04/03/2021

Improvements

FIX Services

Added support for tags 18220, 'BrokerID' and 18221, 'CompanyID' fields to TradeCaptureReportAck (35=AR).

(Ref 125930)

Version: v139

04/03/2021

Improvements

FIX Services

Added support for symbol mapping of Multileg orders. On inbound order messages, when 54=B or 54=C is present for the multileg instrument, the FIX engine will search for an applicable symbol mapping rule with symbol pattern = "Multileg" and based on the value of LegSymbol / tag 624 instead of tag 55.

(Ref 125926)

Version: v139

04/03/2021

Improvements

FIX Services

The following tags have been added to the TT FIX schema file and are reserved by TT. The tags will not appear in FIX messages unless enabled by TT for specific customers.

Tag 16965: NoTTReserved, Type: NumInGroup
Tag 16966: TTReservedName, Type: String
Tag 16967: TTReservedValue, Type: Int

<group name='NoTTReserved' required='N'>
<field name='TTReservedName' required='N' />
<field name='TTReservedValue' required='N' />
</group>

(Ref 125924)

Version: v139

04/03/2021

Improvements

FIX Services

Added support for a new session setting in Drop Copy: "Report Synthetic Leg Orders via FIX for Multileg Orders." Support includes a synthesized order audit trail for each leg including: New Order ACKs, Changes, Expirys and Cancels.
* Compliance Feed messages are *not* generated for syntheitc leg orders
* Synthetic leg orders for OTC orders are not supported

(Ref 125923)

Version: v139

04/03/2021

Improvements

FIX Services

Added support for tag 18218 to incoming Trade Capture Report messages to allow lookup of Order Profile ID in TT Setup.

(Ref 125921)

Version: v139

04/03/2021

Improvements

FIX Services

FIX Services for the v139 release have been deployed in UAT since Feb. 20.

Production deployment of v139 for all FIX Services has begun as of April 2 with limited deployement to Aurora and Sao Paolo TT data centers. Deployment will continue incrementally over the next (3) weekends, completing on April 23.

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 125919)

Version: v139

04/03/2021

Improvements

FIX Services

Modified FIX services to ensure that when a Cancel or Cancel/Replace request is received by FIX Order Router after the order is already in completed or terminal state, that the order status on the reject (35=9) matches the status of the completed / terminal state of the order.

(Ref 125918)

Version: v139