The Lab

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New APIs:

Functional changes:

  • [FXMF-9825] - cboefx_bookfeed , cboefx_itch , cboefx_fixproxy  - UPI/ RTN regulatory values now passed on by Whisperer.
  • [FXMF-9818] - bloomberg_fxgo_maker - UPI/ RTN regulatory values can be optionally passed on by Whisperer in UAT. Please contact TOPS to enable it on your Sessions. NOTE: We are still awaiting certification to enable in PROD. 
  • [FXMF-9759] - baml - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.
  • [FXMF-9810] - bgc_midfx - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.

New APIs:

Functional changes:

Other changes:

Functional changes:

  • [FXMF-9763] - refinitiv_matching_eta - Sequence numbers are now correct in venue messages.
  • [FXMF-9757] - t360_tex_maker  - accept new venue fields for UPI/ RTN regulatory changes. NOTE: These are not yet published by Whisperer.

Other changes:

  • NONE

New APIs:

Functional changes:

Other changes:

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Functional changes:

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Functional changes:

  • [FXMF-9651] - fastmatch_stream_maker  - Clients now receive ExecutionAck  with status Accepted  for the  Rejected   ExecutionReport.

Other changes:

  • NONE

Functional changes:

  • [FXMF-9525] - currenex_itch  - UDP gateway did not reconnect after message-gap was detected

Other changes:

Functional changes:

  • [FXMF-9624] - currenex_now_itch - Corrected MDEntryTime  and  HopSendingTime timestamp during date-roll.
  • [FXMF-9613] - t360_supersonic_maker - OrderQty  and  AvgPx now populated in Rejected   ExecutionReport  published to venue.
  • [FXMF-4558] - creditsuisse_ser - Improved gateway handling client Heartbeat when  TradingSessionStatus  is not open.
  • [FXMF-8116] - ebs_market_ilink3_sbe - Client documentation updated with Order matching and Reconciliation section.

Other changes:

  • NONE

Functional changes:

Other changes:

  • NONE

Functional changes:

  • [FXMF-9206] - fxall_quicktrade_maker  - Transactime will take into account the Date Roll and show UTCTimestamp correctly.

Other changes:

  • NONE

Functional changes:

  • [FXMF-4586] - jpmorgan_fx - ESP Support for NDF Fixing Sources
  • [FXMF-9479] - refinitiv_mapi - Improve Trading Session Status notification message.
  • [FXMF-9449] - refinitiv_matching_eta - gateway shutdown whilst client connected to venue now correct
  • [FXMF-9452] -  refinitiv_matching_eta - refinitiv_matching_eta - MAPI token retrieval performed on UserRequest(logOnVenue) instead of startup
  • [FXMF-9518] - refinitiv_matching_eta - Clean up formatting of Qtys
  • [FXMF-9534] - precision_algo - PegOffset and PegFloorFloatingPoints Strategy Parameters to be Int, not PriceOffset
  • [FXMF-9512] - precision_algo - support Expired OrdStatus
  • [FXMF-8177] - barx - deliver QuoteCancel to client on withdrawal of last underlying by venue.

Other changes:

  • NONE

Functional changes:

Other changes:

  • NONE

New APIs:

Functional changes:

  • [FXMF-9481] - refinitiv_mapi - Support pre-spot instruments available on Refinitiv Spot Matching.
  • [FXMF-9468] - refinitiv_matching_eta - TradeTicker now now available.
  • [FXMF-9469] - refinitiv_matching_eta - Unsubscription and subscription rejection now available.
  • [FXMF-9495] - refinitiv_matching_eta - Improved clarity of various text fields.
  • [FXMF-9496] - refinitiv_matching_eta - Ensure that MarketDataIncrementalRefresh messages list Delete MDEntrys first.
  • [FXMF-9448] - refinitiv_matching_eta - Venue Logon Response text now delivered to client in UserNotification.
  • [FXMF-9500] - fxspotstream_algo - Suspend and Release Orders allowed only for those venues that actually support it.
  • [FXMF-9314] -  broadridge_orders - Certified for Euronext Paris, Euronext Amsterdam, Borsa Italiana (IDEM).

Other changes:

  • NONE

Other changes:

New APIs:

Functional changes:

  • [FXMF-4731] - citi_colo - the OrderOriginationTrader PartyRole now supported.
  • [FXMF-4731] - precision_algo - now certified for Production.

Other changes:

  • [FXMF-9427] - cme_mdp3_sbe_udp - improve Instrument Replay A/B-side arbitration.

Functional changes:

Functional changes:

Functional changes:

Other changes:

  • [FXMF-9334] - cboefx_fixproxy - address memory leak for Maker Full-Amount pricing.

Other changes:

Functional changes:

  • [FXMF-9314] -  broadridge_orders - Add XSIM to allowed SGX mic codes along with XSES
  • [FXMF-9278] -  all venues -  Use new BusinessMessageRejectReason =254/ WhispererClientMessageInvalid for client-side ASSERT errors
  • [FXMF-9277] -  all venues - Implement ResetSeqNumFlag in Client Logon message

Functional changes:

Other changes:

  • [FXMF-8839] -    all venues  - Improved performance when sending MFSBE messages to clients.
  • [FXMF-9080] -  all venues  - Write undecodable messages to journal and binary log file.
  • [FXMF-9202] -  all venues  - Reduced memory usage.

New APIs

  • [FXMF-682] - parfx_marketdata

Functional changes:

  • [FXMF-9242] - fxall_quicktrade_maker   - Signing of LegAllocQty now correct for 2-Way multiallocation requests.
  • [FXMF-9128] - all venues  - Use LinkID to chain order modifications. Please refer to LinkIDs for further detail.

Functional changes:

Other changes:

Functional changes:

  • [FXMF-9237] - cboefx_fixproxy  - Allow maker clients to publish more than 20 characters in QuoteID and QuoteEntryID .

Functional changes:

  • [FXMF-9200] - broadridge_orders   - Populate SenderSubID on Venue messages. 
  • [FXMF-9209] - refinitiv_mapi  - ExecID is updated to be unique in Execution Reports.
  • [FXMF-9213] - refinitiv_mapi  - Generate synthetic New ExecutionReport for IOC/GFT/GTD orders.

Functional changes:

Functional changes:

  • [FXMF-9187] - precision_algo   - workaround Lucera ClientID  issues.
  • [FXMF-9172] - precision_algo   - workaround Lucera ClOrdID issues.
  • [FXMF-9175] - fxspotstream_algo - Populate Account in OrderCancelReplaceRequest to venue.
  • [FXMF-9176] - fxspotstream_algo -  Support undocumented OrdStatus / ExecType combinations observed in UAT.

Other changes:

  • [FXMF-9176] - gsfx - utilise revised caching architecture.

Functional changes:

New APIs

Functional changes:

Other changes:

  • [FXMF-9129] -  all venues - Performance tuning enhancements to further optimise latency.

New APIs

Functional changes:

Functional changes:

  • [FXMF-9068] -  cme_ilink2 -  Publish both leg information on all Execution Reports except for the individual leg fills
  • [FXMF-9082] - all venues - Compiled REGEX statements to improve latency. This change is implemented to help improve latency particularly for barx and across other venues using these statements as well. 

Functional changes:

  • [FXMF-9013 ]  -    ebs_market_ilink3_sbe  - Update to handle v7 and v8 schema messages from venue in preparation for iLink 3 SBE Schema Update
  • [FXMF-9069 ]  - cme_ilink2  - ExecutionVenue echo on EexcutionReport if populated in client requests
  • [FXMF-9070 ]  -  cme_ilink2  - Populate EexcutionReport with LegLeavesQty on calculated fills
  • [FXMF-9071 ]  -  cme_mdp3_sbe_udp  -  Explicitly scope out User Defined spreads
  • [FXMF-9075 ]  -  fastmatch_stream_maker  - Prevent gateway from sending duplicate QuoteRequest
  • [FXMF-9076 ]  -  cme_mdp3_sbe_udp  - Optimise delay in publishing EndMarker 

Functional changes:

  • [FXMF-8411 ]  - cme_mdp3_sbe_udp - Standardised symbology for FX Futrues on CME
  • [FXMF-8377] - cme_mdp3_sbe_udp - Apply scaling on prices correctly.
  • [FXMF-7645 ]  - fxspotstream - Multi-allocations now supported for both RFS and ESP
  • [FXMF-8886 ]  - fxspotstream - LegCalculatedCcyLastQty corrected to be positive.

Functional changes:

  • [FXMF-8989 ]  -  broadridge_orders -  Manadatory upgrade to API version v 2.1.18
  • [FXMF-9018] - fxspotstream_algo - Allow CancelOnConnectionLoss to be overridden in NoBodyPassthruFields

Functional changes:

  • [FXMF-1139] - cme_ilink2 - Support for Spreads and FxLink products.
  • [FXMF-8800] - cme_ilink2 - Scale prices correctly.
  • [FXMF-8971] - fastmatch_stream_maker - Handle QuoteRequest from venue before client session is open.
  • [FXMF-8988] - fxspotstream_algo - Handle ExpireTime in NewOrderMultileg & MultilegCancelReplaceRequest for BAML Decipher orders.

Functional changes:

  • [FXMF-8960]  -   ebs_market_mdp3_sbe_udp and ebs_market_mdp3_sbe  - Support for Bitcoin/ USD EOM NDFs.
  • [FXMF-8970]  -  fxspotstream_algo - ensure all ExecutionReport fields are populated for order cancellation and modification.
  • [FXMF-8232]  -  bloomberg_fxgo_maker  - Don't send duplicate QuoteResponse to client when subscription is already ended.

New APIs

  • [FXMF-7481]  - fxspotstream_algo [UAT only] 

Functional changes:

  • [FXMF-8892]  -   ebs_cpt - make PartyRole consistent with ebs_market_ilink3_sbe ExecutionReport .
  • [FXMF-8893]  -   ebs_market_ilink3_sbe  - ensure PartyID is published when the PartyRole OrderOriginationFirmLocation is present in ExecutionReport .

Functional changes:

  • [FXMF-8859]  -   ebs_market_mdp3_sbe_udp, ebs_market_mdp3_sbe  and  ebs_market_ilink3_sbe  - Support changes to US Dollar/Brazilian Real and US Dollar/Indian Rupee EOM NDF tenors.

Functional changes:

  • [FXMF-8868]  - ebs_cpt - ensure that usec regulatory timestamp is populated in ExecutionReport.TransactTime , when available.

New APIs

  • [FXMF-8691] - nomura_esp  - FWD support.
  • [FXMF-8684] - xenfin_liquiditypool - CLOB.

Functional changes:

  • [FXMF-8848]  - bloomberg_fxgo_maker  -   Mandatory IMM and BMF tenor changes from Bloomberg.
  • [FXMF-8831] - all venues - Prevent synthetic CancelOnDisconnect for IOC/FOK/GTC/GFA orders.

New APIs

  • [FXMF-8689] - ebs_cpt.
  • [FXMF-669] - statestreet_efx - support for ESP workflow.

Functional changes:

  • [FXMF-8834]  -  cboefx_itch, currenex_itch and currenex_ouch - Fixed MDEntryTime and HopSendingTime published to the client in the MarketDataIncrementalRefresh message that could occur when co-located with venue.
  • [FXMF-8314] - edgewater_markets - OrigSendingTime i s now supported in replayed messages.
  • [FXMF-8584] - cboefx_fixproxy  - Clients can now have access to Cboe FX Algo .
  • [FXMF-8840] - currenex_ouch   - Removed OrigSendingTime from the original ExecutionReport .
  • [FXMF-8771] - currenex_ouch  - Price precision normalised to 5dp.
  • [FXMF-8582] - cboefx_fixproxy  - Added Pegged Order support for NDF.

New APIs

  • [FXMF-641] - currenex_ouch
  • [FXMF-746] - curex_marketdata
  • [FXMF-1267]  - xenfin_liquiditypool - ESP workflow

Functional changes:

  • [FXMF-8649]  - ubs_fx2b - FIX API Connection Gateway Upgrade (mandatory venue firmware upgrade).
  • [FXMF-8661] - cboefx_itch and currenex_itch - Fixed incorrect timestamps past midnight .
  • [FXMF-8315] - cme_mdp3_sbe_udp and ebs_market_mdp3_sbe_udp   - 35=CB/UserNotification ( LoggedOn) sent immediately on verification of venue channel configuration.  

Functional changes:

  • [FXMF-8350]  -  ebs_market_mdp3_sbe_udp  and   cme_mdp3_sbe_udp - packet arbitration logic changes to improve latency for snapshot messages.  
  • [FXMF-8661] - cboefx_itch and currenex_itch - Fixed incorrect timestamps published to client in MDEntryTime and HopSendingTime during non-UTC timezone date-roll.
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