07/17/2020

Improvements

FIX Services

The TT FIX XML schema file for v109 adds tags to the TradeCaptureReport and TradeCaptureReportAck messages in preparation for a future FIX release.

New Tags::
> 1152, LegNumber
> 18228, Routing Account

Existing Tags (previously in schema, but new to TCR messages):
> 8016, TVTIC
> 18218, TTCustomerName
> 18220, BrokerID
> 18221, CompanyID

NOTE: v109 components will not send these tags in any TCR or TCR ACK messages in the current release. This notice reflects is a schema change *only*.

(Ref 117126)

Version: v109

07/17/2020

Improvements

FIX Services

All FIX Services for the v109 release will be initially deployed to UAT Data Centers at EOD May 29, 2020.

UPDATE: Production deployment of this release to Chicago, New York, London, Frankfurt, Singapore and Tokyo has been deferred (1) week from July 17 to July 24. Updated schedule below.

Production deployment was completed at EOD July 10, 2020, in the following TT Data Centers only:
- Sao Paulo - All FIX Services
- Aurora - A single server in each cluster will be upgraded for All FIX Services

Production deployment will continue at EOD July 17, 2020 in the following TT Data Centers only:
- Aurora - All FIX Services

Production deployment will continue at EOD July 24, 2020 in the following TT Data Centers only:
- Chicago, New York, London, Frankfurt, Singapore and Tokyo - A single server in each cluster will be upgraded for all FIX Services

Production deployment will continue at EOD July 31, 2020 in the following TT Data Centers only:
- Chicago, New York, London, Frankfurt, Singapore and Tokyo - All FIX Services
- Hong Kong, Sydney - A single server in each cluster will be upgraded for all FIX Services

Production deployment in all remaining TT Data Centers will complete EOD Aug. 7 , 2020.

This release includes changes to the FIX XML schema files. Clients are strongly encouraged to download and deploy the latest XML schema files from: https://library.tradingtechnologies.com/tt-fix/System_Overview.html prior to release.

(Ref 114971)

Version: v109

07/12/2020

Fixes

FIX Services

Added threading model improvements to improve handling of slow consumers for FIX Market Data.

(Ref 116800)

Version: v109

07/12/2020

Fixes

FIX Services

FIxed an issue where a the response to an Order Status request incorrectly included execution reports for IOC orders that were already in terminal state.

(Ref 116275)

Version: v109

07/12/2020

Fixes

FIX Services

In the case where a FIX client is behaving as a slow consumer, TT FIX will disconnect the session when its TCP socket send buffers are full.

(Ref 114978)

Version: v109

07/12/2020

Fixes

FIX Services

FIX Order routing and drop copy services will now terminate any Order Book download in progress after an ungraceful disconnect by a FIX client.

(Ref 114977)

Version: v109

07/12/2020

Fixes

FIX Services

Enabled server-side paging in FIX database queries to improve Ledger download performance.

(Ref 114976)

Version: v109

07/12/2020

Fixes

FIX Services

In order to prevent instrument misidentification errors that could arise when an exchange series key is duplicated across different exchanges, FIX applications that specify instrument using the series key method (22=X) on messages sent to TT must also specify market as well by including tag 100 or 207 on the message.

(Ref 114967)

Version: v109

07/12/2020

Fixes

FIX Services

Fixed an issue in the FIX Market Data server where a crash could occur if instrument lookup failed for a multileg instrument.

(Ref 114966)

Version: v109

07/12/2020

Fixes

FIX Services

Fixed an issue where if a resend request was received by TT during our processing of the FIX client's initial login, the session would be logged out with error message in tag 58=Operation not permitted.

(Ref 114965)

Version: v109

07/12/2020

Fixes

FIX Services

Added three new enums to ExecRestatementReason, (tag 378), related to Self-Match Protection actions:
* 118 - Incoming Order trades Partially / Fully
* 119 - Resting Order trades partially / fully
* 120 - Order Cancelled due to SMP

(Ref 114963)

Version: v109

07/12/2020

Fixes

FIX Services

Added support for tag 527, Secondary Exec ID, to the Trade Capture Report (35=AE) message. Tag 527 will be included on TCRs when a value is provided by the exchange.

(Ref 114941)

Version: v109

07/12/2020

Fixes

FIX Services

Updated FIX usage of our internal database library to use local vs. regional connections to reduce geographic latency in queries.

(Ref 114939)

Version: v109

07/12/2020

Fixes

FIX Services

Modified the FIX application ledger recovery process for order routing and drop copy session types to mitigate potential bandwidth spikes that could occur immediately after session login.

(Ref 114937)

Version: v109

07/12/2020

Fixes

FIX Services

Added new TrdType (tag 828) enums to support OSE OTC trades:
* 1074: TRD_TYPE_ONE_SIDED
* 1075: TRD_TYPE_CROSS

(Ref 114935)

Version: v109

07/12/2020

Fixes

FIX Services

Fixed an issue where if the FIX session option "Delay Staged Order Ack until Claimed" was enabled, tag 150 was incorrect on the Ack sent after the order was claimed.

(Ref 114933)

Version: v109

07/12/2020

Fixes

FIX Services

Fixed an issue where a delayed login response from TT could cause the FIX client session to be disconnected repeatedly.

(Ref 114931)

Version: v109