2019.31.WC.A 02 Aug 2019

• 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 26 Jul 2019

• MFD-899: Currenex ESP MM-full regression testing

• MFD-907: GTX-Make market depth tag 264 configurable on all builds

2019.29.WC.B 19 Jul 2019

• 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 12 Jul 2019

• 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 05 Jul 2019

• 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 24 Jun 2019

• 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 24 Jun 2019

• 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 17 Jun 2019

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

2019.24.XX.A 10 Jun 2019

• 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 10 Jun 2019

• 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 10 Jun 2019

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

2019.23.XX.A 03 Jun 2019

• 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 03 Jun 2019

• 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 27 May 2019

• 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 13 May 2019

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

2019.20.XX.A 13 May 2019

• MFD-605: Currenex Ouch MM-correct response to INFO instrument request

• MFD-696: DBlogger-Database failure fixed

2019.19.WC.C 06 May 2019

• 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 06 May 2019

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

2019.19.WC.A 06 May 2019

• 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 15 Apr 2019

• MFD-295: Currenex ESP MM-Improve session logout

• MFD-745: HotspotI-Add Full Amount as option to Hotspot

2019.16.WC.A 15 Apr 2019

• MFD-297: Fastmatch MM-Improve session logout

2019.15.WC.A 08 Apr 2019

• 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 01 Apr 2019

• MFD-535: API Client-Implement CPU affinity

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

2019.14.WC.A 01 Apr 2019

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

2019.13.WC.A 25 Mar 2019

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

2019.12.WC.B 18 Mar 2019

• MFD-711: Hotspot Stream-improve handler latency

2019.12.WC.A 18 Mar 2019

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

2019.11.WC.B 11 Mar 2019

• 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 04 Mar 2019

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

6.21.1-rc1 25 Feb 2019

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

6.21.0-rc1 25 Feb 2019

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

6.20.0-rc1 20 Feb 2019

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

6.19.0 - 22 Feb 2019

• MFD-598: Incremental update handling on EBS Ultra

6.18.0 - 14 Feb 2019

• 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 - 07 Feb 2019

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

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

6.16.0 - 31 Jan 2019 

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

6.15.0 -  18 Jan 2019  

• 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 - 12 Nov 2018 

• [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 - 29 Oct 2018 

• [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 - 15 Oct 2018

• [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 - 01 Oct 2018

• [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 - 17 Sept 2018

• [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 - 03 Sept 2018

• [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 - 06 Aug 2018

• [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 - 23 Jul 2018

• 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 - 09 Jul 2018 

• [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 - 25 Jun 2018 

• [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 - 11 Jun 2018 

• [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 - 28 May 2018 

• [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 - 30 Apr 2018 

• [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