2020.35.WE.A 20 Aug 2020 Requires SBE Schema 18459
New API(s):
Fidessa Orders
Enhancements:
PHNX-1859: Base Implementation Decimal conversion optimization PHNX-1861: Base Implementation Date conversion optimization PHNX-1862: Base Implementation Time conversion optimization PHNX-1868: All Venues Schema v18459 upgrade PHNX-1872: API Client Java Sample Client - upgrade to Schema v18459 PHNX-1895: Base Implementation Additional global validation required for ExecutionReport LegOrderQty PHNX-1945: 360T TEX QuoteRequest LefAllocQty amounts are now signed correctly PHNX-1949: Bloomberg FX<GO> Bloomberg RFS Session Handling - No response from gateway when venue requested a resend PHNX-1976: Base Implementation Introduce global validation rule to ensure QuoteRespType is mandatory in QuoteResponse message sent by Client 2020.32.WE.A 04 Aug 2020 Requires SBE Schema 18444
PHNX-1873: Ensure FIX engine complies with the logon+resync sequence edge case found in latest venue 2020.30.WE.A 24 Jul 2020 Requires SBE Schema 18444
PHNX-1351: Reuters SBE -Receive and process client MarketDataRequest correctly PHNX-1493: Reuters SBE -Improve fix format in ASCII logs PHNX-1498: Reuters SBE -Only log messages related to client MDRequests in the Ascii logs PHNX-1504: Reuters SBE -Format Price in MDIncrementals as per the precision in SecurityDefinition PHNX-1521: Reuters SBE -Build gateway recovery process on gap detection PHNX-1533: API Client -Update Sample Client to include an ESP maker example PHNX-1671: Fix/SBE Bridge -Optimise memory use for FIX & SBE messages PHNX-1676: Fix/SBE Bridge -Improve performance of repeating group generation in FIX messages PHNX-1726: Reuters SBE -A/B Line arbitration result to be reported in MarketDataIncrementalRefresh and EndMarker messages PHNX-1761: Journal Service -Journaling throughput improvements PHNX-1768: Reuters SBE -Client messages to be captured in ascii logs PHNX-1800: Reuters SBE -Reuters SBE - Gateway published MDIncrementalRefresh with empty Tag1683 PHNX-1824: Reuters SBE -Fix increment of MsgSeqNum PHNX-1844: FXall Quicktrade -Resolve infrequent larger than expected latency PHNX-1857: Base Implementation -Force socket re-creation after an invalid client login PHNX-1858: Venue Gateway -Prevent gateway shutting down the venue connection prematurely 2020.28.WE.A 10 Jul 2020 Requires SBE Schema 18444
PHNX-1378: Reuters SBE -When available use network timestamp PHNX-1469: Reuters SBE -Publish Latency details to Graphana PHNX-1496: Reuters SBE -Stop sending EndMarkers before subscription requests PHNX-1500: Reuters SBE -Identify origin in EndMarker message PHNX-1501: Reuters SBE -Send first MDIncrementalRefresh message on receiving MDFullRefresh from venue PHNX-1512: Reuters SBE -Use TR_CmnRptSeq as Instrument sequence number in MarketDataIncrementalRefresh messages PHNX-1539: Reuters SBE -Send Snapshot to clear the book per MDRequest PHNX-1660: FXall Quicktrade -Support for Truncation flag in BodyPassthruFields PHNX-1697: Fix/SBE Bridge -Populate NoHops group PHNX-1705: 360T TEX -Publish Decimal value in amount fields for client QuoteRequest for Blocks PHNX-1715: Logging -Improve performance of logging macros PHNX-1732: Fix/SBE Bridge -Messages no longer dropped under load PHNX-1818: Venue Gateway -Always respond to the test request even if the session is not synchronised PHNX-1829: Reuters SBE -Resolve missing MarketDataSnapshots 2020.23.WE.A 05 Jun 2020 Requires SBE Schema 18444
PHNX-1349: Bloomberg FX<GO> -Stop updating last logon timestamp with null on test environments PHNX-1720: Base Implementation -Write message to customer before journalling PHNX-1724: Base Implementation -Optimise point of writing to journal to reduce latency PHNX-916: API Client -Update to schema version 18167
2020.20.WE.A 19 May 2020 PHNX-1051: Base Implementation -Improve error handling when unable to initialise journal writing PHNX-1082: Logging -Create robust msg_log writer PHNX-1131: 360T TEX -Improve logic to restrict sending QuoteCancel to client after NewOrderSingle/ MultiLeg PHNX-1148: Logging -Alerts on excessive Journal Message Queue Growth PHNX-1149: FXall Quicktrade -Remove Erroneous Application log warning on Quote Requests PHNX-1188: Logging -Improve handling of File Journal Write Failures PHNX-1205: 360T TEX -Venue Spec change - Improved ISIN handling to be added to gateway PHNX-1208: Configuration -Accelerate QA and UAT Enterprise LogonServices and GatewayServices with Solar Flare onload PHNX-1210: Configuration -Configure Gateway Service to report the network timestamp from Solar Flare PHNX-1223: 360T TEX -Prevent publishing both Bid & Offer Fwdpts and AllinRates for oneway request PHNX-1261: Base Implementation -Add config to run in non-spin mode for dev/test envs PHNX-1266: Logging -Add better error handling in the FIX socket reading logic PHNX-1267: Logging -Shutdown gateway gracefully if journal queue usage reaches 80% capacity PHNX-1268: Logging -Allow Journal process to print any message that cannot be recorded correctly PHNX-1317: Logging -Gateway services to confirm the journal interfaces are running at start up PHNX-1318: Logging -Build utility to transfer a message from command queue to a decodable file for support PHNX-1321: Logging -Launch a journal service dedicated per gateway service at gateway in deployment PHNX-1342: 360T TEX -Add mapping for PartySubID and PartySubIDType PHNX-1348: Base Implementation -Error Report - Reject reason & text message in error report sent to the client needs correction PHNX-1386: Reuters SBE -Add A/B Channel Arbitration logic PHNX-1393: Bloomberg FX<GO> -ESP - Gateway to detect loss of connection for STR PHNX-1396: FXall Quicktrade -Deregister fxallquicktrade heartbeat timer PHNX-1408: Base Implementation -Add abstracted references to the Client (quick) & Venue (fix) resources in the MessageMapper PHNX-1409: Base Implementation -Support optional custom tags for the message translator PHNX-1419: EBS Ultra -Add A/B Channel Arbitration PHNX-1446: Reuters SBE -Update to Schema 18320 PHNX-1449: Base Implementation -Prevent gateway resetting client sequence number in case of mismatch PHNX-1451: Base Implementation -Gateway to send logout when logging queue is full PHNX-1471: Journal Service -Add command line option to print version information then exit PHNX-1474: Base Implementation -Enforce one journaling service per gateway service PHNX-1485: Venue Gateway -Improve reconnect logic when venue disconnects socket after logon PHNX-1488: Currenex RFS -Add new version of the gateway to main build with alternate name for side by side testing PHNX-1494: 360T TEX -Populate HasNDF fields on spot leg of NDS PHNX-1497: Reuters SBE -Send SecurityStatus message to client after the second EndMarker on secdef channel PHNX-1511: 360T TEX -FixingReference to be published in NDS Execution Report when near leg is a spot PHNX-1534: Journal Service -Out of process journal service to auto start with gateways PHNX-1543: Venue Gateway -Prevent gateway auto-reconnect after customer logoff request PHNX-1555: Base Implementation -Prevent duplication of sender and target sub ids on resent messages PHNX-1556: Journal Service -Handle the IN_DELETE notify event when a command queue is manually deleted PHNX-1658: Documentation -Prepare customer UAT release 2020.20.WE.A PHNX-1685: Logging -Enhance ascii.msg and bin.msg to facilitate loading into ELK PHNX-1686: SBE Schema -Update software to use Schema v18394 PHNX-377: Documentation -Create internal documentation for the gateway endpoint PHNX-433: CBOE NDF -Fix sequence number on logon to prevent ResendRequests PHNX-831: Configuration -Allow port number in network urls in gateway configs PHNX-926: Bloomberg FX<GO> -ESP-As a client I expect my FWD Market Data to be published on Bloomberg PHNX-949: Logging -Journal filenames to include the creation timestamp PHNX-964: Base Implementation -Refine U2/ErrorReport Text for Slow Consumer issue 2020.17.WE.A 14 Apr 2020 PHNX-1499: 360T TEX -Add mapping for new tenor code 'ON' from 360T 2020.16.WE.A 08 Apr 2020 PHNX-1008: Base Implementation -Fix global validation on leg count for block-related messages. PHNX-1017: Base Implementation -Add - method of recording latency against client initiated messages PHNX-1029: Tooling -Bloomberg ESP - Test script for MarketData PHNX-109: Documentation -Diagram s/w design decisions PHNX-1136: Logging -Auto-discovery of journaling service by gateways PHNX-1138: Logging -Add ability to split journal workload across instances PHNX-1140: Logging -Log usage metrics for journalling PHNX-1148: Logging -Alerts for Journal Message Queue Growth PHNX-1182: Tooling -Make use of caching during build process PHNX-1196: Base Implementation -ASCII log timestamp for outbound SBE messages is incorrect PHNX-1200: Stunnel connection states up but notifies as disconnected on receiving logon message PHNX-1204: Logging -Build test scripts to excercise new journal process PHNX-1205: 360T TEX -Venue Spec change - Improved ISIN handling PHNX-1212: Tooling -360T SPT Execution Report mapping validation to be based on test generated messages PHNX-1215: Logging -Test scripts the Seqnum of new journal process PHNX-1228: Tooling -360T SPT Execution Ack Report mapping validation to be based on test generated messages PHNX-1232: Tooling -Scripts for 360T NDF & NDS Message Execution PHNX-1238: Logging -Consistent Message Queue Names for new journal process PHNX-1267: Logging -Gateway to shutdown gracefully if journal queue usage reaches 80% capacity PHNX-1268: Logging -Gateway Journal to print any message that cannot be recorded correctly PHNX-1272: Logging -Journal Service to auto restart PHNX-1280: Tooling -Create venue session config for automated tests PHNX-1290: Tooling -Faster fail feedback on tests for quicker triage PHNX-1296: EBS Ultra -Login and reception of snapshots and incremental PHNX-1314: API Client -Add taker sample and support to the reference API PHNX-1315: Tooling -Change tests to get messages by id from cache PHNX-1317: Logging -Gateway services to verify the journal interfaces at start up PHNX-1318: Logging -Build utility to transfer a message from command queue to a decode file PHNX-1320: Logging -Production proving for new journal service PHNX-1321: Logging -Deployed environments to launch a journal service dedicated per gateway service PHNX-1322: Generator components -Review classes for EBS packet interface PHNX-1342: 360T TEX -Add field mapping for PartySubID and PartySubIDType PHNX-1354: FXall Quicktrade -Ascii logs must not roll on every client logon PHNX-1371: Logging -Gateway service to start the new journal service on startup PHNX-1386: Reuters SBE -A/B Channel Arbitration PHNX-1387: Tooling -Update 360T Message Validation Tests - Blocks/ Allocations- NewOrderSingle PHNX-1395: Tooling -Update message validation tests - for 360T Blocks/ Allocations in Execution Ack PHNX-1397: 360T TEX/Bloomberg FX<GO>/Currenex RFS -IDM / EDM MiFIDAlgorithmicOrderFlag added to schema PHNX-1408: Base Implementation -Add abstracted references to the Client (quick) and Venue (fix) resources in the MessageMapper PHNX-1409: Base Implementation -Support optional custom tags for the generated message translator PHNX-1410: Tooling -Update automated tests to check for correct field order in repeating groups PHNX-1413: Tooling -Automate Bloomberg ESP regression tests PHNX-1419: EBS Ultra -A/B Channel Arbitration PHNX-1430: Improve efficiency of build process PHNX-1431: API Client -Specify SBE schema during build process PHNX-1444: Tooling -Do not deploy the original journal unit file to UAT environments PHNX-1449: Base Implementation -Session Handling - Jrnl - Gateway resetting client sequence number in case of mismatch PHNX-1451: Base Implementation -Session Handling - Gateway not sending logout when queue logging is full PHNX-1458: API Client -Enhance SBE Tool generated C# code with decoder ToString methods PHNX-1468: Tooling -Produce script to confirm IDM/EDM changes PHNX-1471: Journal Service -Add command line option to print versioning information then exit PHNX-1472: Base Implementation -Update gateway logic that verifies the schema version and the 'messageStart' field. PHNX-1474: Base Implementation -Enforce one journal service per gateway service PHNX-1477: 360T TEX -Investigate validation service error in trade execution report PHNX-1486: Documentation -Fix typo in gateway cfg documentation PHNX-1492: 360T TEX -Gateway sending incorrect SendingTime in Logon message PHNX-1494: 360T TEX -Gateway faults when processing NDS Quotes with SPOT leg PHNX-376: Documentation -Documentation for the sbe4_to_fix end point PHNX-377: Documentation -Documentation for the gateway endpoint PHNX-433: CBOE NDF -FIX Session Handling - Fix sequence number on logon to prevent ResendRequests PHNX-605: Documentation -Document gateway configuration parameters and defaults PHNX-666: API Client -Inhclude addition details in logs on critical errors PHNX-671: API Client -Improve names of fields in C++ code PHNX-796: FXall Quicktrade -Stop generating redundant error reports when logon fails PHNX-883: 360T TEX/Bloomberg FX<GO>/Currenex RFS/FX all Quicktrade -add support for on-shore NDF pricing PHNX-904: 360T TEX -Support product-level ISIN for Swaps PHNX-907: Documentation -Measure System Latencies & Throughput. PHNX-926: Bloomberg FX<GO> -ESP - As a client I expect my FWD Market Data to be published on Bloomberg PHNX-935: 360T TEX -Remove AllocMiFIDISIN from SBE schema enurmation PHNX-944: Tooling -Report the component package info as part of startup PHNX-987: 360T TEX/Bloomberg FX<GO>/Currenex RFS/FX all Quicktrade -Add support for PartyRole = 78/ AllocationEntity in 360T field mappings 2020.15.LS.A 10 Apr 2020 PHNX-1364: Logon Service -Improve error logging and detection in the logon service 2020.11.WE.A 04 Apr 2020 PHNX-1306: FXall Quicktrade -Log files are are not rolling correctly 2020.09.WE.A 25 Mar 2020 PHNX-1058: Base Implementation -Erroneous carriage return character in SBE ErrorReport after BusinessMessageReject PHNX-1061: Bloomberg FX<GO> -ESP - Amend SecurityGroup component in MassQuote & NewOrderMultileg messages PHNX-1111: Bloomberg FX<GO> -Update Schema and field mappings to move "SFTRSecuritiesFinancingTransactionFlag" to Leg level PHNX-1127: Tooling -Feed Handler Latency test: Check for high message load PHNX-1130: Tooling -360T FWD Quote mapping validation to be based on test generated messages PHNX-1193: Base Implementation -Malformed ErrorReport when reporting Reject to Venue PHNX-1214: Logging -Create Build and Deployment plans for the enterprise journal service. PHNX-1236: Generator components -Integrate new FIX readers/writers to the existing framework PHNX-1283: Tooling - Bloomberg RFS Validation script failing for Execution Ack PHNX-1284: Tooling -Bloomberg RFS Validation script failing for Quote PHNX-1300: Reuters SBE -Create WE Gateway shell PHNX-1319: Logging -Document recovery process for captured messages PHNX-1323: Generator components -Design initialization logic for generated code PHNX-1334: Reuters SBE -Add standard logging API calls PHNX-1362: Tooling -Update 360T Message Validation tests - Blocks/ Allocations- Quote message PHNX-1377: Bloomberg FX<GO> -ESP - SFTR to default to false in Regulatory bodies PHNX-1383: Base Implementation -QuoteEntryID in market data message must be unique per quote PHNX-1389: 360T TEX/Bloomberg FX<GO>/Currenex RFS -On Venue logon Gateway has stopped sending heartbeats to Client PHNX-1390: Bloomberg FX<GO> -ESP - Add FixingRef mappings to Execution report PHNX-1391: Bloomberg FX<GO> -ESP - Validation for NDFs to restrict allInRate to be 5dps or less PHNX-1394: 360T TEX -Gateway faults upon receiving a NDB QuoteRequest from venue PHNX-1411: Bloomberg FX<GO> -ESP - Make text field mandatory in MarketDataRequestReject PHNX-1412: Bloomberg FX<GO> -ESP - Certification Test PHNX-1450: Base Implementation -Session Handling - Manual changes in sequence number journal must be reflected in gateway PHNX-1454: Base Implementation -SBE4 end point to respond to a logout message with a logout response message PHNX-1461: Base Implementation -Global validation missing for EDM/IDM change PHNX-1462: Base Implementation -EDM/IDM - Duplicate tags in execution report sent to the venue PHNX-1467: Bloomberg FX<GO> -Duplicate Dealer tag in Execution report sent to the Venue PHNX-651: Tooling -Move unit tests to the doctest test framework PHNX-729: API Client -Use the unit test framework for the c++ code base PHNX-923: Bloomberg FX<GO> -ESP - As a client I expect my Spot Market Data to be published on Bloomberg PHNX-927: Bloomberg FX<GO> -ESP - As a client I expect my NDF MassQuotes to be published on Bloomberg PHNX-972: Bloomberg FX<GO> -ESP - Amend MassQuote QuoteEntryID & update QuoteRequestID & QuoteID component in NewOrderMultileg message 2020.07.WE.A 11 Feb 2020 PHNX-1027: Bloomberg FX<GO> -As a client I expect my Block quotes to be published on Bloomberg PHNX-1034: FXall Quicktrade -Gateway generates redundant session level messages when shutting down. PHNX-1037: Tooling -CNX FWD NewOrderSingle mapping validation to be based on test generated messages PHNX-1038: Tooling -CNX SWP NewOrderSingle mapping validation to be based on test generated messages PHNX-1039: Tooling -CNX NDF NewOrderSingle mapping validation to be based on test generated messages PHNX-1040: Tooling -CNX NDS NewOrderSingle mapping validation to be based on test generated messages PHNX-1044: Logon Service -IMprove error message when UDS file is missing PHNX-1057: Bloomberg FX<GO> -Batches - As a client I expect to receive Block deal requests from a trading counterparty PHNX-1067: Tooling -Bloomberg Batch - Mappings for BBG RFS Batch messages PHNX-1078: Tooling -BBG Batch - Test cases for Batch Quote transformation logic PHNX-1096: Bloomberg FX<GO> -Gateway rejects Venues Resend Request during session synchronization PHNX-1099: Bloomberg FX<GO> -Batches - As a client I expect to be able to accept or reject Batch deal requests from trading counterparties PHNX-1100: Bloomberg FX<GO> -Batches - As a client I expect to be notified of final Batch deal status PHNX-1120: Review proposed DSL changes PHNX-1121: Tooling -BBG - Python Mappings for RFS Batch Indicative Quote PHNX-1125: Bloomberg FX<GO> -BBG Batch - Mappings for BBG Client QuoteCancel to Venue QuoteCancel PHNX-1126: Bloomberg FX<GO> -Global Validation - Add a rule to ensure QuoteID is mandatory in QuoteCancel messages PHNX-1128: Tooling -BBG Batch - Mappings for Client QuoteResponse to Venue QuoteCancel PHNX-1159: 0 -Change Currenex RFS Mappings to be generatable PHNX-1162: Tooling -Regression Test changes required for one-way swaps PHNX-1167: Base Implementation -Venue Session Handling - Gateway not processing venues gap fill response PHNX-1168: Tooling -360T NewOrderSingle mapping validation to be based on test generated messages PHNX-1178: Base Implementation -Venue Session Handling - Not responding correctly when venue resend request includes replay message & gap fill PHNX-1180: Bloomberg FX<GO> -Batch - correct TransactTime (tag 60) component in Batch QuoteResponse message PHNX-1190: FXall Quicktrade -FXAllQuickTrade Bridge incorrectly publishing exceptions to the gateway PHNX-1198: Base Implementation -Gateway wrongly allows connection when MsgSeqNum is one behind current PHNX-1199: Bloomberg FX<GO> -Gateway emits UserNotification (LoggedOn) too soon PHNX-1203: Tooling -Bloomberg Batch - Regression tests for BBG RFS Batch NewOrder PHNX-1211: Tooling -Process to pull mappings from sheet into required file format for generator PHNX-1213: Tooling -360T NDF bug fix for Quote Bid PX and LegMidPx PHNX-1217: FXall Quicktrade -Process remaining in memory after termination PHNX-1221: Tooling -CNX Fix Python message validation PHNX-1224: 360 TE / Currenex RFS -QuoteType for oneway requests should be validated against spot, Allin and fwdPts population PHNX-1229: Tooling -CNX NDS Quote Request mapping validation to be based on test generated messages PHNX-1230: Tooling -CNX QuoteRequest & Quote message validations added to regression tests PHNX-1231: Base Implementation -Gateway should only send heatbeats if no other messages sent in heatbeat window PHNX-1233: Bloomberg FX<GO> -Gateway service is not sending a UserNotification with LoggedOn to client after logon response is received from the venue PHNX-1234: Tooling -CNX newOrderSingle message execution test PHNX-1235: Tooling -360T NDF and NDS trade flow scenarios to be added to nightly regression tests PHNX-1239: Tooling -Enhance c++ test client to simulate a market data subscriber PHNX-1240: Bloomberg FX<GO> -RFS - PartyID transformation logic change for SEF Reporting Party PHNX-1241: Tooling -360T QuoteRequest addition of 41 test scenarios PHNX-1242: Base Implementation -Gateway stops sending heartbeats and responds only on receiving venues test requests PHNX-1244: Bloomberg FX<GO> -RFS & Batches - Indication of Pre- & Post-Trade Transparency groups update to new mappings PHNX-1245: Tooling -Update 360T Message Validation Scripts update for one-way requests PHNX-1246: Tooling -360T & CNX Python Message Validation Scripts updates for one-way QuoteType PHNX-1264: Tooling -Add the quote request blaster script to enterprise. PHNX-1274: Reuters SBE -Skeleton heartbeating with test client PHNX-1277: Tooling -CNX Validation script and input data changes for one-sided quotes PHNX-1278: Tooling -Bloomberg RFS Validation script and input data changes one-way quotes PHNX-1282: Tooling -Bloomberg RFS Validation script failing for Execution Report SEF partyRole PHNX-1286: Tooling -Bloomberg RFS ExecutionReports tests failing for venueExecReportReportingParty PHNX-1289: Tooling -Bloomberg RFS Validation script failing for Execution Report legSide PHNX-1291: Bloomberg FX<GO> -RFS SFTR ExecutionAck bodyRegulatoryKey 11 not mapped for client PHNX-1295: EBS Ultra -Create skeleton EBS Ultra with client heartbeating PHNX-1299: Reuters SBE -Basic connectivity, heartbeating, and snapshot PHNX-1301: EBS Ultra -Protocol analysis and high level design PHNX-1302: Tooling -NoPartyIDs field validation is missing from the 360T QuoteRequest validation test PHNX-1303: Tooling -360T QuoteRequest Validation - incorrect for RefSpotDate PHNX-1304: Tooling -360T QuoteRequest Validation for LegAllocAccount field is incorrect PHNX-1305: Tooling -360T QuoteRequest Validation - ExpireTime field validation is incorrect PHNX-1307: Tooling -360T QuoteRequest - SpotRatePrecision field validation is incorrect PHNX-1308: EBS Ultra -Create message structs PHNX-1310: Tooling -FWD QuoteRequest Script Validation Errors PHNX-1312: Base Implementation -All Venues - Make text mandatory field for rejected ExecutionReports PHNX-1313: Tooling -SPT and FWD QuoteRequest tests not working for Term Currency trades PHNX-1316: Tooling -360T SWAP QuoteRequest Test Script Validation Errors PHNX-1329: Bloomberg FX<GO> -T3 Tenor mapping in RFS new order message is incorrect PHNX-1331: Tooling -Update 360T Python Message Validation Scripts for changes to improve ISIN handling PHNX-1339: Tooling -Update 360T Message Validation Scripts for Quote PHNX-1340: 360 TE / Currenex RFS -Stop sending QuoteCancel after Quote Validation Failure PHNX-1346: Base Implementation -Gateways should logout & re-logon once the sequence gap is resolved by venue PHNX-1352: Tooling -FWD & SWAP NewOrderSingle implement Price field validation PHNX-1356: Tooling -Add 360T Quote message validation test PHNX-1361: Tooling -Regression tests for Qute Cancel and Validation PHNX-1366: Tooling -360T ExecutionReport mapping validation to be based on test generated messages PHNX-1368: Tooling -360T NewOrderSingle mapping validation to be based on generated messages PHNX-1382: 360T TEX -Support product-level ISIN for Vanilla Swaps PHNX-1385: Logging -New journal service to be capable of reading old version journals PHNX-557: Bloomberg FX<GO> -Venue Session Handling - Scheduled sequence number reset is required PHNX-824: Base Implementation -Update scaling of Fwd Pts in Quote PHNX-846: Bloomberg FX<GO> -RFS - ExecutionAcknowledgement messages must include the Split Settlement fields PHNX-999: Bloomberg FX<GO> -Batches - As a client I expect to receive block quote requests from a trading counterparty 2019.49.WE.A 03 Dec 2012 PHNX-1219: 360 TE / Currenex RFS -Indicative quote messages validation incorrect
2019.47.WE.A 22 Nov 2019 PHNX-1025: Logging -Ascii message log must have unique CompID values based on WE instance PHNX-1030: 360T TEX -Gateway should drop Quote Cancels (Quote Response) sent after Order PHNX-1047: Tooling -Improve Enterprise Start script PHNX-1059: Tooling -360T QuoteRequest Client Service mock PHNX-1063: Bloomberg FX<GO> -Batches - LastSpotRate component in NewOrderList message mapping incorrect PHNX-1070: Base Implementation -Auto-Logon Feature Doesn't work PHNX-1074: Logging -POC use posix mqueue journal/log PHNX-1079: Tooling -360T QuoteRequest NoLegs Python validation Script PHNX-1080: Logging -Simple pluggable posix journal PHNX-1081: Logging -POC Read POSIX and write to disk process PHNX-1083: Logging -Recoverable out of process journal sequence number PHNX-1087: Tooling -360T QuoteRequest NoPartyIDs Python validation Script PHNX-1088: Base Implementation -Venue Session Handling - SeqNumber sent in GapFill Message to the Venue is incorrect PHNX-1089: Base Implementation -Venue Session Handling - Sequence number in IntraDay Logon sent to venue has sequence number incremented by 1 PHNX-1090: Documentation -Prepare for customer UAT release 2019.45.WE.A PHNX-1091: Message replay sent messages old than 3 hearbeats PHNX-1093: Bloomberg FX<GO> -Batches - As a client my indicative quotes will withdraw my previously published tradeable quotes PHNX-1094: Bloomberg FX<GO> -Batches - As a client I am able to explicitly withdraw my published quotes PHNX-1095: Venue Session Handling - Bloomberg - On losing Venue connection Gateway does not notify client PHNX-1097: Bloomberg FX<GO> -Batches - As a client I expect a trading counterparty to terminate previously issued quote requests PHNX-1098: Bloomberg FX<GO> -Batches - As a client I can reject quote requests for Batch securities from a trading counterparty PHNX-1101: Tooling -360T QuoteRequest NoLegs Allocation Python validation Script PHNX-1102: Tooling -Batches - Python Mappings for BBG RFS Batch QuoteCancel PHNX-1103: Bloomberg and Currenex Ascii logs randomly missing from SIT04, SIT09, ld4unicreditprod11 PHNX-1106: Currenex RFS -Correct QuoteID component in QuoteCancel message PHNX-1108: Tooling -360T SPT Quote mapping validation should be based on test generated messages PHNX-1109: Base Implementation -One-way Swap and Block requests must ensure only 1 side of spot is populated in Quotes PHNX-1110: 360T TEX/Bloomberg FX<GO> -360T and Bloomberg are rejecting OneWay UnEven SWP Quotes when Far Leg >Near Leg PHNX-1118: Bloomberg FX<GO> -Batches - As a client I am able to terminate previously priced Batch Quote Request PHNX-1119: 360T TEX -Session and User setup with MF credentials PHNX-1123: Tooling -Incorrect Value Date sent when Execution Report was not populated with Trade Date PHNX-1124: Tooling -Batch - Python Mappings for BBG Batch QuoteRespnse to Quote Cancel PHNX-1142: Logging -Document Required Kernel Settings for out of process logging PHNX-1154: API Client -Improve Enterprise Sample Client sequence number handling PHNX-1174: Configuration -Rename qa servers config directory from nyc01-qa-sit-0* to nyc01-qa-sit-10* PHNX-1179: Tooling -Fix QA deployment issue PHNX-454: Bloomberg FX<GO> -Analyse feed specification and produce stories PHNX-461: Latency / Performance metrics process PHNX-778: Prepare Customer Go-Live for FxAll and Currenex PHNX-864: Currenex RFS -QuoteResponse: Update QuoteRespType and Header for QuoteRequestReject and QuoteCancel messages PHNX-874: 360T TEX/Bloomberg FX<GO> -QuoteResponse: correct TransactTime for CNX QuoteResponse message PHNX-876: Currenex RFS -Move LegLeavesQty validation to global level PHNX-897: Logging -Gateway logging at INFO level to be improved PHNX-963: Logging -ASCII log roll logic change PHNX-973: Logging -Improve production latency stage 1 PHNX-986: Base Implementation -Performance improvements PHNX-996: API Client -Update schema and sample client 2019.45.WE.A 04 Nov 2019 PHNX-997: Bloomberg FX<GO> -Integrate doctest framework for unit tests PHNX-995: Bloomberg FX<GO> -Python Validations for Bloomberg QuoteRequestReject PHNX-994: Tooling -Use test generated messages for CNX NDS QuoteRequest mapping validation PHNX-993: Tooling -Use test generated messages for CNX NDF QuoteRequest mapping validation PHNX-992: Tooling -Use test generated messages for CNX SWP QuoteRequest mapping validation PHNX-991: Tooling -Use test generated messages for CNX FWD QuoteRequest mapping validation PHNX-990: Tooling -Use test generated messages for CNX SPT QuoteRequest mapping validation PHNX-988: 360T TEX -Fix incorrect Zero values on  legAllocAccount and legIndividualAllocID PHNX-985: Logging -Produce design wiki for faster message logging leading to lower latency PHNX-983: Bloomberg FX<GO> -Python Validations for Bloomberg ExecutionAck PHNX-971: 360T TEX -Create 360T mock venue for nightly tests PHNX-965: Bloomberg FX<GO> -ESP - As a client I am able to explicitly withdraw my published quotes PHNX-961: Logging -Message log - Correct timestamp on resent messages PHNX-947: Bloomberg FX<GO> -Python Validations for Bloomberg Execution report PHNX-939: Venue Gateway -FIX Venues - handling of null input strings and timestamps. PHNX-930: Bloomberg FX<GO> -ESP - As a client I expect a trading counterparty to terminate previously issued Market Data Requests PHNX-924: Bloomberg FX<GO> -ESP - As a client I can reject Market Data Subscription requests from a trading counterparty PHNX-919: Bloomberg FX<GO> -ESP - As a client I expect to receive SPT/FWD/NDF subscription requests from a trading counterparty PHNX-915: Tooling -Create scheduled job for to execute log clean over weekends PHNX-880: Bloomberg FX<GO> -Bloomberg RFS - As a client I expect to be notified of final deal status PHNX-879: Bloomberg FX<GO> -Bloomberg RFS - As a client I expect to be able to accept or reject deal requests from trading counterparties PHNX-872: Bloomberg FX<GO> -RFS - As a client I expect a trading counterparty to terminate previously issued quote requests PHNX-868: Logon Service -Add metrics and event tracking to the Logon Service PHNX-390: Base Implementation -Stop process crashing on start when config is missing PHNX-360: API Client -Add fix Quote to SBE Quote mapping validation to the test framework PHNX-226: API Client -Whisperer Enterprise - FIX Venue Session - Heartbeat and TestRequest PHNX-225: API Client -Whisperer Enterprise - FIX Venue Session - Venue Resync PHNX-224: API Client -Whisperer Enterprise - Venue Session - WE Resync (mid-Session) PHNX-222: API Client -Whisperer Enterprise - FIX Venue Session - Logout Management PHNX-220: API Client -Whisperer Enterprise - FIX Venue Session - Login Management PHNX-219: API Client -Whisperer Enterprise - FIX Venue Session - State Updates PHNX-192: Base Implementation -Java code to create SBE4 objects from FIX messages for Cancel Order Request PHNX-116: Base Implementation -Unclean disconnection of trading user incorrectly causing venue disconnection PHNX-1075: Tooling -360T QuoteRequest NoBodyRegulatoryFields Python validation Script PHNX-1072: Tooling -360T QuoteRequest RegulatoryBodies Python validation Scripts PHNX-1071: Tooling -360T QuoteRequest NumOfCompetitors Python validation Script PHNX-1069: Tooling -360T QuoteRequest Security Type Python validation Script PHNX-1068: Base Implementation -Fix latest build - issue in mapping utility functions PHNX-1065: Tooling -Use test generated messages for CNX SPT NewOrderSingle mapping validation PHNX-1062: Bloomberg FX<GO> -ESP - Amend NoQuoteEntries component in MassQuote message PHNX-1055: Bloomberg FX<GO> -Bloomberg ESP - Python Mappings for BBG MarketData Cancel PHNX-1054: Documentation -Ensure the correct git version is included in the package_info.txt file PHNX-1052: Base Implementation -Convert more unit tests to new doctest framework PHNX-1050: Base Implementation -Calculate replay window from last outbound live transaction message instead of logon-response timestamp PHNX-1048: Tooling -Update logon-service validation message PHNX-1043: Bloomberg FX<GO> -Bloomberg ESP - Python Mappings for BBG MarketDataRequestReject -924 PHNX-1042: Configuration -Update Currenex config for customer deployment PHNX-1041: Configuration -Update UAT FXall config file for customer deployment PHNX-1036: Tooling -Use test generated messages for CNX SPT NewOrderSingle mapping validation PHNX-1035: Tooling -Add docker status check script to Nightly regression test build plan PHNX-1032: Logon Service -Update Logon-service-config for customer deployment PHNX-1031: Bloomberg FX<GO> -Bloomberg ESP - Python Mappings for BBG MarketData UnSubscription Request-930 PHNX-1026: Logging -Correct text in Tag 122 signally end of logon process. PHNX-1024: Currenex RFS -Create New currenex config for customer deployment PHNX-1023: Logon Service -Create New Logon-service-config for customer deployment PHNX-1022: Bloomberg FX<GO> -Bloomberg ESP - Python Mappings for BBG MarketData Subscription Request-919 PHNX-1021: Bloomberg FX<GO> -Bloomberg RFS - Python Mappings and Scenarios for Quote Cancel PHNX-1020: Bloomberg FX<GO> -Bloomberg RFS Certtification PHNX-1018: Base Implementation -Incorrect sequence number of unexpected client disconnect PHNX-1016: Tooling -CNX QuoteRequest mapping in nightly tests PHNX-1015: Tooling -Read MarketType from hasLegNdf decoders and map to model in nightly tests PHNX-1014: Tooling -Add RegulatoryBody SFTR to RegulatoryBodies model in nightly tests PHNX-1013: Tooling -Read BodyPassthru in ExecutionAck decoder and map to model in nightly tests PHNX-1011: Tooling -Transaction Time Quote Request - EPOCH to Human Readable format Required PHNX-1010: Tooling -CNX NDS Quote Request mapping validation issue - update Data Dictionary in nightly tests PHNX-1009: Tooling -Python Message Mapping Validation CNX Quote Request enhancements PHNX-1004: Tooling -Use test generated messages for CNX NDS Quote mapping validation PHNX-1003: Tooling -Use test generated messages for CNX NDF Quote mapping validation PHNX-1002: Tooling -Use test generated messages for CNX SWP Quote mapping validation PHNX-1001: Tooling -Use on test generated messages CNX FWD Quote mapping validation PHNX-1000: Tooling -Use on test generated messages for CNX SPT Quote mapping validation 2019.41.WE.A 09 Oct 2019 PHNX-980: Tooling - Update test tools such that Populate lastSpotRate for input executionReports from the setSessionMessages service PHNX-978: 360T TEX -360T TEX - Update Client with latest schema version PHNX-977: Tooling -Enterprise start script must not use CL_PROFILE environment variable PHNX-967: Base Implementation -Client must be notified of dropped Venue FIX session PHNX-966: Tooling -m-ent script should report services / processes instead of sessions / gateways PHNX-960: Bloomberg FX<GO> -Add Bloomberg NewOrderSingle negative scenarios to nightly regression pack PHNX-959: 360T TEX -As a client each of my SEF - INDICATIVE quotes will result in the previous published quote being cancelled PHNX-958: Configuration -Verify Network Timestamps are available on the newly configured QA Box. PHNX-957: Bloomberg FX<GO> -Add Bloomberg Quote negative scenarios to nightly regression pack PHNX-954: Logging -The default journal max-size to be reduced PHNX-952: Bloomberg FX<GO> -Add Bloomberg NewOrderSingle scenarios to nightly regression pack PHNX-951: 360T TEX -Improve Mock venue NegotiationMethod fix mappers and decoder to model mappers PHNX-946: Bloomberg FX<GO> -Add Bloomberg Quote scenarios to nightly regression pack PHNX-945: Tooling -Dynamic Latency Report display in Grafana, use Hardware timestamps when available. PHNX-941: Tooling -Create Gateway setup script for nightly regression tests PHNX-940: Bloomberg FX<GO> -Integrate Bloomberg QuoteRequest Message Field Validations to Nightly Regression Run PHNX-938: Bloomberg FX<GO> -Move Bloomberg assert based tests to new validation functions PHNX-937: Currenex RFS -Move CNX assert based tests to new validation functions PHNX-925: Tooling -Handle instances where gateway .seqno files are unavailable to Test Framework PHNX-922: Tooling -Create common python message mapping validation framework for reuseability PHNX-920: Tooling -Create rundeck jobs for weekly process control of Enterprise UAT instances PHNX-918: Bloomberg FX<GO> -Add Bloomberg QuoteResponse scenarios to nightly regression pack PHNX-917: Logging -Make Whisperer Enterprise log filename conventions follow those of Whisperer Classic PHNX-913: Tooling -Setup Whisperer Enterprise Penetration Testing Environment PHNX-909: Currenex RFS -Add CNX Conformance scenarios to nightly regression test run PHNX-906: Bloomberg FX<GO> -RFS - correct RegulatoryBodies, LegRegulatoryValue and AllocRegulatoryValue components in NewOrderMultileg PHNX-896: Bloomberg FX<GO> -RFS - correct RegulatoryBodies and BodyRegulatoryValue components in NewOrderMultileg PHNX-895: Currenex RFS -CNX - Feed handler is logging out during sync process - due to sequence number PHNX-892: Base Implementation -Create baseline in/out latency data for Enterprise PHNX-891: Tooling -Add calls to message validation service to nighly regression test run scenario steps PHNX-889: Tooling -Create docker image for Python Message Field Validation REST Service PHNX-888: Tooling -Create dynamic result resource to return from Validation REST Service PHNX-887: Tooling -Create Python Message Field Validation REST Service PHNX-885: Prepare for customer UAT release PHNX-884: API Client -Schema change required to support NDF on/offshore and additional regulatory enum values PHNX-882: Bloomberg FX<GO> -RFS - correct validation of PartyID component in Quote message PHNX-881: Currenex RFS -Add further currenex Test Scenarios to automated nightly regression test run PHNX-878: Java latency research project phase 1 PHNX-873: Bloomberg FX<GO> -RFS - As a client I am able to explicitly withdraw my published quotes PHNX-871: Bloomberg FX<GO> -RFS - As a client I can reject quote requests for SPT/FWD/NDF/SWP/NDS securities from a trading counterparty PHNX-860: Bloomberg FX<GO> -RFS - As a client I expect to receive SPT/FWD/NDF/SWP/NDS deal requests from a trading counterparty PHNX-856: Bloomberg FX<GO> -Quote Python Mappings test script PHNX-855: 360T TEX -As a client I expect a trading counterparty to terminate previously issued quote requests PHNX-851: 360T TEX -As a client each of my INDICATIVE quotes will result in the previous published quote being cancelled PHNX-850: 360T TEX -As a client I am able to explicitly withdraw my published quote PHNX-848: 360T TEX -As a client I expect to be able to reject quote requests PHNX-844: Currenex RFS -Feed handler is not sending the notification to fix log about - Clients abrupt disconnection PHNX-843: Currenex RFS -Client is unable to reconnect to Venue after user disconnected by LogOffUser PHNX-838: Currenex RFS -Integration for multiple concurrent processes PHNX-837: Currenex RFS -Session Handling PHNX-836: API Client -Create a stress test and scenario running tool for clients to use PHNX-835: Bloomberg FX<GO> -Quote Request Python Mappings and Test scenarios PHNX-833: Currenex RFS -Add scenarios to nightly regression test run PHNX-827: Currenex RFS -ExecutionAck - Text Field is not mapped from the incoming Execution Ack PHNX-816: Configuration -Improve FXAll Gateway bridge integration for multiple concurrent processes PHNX-813: Currenex RFS -Conformance testing PHNX-810: Venue Gateway -FxAll QT user initiated venue logoff prevents subsequent logon PHNX-806: Venue Gateway -LogonManager Update the FIX Endpoint so that the LogonManager performs correctly PHNX-784: Base Implementation -Venue Auto Reconnect logic must no overwrite the text in the ErrorReport|VenueLogonError sent to the client PHNX-774: FXall Quicktrade -UserRequest to LogOffUser results in Bridge disconnection and must kill the Process PHNX-770: Tooling -Bitbucket/Git should reject pushes that don't contain an valid and open Jira ticket in the commit comments. PHNX-750: Base Implementation -Document release process for Trading Operations PHNX-693: Logging -Support max-size and time log file rollover, whichever happens first PHNX-661: API Client -Change the Gateway class name to the more appropriate SingleUserGateway. PHNX-556: Base Implementation -Client Session Handling - Script to reset sequence number to be executed weekly PHNX-502: Logging -Scheduled jobs to compress and move older rolled-over .log, .msg PHNX-426: Base Implementation -Feed Handler needs clear policy WRT slow client consumers PHNX-342: Logging -Add unique session id to logs PHNX-339: Standard Chartered -Stress Test deployment PHNX-181: Base Implementation -Start/Stop/Monitor script required 2019.36.WE.A 04 Sept 2019 PHNX-861: API Client -Schema Change required to support NewOrderMultileg PHNX-847: Currenex RFS -Correct Price component in NewOrderMultileg message PHNX-845: Currenex RFS -Fix venue re-connection process when sequence number is 1 PHNX-840: Bloomberg FX<GO> -RFS - As a client I expect my quotes to be published on Bloomberg PHNX-832: Currenex RFS -Remove duplicate message map entry for order cancels PHNX-826: Currenex RFS -Add additional cases to PartyID information for Quote and ExecReport messages PHNX-825: Base Implementation -Core changes to enable latency reporting PHNX-823: Venue Gateway -Socket cleanup logic improvements for gateway post logon PHNX-820: Bloomberg FX<GO> -RFS - As a client I expect to receive SPT/FWD/NDF/SWP/NDS quote requests from a trading counterparty PHNX-818: FXall Quicktrade -Speed up reset time after a disconnect PHNX-815: FXall Quicktrade -Improve gateway shutdown cleanup proces PHNX-761: Fix Engine -Stop UserNotification messages begin sent to client on venue connection attempt failures PHNX-757: FXall Quicktrade -Confirm and update global validation logic PHNX-733: Currenex RFS -As a client I expect to be notified of final deal status PHNX-698: FXall Quicktrade -QuickTrade InfoRequest message handling PHNX-438: Populate HopNetworkTime with hardware arrival timestamp PHNX-277: Currenex RFS -Gateway initiated re-synch improvements 2019.32.WE.A 05 Aug 2019 PHNX-821: Currenex RFS -QuoteRequest - Correct the Leg PassThru Fields in Quote Request in the message sent to Client PHNX-812: Currenex RFS -Mapping for Currenex_RFS R and AB messages was updated PHNX-803: Documentation -Update build and run instructions inside Confluence Developers Den PHNX-802: Currenex RFS -Correct Inversions for QuoteRequest for 1-Way Term Ccy request PHNX-799: Currenex RFS -As a client I am able to explicitly withdraw my published quote PHNX-782: Tooling -Tag 611 details translating incorrectly from test rig- NDF PHNX-772: Tooling -Testrig should not populate ND Group in the Quote message PHNX-762: Logging -Fix timestamp logging for Received and Send metrics PHNX-756: FXall Quicktrade -Correct the FractionalFwdPtsDecimalPlaces in Quote xml PHNX-754: FXall Quicktrade -Spot quote is not rejected due to precision mismatch between calculated SpotRate and the given spot rate PHNX-749: Tooling -Move logon server config to git and create bamboo deployment PHNX-745: Base Implementation -Reduce/Remove reconnect timeout in gateway PHNX-744: Logging -Unify logging directory name and structure PHNX-741: Base Implementation -Bridge logging conventions PHNX-739: Tooling -Ensure unit file captures standard out PHNX-737: Configuration -Change all names to lowercase PHNX-736: Logging -Add Gateway name to logfile name PHNX-735: Configuration -Unify config, service, and gateway names PHNX-733: Currenex RFS -As a client I expect to be notified of final deal status PHNX-732: Currenex RFS -CurrenexRFS: As a client I expect to be able to accept or reject deal requests from trading counterparties PHNX-731: Currenex RFS -As a client I expect to receive deal requests from a trading counterparty PHNX-695: FXall Quicktrade -Add all validations in the mappings spec to the fxall gateway PHNX-683: FXall Quicktrade -ND Testing PHNX-682: FXall Quicktrade -Conformance testing PHNX-667: Base Implementation -Simplify the development of future FIX based venue gateways PHNX-613: FXall Quicktrade -Message TransactTime mappings need attention PHNX-587: FXall Quicktrade -Mappings for Remarks in the spec should be simplified PHNX-413: Currenex RFS -add new Tenors for Currenex_RFS PHNX-398: Logging -Default Logging level for W-E Gateways should be INFO PHNX-234: Documentation -Document how to create a Venue EndPoint PHNX-209: Base Implementation -Enterprise to work for cluster failovers PHNX-188: Base Implementation -Prod server access to be restricted for MVP 2019.29.WE.Build398 19 Jul 2019 PHNX-797: API Client -Schema Change required to support new ErrorReport Subjects PHNX-790: Base Implementation -Fix decoding logic for the logon message from the client PHNX-787: Base Implementation -Improve error report when schema versions mismatched PHNX-786: Logging -Improve sequence printer sequence number PHNX-785: Base Implementation -Fix the RepeatingGroupFix Parser for adjacent repeating groups PHNX-783: FXall Quicktrade -FXAll EndPoint can trigger an infinite auto-reconnect loop PHNX-779: Logon Service -Sbe4 EndPoint protect against overflowing the message buffer on overwrite of the message during retry PHNX-777: Logging -Configured journal directory structure does not get created PHNX-773: FXall Quicktrade -Spot/Spot Leg of NonDeliverable should be treated like Spot Instead of NDF PHNX-771: Tooling -Enable unit tests for Layer 3 FIX venue translators PHNX-769: Currenex RFS -As a client I expect to be able to instruct the Feed Handler to connect to the Venue using the credentials configured for my connection. PHNX-767: FXall Quicktrade -Ensure Bridge process closes down correctly PHNX-760: FXall Quicktrade -Ensure isConnectedCalls is correct when UserRequest to LogOff PHNX-759: FXall Quicktrade -Modifications required for ExecutionAck mappings PHNX-758: API Client -Schema Change required to support revised ExecutionAck PHNX-755: Currenex RFS -Honor exponent and mantissa from original message PHNX-753: FXall Quicktrade -Stop sending UserNotification messages to client on venue connection attempt failures PHNX-747: Logging -Remove erroneous extra timestamps before venue/client messages in log PHNX-746: Base Implementation -Gateway service should shutdown after the configured shutdown interval. PHNX-743: Logging -Change service logging directory name PHNX-742: Base Implementation -Change Gateway configuration directory and file extension PHNX-738: Configuration -Separate all filename words with hyphens PHNX-730: Currenex RFS -As a client each of my INDICATIVE quotes will result in the previous published quote being cancelled PHNX-726: Currenex RFS -As a client each of my TRADEABLE quotes is published to the Venue PHNX-725: Currenex RFS -As a client I expect to be able to terminate quote requests AFTER quoting PHNX-724: Currenex RFS -As a client I expect a trading counterparty to terminate previously issued quote requests PHNX-723: Currenex RFS -As a client I expect to be able to reject quote requests BEFORE quoting PHNX-722: Currenex RFS -As a client I expect to receive quote requests from a trading counterparty PHNX-662: Logging -Move ascii seq file writing to the msg_log module PHNX-659: Tooling -Rename gateway binary from phx_gateway to phx-service. PHNX-611: FXall Quicktrade -Redundant mappings to be removed from QuoteRequest PHNX-610: FXall Quicktrade -Redundant mappings to be removed from NewOrderMultileg
UAT Only FxAll Fwds, Swaps, NDF, NDS and Blocks 03 Jun 2019
UAT Only FXall Spot Only 24 Apr 2019