New APIs:

  • None

Functional changes:

  • [FXMF-11960] - All venues - Introduced a translator property to make PegOffsetType global validation in NewOrderMultileg and OrderCancelReplaceRequest optional.

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11913] -shared_subscriptions - Cancel on Disconnect unsubscriptions now work correctly against t360_gtx. 


Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11926] - t360_tex_maker - NoPartyIDs group count corrected. 

  • [FXMF-11847] - fxspotstream - Updated adapter to latest spec v1.5.12.

  • [FXMF-11676] - fxspotstream - Bids and Offers are now in separate NoQuoteEntries in ESP MassQuotes.

Other changes:

  • None

New APIs:

  • None

Functional changes:

Other changes:

  • None

New APIs:

  • None

Functional changes:

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11494] - autobahnfx_rapid, hsbc_fx_mds, gsfx, xtx_euthenia, lucera_lumefx - ForwardPoints corrected to represent in arithmetic instead of pips in MassQuote and ExecutionReport messages.
  • [FXMF-11862] - lseg_fxall_maker - Renamed from lseg_fxall_rfq_maker to lseg_fxall_maker.
  • [FXMF-4621] - all_venues - Normalise LegAllocQty in the ExecutionReport for all the OrdStatus

  • [FXMF-11780] - lucera_lumefx - PartyRole ExecutingVenue added to ExecutionReport.

  • [FXMF-11823] - lucera_lumefx - PartyRole ExecutingFirm added to ExecutionReport.

Other changes:

New APIs:

Functional changes:

  • [FXMF-11805] - fxspotstream - Corrected issue that prevented hitting RFS BankBasket MassQuotes.

Other changes:

  • None

New APIs:

Functional changes:

Other changes:

  • None

New APIs:

Functional changes:

  • [FXMF-11733] - fenics_fx - SecurityStatus message with all available instruments is now sent on MarketData sessions. 

Other changes:

  • None

New APIs:

  • None

Functional changes:

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11562] - jpmorgan_fx - NewOrderMultileg, QuoteRequest: LegSettlCurrency must be set to the deliverable currency of the traded currency pair specified in Symbol.
  • [FXMF-11543] - jpmorgan_fx - MarketType is now populated in MassQuote. Validation added to NewOrderMultiLeg to reflect this.
  • [FXMF-4566] - lmax - added support for MDEntryTypes - ClosingPrice, TradingSessioHighPrice and TradingSessionLowPrice.
  • [FXMF-11727] - xtx_euthenia - Gateway updated to support latest version of spec.

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11548] - baml and fxspotstream - QuoteID in the Quote message is prefixed with "MF:RFS:" in the RFS workflow.
  • [FXMF-11524] - lmax - MarketDepth is now dynamically captured per session, replacing the previous hard-coded approach.

Other changes:

  • None

New APIs:

Functional changes:

  • [FXMF-11533] - currenex_itch - Resubscriptions are now supported correctly. 

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-10993] - exchange24 - Support for TradePaid and TradeGiven MDEntryType in MarketDataIncrementalRefresh on the CLOB MarketData session

Other changes:

  • None

New APIs:

  • [FXMF-11307] - t360_tex - ForwardTimeOption.
  • [FXMF-11336] - exchange24 - FWD/SWP/NDS support.

Functional changes:

  • [FXMF-11282] - autobahnfx_algo - Updated EffectiveTime validation logic in MultilegOrderCancelReplaceRequest. EffectiveTime should not be a future date.
  • [FXMF-11470] - rbc_trading - Change to prevent orders from being rejected by the venue due to ExecutionVenueType incorrectly published in NewOrderSingle for SPT and FWD.
  • [FXMF-11113] - t360_tex - Upgraded spec from v13.7 to v13.14. Added support for Singapore Regulated Market Operator (to the ExecutionVenueType field) and FixingReference.

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-10699] - xenfin_liquiditypool - added MdEntryID for EmptyBook in MarketDataIncrementalRefresh
  • [FXMF-11101] - fastmatch_autoex - Ensure only valid (MDUpdateAction = Delete) MDEntryIDs are included in MarketDataIncrementalRefresh messages.

Other changes:

  • None

New APIs:

Functional changes:

  • [FXMF-11340] - lmax - New instrument available, Gold 3 dp XAU/USDd.

  • [FXMF-11000] - ubs_fx2b - Added support for Limit orders.
  • [FXMF-11297] - cme_mdp3_sbe_udp - NewOrderMultileg and MultilegOrderCancelReplaceRequest must populate LegSecurityType=FUT in first Leg and LegSecurityType=SPT  as second leg for SPR(FXLINK).
  • [FXMF-11432] - all_venues - update NoLegs.HasLegNDFFields global validation for MarketDataRequest to cover NDS

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11025] - cme_mdp3_sbe_udp - Gateway now uses v13 of CME schema instead of v9.

Other changes:

  • None

New APIs:

Functional changes:

  • [FXMF-11339] - edgewater_markets - allow provision of LegSettlDate in MarketDataRequest.
  • [FXMF-11049] - cme_mdp3_sbe_udp -  Change in SPR leg ordering in SecurityStatus and MarketDataRequest. For a SPR with a FUT and SPT leg, the FUT will always be near leg.
  • [FXMF-11127] - bnpparibas_efx_algo - Normalisation changes and added LastSpotRate, MiscFeeAmt, MiscFeeAmt, MiscFeeBasis  to  BodyPassthruFields in ExecutionReport.
  • [FXMF-11050] - fxspotstream - BankBasket MassQuote NoEntryPassthruFields group count corrected.
  • [FXMF-11080] - fastmatch_autoex - NDF SecurityStatus will now have SettlDate populated. LegSettlDate no longer mandatory for NDF MarketDataRequest.
  • [FXMF-11191] - t360_tex_maker - Regulatory fields normalisation. For more info, please refer to the Regulatory Fields and Passthru Fields section.
  • [FXMF-11190] - integral_rfs_maker - Regulatory fields normalisation. For more info, please refer to the Regulatory Fields and Passthru Fields section.
  • [FXMF-11186] - fxall_quicktrade_maker - USI/ UTI normalisation. For more info, please refer to the Regulatory Fields section.

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11242] - refinitiv_mapi - ErrorReport received when venue not open, subject changed to VenueTradingStatusHalted, and now will now only come after 4 seconds of venue not opening rather then immediately. 
  • [FXMF-11274] - refinitiv_mapi - Format change to ExecID to prevent becoming too large causing ExecutionReport to not be processed.
  • [FXMF-11185] - currenex_rfs_maker - Withdraw support for SEF orders.
  • [FXMF-11048] - cme_ilink3_sbe - CME FXLink: Price precision adjustments in line with changes due to FXSpot+.
  • [FXMF-11206] - fxspotstream - Text received from venue will be passed on to client in MarketDataRequestReject Text.
  • [FXMF-10810] - fxspotstream - Added 2 new liquidity providers: ANZ and Deutsche Bank.
  • [FXMF-11094] - exchange24 - SWP Pricing now supported on ESP and CLOB sessions.
  • [FXMF-11281] - all_venues - revert NumOfCompetitors global validation for ESP QuoteRequest

Other changes:

  • None

New APIs:

Functional changes:

  • [FXMF-11097] - t360_gtx, t360_tex, t360_tex_maker - Removal of USI fields as 360T now uses UTI for SEF. See 2025-03-17 - 360T - Unique Swap Identifier (USI) Decommission for full details.
  • [FXMF-11183] - autobahnfx_algo - Added support for more enumerations for OrdStatus in OrderCancelReject message. 
  • [FXMF-10804] - ebs_market_ilink3_sbe, cme_ilink3_sbe - Send correct LegCumQty ExecutionReport Modified, Cancel and Eliminate.
  • [FXMF-11088] - autobahnfx_algo - Will generate synthetic ExecutionReport PendingCancel and PendingReplace when venue does not provide.
  • [FXMF-11138] - bgc_midfx, currenex_ouch - Synthetic OrderCancelRejects now come after ExecutionReport.
  • [FXMF-11036] - t360_gtx -LegAvgPx in ExecutionReport will be null instead of 0 when not applicable.
  • [FXMF-11038] - gsfx -LegPrice, LegAvgPx, LegLastPx in ExecutionReport will be null instead of 0 when not applicable. 
  • [FXMF-11044] - standardchartered_s2bx - LegPrice in ExecutionReport will be null instead of 0 when not applicable.
  • [FXMF-11047] - natwest_markets - LegPrice, LegAvgPx, LegLastPx in ExecutionReport will be null instead of 0 when not applicable. 
  • [FXMF-11054] - cboefx_fixproxy - LegLastPx and LastSpotRate in ExecutionReport will be null instead of 0 when not applicable.
  • [FXMF-11200] - all_venues - Price MUX - ErrorReport Subject now correctly passed
  • [FXMF-11146] - all_venues - Price MUX - additional global validation applied to LinkID and NumOfCompetitors for ESP QuoteRequest

Other changes:

  • None

New APIs:

  • None

Functional changes:

  • [FXMF-11147]  - all_venues - Price MUX - TradeTicker events no longer qualify for late-join snapshot publication.
  • [FXMF-11117]   - all_venues - Clearer TimeOptionStartTenor validation text.
  • [FXMF-10960] - t360_tex, t360_tex_maker - Support for Forward Time Options (UAT only)
  • [FXMF-10960] - t360_tex - BankBasket QuoteEntries in MassQuote are sorted by best Bid/Offer. Refer to RFS Bank basket for more details.
  • [FXMF-11023] - autobahnfx_algo - LastSpotRate and LegLastPx in ExecutionReport will be null instead of 0 when ExecType is not Trade.
  • [FXMF-11028] - exchange24 - LegAvgPx in ExecutionReport will be null instead of 0 when ExecType Trade or Cancelled.

Other changes:

  • None

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:

  • 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
    None

New APIs:

  • None

Functional changes:

  • None

Other changes:

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

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