The Lab

New APIs:

  • None 

Functional changes:

  • [FXMF-12185] - cme_ilink3_sbe - ContraCalculatedCcyLastQty and ContraGrossTradeAmt populated in the BodyPassthruFields in ExecutionReport

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Functional changes:

  • [FXMF-12521] - fastmatch_stream_maker - Populate LegLastForwardPoints on ExecutionAck messages if available.
  • [FXMF-12521] - fxall_activetrading - Not populating MDEntryTime on MarketDataIncrementalRefresh messages as the information is not available on the venue message.
  • [FXMF-12521]lseg_fxall_maker - Echo back the NoLegs group on ExecutionAck.
  • [FXMF-12521] - saxo_directExecID normalisation to avoid duplicates.
  • [FXMF-12642] - currenex_ouchExecID normalisation to avoid duplicates.
  • [FXMF-12642] - currenex_ouch - Not publishing OrigClOrdID on Cancelled ExecutionReports when the original order is cancelled by venue due to OrderCancelRequest.
  • [FXMF-12642] - standardchartered_s2bx - LegBidForwardPoints and LegOfferForwardPoints will now be published in pip representation as per MFSBE schema.
  • [FXMF-12649] - fastmatch_autoex - Populate NumberOfOrders in MarketDataIncrementalRefresh if available.
  • [FXMF-12649] - fastmatch_autoex - Populate OrigSendingTime when PossDupFlag is set.
  • [FXMF-11523] - shared subscriptions - populate correct UserNotification message in case of venue-initiated logout.

Other changes:

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New APIs:

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Functional changes:

  • [FXMF-12652] - fxspotstream - Term currency orders are now supported for OrdType = Limit
  • [FXMF-12095] - autobahnfx_algojpmorgan_fx_algo -Deprecated the use of ExecType = Suspended
  • [FXMF-12388] - fxspotstream - Suppress duplicate SyntheticNew ExecutionReport for NotifyReject Order rejections.
  • [FXMF-12516] - cme_mdp3_sbe_udp - Review of CME EndMarker implementation - EndMarker to be generated on all the Incremental updates with EndOfEvent flag.

Other changes:

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Functional changes:

  • [FXMF-12627] - lmax - Added support for NDFs with IMM tenors and handle new instruments from LMAX gracefully.

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Functional changes:

  • [FXMF-12462] - t360_gtx - Reinstate the ExecutionReport 'Marketable' BodyPassthruField
  • [FXMF-12464] - autobahnfx_algo - changes to avoid duplicate ExecIDs for synthetic PendingNew and PendingReplace messages
  • [FXMF-12484] - bnpparibas_efx_algo - Handle OrdType updates on ExecutionReport messages for unsolicited amendments
  • [FXMF-12450] - lucera_lumefx - MDEntryID  now has MF:B: or MF:O: prefix to guarantee uniqueness
  • [FXMF-12436] - shared subscriptions - MarketDataIncrementalRefresh for late-joiner now publishes all NoEntryPassthruFields published by fxspotstream
  • [FXMF-23436] - currenex_itch - NoEntryPassthruFields key PriceProvider now enumerated 1..n for price-depth subscriptions (e.g. PriceProvider1 ). Additional changes made to ensure this field is published consistently

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Functional changes:

  • [FXMF-12363] - cme_mdp3_sbe_udp - Populate MDEntrySize for MDEntryType=Trade entries in the MarketDataIncrementalRefresh on the TradeSummary and SnapshotFullRefresh messages from venue
  • [FXMF-12384] shared_subscriptions - MarketDataIncrementalRefresh for late-joiner no longer includes erroneous EmptyBook entry
  • [FXMF-12123] - fastmatch_autoex  - Updated EndMarker logic to always send a single EndMarker after SecurityStatus

Other changes:

  • None


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