07/23/2020

Improvements

FIX Services

Added support for optional Tags 553, Username, & 554, Password, to Logon message in FIX 4.4 *only*. TT password for session authentication may optionally be sent in tag 554 or can continue to be sent in tag 96 for FIX 4.4 connections. Login authentication for FIX 4.2 sessions is unchanged.

(Ref 116886)

Production Release: 08/10/2020

Version: v116

07/20/2020

Improvements

FIX Services

Added support for new tags to the TradeCaptureReport messages for reporting of OTC trades. The new tags below will appear in OTC TCRs for Curve/IDEM and Euronext OTC trades initially. Support for other OTC markets will be announced at a future date.

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

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

(Ref 112571)

Version: v116

07/15/2020

Improvements

FIX Services

Added new enum value: 'A', Bloomberg Symbol, to the TT FIX XML schema for tags 22, 456 & 603 in preparation for Bloomberg symbology support in an future TT FIX release. Bloomberg symbols will not be processed on orders or sent in execution reports for v116 or prior versions of TT FIX servers.

(Ref 116986)

Production Release: 08/10/2020

Version: v116

07/15/2020

Improvements

FIX Services

All FIX Services for the v116 release was initially deployed to UAT Data Centers at EOD July 14, 2020.

Production deployment will begin EOD Aug. 7, 2020, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Aurora, Frankfurt - A single server in each cluster will be upgraded for All FIX Services

Production deployment will continue at EOD Aug. 14, 2020 in the following TT Data Centers only:
- Aurora, Frankfurt - All FIX Services
- Chicago, New York, London,, Singapore and Tokyo - A single server in each cluster will be upgraded for all FIX Services

Production deployment will continue at EOD Aug. 21, 2020 in the following TT Data Centers only:
- Chicago, New York, London, 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. 28, 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 116949)

Production Release: 08/10/2020

Version: v116

07/15/2020

Fixes

FIX Services

Fixed an issue where a deadlock in FIX Market Data server was preventing sessions from connecting to the server.

(Ref 116948)

Production Release: 08/10/2020

Version: v116

07/15/2020

Improvements

FIX Services

Modified the FIX threading model to increase the number of threads which are responsible for reading messages from socket to address issues seen in UAT when a large number of sessions are running on a single server.

(Ref 116884)

Production Release: 08/10/2020

Version: v116

07/15/2020

Fixes

FIX Services

Fixed an issue where FIX performance was impacted when a large burst of TT product database updates was received by the FIX server.

(Ref 116882)

Production Release: 08/10/2020

Version: v116

07/15/2020

Fixes

FIX Services

Added support for tag 8016, 'Trading Venue Trade Identifier Code', (TVTIC), to the Trade Capture Report (35=AE) message. Tag 8016 will be included on TCRs when a value is provided by the exchange.

(Ref 114936)

Production Release: 08/10/2020

Version: v116