- Created by Chandana Varsha, last updated by Kamakshi Sachdeva on Mar 26, 2026 3 minute read
New APIs:
- None
Functional changes:
- [FXMF-12185] - cme_ilink3_sbe -
ContraCalculatedCcyLastQtyandContraGrossTradeAmtpopulated in theBodyPassthruFieldsinExecutionReport
Other changes:
- [FXMF-12185] - cme_ilink3_sbe - SBE Schema upgraded to version 9
New APIs:
- None
Functional changes:
- [FXMF-12526] - autobahnfx_algo, bnpparibas_efx_algo, cboefx_fixproxy, celertech, fastmatch_autoex, fxspotstream, fxspotstream_algo, lmax, parfx_orders, precision_algo, t360_gtx, ubs_algo, xenfin_liquiditypool -
EffectiveTimeconsistently populated inHasExtendedOrderFieldsgroup inExecutionReport - [FXMF-12018] - jpmorgan_fx_algo -
FillNownormalisation. Refer to theNoStrategyParametertable for more info - [FXMF-12643] - lmax - Added support for give-ups to multiple PBs in a single LMAX session. Please contact MarketFactory Delivery Team to enable PB selection in UAT/ Prod sessions
- [FXMF-12716] - precision_algo -
PegOffsetandPegFloorFloatingPointsvalidation text to reflect correctStratergyParameterType - [FXMF-12760] - ebs_market_ilink3_sbe, ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp -
INR EOM 1andINR EOM 2NDFinstruments are handled correctly
Other changes:
- None
New APIs:
- [FXMF-11953] - refinitiv_sbe_udp (UAT only)
Functional changes:
- [FXMF-12521] - fastmatch_stream_maker - Populate
LegLastForwardPointsonExecutionAckmessages if available. - [FXMF-12521] - fxall_activetrading - Not populating
MDEntryTimeonMarketDataIncrementalRefreshmessages as the information is not available on the venue message. - [FXMF-12521] - lseg_fxall_maker - Echo back the
NoLegsgroup onExecutionAck. - [FXMF-12521] - saxo_direct -
ExecIDnormalisation to avoid duplicates. - [FXMF-12642] - currenex_ouch -
ExecIDnormalisation to avoid duplicates. - [FXMF-12642] - currenex_ouch - Not publishing
OrigClOrdIDon CancelledExecutionReportswhen the original order is cancelled by venue due toOrderCancelRequest. - [FXMF-12642] - standardchartered_s2bx -
LegBidForwardPointsandLegOfferForwardPointswill now be published in pip representation as per MFSBE schema. - [FXMF-12649] - fastmatch_autoex - Populate
NumberOfOrders inMarketDataIncrementalRefreshif available. - [FXMF-12649] - fastmatch_autoex - Populate
OrigSendingTimewhenPossDupFlagis set. - [FXMF-11523] - shared subscriptions - populate correct
UserNotificationmessage in case of venue-initiated logout.
Other changes:
- None
New APIs:
- None
Functional changes:
- [FXMF-12652] - fxspotstream - Term currency orders are now supported for
OrdType=Limit - [FXMF-12095] - autobahnfx_algo, jpmorgan_fx_algo -Deprecated the use of
ExecType=Suspended - [FXMF-12388] - fxspotstream - Suppress duplicate
SyntheticNew ExecutionReportforNotifyReject Orderrejections. - [FXMF-12516] - cme_mdp3_sbe_udp - Review of CME
EndMarkerimplementation -EndMarkerto be generated on all the Incremental updates with EndOfEvent flag.
Other changes:
- None
New APIs:
- None
Functional changes:
- [FXMF-12627] - lmax - Added support for NDFs with IMM tenors and handle new instruments from LMAX gracefully.
Other changes:
- None
New APIs:
- None
Functional changes:
- [FXMF-12518] -t360_gtx - Populate
NumberOfOrders inMarketDataIncrementalRefreshforPriceDepthbook if available - [FXMF-12518] - ubs_algo - Do not populate
OrigClOrdIDinExecutionReportmessages on venue initiated unsolicited messages. - [FXMF-12518] - xenfin_liquiditypool - Populate
ExecIDwithMF:5:<ClientOrdID>onExecutionReportReplace to guarantee uniqueness - [FXMF-12469] - statestreet_efx - Adapter version updated from FIX.4.2 to FIX.4.4
- [FXMF-12597] - natwest_markets -
TransactTimeis now published onMassQuotemessages. - [FXMF-11540] - autobahnfx_rapid, autobahnfx_singleleg, baml, barx, bnpparibas_efx_streaming, celertech, citi_colo, exchange24, gsfx, hsbc_fx_mds, jpmorgan_fx, lucera_lumefx, morganstanleyfx_esp, natwest_markets, nomura_esp, rbc_trading, saxo_direct, socgen, standardchartered_s2bx, statestreet_efx, t360_tex, ubs_fx2b, xenfin_liquiditypool, xtx_euthenia - Post-trade Normalisation. Enrich
ExecutionReportwithExecutionVenue. Refer to 2026-Q1 - Post-Trade Normalisation (Execution Context) - ExecutionVenue - ESPTaker/ RFSTaker for more info. - [FXMF-11924] - nomura_esp - Added support for IMM tenors and normalised
MassQuotemessage as part of Nomura's API upgrade to v1.11.
Other changes:
- None
New APIs:
- None
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
OrdTypeupdates onExecutionReportmessages for unsolicited amendments - [FXMF-12450] - lucera_lumefx -
MDEntryIDnow hasMF:B:orMF:O:prefix to guarantee uniqueness - [FXMF-12436] - shared subscriptions -
MarketDataIncrementalRefreshfor late-joiner now publishes allNoEntryPassthruFieldspublished by fxspotstream - [FXMF-23436] - currenex_itch -
NoEntryPassthruFieldskeyPriceProvidernow enumerated 1..n for price-depth subscriptions (e.g.PriceProvider1). Additional changes made to ensure this field is published consistently
Other changes:
- None
New APIs:
- None
Functional changes:
- [FXMF-12391] - cme_mdp3_sbe_udp - Send
SecurityStatusfor Reduced Tick (RT) SecuritySubType
Other changes:
- None
New APIs:
- None
Functional changes:
- [FXMF-12380] - ebs_market_ilink3_sbe - Clarify the message on
BusinessMessageRejectsfor FXSpot+MaxShoworders, as this workflow is not supported by the venue - [FXMF-12290] - bnpparibas_efx_algo - Fix for issue where unsolicited venue
OrdTypeamendments from Market to Limit was not propagated to client - [FXMF-11498] - autobahnfx_rapid, barx, cboefx_fixproxy, fastmatch_stream_maker, morganstanleyfx_esp, natwest_markets, standardchartered_s2bx, ubs_fx2b - API normalisation -
HasLegNDFFieldsto be populated for NDF flow - [FXMF-11505] - baml, bnpparibas_efx_streaming,cboefx_fixproxy, currenex_ouch, fxall_activetrading, hsbc_fx_mds, lmax, gsfx, nomura_esp, parfx_orders, saxo_direct, xenfin_liquiditypool -
ExecIDnormalisation to avoid duplicates
Other changes:
- None
New APIs:
- None
Functional changes:
- [FXMF-12363] - cme_mdp3_sbe_udp - Populate
MDEntrySizeforMDEntryType=Tradeentries in theMarketDataIncrementalRefreshon the TradeSummary and SnapshotFullRefresh messages from venue - [FXMF-12384] - shared_subscriptions -
MarketDataIncrementalRefreshfor late-joiner no longer includes erroneousEmptyBookentry - [FXMF-12123] - fastmatch_autoex - Updated
EndMarkerlogic to always send a singleEndMarkerafterSecurityStatus
Other changes:
- None
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