Enhancements

• Updates to allowable market data files
  • Market data for the SPAN only mode is only compatible for August 10, 2020 date or forward
  • Market data for running in Hybrid mode has been updated and is only compatible with June 23, 2020 date
• Starting on August 10, 2020, the timing of the SPAN market data files in the SFTP location will be available between 7:00 – 7:40 PM CSTCT
• Support added for OCC cross margining
• Logic for auto-populating the Underlying Period Code field for CME markets is now consistent between CSV and JSON formats

Fixes

• Support for Interexchange spreads
• Updates to how margin amounts were displaying in the margin response for fully disclosed omnibus accounts

Notes

• The original sample market data file for September 30, 2019 trade date will no longer be compatible with the latest version of the deployable software
  • Older versions of the deployable software will still require September 30, 2019 file
• README updated with Redis and Logger support