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New APIs:

[FXMF-9575] - bnymellon_esp

Functional changes:

[FXMF-9825] - cboefx_bookfeed , cboefx_itch , cboefx_fixproxy - UPI/ RTN regulatory values now passed on by Whisperer.
[FXMF-9818] - bloomberg_fxgo_maker - UPI/ RTN regulatory values can be optionally passed on by Whisperer in UAT. Please contact TOPS to enable it on your Sessions. NOTE: We are still awaiting certification to enable in PROD.
[FXMF-9759] - baml - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.
[FXMF-9810] - bgc_midfx - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.

New APIs:

[FXMF-9119] - currenex_esp_maker

Functional changes:

[FXMF-9758] - cboefx_bookfeed , cboefx_itch , cboefx_fixproxy - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.

Other changes:

[FXMF-657] - all venues - Whisperer API release to SBE Schema v18945, FIX Protocol v18945.

Functional changes:

[FXMF-9763] - refinitiv_matching_eta - Sequence numbers are now correct in venue messages.
[FXMF-9757] - t360_tex_maker - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.

Other changes:

NONE

New APIs:

[FXMF-675] - fxall_activetrading_maker

Functional changes:

[FXMF-9747] - refinitiv_matching_eta - TradeTicker conflation edge case now supported.
[FXMF-9752] - t360_supersonic_maker - Ensure venue-omission of SpotRatePrecision in MarketDataRequest is supported .

Other changes:

NONE

Functional changes:

[FXMF-9969] - ebs_market_mdp3_sbe , ebs_market_mdp3_sbe_udp , and ebs_market_ilink3_sbe - EBS Market Compliance Change - Conditional Price Increments.

Other changes:

NONE

Functional changes:

[FXMF-9703] - cme_mdp3_sbe_udp - Fixed unexpected ErrorReports when New Securities were received.
[FXMF-9727] - cme_mdp3_sbe_udp - TradingReferencePrice added to SecurityStatus BodyPassthru.
[FXMF-9507] - exchange24 - New ExecID format. Please refer to 2023-10-30 - exchange24 - ExecID Update for more details.
[FXMF-9701] - refinitiv_matching_eta - Fixed spurious crash when logging off.
[FXMF-9243] - cboefx_fixproxy - OEOID supported through PartyRole OrderOriginationTrader. Please refer to 2023-12-15 - CboeFx - Cboe SEF Authorized Trader Requirement for more details.

Other changes:

NONE

Functional changes:

[FXMF-9651] - fastmatch_stream_maker - Clients now receive ExecutionAck with status Accepted for the Rejected ExecutionReport.

Other changes:

NONE

Functional changes:

[FXMF-9525] - currenex_itch - UDP gateway did not reconnect after message-gap was detected

Other changes:

[FXMF-9656] - refinitiv_matching_eta - enabled for Prod.

Functional changes:

[FXMF-9624] - currenex_now_itch - Corrected MDEntryTime and HopSendingTime timestamp during date-roll.
[FXMF-9613] - t360_supersonic_maker - OrderQty and AvgPx now populated in Rejected ExecutionReport published to venue.
[FXMF-4558] - creditsuisse_ser - Improved gateway handling client Heartbeatwhen TradingSessionStatus is not open.
[FXMF-8116] - ebs_market_ilink3_sbe - Client documentation updated with Order matching and Reconciliation section.

Other changes:

NONE

Functional changes:

[FXMF-9474] - refinitiv_matching_eta - client UserRequest(LogOffUser) correctly now disconnects venue.
[FXMF-9480] - refinitiv_matching_eta - LoginStatus (rejection) result sent correctly to client.

Other changes:

NONE

Functional changes:

[FXMF-9206] - fxall_quicktrade_maker - Transactime will take into account the Date Roll and show UTCTimestamp correctly.

Other changes:

NONE

Functional changes:

[FXMF-4586] - jpmorgan_fx - ESP Support for NDF Fixing Sources
[FXMF-9479] - refinitiv_mapi - Improve Trading Session Status notification message.
[FXMF-9449] - refinitiv_matching_eta - gateway shutdown whilst client connected to venue now correct
[FXMF-9452] - refinitiv_matching_eta - refinitiv_matching_eta - MAPI token retrieval performed on UserRequest(logOnVenue) instead of startup
[FXMF-9518] - refinitiv_matching_eta - Clean up formatting of Qtys
[FXMF-9534] - precision_algo - PegOffset and PegFloorFloatingPoints Strategy Parameters to be Int, not PriceOffset
[FXMF-9512] - precision_algo - support Expired OrdStatus
[FXMF-8177] - barx - deliver QuoteCancel to client on withdrawal of last underlying by venue.

Other changes:

NONE

Functional changes:

[FXMF-9498] - refinitiv_mapi - ExecutionReport updated to retain PartiallyFilled/Filled OrdStatus .
[FXMF-9484] - exchange24 - Update ExecID and ExecutingFirmLEI PartyRole in ExecutionReport. Please refer to 2023-10-30 - exchange24 - ExecID Update for more details.

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 LegLeavesQtyon 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 HopSendingTimepublished to the client in the MarketDataIncrementalRefresh message that could occur when co-located with venue.
[FXMF-8314] - edgewater_markets - OrigSendingTime i s 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.