[FXMF-12388] - fxspotstream - Suppress duplicate SynteticNew 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:
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 in MarketDataIncrementalRefresh for PriceDepth book if available
[FXMF-12518] - ubs_algo - Do not populate OrigClOrdID in ExecutionReport messages on venue initiated unsolicited messages.
[FXMF-12518] - xenfin_liquiditypool - Populate ExecID with MF:5:<ClientOrdID> on ExecutionReport Replace to guarantee uniqueness
[FXMF-12469] - statestreet_efx - Adapter version updated from FIX.4.2 to FIX.4.4
[FXMF-12597] - natwest_markets - TransactTime is now published on MassQuote messages.
[FXMF-12464] - autobahnfx_algo - changes to avoid duplicate ExecIDs for synthetic PendingNew and PendingReplace messages
[FXMF-12484]- bnpparibas_efx_algo- HandleOrdTypeupdates 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 - NoEntryPassthruFieldskeyPriceProvider now enumerated 1..n for price-depth subscriptions (e.g. PriceProvider1 ). Additional changes made to ensure this field is published consistently
[FXMF-12380] -ebs_market_ilink3_sbe- Clarify the message on BusinessMessageRejects for FXSpot+ MaxShow orders, as this workflow is not supported by the venue
[FXMF-12290] - bnpparibas_efx_algo - Fix for issue where unsolicited venue OrdType amendments from Market to Limit was not propagated to client
[FXMF-12363]- cme_mdp3_sbe_udp - Populate MDEntrySize for MDEntryType=Trade entries in the MarketDataIncrementalRefresh on the TradeSummaryandSnapshotFullRefresh messages from venue
[FXMF-12384]- shared_subscriptions- MarketDataIncrementalRefresh for late-joiner no longer includes erroneous EmptyBook entry
[FXMF-12123]-fastmatch_autoex- UpdatedEndMarker logic to always send a single EndMarker afterSecurityStatus