Server Releases - 2022

Functional changes:

[FXMF-8368] - nomura_esp - NDF product supported.
[FXMF-8453] - cboefx_fixproxy - MidPricedPeg support for pegged orders.

Functional changes:

[FXMF-8512] - broadridge_orders - Enable MX flow
[FXMF-8449] - edgewater_orders - Handle unknown SecurityTypes in the venue securityList.
[FXMF-4626] - edgewater_orders - Cache management refined to ensure no stale cache remain.
[FXMF-8554] - currenex_ouch - gateway reflects the session state changes correctly during initial logon.

Other Changes

[FXMF-8515] - cboefx_itch - MarketDataIncrementalRefresh messages now correctly support OrderQty only changes

Other Changes

[FXMF-8027] - broadridge_orders - Sign off for ASX, Eurex, ICE Markets.

Other Changes

[FXMF-8430] - cboefx - Full API coverage Signed off by venue.
[FXMF-8503] - fxall_quicktrade_maker - Support for 2Y tenor corrected.
[FXMF-8415] - fxall_quicktrade_maker - CFTC Rule Re-Write changes verified.

Other Changes

[FXMF-4507] - nomura_esp - Notify client with Trading Session Status Halted.
[FXMF-8289] - creditsuisse_ser- Notify client when Trading Session Status is not open.
[FXMF-8288] - t360_tex_maker- CFTC Rule Re-Write.
[FXMF-8450] - baml- CFTC Change - NonSEF trade ExecReports to echo regulatory values from client NewOrder.

New APIs

[FXMF-7967] - broadridge_orders - UAT only release
[FXMF-678] - rbc_trading

Other Changes

Mandatory CFTC Rule Re-Write changes

Venues are enforcing CFTC Rule Re-Write changes with deadline of 2022-12-05.

MarketFactory has implemented these changes for below listed venues.

[FXMF-8373] - currenex_rfs_maker - Regulatory Trade ID updates for SwapEx from USI to UTI.
[FXMF-7927] - bloomberg_fxgo_maker - Mandatory UTI Changes.
[FXMF-8289] - baml - CFTC Rule Re-Write.

Other Changes

[FXMF-7876] - barx - NDF enhancements in BARX API cloned by Lucera.

New APIs

[FXMF-638] - exchange24
[FXMF-690] - fastmatch_stream_maker

Other Changes

[FXMF-8317] - ebs_market_mdp3_sbe_udp and cme_mdp3_sbe_udp - filter incremental refresh messages for instruments with no snapshot.
[FXMF-5133] - all venues - Logout response from Gateway to Client now includes explanatory text: "Client requested Logout." or "Client logged out during synchronisation."
[FXMF-8256] - all venues - UserNotification to client now includes text from Venue logout notification, where available.

Other Changes

[FXMF-900] - all venues - BusinessMessageReject/Reject messages from venue to be sent as BusinessMessageReject to client, if configured. Please refer to Error Handling for details.
[FXMF-8243] - all venues - gateway validation of inbound client messages now trigger BusinessMessageReject to client instead of ErrorReport, if configured.
[FXMF-8279] - currenex_itch - Improved session level message sequence number management.
[FXMF-8284] - cme_mdp3_sbe_udp - Unsubscribe successfully on CME.

Other Changes

[FXMF-8267] - bloomberg_fxgo_maker - ExecutingFirm PartyRole validation is removed for XOFF Deals in ExecutionReport.
Mandatory PartyIDs in Execution Report
As part of this change the additional validation introduced as part of 2022.08.18.WE is updated to:
- ExecutingFirm is required by this venue for MiFID/SEF/MAS and optional for XOFF.
- ExecutingFirmLEI is required by this venue for MiFID/SEF/MAS and optional for XOFF.
- ExecutingUnitLocation is required by this venue for MiFID.
- ReportingEntity is required by this venue for SEF.
[FXMF-8234] - citi_colo - PendingNew ExecutionReport to include LegPrice.

Other Changes

[FXMF-8185] - t360_supersonic_maker, t360_tex_maker - Include RefTagID in Reject message.
[FXMF-8233] - bloomberg_fxgo_maker - Double TestRequest dependency for venue session open is now obsolete.

Other Changes

[FXMF-8202] - cboefx_itch - Populate HopSendingTime + publish MDEntryTime with local time.
[FXMF-8209] - bloomberg_fxgo_maker - Allow arbitrary ordering of PartyIDs in ExecutionReport.
Mandatory PartyIDs in Execution Report
As part of this change there is additional validation to ensure correct population of regulatory fields mandated by the Bloomberg API:
- ExecutingFirm is required for this venue.
- ExecutingFirmLEI is required by this venue for MiFID/SEF/MAS.
- ExecutingUnitLocation is required by this venue for MiFID.
- ReportingEntity is required by this venue for SEF.
[FXMF-8097] - barx - QuoteID published in MassQuote.
[FXMF-8098] - xtx_euthenia- QuoteID published in MassQuote.

Other Changes

[FXMF-8133] - ebs_market_mdp3_sbe and ebs_market_mdp3_sbe_udp - SecurityStatus published with LegMiFIDISIN in BodyPassThru for MTF NDFs.
[FXMF-8135] - ebs_market_ilink3_sbe - ExecutionReport published with LegMiFIDISIN in LegRegulatoryFields for MTF NDFs.
[FXMF-7890] - ebs_market_ilink3_sbe - SecurityExchange of instrument sent as PartyRole ExecutionVenue.
[FXMF-8117] - fastmatch - Allocation details populated on cancels.

Other Changes

[FXMF-7947] - ubs_fx2b - Indicative prices published for 0 Qty price updates
[FXMF-1152] - bloomberg_fxgo_maker - Venue QuoteCancel is now mapped to Client BusinessMessageReject for RFS
[FXMF-8095] - cboefx_itch - MDSecSize updated when NoOfSecSizes populated
[FXMF-8102] - currenex_itch - MDSecSize updated when NoOfSecSizes populated
[FXMF-8103] - cboefx_itch - SelfMatchIndicator processing enhancement
[FXMF-8104] - Fastmatch - LpRejCount added as a passthru field in ExecutionReport
[FXMF-4940] - BAML - Logout to client published promptly

New APIs

cme_mdp3_sbe_udp

Other Changes

[FXMF-7988] - fxall_quicktrade_maker - To publish correct one-way buy side quotes that are tradeable in FXAll UI
[FXMF-8049] - t360_tex_maker - Support for new tenors added in GUI v.4.15
[FXMF-7840] - barx - Synthetic ExecReport to publish correct allocation details
[FXMF-1570] - all venues - Improved global validation for LegSettlType
[FXMF-7837] - ebs_market_ilink3 - Integration with reference data rest api to download instrument info

Other Changes

[FXMF-7891] - ebs_market_mdp3_sbe - SecurityStatus message published with SecurityExchange info in BodyPassThru
[FXMF-7892] - ebs_market_mdp3_sbe_udp - SecurityStatus message published with SecurityExchange info in BodyPassThru
[FXMF-7889] - bloomberg_fxgo_maker - obsolete fields removed as per spec v.5.0

Other Changes

[FXMF-7834] - ebs_market_mdp3_sbe_udp - improved EBS Ultra UDP session recovery logic
[FXMF-7723] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - ensure consistency across TCP and UDP for BodyPassthru fields
[FXMF-1054] - bloomberg_fxgo_maker - Process QuoteRequest received before session open

New APIs

cboefx_itch
fxspotstream_midmatch

Other Changes

[FXMF-7722] - ebs_market_mdp3_sbe_udp - Handle EOM tenors
[FXMF-7817] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - SecurityTradingStatus corrected to ReadyToTrade after date roll in SecurityStatus message

Other Changes

[FXMF-1061] - ebs_market_mdp3_sbe_udp - ensure UserNotification to UserRequest when unable to connect
[FXMF-7725] - ebs_market_mdp3_sbe_udp - address message error on expired NDF
[FXMF-7702] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - correctly handle security status for expired EOM Instruments
[FXMF-7792] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - correctly handle early USD/PHP trade date roll
[FXMF-7812] - ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe - U2 generated for USD/PHP date roll

Other Changes

[FXMF-7703] - currenex_itch - IntraDay SecurityTradingStatus should be ValueDateRoll, not ReadyToTrade
[FXMF-7759] - currenex_itch - Unable to write field with no encoded value: Input/output error
[FXMF-7796] - fastmatch_autoex - NoBodyPassthruFields is incorrect on fastmatch_autoex
[FXMF-7797] - fastmatch_autoex - ContraBroker is not passed to client from fastmatch_autoex ExecutionReport

New APIs

currenex_itch

Other Changes

FXMF-1194 fxspotstream v1.5.2 Mandatory changes - due Q2 2022
FXMF-7700 ebs_market_mdp3_sbe fix message processing failure on expired NDF
FXMF-4948 ebs_market_mdp3_sbe ensure Ack to UserRequest when unable to connect

Other Changes

FXMF-7652 ebs_market_mdp3_sbe_udp Improve SecurityStatus SettlDate processing (UDP)
FXMF-7664 ebs_market_mdp3_sbe_udp Ensure MarketDataIncrementalRefresh messages are iterated correctly
FXMF-7659 creditsuisse_ser Ensure QuoteResponse terminates correct subscriptions.

New APIs

autobahnfx_rapid

Other Changes

FXMF-5057 all venues - abbreviated formatting of TestReqIDs
FXMF-7637 ebs_market_mdp3_sbe - improve SecurityStatus SettlDate processing (TCP)
FXMF-1052 ebs_market_mdp3_sbe_udp - improved support for Instrument deletion
FXMF-1059 ebs_market_mdp3_sbe_udp - Ensure MarketDataIncrementalRefresh messages are iterated correctly
FXMF-4948 ebs_market_mdp3_sbe_udp - Ack to UserRequest when unable to connect
FXMF-4947 ebs_market_mdp3_sbe_udp - Handle missed ChannelReset messages
FXMF-4942 ebs_market_mdp3_sbe_udp - Don't send spurious EndMarker
FXMF-4954 ebs_market_mdp3_sbe_udp- Ensure Channel Ready events are always delivered
FXMF-1050 fidessa_orders - dictionary changes to support May 2022 API

Other Changes

VEN-1977 - fidessa_orders - Dictionary updates as per Fidessa release v2022.3.
VEN-1947 - lucera_lumefx - Report EmptyBook correctly.
VEN-1949 - ebs_market_mdp3_sbe - SecurityStatus now correctly reset after UserRequest.

Other Changes

VEN-1942 - fxall_quicktrade_maker - Improve TCPI handling of QuoteCancel message
VEN-1935 - edgewater_markets - Ensure that the first MarketDataIncremental never contains deletes

New APIs

VEN-990 - fxall_quicktrade_maker upgraded to ensure uniformity with other gateways.

Other Changes

VEN-838 - ebs_market_mdp3_sbe_udp now enabled for Prod
PHNX-2967 - ebs_market_mdp3_sbe_udp: Ensure stale snapshot is not published in initial update after subscription.

Other Changes

VEN-910 - hsbc_fx_mds: Venue is now made available for PROD after conformance sign-off.

Other Changes

VEN-1898 - ebs_market_mdp3_sbe_udp: handle null TradeDate & SecurityTradingStatus (venue error observed after w/e restart).
VEN-1874 - lucera_lumefx: fix to populate ordType in ExecutionReport as venues does not provide OrdType.

Other Changes

VEN-945 - natwest_markets now enabled for Prod
VEN-1828 - ebs_market_ilink3_sbe - OrderOriginationFirm no longer required.
VEN-1830 - ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp - HopSendingTime & HopRefID now populated with UDP/TCP packet sending time & sequence number. MDSubFeedType contains A/B Feed ID for UDP session.
VEN-1835 - ebs_market_ilink3_sbe - production security IDs now supported.

New APIs

lucera_lumefx (for FenicsFX)
curex_orders (includes peer-to-peer)
ebs_market_mdp3_sbe_udp (UAT only) - CME EBS Ultra.

Other Changes

VEN-1025 - ubs_fx2b now enabled for Prod
VEN-898 - fxall_activetrading, lmax - EndMarker now published on market data session.

Other Changes

PHNX-2906 - allow scalable processes to share an isolated CPU core.
PHNX-2904 - minimise contention between processes.