Functional changes:

  • [FXMF-8368] - nomura_esp - NDF product supported.
  • [FXMF-8453] - cboefx_fixproxy - MidPricedPeg support for pegged orders.


Functional changes:

  • [FXMF-8512] - broadridge_orders  - Enable MX flow
  • [FXMF-8449] - edgewater_orders   - Handle unknown SecurityTypes in the venue securityList.
  • [FXMF-4626] - edgewater_orders   - Cache management refined to ensure no stale cache remain.
  • [FXMF-8554] - currenex_ouch         - gateway reflects the session state changes correctly during initial logon.


Other Changes

  • [FXMF-8515] - cboefx_itch - MarketDataIncrementalRefresh messages now correctly support OrderQty only changes


Other Changes

  • [FXMF-8027] - broadridge_orders - Sign off for ASX, Eurex, ICE Markets.


Other Changes

  • [FXMF-8430] - cboefx - Full API coverage Signed off by venue.
  • [FXMF-8503] - fxall_quicktrade_maker - Support for 2Y tenor corrected.
  • [FXMF-8415] - fxall_quicktrade_maker - CFTC Rule Re-Write changes verified.


Other Changes

  • [FXMF-4507] - nomura_esp - Notify client with Trading Session Status Halted.
  • [FXMF-8289] - creditsuisse_ser- Notify client when Trading Session Status is not open.
  • [FXMF-8288] - t360_tex_maker- CFTC Rule Re-Write.
  • [FXMF-8450] - baml- CFTC Change - NonSEF trade ExecReports to echo regulatory values from client NewOrder.


New APIs

  • [FXMF-7967] - broadridge_orders - UAT only release
  • [FXMF-678]   - rbc_trading

Other Changes

Venues are enforcing CFTC Rule Re-Write changes with deadline of 2022-12-05.

MarketFactory has implemented these changes for below listed venues. 

  • [FXMF-8373] - currenex_rfs_maker - Regulatory Trade ID updates for SwapEx from USI to UTI.
  • [FXMF-7927] - bloomberg_fxgo_maker - Mandatory UTI Changes.
  • [FXMF-8289] - baml - CFTC Rule Re-Write.


Other Changes

  • [FXMF-7876] - barx - NDF enhancements in BARX API cloned by Lucera.



New APIs

  • [FXMF-638] - exchange24
  • [FXMF-690] - fastmatch_stream_maker



Other Changes

  • [FXMF-8317] - ebs_market_mdp3_sbe_udp and cme_mdp3_sbe_udp - filter incremental refresh messages for instruments with no snapshot.
  • [FXMF-5133] - all venues - Logout response from Gateway to Client now includes explanatory text: "Client requested Logout." or "Client logged out during synchronisation."
  • [FXMF-8256] - all venues - UserNotification to client now includes text from Venue logout notification, where available.


Other Changes

  • [FXMF-900] - all venues - BusinessMessageReject/Reject messages from venue to be sent as BusinessMessageReject to client, if configured. Please refer to Error Handling for details.
  • [FXMF-8243] - all venues - gateway validation of inbound client messages now trigger BusinessMessageReject to client instead of ErrorReport, if configured.
  • [FXMF-8279] - currenex_itch - Improved session level message sequence number management.
  • [FXMF-8284] - cme_mdp3_sbe_udp - Unsubscribe successfully on CME.


Other Changes

  • [FXMF-8267] - bloomberg_fxgo_maker - ExecutingFirm PartyRole validation is removed for XOFF Deals in ExecutionReport.

    As part of this change the additional validation introduced as part of 2022.08.18.WE is updated to:

    • ExecutingFirm is required by this venue for MiFID/SEF/MAS and optional for XOFF.
    • ExecutingFirmLEI is required by this venue for MiFID/SEF/MAS and optional for XOFF.
    • ExecutingUnitLocation is required by this venue for MiFID.
    • ReportingEntity is required by this venue for SEF.


  • [FXMF-8234] - citi_colo - PendingNew ExecutionReport to include LegPrice.


Other Changes

  • [FXMF-8185] - t360_supersonic_maker, t360_tex_maker  - Include RefTagID in Reject message.
  • [FXMF-8233] - bloomberg_fxgo_maker - Double TestRequest dependency for venue session open is now obsolete.


Other Changes

  • [FXMF-8202] - cboefx_itch - Populate HopSendingTime + publish MDEntryTime with local time.

  • [FXMF-8209] - bloomberg_fxgo_maker - Allow arbitrary ordering of PartyIDs in ExecutionReport.

    As part of this change there is additional validation to ensure correct population of regulatory fields mandated by the Bloomberg API:

    • ExecutingFirm is required for this venue.
    • ExecutingFirmLEI is required by this venue for MiFID/SEF/MAS.
    • ExecutingUnitLocation is required by this venue for MiFID.
    • ReportingEntity is required by this venue for SEF.


  • [FXMF-8097] - barx - QuoteID published in MassQuote.
  • [FXMF-8098] - xtx_euthenia- QuoteID published in MassQuote.


Other Changes

  • [FXMF-8133] - ebs_market_mdp3_sbe and ebs_market_mdp3_sbe_udp - SecurityStatus published with LegMiFIDISIN in BodyPassThru for MTF NDFs.
  • [FXMF-8135] - ebs_market_ilink3_sbe - ExecutionReport published with LegMiFIDISIN in LegRegulatoryFields for MTF NDFs.
  • [FXMF-7890] - ebs_market_ilink3_sbe - SecurityExchange of instrument sent as PartyRole ExecutionVenue.
  • [FXMF-8117] - fastmatch - Allocation details populated on cancels.


Other Changes

  • [FXMF-7947] - ubs_fx2b - Indicative prices published for 0 Qty price updates
  • [FXMF-1152] - bloomberg_fxgo_maker - Venue QuoteCancel is now mapped to Client BusinessMessageReject for RFS
  • [FXMF-8095] - cboefx_itch - MDSecSize updated when NoOfSecSizes populated
  • [FXMF-8102] - currenex_itch - MDSecSize updated when NoOfSecSizes populated
  • [FXMF-8103] - cboefx_itch - SelfMatchIndicator processing enhancement
  • [FXMF-8104] - Fastmatch - LpRejCount added as a passthru field in ExecutionReport
  • [FXMF-4940] - BAML - Logout to client published promptly


New APIs

  • cme_mdp3_sbe_udp

Other Changes

  • [FXMF-7988] - fxall_quicktrade_maker - To publish correct one-way buy side quotes that are tradeable in FXAll UI
  • [FXMF-8049] - t360_tex_maker - Support for new tenors added in GUI v.4.15
  • [FXMF-7840] - barx - Synthetic ExecReport to publish correct allocation details
  • [FXMF-1570] - all venues - Improved global validation for LegSettlType
  • [FXMF-7837] - ebs_market_ilink3 - Integration with reference data rest api to download instrument info


Other Changes

  • [FXMF-7891] - ebs_market_mdp3_sbe - SecurityStatus message published with SecurityExchange info in BodyPassThru
  • [FXMF-7892] - ebs_market_mdp3_sbe_udp - SecurityStatus message published with SecurityExchange info in BodyPassThru
  • [FXMF-7889] - bloomberg_fxgo_maker - obsolete fields removed as per spec v.5.0


Other Changes

  • [FXMF-7834] - ebs_market_mdp3_sbe_udp - improved EBS Ultra UDP session recovery logic
  • [FXMF-7723] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - ensure consistency across TCP and UDP for BodyPassthru fields
  • [FXMF-1054] - bloomberg_fxgo_maker - Process QuoteRequest received before session open


New APIs

  • cboefx_itch
  • fxspotstream_midmatch

Other Changes

  • [FXMF-7722] - ebs_market_mdp3_sbe_udp - Handle EOM tenors
  • [FXMF-7817] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - SecurityTradingStatus corrected to ReadyToTrade after date roll in SecurityStatus message


Other Changes

  • [FXMF-1061] - ebs_market_mdp3_sbe_udp - ensure UserNotification to UserRequest when unable to connect  
  • [FXMF-7725] - ebs_market_mdp3_sbe_udp - address message error on expired NDF
  • [FXMF-7702] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - correctly handle security status for expired EOM Instruments 
  • [FXMF-7792] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - correctly handle early USD/PHP trade date roll
  • [FXMF-7812] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - U2 generated for USD/PHP date roll


Other Changes

  • [FXMF-7703] - currenex_itch - IntraDay SecurityTradingStatus should be ValueDateRoll, not ReadyToTrade
  • [FXMF-7759] - currenex_itch - Unable to write field with no encoded value: Input/output error
  • [FXMF-7796] - fastmatch_autoex - NoBodyPassthruFields is incorrect on fastmatch_autoex
  • [FXMF-7797] - fastmatch_autoex - ContraBroker is not passed to client from fastmatch_autoex ExecutionReport


New APIs

  • currenex_itch

Other Changes

  • FXMF-1194 fxspotstream v1.5.2 Mandatory changes - due Q2 2022

  • FXMF-7700 ebs_market_mdp3_sbe fix message processing failure on expired NDF

  • FXMF-4948 ebs_market_mdp3_sbe ensure Ack to UserRequest when unable to connect


Other Changes

  • FXMF-7652 ebs_market_mdp3_sbe_udp Improve SecurityStatus SettlDate processing (UDP)
  • FXMF-7664 ebs_market_mdp3_sbe_udp Ensure MarketDataIncrementalRefresh messages are iterated correctly
  • FXMF-7659 creditsuisse_ser Ensure QuoteResponse terminates correct subscriptions.


New APIs

  • autobahnfx_rapid

Other Changes

  • FXMF-5057 all venues - abbreviated formatting of TestReqIDs
  • FXMF-7637 ebs_market_mdp3_sbe - improve SecurityStatus SettlDate processing (TCP)
  • FXMF-1052 ebs_market_mdp3_sbe_udp - improved support for Instrument deletion
  • FXMF-1059 ebs_market_mdp3_sbe_udp - Ensure MarketDataIncrementalRefresh messages are iterated correctly
  • FXMF-4948 ebs_market_mdp3_sbe_udp - Ack to UserRequest when unable to connect
  • FXMF-4947 ebs_market_mdp3_sbe_udp - Handle missed ChannelReset messages
  • FXMF-4942 ebs_market_mdp3_sbe_udp - Don't send spurious EndMarker
  • FXMF-4954 ebs_market_mdp3_sbe_udp- Ensure Channel Ready events are always delivered
  • FXMF-1050 fidessa_orders - dictionary changes to support May 2022 API


Other Changes

  • VEN-1977 - fidessa_orders - Dictionary updates as per Fidessa release v2022.3.
  • VEN-1947 - lucera_lumefx - Report EmptyBook correctly. 
  • VEN-1949 - ebs_market_mdp3_sbe - SecurityStatus now correctly reset after UserRequest.


Other Changes

  • VEN-1942 - fxall_quicktrade_maker - Improve TCPI handling of QuoteCancel message
  • VEN-1935 - edgewater_markets - Ensure that the first MarketDataIncremental never contains deletes


New APIs

  • VEN-990 - fxall_quicktrade_maker upgraded to ensure uniformity with other gateways.


Other Changes

  • VEN-838 - ebs_market_mdp3_sbe_udp now enabled for Prod
  • PHNX-2967 - ebs_market_mdp3_sbe_udp: Ensure stale snapshot is not published in initial update after subscription.


Other Changes

  • VEN-910 - hsbc_fx_mds: Venue is now made available for PROD after conformance sign-off.


Other Changes

  • VEN-1898 - ebs_market_mdp3_sbe_udp: handle null TradeDate & SecurityTradingStatus (venue error observed after w/e restart).
  • VEN-1874 - lucera_lumefx: fix to populate ordType in ExecutionReport as venues does not provide OrdType.


Other Changes

  • VEN-945 - natwest_markets now enabled for Prod
  • VEN-1828 - ebs_market_ilink3_sbe - OrderOriginationFirm no longer required.
  • VEN-1830 - ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - HopSendingTime & HopRefID now populated with UDP/TCP packet sending time & sequence number. MDSubFeedType contains A/B Feed ID for UDP session.
  • VEN-1835 - ebs_market_ilink3_sbe - production security IDs now supported.


New APIs

  • lucera_lumefx (for FenicsFX)
  • curex_orders (includes peer-to-peer)
  • ebs_market_mdp3_sbe_udp (UAT only) - CME EBS Ultra.

Other Changes

  • VEN-1025 - ubs_fx2b now enabled for Prod
  • VEN-898 - fxall_activetrading, lmax - EndMarker now published on market data session.


Other Changes

  • PHNX-2906 - allow scalable processes to share an isolated CPU core.
  • PHNX-2904 - minimise contention between processes.