10/09/2021

Improvements

FIX Services

Added support for tag 2404, ComplianceText, a free text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.

Tag 2404 will be conditionally required for some orders as of the Eurex / EEX T7 10.0 API upgrade. Please see the TT Eurex Gateway Release Note reference #134186 for more details.

(Ref 134434)

Version: v163

Learn More

10/09/2021

Improvements

FIX Services

The TT Order Type parameter 'ChildTIF', tag 16903, has been updated to match the enum values defined in FIX tag 59. Please see tag 59 documentation for details.

(Ref 132978)

Version: v163

10/09/2021

Improvements

FIX Services

Added support for TT Order Type Parameter, WaitingOption, in tag 16974 and CustomSliceSched, in tag 16977.

Valid values for WaitingOption are:
0: Now
1: Specified Time
2: Pre-open
3: Open

CustomSliceSched specifiec a custom interval for slices to be entered as a string in the format:
"HH:MM:SS.mmm".

(Ref 132977)

Version: v163

10/09/2021

Improvements

FIX Services

Added support for TT Order Type Parameter, LeftoverMktOrderLimitTicks in tag 16966. This integer parameter is used by TT Order Types that support Market Leftover action to seed the number of ticks to be used.

(Ref 132976)

Version: v163

10/09/2021

Improvements

FIX Services

Added the NoLinks Repeating Group [16112, 16113, 16114] to staged order execution reports that were participants of a bulked, stitched or split synthetic staged order. This provides a linkage from the participant staged orders to the bulked, stitched or split synthetic staged order.

Added the new LinkType enums below to 16114 to identify the relationship between the participant staged order and the bulked, stitched or split parent order:

8: Staged bulked child order ID
9: Staged stitched child order ID
A: Staged split child order ID

(Ref 132975)

Version: v163

10/09/2021

Improvements

FIX Services

Added support for the NoLinks Repeating Group [16112, 16113, 16114], to the Trade Capture Report (35=AE) message. The NoLinks Repeating Group will be included on child TCRs when staged orders are sent to BlockTrader.

(Ref 132974)

Version: v163

10/09/2021

Improvements

FIX Services

FIX Drop Copy & Order Router will now prepend a Reject Source string to tag 58 on reject ER messages. Sources available are:

EXCH: Exchange supported natively on TT
EXT GW: 3rd-party algo provider or FIX bridge to exchange
TT FIX: The TT FIX server
TT: All other sources

(Ref 132966)

Version: v163

10/09/2021

Fixes

FIX Services

Fixed an issue where FIX Order Router was unable to resolve the correct order connection when an account was mapped to multiple FIX Order Gateway connections.

(Ref 132965)

Version: v163

10/09/2021

Improvements

FIX Services

Add tag528, OrderCapacity, and tags 2593/4/5, OrderAttributesGrp, to FIX Trade Capture (AE and AR) messages.

(Ref 132963)

Version: v163

10/09/2021

Improvements

FIX Services

Added support for ExerciseStyle, tag 1194, in SecurityDefinition (d) and ExecutionReport messages. Valid values are:
0: European
1: American
2: Bermuda

(Ref 132962)

Version: v163

10/09/2021

Plan

FIX Services

Limited production deployment of FIX v163 began Oct. 8. 2021 for FIX drop copy *only* in the TT Aurora data center. Deployment will be extended to additional data centers for all FIX services on Oct. 15, with full production deployment expected to complete in all data centers by Nov. 5.

All FIX Services for the v163 release have been deployed to UAT Data Centers since EOD September 7, 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 132947)

Version: v163