05/18/2021

Plan

FIX Services

All FIX Services for the v148 release were initially deployed to UAT Data Centers at EOD May 17, 2021.

Limited production deployment is expected to begin June 11, 2021 and will continue deployment to the full production environment over the following 3-4 weeks.

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 129598)

Version: v148

05/18/2021

Improvements

FIX Services

The "TT Retry" order type now supports microseconds in tag 168, EffectiveTime, using a format YYYYMMDD-HH:MM:SS.sssmmm, where 'mmm' represents the microseconds portion of the timestamp.

When EffectiveTime is specified with microsecond precision on a TT Retry order, the tag 168 value in the Execution Report returned in TT drop copy will also be specified with microsecond precision.

(Ref 129552)

Version: v148

05/18/2021

Improvements

FIX Services

Added (3) new string fields to TCR (AE) and TCR Ack (AR) / NoSides repeating group. These fields will populated when Order Tag Default values for "Text A", "Text B" or "Text C" are defined in TTUS for HKEx Wholesale Order types and other future wholesale order types, TBD.

Tag 16849 - SideTextA
Tag 16850 - SideTextB
Tag 16851 - SideTextC

(Ref 129549)

Version: v148

05/18/2021

Fixes

FIX Services

Fixed an issue where Drop Copy did not send orderID (tag 37) in short form for Compliance 35=D messages when the "Send Order ID in Short Form" session setting was enabled.

(Ref 129544)

Version: v148

05/18/2021

Improvements

FIX Services

Added TradePublishIndicator, FIX tag 1390 to TradeCaptureReport, 35=AE.

Description: Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient.
Type: Int
Valid values:
>> 0 = Do Not Publish Trade
>> 1 = Publish Trade
>> 2 = Deferred Publication

(Ref 129532)

Version: v148

05/18/2021

Improvements

FIX Services

Added (10) new FIX tags for EchoDC_11 - EchoDC_20 as follows:

Name: EchoDC_11 -EchoDC_20
Description: Customer-defined text fields not sent to exchange, not displayed in GUI, not configurable in TTUS. Available only to FIX client applications.
FIX Tags: 16631 - 16640
Type: string; Required: No; Used in: 35=D/F/G/8/9

(Ref 129531)

Version: v148

05/18/2021

Improvements

FIX Services

Modified cancel request processing on FIX Order Router during Logon/Recovery such that Cancel requests received while Recovery is ongoing will be queued and submitted as soon as recovery is complete. Previous FIX OR behavior was to reject such requests during recovery.

(Ref 129530)

Version: v148

05/18/2021

Fixes

FIX Services

Fixed an issue where the Price Multiplier in symbol mapping rules for Drop Copy Execution Reports was not working if "Set Security ID Source (22)" was also enabled on that session.

(Ref 129529)

Version: v148

05/18/2021

Improvements

FIX Services

Added support in FIX tag 77, PositionEffect, for 77=F, "FIFO". Applicable to China markets only (CZCE, DCE, INE).

(Ref 129525)

Version: v148

05/18/2021

Fixes

FIX Services

Added support for FIX tag 789, NextExpectedMsgSeqNum, in the 35=5 Logout message. When TT disconnects a FIX Order Routing or Drop Copy session due to sequence number mismatch, the 35=5 Logout message back to the FIX client will now include the next expected sequence number in tag 789 to facilitate session resynchronization.

(Ref 128737)

Version: v148