08/06/2021

Improvements

FIX Services

Fixed an issue where Security Definition requests were unsuccessful if received by the TT FIX server prior to the "Recovery Complete" News message being sent.

(Ref 132267)

Version: v158

08/06/2021

Improvements

FIX Services

Added support for tag 529, OrderRestrictions. Sent when provided by the exchange. Currently, only NASDAQ EU market supports this field.

Description: Restrictions associated with an order.
Type: Char
Required: No
Valid values:
1 = Program Trade
2 = Index Arbitrage
3 = Non-Index Arbitrage
4 = Competing Market Maker
5 = Acting as Market Maker or Specialist in the security
6 = Acting as Market Maker or Specialist in the underlying security of a derivative security
7 = Foreign Entity (of foreign government or regulatory jurisdiction)
8 = External Market Participant
9 = External Inter-connected Market Linkage
A = Riskless Arbitrage
B = Issuer Holding
C = Issue Price Stabilization

Used in: D/F/G/AB/AC/8

(Ref 131737)

Version: v158

08/06/2021

Improvements

FIX Services

Added a new "Action" option to RemapPartyEntry FIX Profile Rule type & renamed rule to " Modify PartyEntry".

The RemapPartyEntry rule previously supported: "Assign", "Pass" as options for the Action field.
1. Added "Drop" as a new Action option for this rule type
2. Renamed the rule itself from RemapPartyEntry to ModifyPartyEntry

(Ref 131386)

Version: v158

08/06/2021

Improvements

FIX Services

Three new TIF enums have been added to tag 59 to support OSE's unique On Close requirements:
<value enum='S' description='TIME_IN_FORCE_MORNING_AT_THE_CLOSE' />
<value enum='T' description='TIME_IN_FORCE_AFTERNOON_AT_THE_CLOSE' />
<value enum='U' description='TIME_IN_FORCE_NIGHT_AT_THE_CLOSE' />

(Ref 131385)

Version: v158

08/06/2021

Improvements

FIX Services

Added FIX tag 16625, 'TextTTModifyingUser', which will contain the TT Username of the user modifying the Text TT field on an existing execution report.

(Ref 131383)

Version: v158

08/06/2021

Improvements

FIX Services

For FIX Drop Copy sessions with Compliance Feed enabled, 35=F cancel request messages will now include tag 1.

(Ref 131382)

Version: v158

08/06/2021

Plan

FIX Services

All FIX Services for the v158 release were initially deployed to UAT Data Centers at EOD July 8, 2021.

Limited production deployment is expected to begin Aug. 6, 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 131380)

Version: v158

08/06/2021

Improvements

FIX Services

Fixed an issue in FIX Drop Copy where certain OSE fills could be missing tag 17.

(Ref 131379)

Version: v158