New features are production released in a phased rollout to our globally distributed system. Therefore, a feature may be listed here which has not yet reached your workspace(s). However all of these features are available at uat.trade.tt.
| Date | Type | Component | Release Note |
|---|---|---|---|
11/23/2020 |
Improvements |
FIX Services |
Added new FIX enum values to tag 8000, "Self-Match Protection Instruction" and tag 378, "Exec Restatement Reason". Required for support of CBOE and ASX markets. (Ref 122749) |
10/21/2020 |
Improvements |
FIX Services |
FIX Order Routing and Drop Copy session configuration in TT Setup has added a dropdown setting named: "Set Security ID Source (22) on Outbound Messages". Valid values include: "TT Instrument ID", "ISIN Number", "RIC Code", "Exchange Security ID", "Exchange Ticker", "Alias", "Name", "Bloomberg Code - requires company level setting", "OpenFIGI ID - requires company level setting". (Ref 121387) |
10/10/2020 |
Improvements |
FIX Services |
For CFE Weekly contracts only, TT will now populate a SecurityAltId entry in the SecurityAltID group with SecurityAltIDSource=94, "Alternate Symbol". The value in the ID field will be of the format <symbol><week number> For example the VX week 11 contract will be have a value of "VX11". (Ref 120961) |
10/10/2020 |
Improvements |
FIX Services |
Added new enum value: 'S', OpenFIGI ID, to the TT FIX XML schema for tags 22, 456 & 603 in preparation for Bloomberg symbology support in an future TT FIX release. OpenFIGI ID symbols will not be processed on orders or sent in execution reports for v116 or prior versions of TT FIX servers. (Ref 120810) |
10/10/2020 |
Improvements |
FIX Services |
Added optional FIX tag = 18001, 'MockOrderFlag', to *all* order and execution report messages in the FIX schema. These tags will not appear in any current messages in production and are reserved for future use. (Ref 120809) |
10/05/2020 |
Improvements |
FIX Services |
For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT platform FIX endpoint. (Ref 120782) |
09/13/2020 |
Improvements |
FIX Services |
Added support for Bloomberg Exchange Code to the NoSecurityAltID and LegSecurityAltIDGrp groups. This is being done in preparation for future support for Bloomberg symbology. The fields will not appear in any FIX messages in Production or UAT at this time and are only present in the XML schema. (Ref 118309) |
09/13/2020 |
Improvements |
FIX Services |
Updated FIX drop copy to ignore the environment setting in TTUS for shared users. (Ref 118308) |
09/13/2020 |
Improvements |
FIX Services |
FIX now supports a feature where the account and user names for Introducing Broker customers will be masked and replaced by internal TT ID numbers on all Carry Broker's drop copy feeds. (Ref 118306) |
09/13/2020 |
Improvements |
FIX Services |
TT FIX Order Routing and Drop Copy sessions now support an option to act as FIX Session Initiator during logon. This option may only be set in TTUS Session configuration at the time of session creation. Once the Logon handshake is completed, all other message flows operate identically to previously supported TT FIX Acceptor sessions. (Ref 118304) |
09/13/2020 |
Improvements |
FIX Services |
Modified FIX Order Routing logic so that Cancel or Cancel/Replace requests will not be rejected if received before the New Order ack has been received by the TT FIX Order Router. (Ref 118301) |
09/13/2020 |
Fixes |
FIX Services |
Fixed an issue where an extra Trade Correct Execution Report (150=G) was incorrectly sent in response to a fill update received from the exchange. (Ref 118300) |
09/13/2020 |
Plan |
FIX Services |
All FIX Services for the v119 release was initially deployed to UAT Data Centers at EOD August 12, 2020. (Ref 118298) |
09/13/2020 |
Improvements |
FIX Services |
Added Out-of-Band Recovery Request params to Logon (35=A) for use with logon to the FIX Recovery service only. (Ref 117097) |