The Lab

Expand all   Collapse all

You are viewing an old version of this page. View the current version.

Compare with Current View Page History

« Previous Version 51 Next »

2020.03.WC.A 

  • MFD-1046: Currenex-Enhance feed handler to support MTF trading
  • MFD-1131: Curex-Rectify Trade and Settlement Date formats
  • MFD-1138: Curex-Rectify source on MktDataMessage for late join (RequestSnapshot) messages
  • MFD-949: Currenex-Feed handler now logs out gracefully preventing sequence number mismatch

2020.02.WC.A 

  • MFD-1044: EBS Ultra-Excessive logging during venues emergency maintenance work triggered a failover
  • MFD-1117: EBS Ultra-Reduce logging and improve latency
  • MFD-1122: Tooling-Improve accuracy of latency statistics
  • MFD-1123: STP Booking-STP Users unable to logon

2020.01.WC.A 

  • MFD-1012: API Client-Zero GC MF Client additional function with new parameter for minFillAmt
  • MFD-1045: Base Implementation-Standardise delimiter in text logs
  • MFD-1064: EBS AI 61-Support for Local IOC: Logon Request Message
  • MFD-1065: EBS AI 61-Support for Local IOC: Application Logon Response Message
  • MFD-1066: EBS AI 61-Support for Local IOC: Order Submit Request Message
  • MFD-1078: API Client-Improve performance of C# API
  • MFD-1079: EBS AI 61-MaturityDate is not populated in DropCopy message
  • MFD-1109: LMAX-INVALID_MIN_AMOUNT (tag 1089) now supported by feed handler
  • MFD-1111: API Client-Increase Feed and Market pre-allocation size for larger configurations
  • MFD-885: API Client-Add the failed logon attempt logic to all fix feed handlers using original session handler class
  • MFD-889: Base Implementation-Add the failed logon attempt logic to all feed handlers using different session classes

2019.51.WC.A 

  • MFD-1113: CME-Scaling prices corrected on Stop orders

2019.50.WC.A 

  • MFD-1077: CME iLink-Remove MiFIDAlgorithmicOrderFlag flipping requirement from the client and server
  • MFD-1098: CME iLink-Correct latency calculation
  • MFD-940: CME iLink-Implied Liquidity - getFeeds to return instruments from configured exchanges

2019.49.WC.A 

  • MFD-1013: API Client-Java 3.14.0 API - Reduce garbage creation in Order creation
  • MFD-1087: API Client-C# 3.14.0 API - Update Side enum decoding to include MIDPOINT and BOTH
  • MFD-1092: Bloomberg Tradebook-Allow Account/Client ID pass-through on submit order
  • MFD-428: Aggregated Feed Improved feed disconnect detection.
  • MFD-581: Base Build- Improved maker feed subscription/unsubsciption mechanism
  • MFD-945: Base Build-Feed handlers to accept Markets with ID's > 255

2019.48.WC.A

  • MFD-1034: Bloomberg FX<GO>-Complete Merge of Customer Specific to Master
  • MFD-865: Currenex/FXallQT/Bloomberg FX<GO>-Quote Requests with same day trade and settlement dates are no longer rejected by the feed handler
  • MFD-978: Tooling-MDM to optionally only monitor 1 pair on a feed

2019.47.WC.B

  • MFD-1063: CME iLink-Default liquidity book is now direct
  • MFD-1072: CME iLink-Remove invalid timerID messages in syslog to improve performance
  • MFD-1076: CME iLink-UDP packet in one batch and make use of MatchEventIndicator tag

2019.47.WC.A 

  • MFD-1023:  Cürex-Trading: Submit Order
  • MFD-1024:  Cürex-Trading: Order Submitted Message
  • MFD-1025:  Cürex-Trading: Trade Capture Message
  • MFD-1026:  Cürex-Trading: Order Rejected
  • MFD-1027:  Cürex-Trading: Order Done
  • MFD-1028:  Cürex-Trading: Cancel Order
  • MFD-1029:  Cürex-Trading: Order Cancel Replace
  • MFD-1030:  Cürex-Trading: Order Cancel Reject
  • MFD-1031:  Cürex-Trading: Trade Capture Ack
  • MFD-983:  Cürex-Market Data: Security List Request
  • MFD-984:  Cürex-Market Data: Market Data Request
  • MFD-985:  Cürex-Market Data: Request Reject
  • MFD-986:  Cürex-Market Data: Receive Snapshot Full Refresh
  • MFD-987:  Cürex-Market Data: Receive Incremental Refresh
  • MFD-977:  UBS-Full Amount - Add UBS-FA.xml to deployment config

2019.45.WC.A

  • EPIC: Base Implementation-Merge customer specific branch to master Phase 1
  • MFD-1001: 360T-Pass account tag 1 in partyID field of NewOrderMessage
  • MFD-1018: CME iLink-Order Handling Flag: Tag 1031 now mandatory as per venue changes
  • MFD-812: Tooling-Fix internal monitoring tool which is failing on some boxes
  • MFD-869: API Client-Add full support for FastMatch Tape to existing feed handler.

2019.44.WC.C

  • MFD-994: CME iLink-Fix crossed market prices on CME Implied liquidity

2019.44.WC.A

  • MFD-720: ParFX-Trading session status is now an optional message on the market data session

2019.42.XX.A

  • MFD-1048: API Server-Improved CPU Affinity on customer specific build

2019.41.WC.A  

  • MFD-1043: BAMLX-Improve handling of quote cancels.

2019.37.WC.A

  • EPIC: Merge customer specific branch back to master Step 1
  • MFD-1004: Tooling-Auto deploy pretty log printing script to all prod boxes
  • MFD-1019: DBlogger-Minor upgrade to database in customer specific branch
  • MFD-1021: BAML X-Correct parsing of last quote in MassQuote (35=i) containing multiple QuoteSets

2019.36.XX.A

  • MFD-588: Apply CPU Affinity Changes to customer specific version

2019.34.WC.A.1 

  • MFD-423: Reuters Mapi-On receipt of a UserNotification (CB) message reporting "MTM:0", the session now continues to heartbeat rather than disconnect
  • MFD-882: Bloomberg FX<GO> o-Option to pass FIX tag 50 instead of tag 1 in partyID field.

2019.33.WC.A

  • MFD-895: EBS Ultra-Improve TCP/IP disconnect logic
  • MFD-924: EBS Ultra-Publish region on Last-Trade tickers
  • MFD-959: FXall Bankstream-Populate tag QuoteReqID (131)

2019.32.XX.A

  • MFD-921: Prep Customer Specific Branch For Comparison Script
  • MFD-954: Currenex RFQ mm-feed handler crashes after receiving SPOT Quote Requests
  • MFD-627: Software Limit Monitor Correct JPY conversion logic for NOP calc

2019.32.WC.A

  • MFD-872: LMAX-Performance improvement for message store clean up prior to restart
  • MFD-874: LMAX-Improve unit tests to debug detect an unknown message
  • MFD-946: ParFX-Handle venue cancel messages following partial fill
  • MFD-950: Jump-Complete conformance test with the venue
  • MFD-957: Jump-Send ResendRequest (35=2) on sequence number gaps
  • MFD-958: Jump-Stop sending Logon request for trading session with the sequence number 1
  • MFD-963: tooling-Improve unit tests to reset singleton config pointer on TearDown on FastMatch
  • MFD-968: FXall Pricestream-Allow buy/sell perspective to be configurable

2019.31.WC.A

  • MFD-171: Hotspot-addition of non mandatory fields to config
  • MFD-738: Jump-NEW feed Trading: Submit Order
  • MFD-739: Jump-NEW feed Trading: Trade Capture Message
  • MFD-740: Jump-NEW feed Trading: Order Done
  • MFD-741: Jump-NEW feed Trading: Order Rejected
  • MFD-742: Jump-NEW feed Trading: Cancel Order
  • MFD-820: LMAX-Feed handler not setting 264 (depth) correctly compared to config
  • MFD-858: API Server-Remove excessive date rollover messages from logs
  • MFD-913: Currenex ESP MM-Set OrderID=unknown in exec report when order rejected
  • MFD-914: Currenex ESP MM-Set ExecID=Unknown in exec report when order is rejected
  • MFD-915: Currenex ESP MM-Ensure OrdRejReason is sent in exec report when reject
  • MFD-918: Currenex ESP MM-Cancelling all quotes is triggering a logout
  • MFD-920: Jump-NEW feed Clean Session Logout - FH doesnt wait for JLQD response
  • MFD-953: Currenex ESP MM- consolidate fixed defects into 1 commit for QA to test

2019.30.WC.A

  • MFD-899: Currenex ESP MM-full regression testing
  • MFD-907: GTX-Make market depth tag 264 configurable on all builds

2019.29.WC.B

  • MFD-561: Morgan Stanley-feed handler fixes to properly handle ladder shape changes
  • MFD-727: Jump-NEW feed Market Data: List of Securities
  • MFD-728: Jump-NEW feed Market Data: Market Data Request
  • MFD-729: Jump-NEW feed Market Data: Request Reject
  • MFD-730: Jump-NEW feed Market Data: Receive Snapshot
  • MFD-731: Jump-NEW feed Market Data: Receive Incremental Refresh
  • MFD-912: CME iLink-several fixes
  • MFD-923: Fastmatch-full amount ; support trades in market data
  • MFD-929: Reflector: improve integration for Nomura feed handler
  • MFD-932: HotspotI-Unit test improvements
  • MFD-936: Tooling-Fix build process

2019.28.XX.A

  • MFD-909: Bloomberg FX<GO> MM-customer specific change, pass SenderSubID in the trader field
  • MFD-931: HotspotI-Full Amount added to customer specific build

2019.27.WC.A

  • MFD-801: Tooling-auto environment documentation process POC
  • MFD-881: Tooling-collapse branches
  • MFD-904: Fastmatch-Start using 277 four regionalisation (needed for TAPE feed)

2019.26.XX.A

  • MFD-804: GTX MM-MM: fix passing terms ccy correctly in customer specific build
  • MFD-863: API Client-Limits checking for customer specific version
  • MFD-906: GTX MM-MM: Make sure timeout is passed onto to customer in customer specific build

2019.26.WC.A

  • MFD-100: UBS- modify 35=V request to fix which bands published for book
  • MFD-371: GTX MM- MM: Make sure timeout is passed onto to customer in all builds
  • MFD-473: EBS AI 61-issue with the venue cancelling order from a Modify
  • MFD-868: Hotspot Itch-fix price-modify message parsing
  • MFD-893: Saxo-feedfilter not being picked up as onBehalfOfCompID
  • MFD-903: API Client-quote management improved
  • MFD-905: Fastmatch MM- LastTrade timestamp is not correct

2019.25.WC.A

  • MFD-454: New Feed Handler: CME Implied Liquidity

2019.24.XX.A

  • MFD-518: GTX-GTX: market depth tag 264 configurable on GTX: feed handler on customer specific build
  • MFD-631: API Client-OrigClorID sent but ClOrdID not sent
  • MFD-635: GTX-order modification being rejected with INVALID_CANCEL
  • MFD-823: Tooling-Improve version reporting
  • MFD-855: API Client-Remove build dependency on the network drive mount

2019.24.WC.B

  • MFD-127: Hotspot-stop feed handler exit when receiving tag HSFXTradeStatus/7226
  • MFD-382: Tooling-internal MDM app core dumped when EBS Direct starts up
  • MFD-485: EBS Live-FH incorrectly passes exchange best prices with element=LEVE
  • MFD-619: API Server-Send Order Request to Client under edge conditions
  • MFD-796: EBS Ultra-fix random disconnects
  • MFD-864: API Client-Currenex ESP: EXECUTING_FIRM Party ID not sent to client

2019.24.WC.A

  • MFD-875: FXall Order Book-ensure feed handler passes TimeHandler and/or timeExchange and timeHandler in order messages

2019.23.XX.A

  • MFD-370: SLM-Critical error in limit monitoring when two AcceptOrderMessages have the same clOrdID
  • MFD-792: Currenex RFQ mm- Uneven swaps (1 of 8 cases) for customer specific build
  • MFD-809: STP Bridge-customisation - sendSubID in tag 50 when customer trading with themselves

2019.23.WC.A

  • MFD-815: 360T-Fix feed handler crash on unknown instrument
  • MFD-840: API Client-LDAP memory leak resolved
  • MFD-860: Handle the non-consecutive MarketIds for several feeds

2019.22.WC.A

  • MFD-174: Tooling-improve test rig UI
  • MFD-334: Morgan Stanley-Fix MF rejection for Morgan Stanley
  • MFD-352: Hotspot Stream-Subscribe/Unsubscribe market data could cause invalid timer ID
  • MFD-424: FXall Bankstream-connections (35=Z QuoteCancel) logic fixed
  • MFD-523: EBS Ultra-Change log file destination for INFO messages
  • MFD-550: Tooling-Improve log file analysis tools
  • MFD-687: EBS Ultra-OnSefNDFMappings.txt missing mappings
  • MFD-714: Moex-Low level function incorrectly returns false
  • MFD-772: API Client-Add Full Amount as option
  • MFD-816: Hotspot Link RFS MM-Fix edge case causing incorrect quoteID to client
  • MFD-819: DBlogger-Errors logged on start-up of Whisperer
  • MFD-824: API Client-Improve client exit functionality
  • MFD-826: GTX-ER Reject after ER New are ignored
  • MFD-832: Statestreet-States Street: Quote break down missing when numberOfOrders=2
  • MFD-854: API Server-Market Data messages logged in wrong log file
  • MFD-96: Reuters MAPI-Pass CTA messages to client

2019.20.XX.B

  • MFD-798: far leg points in correct on some feeds for customer specific build

2019.20.XX.A

  • MFD-605: Currenex Ouch MM-correct response to INFO instrument request
  • MFD-696: DBlogger-Database failure fixed

2019.19.WC.C

  • MFD-495: LMAX-ensure trade data passed on
  • MFD-578: EBS Select-cancel message not passed back to customer
  • MFD-779: Currenex Now-fix to market data updates

2019.19.WC.B

  • MFD-765: Fastmatch-Add Full Amount as option

2019.19.WC.A

  • MFD-425: Currenex ESP MM- not rejecting multi-level MassQuote messages properly
  • MFD-717: Currenex ESP MM-Correct LMUID treatment
  • MFD-781: Currenex ESP MM-Correct clOrdID for TradeCaptureAck

2019.16.WC.C

  • MFD-295: Currenex ESP MM-Improve session logout
  • MFD-745: HotspotI-Add Full Amount as option to Hotspot

2019.16.WC.A

  • MFD-297: Fastmatch MM-Improve session logout

2019.15.WC.A

  • MFD-543: New feed handler Currenex NR (maker) feed
  • MFD-734: API Client-Update calendar data
  • MFD-788: Tooling-Improve build process

2019.14.WC.C

  • MFD-535: API Client-Implement CPU affinity
  • MFD-732: API Client-Investigate spinning of 2nd thread in feed handlers

2019.14.WC.A

  • MFD-780: FXall Order Book-Add timeHandler and timeExchange fields

2019.13.WC.A

  • MFD-767: 360T-stop shutting down when referencing an unknown quoteReqId

2019.12.WC.B

  • MFD-711: Hotspot Stream-improve handler latency

2019.12.WC.A

  • MFD-233: 360T-stop handler rejecting quote cancellations when there are multiple quotes on a single pair

2019.11.WC.B

  • MFD-469: CME-Improve timeHandler logic
  • MFD-641: EBS AI 61-performance improvement
  • MFD-660: API Client-Batch of historic minor bugs fixed

6.22.0-rc1

  • MFD-715: Bloomberg FX<GO> MM-feed handler shutting down after a server logout

6.21.1-rc1

  • MFD-673: FXall Order Book-Add config option to flip side of orders

6.21.0-rc1

  • MFD-503: ParFX-fix handling of multiple "last traded" updates in a single message

6.20.0-rc1

  • MFD-653: API Client-Security issue resolved on treatment on invalid passwords

6.19.0 - 

  • MFD-598: Incremental update handling on EBS Ultra

6.18.0 - 

  • MFD-641: Currenex NOW Performance

  • MFD-515: Saxo Spec Change - Order Type Change from PQ to Limit

  • MFD-623: Improved login for Integral FH

6.17.0 - 

  • MFD-594: CitiColo - Feed setup differs from standard Citi feed

  • MFD-487: State Street needs to support traderID passthru

6.16.0 -  

  • MFD-616: Incorrect timestamps on CBOE (HotSpot) FX Prints itch MarketData

6.15.0 -   

  • MFD-455 - Create Strong Name for API DLL
  • MFD-474 - HotSpot ITCH Full Amount - CRIT errors captured in whisperer.log for DELETE event
  • MFD-478 - Hotspot full amount FH does not process market data after an empty snapshot
  • MFD-516 - EBS Ultra - where does the timeExchange come from?
  • MFD-573 - Currenex ESP Maker - timeHandler=0 and timeExchange=0 in NewOrderMessage
  • MFD-603 - HotSpot FH restarting repeatedly after configuring for priceModify
  • MFD-181 - NewOrderMessage from EBS Direct MM shows timeExchange=0 and timeHandler=0
  • MFD-323 - SocGen needs to support TraderID passthru
  • MFD-459 - NatWestMarkets needs to support TraderID passthru
  • MFD-488 - UBS needs to support traderID passthru
  • MFD-509 - BAMLX - New FH Required
  • MFD-562 - Currenex FIX ESP Maker - needs to support LMUID passthrough
  • MFD-604 - Hotspot ITCH Mkt Data - Price Modify messages not implemented for Full Amount Flavour
  • MFD-614 - Potential Bug causing WARNs and ERRORs in Feed server logs
  • MFD-480 - Fix issue with compressed file reading
  • MFD-489 - Citi CoLo - Trade feed is not sending heartbeat after a point
  • MFD-491 - Citi CoLo - FH bombards the venue with multiple Logon requests for Trade Session
  • MFD-492 - Citi CoLo - Graceful Logout - Feed handler is not sending Logout requests
  • MFD-565 - Hotspot maker feed sending client incorrect quoteID
  • MFD-387 - Hotspot ITCH Mkt Data - implement Price Modify messages

6.14.0 -  

  • [MFD-422] - ParFX - Security Status messages now correctly returned on client logon.
  • [MFD-311] - RBS - API Server sequence number issues as a result of client disconnects now resolved.
  • [MFD-440] - LMAX professional NY - Sponsoring Firm partyID now passed in TradeCaptureMessage.

6.13.0 -  

  • [MFD-442] - CboeFX ITCH - Filter MktDataMesage events for entries that were created and deleted in the same venue message.
  • [MFD-416] - JPMorgan - Remove VWAP Price Improvement support.
  • [MFD-434] - MOEX Market Data - Optimise usage of OLS_A/B (Snapshot/Recovery) channels
  • [MFD-421] - MOEX Market Data - Honour venue's batching of incremental updates, rather than fragment.
  • [MFD-350] - MOEX Market Data - Increase buffer size.
  • [MFD-77] - GTX Maker - Improve session logout

6.12.0 - 

  • [MFD-327] - Currenex_NOW - Market Data Feed Handler now available

  • [MFD-383] - Cboe FX ITCH - Full Amount Market Data feed book representation improvements.
  • [MFD-407] - Integral - TimeInForce of 'Day' now supported
  • [MFD-298] - FXall Orderbook/Bankstream Maker - FH now always disconnects cleanly from Venue
  • [MFD-400] - Internal - LDAP authentication issues resolved
  • [MFD-421] - MOEX Market Data - Correct message ordering now ensured
  • [MFD-434] - MOEX Market Data - Correct handling of batched snapshots during recovery

6.11.0 - 

  • [MFD-86] - EBS-AI - UAT-only disconnects resolved.
  • [MFD-341] - Fastmatch - 'Zero maxShow' orders now properly supported.
  • [MFD-379] - MF SBE3 - Corvil decoder required a MarketDefinition encoding correction.
  • [MFD-404] - ReutersMAPI - Spot CNHRUB (MF Market ID 2083) now correctly subscribes to CNHRUBTOM=

6.10.0 - 

  • [MFD-380] - Internal - Maker MassQuote Timestamp changes to support latency monitor improvements
  • [MFD-280] - Morgan Stanley - FH now always disconnects cleanly from Venue
  • [MFD-372] - LMAX - Digital Cryptocurrencies now supported
  • [MFD-282] - FXAll OrderBook - Populate SettlDate in MassQuote message

6.9.0 - 

  • [MFD-19] - EBS Ultra - Introduction of UDP Line Arbitrage support
  • [MFD-167] - EBS Ultra - Support for NDF Instrument market data
  • [MFD-168] - EBS Ultra - Provision of regionalised liquidity feeds (TY/LN/NY)
  • [MFD-337] - EBS Direct - FullAmount Pricing issue resolved.
  • [MFD-89] - CBOE FX ITCH Market Data - introduction of support for Ticker messages including Amount
  • [MFD-212] - CME MDP3 - Phased/mandatory rollout of 9dp Pricing
  • [MFD-349] - CME MDP3 - Use scaling factory provided by CME to publish prices
  • [MFD-331] - CME iLink - FIX tag 9702 (CTI Code) now configurable on Trading connection
  • [MFD-244] - ABN AMRO Clearing Bank - CME/MiFID II | Reporting enhancements
  • [MFD-335] - Reuters MAPI - Ability to handle continuity gaps in marketID
  • [MFD-75] - Reuters SBE - Ability to handle continuity gaps in marketID (for XTS currency pairs in UAT)
  • [MFD-78] - Reuters SBE - LAST_TRADE side now matches other feeds
  • [MFD-284] - SEB - MarketDatamessage now delivers individual order sizes in components
  • [MFD-307] - Integral Maker - FH now always disconnects cleanly from Venue
  • [MFD-260] - 360T SuperSonic Maker - FH now always disconnects cleanly from Venue
  • [MFD-180] - Hotspot Maker - FH now always disconnects cleanly from Venue
  • [MFD-87] - Internal - Grafana MarketData latency monitor improvements
  • [MFD-227] - ParFX - Per instrument pricing halt now delivered via SBE3

6.8.0 - Withheld

  • N/A

6.7.0 - Withheld

  • N/A

6.6.1 - 

  • [MFD-212] - support of 9dp pricing, as will be rolled out by CME for select instruments
  • [MFD-234] [MFD-325] [MFD-158] - Enhancements to improve resilience of CME market data delivery
  • [MFD-284] - Correction of delivery of SEB ladder prices

6.6.0 - 

  • MFD-201] - SEB support of Trader ID passthru
  • [MFD-85] - Ensure we accept explicitly empty repeating groups (NoXXX = 0) in inbound FIX messages
  • [MFD-257] - Correction to handling of time stamp for MOEX - Full fix
  • [MFD-76] - GTX handler should clear the book on market data session disconnect
  • [MFD-81] - FXall OrderBook FH should send QuoteRequestReject for requests rejected by the Maker
  • [MFD-125] - Maker - FXall Orderbook FH to support Indicative/Tradeable pricing.
  • [MFD-131] - Maker - FXall Orderbook FH to map SettlementDate in NewOrderMessage and Accept/RejectOrderMessage
  • [MFD-105] - ResendRequest erroneously populates BeginSeqNo[7]=0 for UBS FH
  • [MFD-149] - Ensure Integral Maker FH always disconnects cleanly from Venue

6.5.4 -  

  • [MFD-166] - Cboe FX - Additionally support NoContraBrokers = 2 on ExecutionReport
  • [MFD-198] - MiFID2 trade audit report support for ABN Amro
  • [MFD-155] - Correction to Populate Tag64 in New Order Single - Date is incorrect for JPMorgan.
  • [MFD-104] - Correction to Currenex Maker passing wrong quoteID
  • [MFD-118] - TradeCapture errors generated on EBS-AI disconnected with orders outstanding
  • [MFD-169] - Correction to handling of LMAX MinAmount validation
  • [MFD-189] - Ability for Currenex to handle continuity gaps in marketID
  • [MFD-190] - Ability for FastMatch to handle continuity gaps in marketID
  • [MFD-197] - Support for HSBC tradingAccount on user / feedsFilter level added
  • [MFD-93] - Support for FXSpotStream tradingAccount on user / feedsFilter level added
  • [MFD-191] - Deutsche - TraderId passthru:  Party blocks is not generated when onBehalfOfCompId present
  • [MFD-221] - NoContraBroker block in TradeCaptureMessage has Tag Id "375" instead of field name "ContraBroker"
  • [MFD-235] - HSBC - prevent empty tag 50 (senderSubId) in market data request
  • [MFD-74] - Correction to handling of time stamp for MOEX - Partial fix

6.4.0 -  

  • [MFD-17] - NatWest Markets - MDEntryPositionNo now specified in NewOrderSingle
  • [MFD-30] - BAML - Tag50 usage not compliant with spec
  • [MFD-82] - Update Currenex Feed to handle multiple Market Data Sessions in UAT
  • [MFD-186] - HSBC - erroneous empty tag 50 (senderSubId) in new order single
  • [MFD-196] - AutoCert+ CME Globex API Secure Logon - formal certification.

6.3.0 -  

  • [MFD-72] - StandardChartered support of Trader ID passthru
  • [MFD-73] - BAML support of Trader ID passthru
  • [MFD-70] - Trader Tag Pass-Through  resolution
  • [MFD-25] - Change ReutersSBE logging from INFO to TRACE
  • [MFD-68] - StandardChartered - date of the trade instead of the trade date in TradeCaptureMessage
  • [MFD-75] - Reuters SBE feed 323 stability issue
  • [MFD-78] - LAST_TRADE price entries on Reuters SBE are the opposite side compared to other feeds
  • [MFD-81] - FXAllOrderBookMakerPricingAdapter.cpp fix to send correct pricing messages
  • [MFD-84] - Use clients’ settlement date and rate for STP Booking
  • [MFD-69] - MFAPI Sample Makefile for linux C++ compiler & linker errors/warnings resolved

6.2.0 -  

  • [MFD-57] - CS support of Trader ID passthru
  • [MFD-58] - HSBC support of Trader ID passthru
  • [MFD-59] - GoldmanSachs support of Trader ID passthru
  • [MFD-60] - MorganStanley support of Trader ID passthru
  • [MFD-61] - BARX support of Trader ID passthru
  • [MFD-62] - DeutscheRAPID support of Trader ID passthru
  • [MFD-63] - CME Globex iLink  API Secure Logon
  • [MFD-65] - Jefferies - FIX API now available
  • [MFD-66] - JPMorgan support of Trader ID passthru

6.1.0 -  

  • [MFD-18] - JPM feed -  populateTag 64 in New Order Single

  • [MFD-21] - Reuters MAPI HeartBeating during incorrect password attempts

  • [MFD-22] - Logon issue on Reuters MAPI feed resolved

  • [MFD-26] - Morgan Stanley feedsupport of multiple-account handling

  • [MFD-28] - Cboe FX- huge market Data Volume

  • [MFD-38] - Cboe FX request market data one symbol at a time - performance improvement

  • [MFD-42] - collection of high priority issues with the Integral feed handler

  • [MFD-49] - MarketFactory  Feed Handlers configurable to operate with Reflector

  • [MFD-53] - CME Market Order get rejected internally.
  • [MFD-55] - JPM Forwards Settlement Date is not set

  • [MFD-71] - Citi FH support of Trader ID passthru

  • [MFD-20] - INVALID_MIN_AMOUNT rejects on LMAX Interbank

  • [MFD-23] - Aggfeed does not connect and subscribe to participating feeds unless it is restarted

  • [MFD-24] - Update of ReutersSBE feed handler to SBE Market Data Interface Specification v1.6

  • [MFD-27] - Reuters MAPI feed -  graceful session logout

  • [MFD-29] - Cboe FX Summary Depth feed stability

  • [MFD-31] - Fast Match - use Tag 9300 as Counterparty ID, not 375.

  • [MFD-32] - Reuters MAPI - ensuring HeartBeat before Session logon (35=BE)

  • [MFD-33] - IOC TIF is rejected on SEB feed handler

  • [MFD-34] - Fix reject on incorrect quantity on NDFs with proper precision

  • [MFD-37] - Fix for - Cboe FX Summary Depth Feed Only Sends MD Requests for USD/JPY (marketID=1)

  • [MFD-39] - Fix for - Mishandled MarketData Update on Cboe FX ITCH

  • [MFD-40] - Rename Fixspec for 360T Handler
  • [MFD-45] - log-print aborts

  • [MFD-46] - MarketDataMonitor stability

  • [MFD-47] - State Street Feed - correct issue with  OrderRejectedMessage

  • [MFD-50] - SBE Wrapper correct support of Venue rejections

  • [MFD-51] - Goldman Sachs Handler - Pass Account Configured in Feeds Filter

  • [MFD-52] - SBE API Edgewater feed - fix of  ReadyToTrade security status issueon

  • [MFD-54] - 360T feed handler tag 50 added to new order single

  • [MFD-56] - Incorrect settldate even though our calendar was correct (CNH vs CNY)

  • [MFD-36] - Fix to correct parsing of EBS Ai messages

  • [MFD-41] - Latency improvements for Maker feeds in Whisperer

  • [MFD-44] - Integral sends OrigClOrdID in the order cancels they originate, causing issues.
  • [MFD-48] - OrderMgr should expect TradeCapture even after order's cancellation


  • No labels

© 2025 MarketFactory, Inc. All rights reserved.