- Created by Matthew Whitaker, last updated by Renghanath Natarajan on Jun 03, 2024 4 minute read
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New APIs:
- NONE
Functional changes:
- [FXMF-10192] - fxspotstream - VWAP Support for PQ orders.
- [FXMF-10261] - fxspotstream - Pricing normalisation of uneven swaps.
- [FXMF-10293] - fxspotstream - Change to consistently populate
OrdRejReasoninExecutionReport. - [FXMF-10294] - fxspotstream - Change to correctly handle
QuoteTypeinQuotepublished to client. - [FXMF-10237] - ebs_market_mdp3_sbe - Change to handle erroneous price updates from EBS.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-10047] - t360_tex - QuoteType field population corrected in MassQuote message.
- [FXMF-10137] - t360_tex - Support for User multiplexing in RFS Taker adapters.
- [FXMF-10222] - t360_tex - LegMaturityDate required in NewOrderMultileg for NDFs.
- [FXMF-10068] - fxspotstream - ExecutionReport normalisation. PendingNew published for all scenarios in the RFS workflow.
- [FXMF-10234] - fxspotstream - Suppress publishing QuoteResponse to client for a terminated QuoteRequest.
- [FXMF-10234] - fxspotstream - Consistently populate QuoteRequestRejectReason in QuoteResponse.
- [FXMF-10234] - fxspotstream - InvalidAggregation added as a new MDRequestRejectReason in QuoteResponse.
- [FXMF-10280] - fxspotstream - Consistently populate BidSwapPoints and OfferSwapPoints in BodyPassthru in the Quote message.
- [FXMF-10219] - fxspotstream_algo - GoldmanSachs pause-resume algo supported.
- [FXMF-10251] - fxspotstream_algo - Filter processing of DoneForDay ExecutionReport.
- [FXMF-10268] - fxspotstream_algo - Restrict clients from sending EffectiveTime when trading pegged orders with GoldmanSachs.
- [FXMF-10127] - ebs_market_mdp3_sbe_udp, cme_mdp3_sbe_udp - Improved processing venue MarketData message.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-10220] - edgewater_markets - Can now make one subscription per
Symbol+LegSettleTypecombination rather than justSymbol. - [FXMF-10164] - socgen - Allow
MarketType=Regularfor NDFs.PartyRole=OrderOriginationTradernow supported inNewOrderMultileg.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-10135] - autobahnfx_rapid - new venue support for BMF1 BRL NDF
- [FXMF-10170] - t360_tex - adjustments to LPs by SecurityType list in UserNotification Text field.
Other changes:
- [FXMF-10003] - 2024-04-12 - Whisperer API v19456 - Breaking Change
New APIs:
- NONE
Functional changes:
- [FXMF-10119] - fxspotstream_algo - enabled for PROD environments.
- [FXMF-9776] - refinitiv_mapi -
MatchStatusnow reported inBodyPassthruFields, when populated.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-9538] - ebs_market_mdp3_sbe, ebs_market_mdp3_sbe_udp -
HighLimitPrice,LowLimitPrice,MinQuoteLife,MaxPriceDiscretionOffsetnow published inSecurityStatus BodyPassthru - [FXMF-9725] - cboefx_itch, fxall_quicktrade_maker, refinitiv_matching_eta -
HopsRefIDwill now be populated with "0" (instead of being Null) when venueMsgSeqNumis not available. - [FXMF-9373] - fxspotstream_algo - BAML Whisper Algo Certification is complete.
- [FXMF-10102] - morganstanleyfx_esp - NDF
MassQuotemessages published with correctSecurityType.
Other changes:
- NONE
New APIs:
- [FXMF-671] - socgen
Functional changes:
- [FXMF-9548] - natwest_markets - Support for
NotAuthorisedenum inBusinessRejectReason. - [FXMF-9549] - ubs_fx2b - Support for
IMM5SettlTypeandLegSettlTypeinQuoteRequest.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-9926] - fxspotstream - New LPs NatWest and WellsFargo are now supported.
- [FXMF-9925] - autobahnfx_rapid - Pre-Trade Mid-Rate Change - Accept new venue fields to support PTM rate for NDFs.
- [FXMF-8392] - t360_tex_maker -
LegSEFUSIPrefixandAllocSEFUSIPrefixto publish LEI [20 characters] of the SEF trading venue.
Other changes:
- NONE
New APIs:
- [FXMF-9567] - t360_tex
Functional changes:
- [FXMF-10017] - fxall_quicktrade_maker, fxall_activetrading_maker - Change to configure RTN EMIR Refit field. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-9921] - all_venues - Client-message validation errors are now always reported via
BusinessMessageRejectmessages, in place ofErrorReport(which remain in use for notification of other system events).
Other changes:
- [FXMF-9983] - fxall_activetrading_maker - Orders session
MsgSeqNumwill be reset everyday at the end of the trading session.
New APIs:
- NONE
Functional changes:
- [FXMF-9977] - lucera_lumefx - Publish
QuoteCancelwhen incomingMDSnapshotFullRefreshhas Price and Quantity set to 0. - [FXMF-9649] - fxall_activetrading_maker, fxall_quicktrade_maker - 2024-04-29 - FXALL - RTN for EMIR Refit. Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
- [FXMF-9918] - fastmatch_autoex -
ExecutionReportto haveMidPxfor NDF. Accept new venue fields to supportMidPx. Applicable only to US Persons. - [FXMF-9779] - t360_tex - Support Bank Basket functionality. [UAT Only]
- [FXMF-9794] - t360_tex - Support NDF and MTF. [UAT Only]
- [FXMF-8093] - ebs_market_ilink3_sbe - MiFID waiver due to ESCB exemption supported using
MiFIDExemptedDueToESCBPolicyTransaction BodyRegulatoryKeyinNewOrderMultilegandMultilegOrderCancelReplaceRequest. - [FXMF-9527] - exchange24 - Withdraw support for Spot Crypto product.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-9679] - baml - RTN support for EMIR Refit. Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
- [FXMF-9855] - fxspotstream_algo - Added missing
SymboltoOrderCancelReject.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-9657] - fastmatch_autoex - Added support for UPI. Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
- [FXMF-9906] - saxo_direct - Synthetic
PendingNewExecutionReportsent precedingRejected ExecutionReport. - [FXMF-9902] - t360_tex - Made
PartyRoleas optional inNewOrderMultiLegmessage. - [FXMF-9276] - ebs_market_ilink3_sbe, cme_ilink2 - Populate
LinkIDinExecutionReport. - [FXMF-9813] - refinitvi_mapi - Added support for USD/CLP.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-9779] - t360_tex - Added support for Bank Basket feature.
- [FXMF-9615] - t360_tex_maker - Added support for UPI and RTN. Awaiting certification sign-off from 360T.
- [FXMF-9883] - bgc_midfx -
ExecutionReportupdated to publishLegMiFIDTVTICandLegEMIRUTI. - Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
Other changes:
- NONE
New APIs:
- NONE
Functional changes:
- [FXMF-9682] - ebs_cpt - Added support for UPI and RTN.
- [FXMF-9616] - bgc_midfx - Added support for UPI and RTN.
- Please refer to UPI/RTN Regulatory Changes for more details. Please contact MarketFactory Delivery Team to enable UPI/ RTN changes in your sessions.
Other changes:
- NONE
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