2021.34.WC.A
- MFD-1424: API Fixed bug where a disconnect from an Admin user can cause a restart
- MFD-1433: EBS on CME Globex Support NDF TCP Market Data Pricing in UAT
2021.32.WC.A
- MFD-1412: EBS on CME Globex Support Orders in UAT
- MFD-1417: BAML Fixed intermittent DateRoll failure
- MFD-1425: EBS on CME Globex Support Spot TCP Market Data Pricing in UAT
- MFD-1426: BARX Fixed intermittent DateRoll failure
MFD-1428: JPM Fixed intermittent DateRoll failure
MFD-1429: API Fix intermittent failure of SecurityStatus update preventing market data updates
2021.27.WC.B
- MFD-1370: CME Improve CME Snapshot/Incremental A/B Arbitration
- MFD-1389: EBS Direct Support EBS Direct 2.0 - No persistence on the platform. 141=Y is required on all sessions.
2021.27.WC.A
- MFD-1392: HSBC - Fixed bug where incorrect trade date is received on trades between 5pm NY and midnight UTC
- MFD-1416: Cboe - Full Amount Maker Fix reporting opposite BID/OFFER sides as compared to Sweepable Feed for Base Trades only
2021.25.WC.B
- MFD-1420: Reuters SBE Fix bug that excluded US Treasuries when excluding "sml" contracts
2021.25.WC.A
- MFD-1419: Reuters SBE Exclude new "sml" contracts
2021.22.WC.A
- MFD-1332: Curex Support Peer-to-Peer
- MFD-1371: CME Fix uncommon crash on negative prices
2021.20.WC.A
- MFD-1407: Logging Improve data capture logging
2021.19.WC.A
- MFD-1186: API Add Market Maker to the C# API
- MFD-1375: API Create a C# NuGet package for 3.14.0 API
- MFD-1381: Reuters Mapi Support for Reuters Mapi native Iceberg orders
2021.17.WC.A
- MFD-943: All - Improve value and trade date calculations and DateRollover messages
- MFD-1380 API Server - Fix issues around API Server crashes
2021.15.WC.A
- MFD-1390: MOEX - FAST 4.6.1 Template change
2021.03.WC.A
- MFD-1215: EBS-Ai - Fix handling of PHP/USD 10am UTC DateRoll
2021.02.WC.A
- MFD-1339: Hotspot Improve client reporting of orders filled after a disconnect event
- MFD-1338: Hotspot Improve ResendRequest message handling
2020.51.WC.A
MFD-1353: CME iLink Improve disconnection handling created from issues at the CME.
2020.50.WC.C
MFD-470: Integral Maker Improve session handling on client disconnect
2020.50.WC.B
MFD-1358: Bloomberg FX<GO> Handle Bloomberg bug where cancelling the Bid and Offer of a quote does not meet the spec.
2020.48.WC.A
MFD-1315: MOEX Handle FIX template changes
2020.46.WC.A
MFD-456: FXSpotStream Fix handling of FOK and VWAP orders
MFD-1274: BNP Improve session handling logic around abnormal feed shutdown and subsequent startup
MFD-1322: Curex Handler overflow from very large market data sizes
MFD-1344: Reuters Improve logon retry logic
2020.44.WC.A
- MFD-1297: All Fix Historic Tick Streamer feeds to work on all feeds
- MFD-1324: EBS Ultra Improved stability of feed during the start up process
- MFD-1336: CME Improved reporting of trading session status for market event type of NewPriceIndication
2020.42.WC.A
- MFD-1263: Currenex Ouch MM Improve TradeCaptureAckMessages generated by receipt of OuchExecutionReportNack
- MFD-1231: Currenex Improve Currenex logging
- MFD-1331: All Fix crash due to DisconnectPeerException
- MFD-1333: Reuters Improved handling of 5ms market data during low market activity
2020.40.WC.A
- MFD-1106: Fastmatch Support for LastLookRejections<9704> in Execution Report and Order Cancel
- MFD-1233: All Improve application log rolling
- MFD-1281: Fastmatch Support for submitting Term orders
- MFD-1295: HSBC Improve snapshot to include depth
- MFD-1303: Fastmatch Optionally support counterparty field as FIX tag 9300 or 375
- MFD-1309: All Improve MarketDataMonitor shutdown sequence
- MFD-1321: Tooling Build tooling to support log data capture
2020.39.WC.A
- MFD-1307: GTX MM Fix CumQty(14) and LastQty(32) in Term Trade Execution Reports
- MFD-1317: Reuters Mapi Fix startup for Market Data and Trading Sessions
2020.38.WC.B
- MFD-1006: Fastmatch Handle FullAmount Trade Data
- MFD-1265: LMAX Improve latency of Market Data
- MFD-1282: All Improve startup for more stability
2020.38.WC.A
- MFD-651: Saxo - Add IOC timeInForce order support
- MFD-656: Saxo - Add missing Tag37 in OrderCancelRequest and OrderCancelReplaceRequest
- MFD-1268: Reuters - Reuters SBE 5ms feed support
- MFD-1320: CME - iLink processes security definitions for futures and calendar spreads and FXLink
2020.35.WC.A
- MFD-1284: CBOE FX Central- Add support for new venue offering by CBOE.
- MFD-1285: EBS Ai- Add support for Aggress Full Size Only (AFSO) orders
2020.34.WC.A
- MFD-1175: SocGen-Support for dual PB reporting in Tag 50 in SocGen Feedhandler and Reflector
2020.33.WC.A
- MFD-996: ParFX-Send OrderCancelRejectedMessage to client for invalid quantity modifications
- MFD-1296: API Client-Fix SBE Encoding error for very large SBE messages
2020.32.WC.A
- MFD-1252: CME iLink-Add support for pricing/orders against calendar spreads and FX Link spreads
- MFD-1258: 360T-Configurable option to normalise BID/OFR on term trades
- MFD-1266: 360T-Set NewOrderMessage partyID (tag 553) to Username or PartyID subject to config
- MFD-1277: GTX-Create config to optionally pass Party Role 20 (underlying contra firm) in counterPartyID field
- MFD-1280: GTX MM-Populate ExecutionReport - LastQty (tag 32) in order acceptance messages
2020.31.WC.A
- MFD-861: LMAX-Add support for maxshow (Tag 210) on iceberg orders
2020.30.WC.A
- MFD-1110: Barclays-Pass provided trade date when available instead of computing it
- MFD-1208: CME iLink-Add ability for customer to set MiFIDAlgorithmicOrderFlag to ensure ManualOrderIndicator (tag 1028) is correct for CancelOrderMessage and ModifyOrderMessage
- MFD-1222: API Client-Confirm MFAPI supports negative prices
- MFD-1259: CME iLink-Replace fixed decimal places with values specified in config
- MFD-1260: CME iLink-Pass text (tag 58 for reject reason) values on to the client for all trade rejects
- MFD-1279: OMS-Fix audio alerts disabled by latest version of Chrome
2020.29.WC.A
- MFD-1230: 360T-Support for a combined session in addition to separate trading & market data sessions
- MFD-1273: FXall LP-Pass Account (Tag 1) and/or 375(ContraBroker) in the NewOrderMessage on to customer
2020.26.WC.A
- MFD-1209: EBS Ultra-Change log level for messages to/from venue from TRACE to MESSAGES
- MFD-1239: Correct use of OrderQty[38] and CashOrderQty[152] in ExecutionReports
- MFD-817: Citi Colo-Fix processing of quote cancels (35=Z)
- MFD-877: EBS Ultra-Add WORST_TRADE message type to pass through Paid/Given
2020.25.WC.A
- MFD-1094: Nomura-Send OrderCancelled messages instead of OrderRejectedMessage for rejected orders
2020.24.WC.A
- MFD-1219: Bloomberg FX<GO>-SettlDate on inbound messages mapped correctly
- MFD-1257: Tooling-Update GFXSettlementDate unit test
2020.23.WC.A
- MFD-1163: CME iLink-Fix Text <58> Values on to the API for INCORRECT_QUANTITY messages
- MFD-1210: CME iLink-Ensure Trading_Closed EventReportMessage sent for all futures
- MFD-1251: DBlogger-Resolve rounding issues on Swaps
2020.21.WC.C
- MFD-1165: CME iLink-Improve gap detection logic
- MFD-1176: CME iLink-Remove un-needed log lines
- MFD-1178: CME iLink-To log its own latency
- MFD-1214: CME iLink-Improve A/B Side Arbitration to reduce gaps further
- MFD-1228: CME iLink-CME Market Data - Issues found in QA
- MFD-1235: Currenex Itch-Ensure OrderReplaceOrCancelRequest passes on correct instrument index
- MFD-1236: CME iLink-Improve logging and merge several stories into 1 build for test
2020.21.WC.B
- MFD-1226: Bloomberg FX<GO>-Fix intermittent failures in RFQ feed after quote request cancel
- MFD-1247: JP Morgan-RFS feed handlers cannot connect to the JPM feed handler
- MFD-1248: STP Bridge-STPBridge now handles large terms trade
2020.21.WC.A
- MFD-1074: GTX-Pass order rejection codes from venue to client
- MFD-1241: API Server-Prevent API Server failing after BBG gateway error
- MFD-1245: Currenex-Stop gateway sending quotes after an execution
2020.20.WC.C
- MFD-1246: Internal swaps on term currency causes APIServer failure
2020.20.WC.B
- MFD-1203: Base Implementation-Allow zero logging setting
- MFD-1240: API Server-Limit checks work for large term trades
2020.19.WC.A
- MFD-1232: DBlogger-Fix intermittent long delays in DropCopy Message delivery
- MFD-1238: Tooling-Fix intermittent unit test fails
2020.17.WC.A
- MFD-1160: JP Morgan-Support NDFs for Quote Request(R)
- MFD-1212: CME iLink-Add support for dual NICs to improve A/B Channles on binary feeds
- MFD-756: CME iLink-Update unit tests for MaxShow on CME feed handler
- MFD-841: CME iLink-Add ability to set senderSubID (Tag 50) for ModifyOrder in CME feed handler
2020.14.WC.A
- MFD-1155: SLM-NOP Tool showing zero for Term based swaps
- MFD-1158: JP Morgan-JPMorgan NDFs - Market Data Request(V) messages
- MFD-1159: JP Morgan-JPMorgan NDFs - Market Data Incremental Refresh(X) messages
- MFD-1161: JP Morgan-JPMorgan NDFs - New Order Single(D) messages
- MFD-1162: JP Morgan-JPMorgan NDFs - Execution Report (8) messages
- MFD-939: Currenex-Inverse currency SWAPs failed with critical error when credit limit breach
- MFD-947: JP Morgan-Empty Tag336/ TradingSessionID in QuoteRequest message when cancelling a pending SWAPs QuoteRequest
2020.12.WC.A
- MFD-1149: Base Implementation-String manipulation performance improvement
- MFD-1170: Base Implementation-Feeds overriding FixClientSession to log their own own latency
- MFD-1173: Base Implementation-Fix population of QuoteRequest generated by 35=V with streamID
- MFD-1191: Base Implementation-Allow override of log level on a per feed basis instead of instance basis
- MFD-1194: Base Implementation-Feed Handlers to log more detailed latency instead of API Server
- MFD-1200: API Client-Fix sequence number and replay bugs in SBE Java API
2020.11.WC.A
- MFD-1134: API Server-API Server publish latency on internal UDP
- MFD-1157: Base Implementation-Feeds to publish latency on internal UDP
- MFD-1171: Base Implementation-Feed to publish latency on internal UDP
- MFD-1201: Currenex-Forward outrights quotes are sent to exchange and canceled
- MFD-1205: Fastmatch-Different counterpartyID passed to client in master vs. customer specific branch
2020.09.WC.A
- MFD-1183: Tooling-Test rig to analyse CME a/B feeds
- MFD-1189: Tooling-Fix the test UI RejectOrder submission
- MFD-998: API Client-OrderDoneMessage not sent to API Users
2020.07.WC.A
- MFD-1008: ParFX-Classic SBE API Message Count Incorrect after Feed Handler Recycles
- MFD-1084: BAML X-Massquote components settlement date to algin with single quote behaviour
- MFD-1151: Base Implementation-Add CNH entries
- MFD-1187: API Client-Forward outright orders fail for customer specific build
- MFD-971: LMAX-Amount on Received Orders Truncated for large BitCoin amounts
2020.06.WC.A
- MFD-1144: Reflector-Set reverse booking on UBS COPY sessions
- MFD-1164: EBS Direct MM-Feed handler roll back for Specific Customer build due to change in logon behavior
- MFD-1169: Bloomberg FX<GO>-Broken forwards not working
- MFD-1177: EBS AI 61-Maturity Date incorrect in DropCopy Messages
- MFD-1179: BAML X-Trading accounts not logging on to venues
- MFD-1180: Base Implementation-Add USD/MAD to offsets
- MFD-925: Currenex Ouch MM-Feed handler missing clOrdID and orderID on TradeAck
- MFD-990: GTX MM-Pass execID in clOrdID field of OrderTimeoutMessage
- MFD-999: API Server-SBE API Replay Request Caused Disconnection
2020.06.R
- MFD-1141: Reflector-Prevent processing of Trade Capture Report with tag 487 TradeReportTransType C - Cancel
2020.05.WC.A
- MFD-1093: Xenfin-Correct order of ExecReport messages
- MFD-1102: CME iLink-Self-Match Prevention: Submit Order
- MFD-1103: CME iLink-Self-Match Prevention: Modify Order
- MFD-1104: CME iLink-Self-Match Prevention: Execution Report - Order Cancel
- MFD-1105: CME iLink-Self-Match Prevention: Execution Report + Ack inbound
- MFD-1146: Base Implementation-Feed handler performance improvement for string manipulation
2020.04.WC.B
- MFD-1101: CME iLink-CTI field to be set on a per order basis
- MFD-1140: Tooling-Update default config for MDM
- MFD-1147: Tooling-Improve accuracy of latency calculations
2020.04.WC.A
- MFD-1119: API Client-Allow client to change senderSubID on modify orders
- MFD-1125: CME iLink-Improve logging efficiency
- MFD-1139: EBS Select-Orders are Rejected due to missing Account field in Order message
- MFD-1142: Large Trade Limit messages failing to send for Customer Specific build
- MFD-1145: Currenex Itch-Feed handler is - "Unable to subscribe to all markets."
- MFD-837: EBS Select-Feed handler most properly process Incremental with 269=J
2020.03.WC.A
- MFD-1046: Currenex-Enhance feed handler to support MTF trading
- MFD-1131: Curex-Rectify Trade and Settlement Date formats
- MFD-1138: Curex-Rectify source on MktDataMessage for late join (RequestSnapshot) messages
- MFD-949: Currenex-Feed handler now logs out gracefully preventing sequence number mismatch
2020.02.WC.A
- MFD-1044: EBS Ultra-Excessive logging during venues emergency maintenance work triggered a failover
- MFD-1117: EBS Ultra-Reduce logging and improve latency
- MFD-1122: Tooling-Improve accuracy of latency statistics
- MFD-1123: STP Booking-STP Users unable to logon
2020.01.WC.A
- MFD-1012: API Client-Zero GC MF Client additional function with new parameter for minFillAmt
- MFD-1045: Base Implementation-Standardise delimiter in text logs
- MFD-1064: EBS AI 61-Support for Local IOC: Logon Request Message
- MFD-1065: EBS AI 61-Support for Local IOC: Application Logon Response Message
- MFD-1066: EBS AI 61-Support for Local IOC: Order Submit Request Message
- MFD-1078: API Client-Improve performance of C# API
- MFD-1079: EBS AI 61-MaturityDate is not populated in DropCopy message
- MFD-1109: LMAX-INVALID_MIN_AMOUNT (tag 1089) now supported by feed handler
- MFD-1111: API Client-Increase Feed and Market pre-allocation size for larger configurations
- MFD-885: API Client-Add the failed logon attempt logic to all fix feed handlers using original session handler class
- MFD-889: Base Implementation-Add the failed logon attempt logic to all feed handlers using different session classes
2019.51.WC.A
- MFD-1113: CME-Scaling prices corrected on Stop orders
2019.50.WC.A
- MFD-1077: CME iLink-Remove MiFIDAlgorithmicOrderFlag flipping requirement from the client and server
- MFD-1098: CME iLink-Correct latency calculation
- MFD-940: CME iLink-Implied Liquidity - getFeeds to return instruments from configured exchanges
2019.49.WC.A
- MFD-1013: API Client-Java 3.14.0 API - Reduce garbage creation in Order creation
- MFD-1087: API Client-C# 3.14.0 API - Update Side enum decoding to include MIDPOINT and BOTH
- MFD-1092: Bloomberg Tradebook-Allow Account/Client ID pass-through on submit order
- MFD-428: Aggregated Feed Improved feed disconnect detection.
- MFD-581: Base Build- Improved maker feed subscription/unsubsciption mechanism
- MFD-945: Base Build-Feed handlers to accept Markets with ID's > 255
2019.48.WC.A
- MFD-1034: Bloomberg FX<GO>-Complete Merge of Customer Specific to Master
- MFD-865: Currenex/FXallQT/Bloomberg FX<GO>-Quote Requests with same day trade and settlement dates are no longer rejected by the feed handler
- MFD-978: Tooling-MDM to optionally only monitor 1 pair on a feed
2019.47.WC.B
- MFD-1063: CME iLink-Default liquidity book is now direct
- MFD-1072: CME iLink-Remove invalid timerID messages in syslog to improve performance
- MFD-1076: CME iLink-UDP packet in one batch and make use of MatchEventIndicator tag
2019.47.WC.A
- MFD-1023: Cürex-Trading: Submit Order
- MFD-1024: Cürex-Trading: Order Submitted Message
- MFD-1025: Cürex-Trading: Trade Capture Message
- MFD-1026: Cürex-Trading: Order Rejected
- MFD-1027: Cürex-Trading: Order Done
- MFD-1028: Cürex-Trading: Cancel Order
- MFD-1029: Cürex-Trading: Order Cancel Replace
- MFD-1030: Cürex-Trading: Order Cancel Reject
- MFD-1031: Cürex-Trading: Trade Capture Ack
- MFD-983: Cürex-Market Data: Security List Request
- MFD-984: Cürex-Market Data: Market Data Request
- MFD-985: Cürex-Market Data: Request Reject
- MFD-986: Cürex-Market Data: Receive Snapshot Full Refresh
- MFD-987: Cürex-Market Data: Receive Incremental Refresh
- MFD-977: UBS-Full Amount - Add UBS-FA.xml to deployment config
2019.45.WC.A
- EPIC: Base Implementation-Merge customer specific branch to master Phase 1
- MFD-1001: 360T-Pass account tag 1 in partyID field of NewOrderMessage
- MFD-1018: CME iLink-Order Handling Flag: Tag 1031 now mandatory as per venue changes
- MFD-812: Tooling-Fix internal monitoring tool which is failing on some boxes
- MFD-869: API Client-Add full support for FastMatch Tape to existing feed handler.
2019.44.WC.C
- MFD-994: CME iLink-Fix crossed market prices on CME Implied liquidity
2019.44.WC.A
- MFD-720: ParFX-Trading session status is now an optional message on the market data session
2019.42.XX.A
- MFD-1048: API Server-Improved CPU Affinity on customer specific build
2019.41.WC.A
- MFD-1043: BAMLX-Improve handling of quote cancels.
2019.37.WC.A
- EPIC: Merge customer specific branch back to master Step 1
- MFD-1004: Tooling-Auto deploy pretty log printing script to all prod boxes
- MFD-1019: DBlogger-Minor upgrade to database in customer specific branch
- MFD-1021: BAML X-Correct parsing of last quote in MassQuote (35=i) containing multiple QuoteSets
2019.36.XX.A
- MFD-588: Apply CPU Affinity Changes to customer specific version
2019.34.WC.A.1
- MFD-423: Reuters Mapi-On receipt of a UserNotification (CB) message reporting "MTM:0", the session now continues to heartbeat rather than disconnect
- MFD-882: Bloomberg FX<GO> o-Option to pass FIX tag 50 instead of tag 1 in partyID field.
2019.33.WC.A
- MFD-895: EBS Ultra-Improve TCP/IP disconnect logic
- MFD-924: EBS Ultra-Publish region on Last-Trade tickers
- MFD-959: FXall Bankstream-Populate tag QuoteReqID (131)
2019.32.XX.A
- MFD-921: Prep Customer Specific Branch For Comparison Script
- MFD-954: Currenex RFQ mm-feed handler crashes after receiving SPOT Quote Requests
- MFD-627: Software Limit Monitor Correct JPY conversion logic for NOP calc
2019.32.WC.A
- MFD-872: LMAX-Performance improvement for message store clean up prior to restart
- MFD-874: LMAX-Improve unit tests to debug detect an unknown message
- MFD-946: ParFX-Handle venue cancel messages following partial fill
- MFD-950: Jump-Complete conformance test with the venue
- MFD-957: Jump-Send ResendRequest (35=2) on sequence number gaps
- MFD-958: Jump-Stop sending Logon request for trading session with the sequence number 1
- MFD-963: tooling-Improve unit tests to reset singleton config pointer on TearDown on FastMatch
- MFD-968: FXall Pricestream-Allow buy/sell perspective to be configurable
2019.31.WC.A
- 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
- MFD-899: Currenex ESP MM-full regression testing
- MFD-907: GTX-Make market depth tag 264 configurable on all builds
2019.29.WC.B
- 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
- 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
- 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
- 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
- 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
- MFD-454: New Feed Handler: CME Implied Liquidity
2019.24.XX.A
- 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
- 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
- MFD-875: FXall Order Book-ensure feed handler passes TimeHandler and/or timeExchange and timeHandler in order messages
2019.23.XX.A
- 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
- 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
- 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
- MFD-798: far leg points in correct on some feeds for customer specific build
2019.20.XX.A
- MFD-605: Currenex Ouch MM-correct response to INFO instrument request
- MFD-696: DBlogger-Database failure fixed
2019.19.WC.C
- 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
- MFD-765: Fastmatch-Add Full Amount as option
2019.19.WC.A
- 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
- MFD-295: Currenex ESP MM-Improve session logout
- MFD-745: HotspotI-Add Full Amount as option to Hotspot
2019.16.WC.A
- MFD-297: Fastmatch MM-Improve session logout
2019.15.WC.A
- 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
- MFD-535: API Client-Implement CPU affinity
- MFD-732: API Client-Investigate spinning of 2nd thread in feed handlers
2019.14.WC.A
- MFD-780: FXall Order Book-Add timeHandler and timeExchange fields
2019.13.WC.A
- MFD-767: 360T-stop shutting down when referencing an unknown quoteReqId
2019.12.WC.B
- MFD-711: Hotspot Stream-improve handler latency
2019.12.WC.A
- MFD-233: 360T-stop handler rejecting quote cancellations when there are multiple quotes on a single pair
2019.11.WC.B
- 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
- MFD-715: Bloomberg FX<GO> MM-feed handler shutting down after a server logout
6.21.1-rc1
- MFD-673: FXall Order Book-Add config option to flip side of orders
6.21.0-rc1
- MFD-503: ParFX-fix handling of multiple "last traded" updates in a single message
6.20.0-rc1
- MFD-653: API Client-Security issue resolved on treatment on invalid passwords
6.19.0 -
MFD-598: Incremental update handling on EBS Ultra
6.18.0 -
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 -
MFD-594: CitiColo - Feed setup differs from standard Citi feed
MFD-487: State Street needs to support traderID passthru
6.16.0 -
- MFD-616: Incorrect timestamps on CBOE (HotSpot) FX Prints itch MarketData
6.15.0 -
- 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 -
- [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 -
- [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 -
[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 -
- [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 -
- [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 -
- [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 -
- [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 -
- 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 -
- [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 -
- [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 -
- [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 -
- [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 -
[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
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