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.

New SMP Instruction (8000) enums:
> 'S' = Cancel Smallest order (CBOE)
> 'D' = Decrement Order qty & Leaves qty of larger/Cancel smaller (CBOE)
> 'd' = Decrement Leaves qty only. Do not restate Order qty (CBOE)
> 'M' = Match (ASX)
> 'm' = Not Match (ASX)

New Exec RestatementReason (378) enums:
> 121 = GTC/GTD Restatement
> 122 = Reduction of Order Qty
> 123 = Price Sliding Reprice
> 124 = State Change

The above changes to the TT FIX XML schema files have been uploaded to the TT Help site. Clients are strongly encouraged to download and deploy the latest XML schema files from: https://library.tradingtechnologies.com/tt-fix/System_Overview.html.

(Ref 122749)

Production Release: 11/23/2020

Version: v119

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".

The default selection is "TT Instrument ID", which is historically the value that TT provided in Tag 48 on Execution Reports and Cancel/Rejects.

NOTE: Customers should be aware that even when the Default value is still selected, tag 22=96 will be included on Execution Reports and Cancel/Rejects going forward, so that the Security ID Source for tag 48 is always explicitly stated.

(Ref 121387)

Production Release: 10/21/2020

Version: v119

10/08/2020

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)

Production Release: 10/10/2020

Version: v119

10/08/2020

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)

Production Release: 10/10/2020

Version: v119

10/08/2020

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)

Production Release: 10/10/2020

Version: v119

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.

On October 5, 2020, TT updated stunnel.zip file located in the Download Center in order to update the soon-to-be-expired certs from the TTFIX.crt bundle. All customers who use STunnel will need to download a new zip file and apply it by December 11, 2020.

Added TT Platform STAR.TRADE.TT expiry September 20, 2021 (DC)

Additional Resources
Please download the updated stunnel.zip here: https://download.tradingtechnologies.com/File/Detail/28739

Directions for configuring stunnel with TTFIX.crt can be found on the TT FIX Help Site

(Ref 120782)

Production Release: 10/05/2020

Version: v119

Learn More

08/12/2020

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.

<SecurityAltIDGrp>
Field: 16207
Name: "BloombergSecurityExchange"
Type: string
Req'd: N

<LegSecurityAltIDGrp>
Field: 16616
Name: "LegBloombergSecurityExchange"
Type: string
Req'd: N

(Ref 118309)

Production Release: 09/13/2020

Version: v119

08/12/2020

Improvements

FIX Services

Updated FIX drop copy to ignore the environment setting in TTUS for shared users.

(Ref 118308)

Production Release: 09/13/2020

Version: v119

08/12/2020

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)

Production Release: 09/13/2020

Version: v119

08/12/2020

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)

Production Release: 09/13/2020

Version: v119

08/12/2020

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)

Production Release: 09/13/2020

Version: v119

08/12/2020

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)

Production Release: 09/13/2020

Version: v119

08/12/2020

Plan

FIX Services

All FIX Services for the v119 release was initially deployed to UAT Data Centers at EOD August 12, 2020.

Production deployment will begin EOD Sept. 11, 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 Sept. 18, 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 Sept. 25, 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 Oct.. 4, 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 118298)

Production Release: 09/13/2020

Version: v119

08/12/2020

Improvements

FIX Services

Added Out-of-Band Recovery Request params to Logon (35=A) for use with logon to the FIX Recovery service only.

All tags below are optional in the logon message and supported for Logon to Recovery server only.

Tag 916 - StartDate: UTCTimestamp of start of recovery request
Tag 917 - EndDate: UTCTimestamp of end of recovery request
Tag 207
Tag 100

If tag 207 or 100 is provided, filter the query response by the market provided.

NOTE: The custom U2 message type is still be supported as-is.

(Ref 117097)

Production Release: 09/13/2020

Version: v119