12/16/2020

Improvements

FIX Services

FIX Order Routing now supports instrument lookup by ISIN code (22=4 or 456=4) and Ticker (22=91 or 456=91).

(Ref 123665)

Production Release: 01/17/2021

Version: v134

12/16/2020

Improvements

FIX Services

Added tag 561, RoundLot, to SecDef (d) response messages. Tag 561 replaces the previously defined custom tag 16461 that was used in 7x sec def responses.

(Ref 123664)

Production Release: 01/17/2021

Version: v134

12/16/2020

Improvements

FIX Services

TT FIX fields User ID (18102) and TTID (10553) have been added to 35=AR, & AE messages.

(Ref 123662)

Production Release: 01/17/2021

Version: v134

12/16/2020

Improvements

FIX Services

For TT FIX 35=AE, AR messages, the tags 571, 16963 and 16964 are restricted and may not be modified by TT FIX rules.

(Ref 123659)

Production Release: 01/17/2021

Version: v134

12/16/2020

Improvements

FIX Services

FIX Drop Copy now supports an option to "Filter AOTC Executions & Add Compliance msgs for AOTC-triggered actions at the Exchange." When this setting is enabled, FIX Drop Copy will:
1) Generate compliance messages for AOTC fills / changes that occur against orders resting at the exchange
2) At the same time, drop any internal fill messages for that action
3) Drop the internal transfer fills/cancels for the aggressing order

(Ref 123658)

Production Release: 01/17/2021

Version: v134

12/16/2020

Improvements

FIX Services

When compliance feed is enabled on FIX drop copy, TT will populate all SecurityAltID types available in PDS for the instrument on 35=D/F/G/AB/AC compliance messages.

(Ref 123656)

Production Release: 01/17/2021

Version: v134

12/16/2020

Fixes

FIX Services

Fixed an issue with instrument lookup on ICE, ICE_L that could cause Staged Orders to be rejected for a small number of instruments where an EU-based MIC was present on an ICE US instrument or vice versa. Per ICE, these combinations of MIC and ICE Market Silo are as-designed.

(Ref 123653)

Production Release: 01/17/2021

Version: v134

12/16/2020

Fixes

FIX Services

Fixed an issue where execution reports involving rolling contracts could include incorrect reference data if the ER was sent via TT FIX on a date after the contract had rolled in PDS.

(Ref 123652)

Production Release: 01/17/2021

Version: v134

12/16/2020

Improvements

FIX Services

FIX Order router will now route rejects due to "Instrument not Found" to the Drop Copy session. If a valid account and user exist on the order, FIX OR will use those values, otherwise, it will use the Error Account + default user.

(Ref 123645)

Production Release: 01/17/2021

Version: v134

12/16/2020

Fixes

FIX Services

Fixed a race condition in regard to order fill updates to TextTT and other fields that sometimes caused the updated fill not to be delivered on FIX Drop Copy.

(Ref 123644)

Production Release: 01/17/2021

Version: v134

12/16/2020

Plan

FIX Services

All FIX Services for the v134 release were initially deployed to UAT Data Centers at EOD December 15, 2020.

Production deployment was completed EOD Jan. 15, 2021, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Aurora, Frankfurt - A single FIX Market Data server in each cluster was upgraded.

Production deployment of FIX v134 is *paused* for the weekend of Jan. 22, 2021. No new deployemnts will take place.

Production deployment has resumed as of EOD Feb. 12, 2021 in all TT Data Centers:
- A single FIX server in each cluster has been upgraded for all FIX Services.

Production deployment in all remaining TT Data Centers will complete EOD Feb. 19, 2021.

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/general/System_Overview.html prior to release.

(Ref 120964)

Production Release: 02/14/2021

Version: v134

12/16/2020

Improvements

FIX Services

Added a new tag, 16568, LegAvgPx, to the 555 repeating group. LegAvgPx will will be populated on Summary Spread fill execution reports.

(Ref 120962)

Production Release: 01/17/2021

Version: v134

12/16/2020

Improvements

FIX Services

When tag 207 or 100 is provided on a recovery request, the market query is now inclusive of all synthetic markets.

(Ref 117098)

Production Release: 01/17/2021

Version: v134

02/25/2021

Improvements

FIX Services

The TT Instrument ID (tag 48) in Execution Reports for LME Rolling Prompt Date Contracts now represents the ID of the underlying static maturity date contract instead of the rolling contract. This change was necessary to accurately report executions processed on the FIX feed at a later date, after the rolling contract had been assigned to a new maturity.

Background: LME Rolling Prompt Date contracts can be referenced by two different instrument IDs in the TT security database (PDS):
1) The instrument ID of the rolling contract, whose maturity date is updated each each time the prompt date rolls
2) A linked instrument ID that is linked to the rolling contract, but whose maturity date is constant throughout the life of the contract.

For example:
>> Tag 48 = 12087606846656389542 is the rolling alias for "ZS 3M" which on Feb. 22 had a Maturity Date = Fri May 21 2021, but when the ZS 3M contract rolls to the next prompt date, this same instrument ID will be rolled onto a new maturity, and so again each time the prompt date rolls.
>> tag 48 = 12156544234904247984 is a unique instrument ID used to reference the ZS 3M contract with the maturity date of Fri May 21 2021 only. This instrument ID does not roll when the prompt date for the contract rolls and will never be re-assigned to another date.

TT has seen cases where a customer was delayed due to network outage or other reasons in receivng execution reports until after the prompt date has rolled for a specific contract, leading to mismatches in some reference data such as Maturity Date.

(Ref 126135)

Production Release: 02/25/2021

Version: v134

02/15/2021

Fixes

FIX Services

Due to the fact that account names in TT Setup are stored as case-sensitive strings, the FIX Order Routing service must use a case-sensitive comparison to exactly match the account value provided in tag 1 on orders to the account in TT Setup.

(Ref 125683)

Production Release: 02/15/2021

Version: v134