261] - fxspotstream - Pricing normalisation of uneven swaps.
• [FXMF-10293] - fxspotstream - Change to consistently populate OrdRejReason in ExecutionReport.
• [FXMF-10294] - fxspotstream - Change to correctly handle QuoteType in Quote published to client.
• [FXMF-10237] - ebs_market_mdp3_sbe - Change to handle erroneous price updates from EBS.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-10047] - t360_tex - QuoteType field population corrected in MassQuote message.
• [FXMF-10137] - t360_tex - Support for User multiplexing in RFS Taker adapters.
• [FXMF-10222] - t360_tex - LegMaturityDate required in NewOrderMultileg for NDFs.
• [FXMF-10068] - fxspotstream - ExecutionReport normalisation. PendingNew published for all scenarios in the RFS workflow.
• [FXMF-10234] - fxspotstream - Suppress publishing QuoteResponse to client for a terminated QuoteRequest.
• [FXMF-10235] - fxspotstream - Consistently populate QuoteRequestRejectReason in QuoteResponse.
• [FXMF-10238] - fxspotstream - InvalidAggregation added as a new MDRequestRejectReason in QuoteResponse.
• [FXMF-10280] - fxspotstream - Consistently populate BidSwapPoints and OfferSwapPoints in BodyPassthru in the Quote message.
• [FXMF-10219] - fxspotstream_algo - GoldmanSachs pause-resume algo supported.
• [FXMF-10251] - fxspotstream_algo - Filter processing of DoneForDay ExecutionReport.
• [FXMF-10268] - fxspotstream_algo - Restrict clients from sending EffectiveTime when trading pegged orders with GoldmanSachs.
• [FXMF-10127] - ebs_market_mdp3_sbe_udp, cme_mdp3_sbe_udp - Improved processing venue MarketData message.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-10220] - edgewater_markets - Can now make one subscription per Symbol+LegSettleType combination rather than just Symbol.
• [FXMF-10164] - socgen - Allow MarketType=Regular for NDFs. PartyRole=OrderOriginationTrader now supported in NewOrderMultileg.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-10135] - autobahnfx_rapid - new venue support for BMF1 BRL NDF
• [FXMF-10170] - t360_tex - adjustments to LPs by SecurityType list in UserNotification Text field.

Other changes:

• [FXMF-10003] - 2024-04-12 - Whisperer API v19456 - Breaking Change

New APIs:

• NONE

Functional changes:

• [FXMF-10119] - fxspotstream_algo - enabled for PROD environments.
• [FXMF-9776] - refinitiv_mapi - MatchStatus now reported in BodyPassthruFields, when populated.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-9538] - ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - HighLimitPrice, LowLimitPrice, MinQuoteLife, MaxPriceDiscretionOffset now published in SecurityStatus BodyPassthru
• [FXMF-9725] - cboefx_itch, fxall_quicktrade_maker, refinitiv_matching_eta - HopsRefID will now be populated with "0" (instead of being Null) when venue MsgSeqNum is not available.
  
• [FXMF-9373] - fxspotstream_algo - BAML Whisper Algo Certification is complete.
• [FXMF-10102] - morganstanleyfx_esp - NDF MassQuote messages published with correct SecurityType.
  

Other changes:

• NONE

New APIs:

• [FXMF-671] - socgen

Functional changes:

• [FXMF-9548] - natwest_markets - Support for NotAuthorised enum in BusinessRejectReason.
• [FXMF-9549] - ubs_fx2b - Support for IMM5 SettlType and LegSettlType in QuoteRequest.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-9926] - fxspotstream - New LPs NatWest and WellsFargo are now supported.
• [FXMF-9925] - autobahnfx_rapid - Pre-Trade Mid-Rate Change - Accept new venue fields to support PTM rate for NDFs.
• [FXMF-8392] - t360_tex_maker - LegSEFUSIPrefix and AllocSEFUSIPrefix to publish LEI [20 characters] of the SEF trading venue.

Other changes:

• NONE

New APIs:

• [FXMF-9567] - t360_tex

Functional changes:

• [FXMF-10017] - fxall_quicktrade_maker, fxall_activetrading_maker - Change to configure RTN EMIR Refit field. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-9921] - all_venues - Client-message validation errors are now always reported via BusinessMessageReject messages, in place of ErrorReport (which remain in use for notification of other system events).

Other changes:

• [FXMF-9983] - fxall_activetrading_maker - Orders session MsgSeqNum will be reset everyday at the end of the trading session.

New APIs:

• NONE

Functional changes:

• [FXMF-9977] - lucera_lumefx - Publish QuoteCancel when incoming MDSnapshotFullRefresh has Price and Quantity set to 0.
• [FXMF-9649] - fxall_activetrading_maker, fxall_quicktrade_maker - 2024-04-29 - FXALL - RTN for EMIR Refit. Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
• [FXMF-9918] - fastmatch_autoex - ExecutionReport to have MidPx for NDF. Accept new venue fields to support MidPx. Applicable only to US Persons.
• [FXMF-9779] - t360_tex - Support Bank Basket functionality. [UAT Only]
• [FXMF-9794] - t360_tex - Support NDF and MTF. [UAT Only]
• [FXMF-8093] - ebs_market_ilink3_sbe - MiFID waiver due to ESCB exemption supported using MiFIDExemptedDueToESCBPolicyTransaction BodyRegulatoryKey in NewOrderMultileg and MultilegOrderCancelReplaceRequest.
• [FXMF-9527] - exchange24 - Withdraw support for Spot Crypto product.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-9679] - baml - RTN support for EMIR Refit. Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
• [FXMF-9855] - fxspotstream_algo - Added missing Symbol to OrderCancelReject.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-9657] - fastmatch_autoex - Added support for UPI. Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
• [FXMF-9906] - saxo_direct - Synthetic PendingNew ExecutionReport sent preceding Rejected ExecutionReport.
• [FXMF-9902] - t360_tex - Made PartyRole as optional in NewOrderMultiLeg message.
• [FXMF-9276] - ebs_market_ilink3_sbe, cme_ilink2 - Populate LinkID in ExecutionReport.
• [FXMF-9813] - refinitvi_mapi - Added support for USD/CLP.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-9779] - t360_tex - Added support for Bank Basket feature.
• [FXMF-9615] - t360_tex_maker - Added support for UPI and RTN. Awaiting certification sign-off from 360T.
• [FXMF-9883] - bgc_midfx - ExecutionReport updated to publish LegMiFIDTVTIC and LegEMIRUTI.
• Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.

Other changes:

• NONE

New APIs:

• NONE

Functional changes:

• [FXMF-9682] - ebs_cpt - Added support for UPI and RTN.
• [FXMF-9616] - bgc_midfx - Added support for UPI and RTN.
• Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.

Other changes:

• NONE