New APIs:

  • None

Functional changes:

  • [FXMF-10793] - barx - Added regulatory fields in NoLegRegulatoryFields group in ExecutionReport.
  • [FXMF-10796] - hsbc_fx_mds - Added MiFID-specific regulatory fields in NoBodyRegulatoryFields group in ExecutionReport.
  • [FXMF-10800] - rbc_trading - Added MiFID-specific regulatory fields in NoBodyRegulatoryFields group in ExecutionReport.
  • [FXMF-10802] - t360_tex - Added regulatory fields in NoPartyIDs, NoAllocRegulatoryFields, NoLegRegulatoryFields group in ExecutionReport.
  • [FXMF-11035] - fxall_activetrading - LegAvgPx in ExecutionReport will be null instead of 0 when ExecType Trade or Cancelled.
  • [FXMF-11092] - ubs_algo - Order amendments for ORCA DIRECT are handled correctly.
  • [FXMF-11104] - ubs_algo - LastSpotRate published for PendingCancels in ExecutionReports.
  • [FXMF-11093] - autobahnfx_algo - Order amendments for ICEBERG are handled correctly.

Other changes:

New APIs:

  • None

Functional changes:

  • [FXMF-10959] - Schema - Whisperer Enterprise Schema upgraded to v19457.
  • [FXMF-10794] - bgc_midfx -  CFICode is published in ExecutionReport BodyPassthruFields.
  • [FXMF-10798] - jpmorgan_fx - Support for MiFID specific fields in ExecutionReport and NewOrderMultileg.
  • [FXMF-11032, FXMF-11039, FXMF-11041, FXMF-11055] - fastmatch_autoex, saxo_direct, statestreet_efx, broadridge_orders - LegAvgPx in ExecutionReport will be null instead of 0 when ExecType Trade or Cancelled.
  • [FXMF-11056] - ebs_market_mdp3_sbe - NumberOfOrders will be null instead of 0 in MarketDataIncrementalRefresh.
  • [FXMF-11079] - ubs_algo - Change to handle venue ExecutionReport with OrderStatus PendingCancel or PendingReplace.

Other changes:

  • NONE

New APIs:

  • None

Functional changes:

  • [FXMF-11076] - standardchartered_s2bx - QuoteID handled correctly to avoid order rejection from the venue.
  • [FXMF-11075] - exchange24 - Change to prevent synthetic PendingCancel ExecutionReport triggering for  IOC orders.
  • [FXMF-10792] - baml - Time of execution published as TransactTime in ExecutionReport and removed from BodyPassthruFields.
  • [FXMF-10795] - fxspotstream - Regulatory field normalisation - Changes to publish MiFIDSizeSpecificWaiver, MiFIDSizeSpecificDeferral , and MiFIDExemptedDueToESCBPolicyTransaction in ExecutionReport BodyRegulatoryFields
  • [FXMF-10677] - fastmatch_autoex, cboefx_fixproxy, hsbc_fx_mds, t360_tex, t360_gtx - USI/UTI Normalisation - Change to split UTI/ RegulatoryTradeID into LegEMIRUTIPrefix (LEI of the venue) and LegEMIRUTI (unique TradeID).

Other changes:

  • NONE

New APIs:

  • None

Functional changes:

  • [FXMF-11045] - ubs_algo - Supports PendingCancel and PendingReplace order statuses on OrderCancelReject.
  • [FXMF-10734] - exchange24 - Supports swap pricing on the CLOB session.
  • [FXMF-10900] - ebs_market_ilink3_sbe, cme_stp - FXSpot+ CME STP Reconciliation.
  • [FXMF-10801] - standardchartered_s2bx - Support for regulatory fields in ExecutionReport and MassQuote.

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11029] - bnpparibas_efx_streaming - Text received from venue will be passed on to client in ExecutionReport Text.
  • [FXMF-10952] - hsbc_fx_mds - LegSEFUSIPrefix now contains the full LEI, where as it previously contained the first 10 characters of the LEI. LegSEFUSI contains the TradeID where as previously this contained the Last 10 char LEI plus TradeID.
  • [FXMF-10981] - exchange24 - BidSpotRate and OfferSpotRate will be null instead of zero in MassQuote when not applicable.
  • [FXMF-10994] - ubs_fx2b - LegAvgPx will be null instead of zero in ExecutionReport when not applicable.
  • [FXMF-11017] - edgewater_markets - LegAvgPx will be null instead of zero in ExecutionReport when not applicable.

Other changes:

  • None

New APIs:

Functional changes:

  • [FXMF-11018] enable price MUX in prod.
  • [FXMF-10988] Price MUX - Don't publish erroneous/empty LateJoin snapshots.
  • [FXMF-10811] - baml - IMM Tenor correction. Previously mapped to Monthly IMM tenors instead of Quarterly.

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • None

Other changes:

  • [FXMF-10995] - Internal configuration management tooling changes. 

New APIs:

  • None

Functional changes:

  • [FXMF-10842] - jpmorgan_fx - Change to disseminate MidPrice as an MDEntry in MarketDataIncrementalRefresh instead of a BodyPasthruField.
  • [FXMF-10905] - cme_mdp3_sbe_udp, ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - Change to publish MarketDataIncrementalRefresh with NoMDEntries = 1 and MDEntryType = EmptyBook for empty MarketDataSnapshotFullRefresh from the venue.
  • [FXMF-10969] - fxspotstream - LastSpotRate consistently populated in ExecutionReport for ESP VWAP Orders.
  • [FXMF-10972] - t360_tex - UTI Normalisation - Change to split UTI/ RegulatoryTradeID into LegEMIRUTIPrefix (LEI of the venue) and LegEMIRUTI (unique TradeID).
  • [FXMF-10974] - cme_stp - Change to prevent the gateway from sending duplicate drop copy subscriptions to the venue.
  • [FXMF-10977] - cme_stp - Updated drop copy resubscription logic during venue internal error scenario.
  • [FXMF-10979] - cme_mdp3_sbe_udp, ebs_market_mdp3_sbe_udp, edgewater_maker - Price MUX - Interim change to handle missing NoHop group in SecurityStatus.

Other changes:

  • None

New APIs:

Functional changes:

  • [FXMF-10545] - t360_tex_maker - NDFs from 360T with prespot and spot SettlDate will now have LegSecurityType as NDF instead of FWD.
  • [FXMF-10398] - fxspotstream - MassQuote now has HasExtendedBidFields/HasExtendedOfferFields groups populated as per the QuoteType.
  • [FXMF-10709] - xenfin_liquiditypool - NoOfSecSizes correctly populated in MarketDataIncrementalRefresh when MDUpdateAction is New.
  • [FXMF-10737] - edgewater_markets - LegSettlCurrency populated in HasLegNDFFields group. 
  • [FXMF-10776] - t360_tex - LegSettlDate in QuoteRequest is correctly asserted if populated for standard tenors.
  • [FXMF-9784] - lmax - Added NDF support.

Other changes:

  • None