Background

• To support future enhancements for EBS Market, the MDP 3.0 SBE schema will be updated to version 13.

Affected Venues

• ebs_market_mdp3_sbe_udp
  
• ebs_market_mdp3_sbe

Change

Version 13 of the MDP 3.0 SBE schema introduces the following changes:

New Fields (no impact)

• Conditional Price Increment - new fields have been  added to the MDInstrumentDefinitionFX63 message which will be populated in a subsequent EBS change.
• Broken Dates - new fields have been added to the MDInstrumentDefinitionRepo58 message, which is not applicable for EBS Market.

Documentation change (no impact)

• Lot Type - description change only, reflecting the previous addition of SizePriorityMinQty as an enumeration value for LotType as part of Size Priority Matching. Whisperer already publishes this info to clients in its SecurityStatus message, for eligible instruments.

Bug Fix (no impact)

• Collateral Market - Addition of missing semantic type for the CollateralMarketValue62 message, which is not applicable for EBS Market.

Timeline

• 27 August - UAT - Version 13 SBE Schema deployed to the EBS NewRelease environment for the London channels.
• 01 September - UAT - MarketFactory release of 2023.09.01.WE supporting the new schema version.
• 11 September - UAT - Version 13 SBE Schema deployed to the EBS NewRelease environment for the New York channels.
• 22 October - Production - launch of v13 SBE Schema for the London channels.
• 05 November -  Production - launch of v13 SBE Schema for the New York channels.

MarketFactory added support for the schema version in release 2023.09.01.WE. 

Clients are advised to contact the MarketFactory Delivery Team to ensure that they are upgraded to this version or later, as per the timeline above.