01/08/2022

Improvements

FIX Services

In order to better align with standard FIX Protocol, from TT FIX v176 onward the FIX Order Router will enforce the requirement that CancelReplace requests must include OrdType (tag 40) and OrderQty (tag 38) in the request message. Also CancelReplace requests for Limit Orders must include Price (tag 44). This applies to both 35=G and 35=AC request types.

(Ref 136668)

Version: v176

01/08/2022

Improvements

FIX Services

Tag 828, TrdType, is now included in the TradeCaptureAck message (35=AR).

(Ref 136417)

Version: v176

01/08/2022

Improvements

FIX Services

Updated the TT FIX schema files with new TT Order Type parameters, in preparation for a future release of TT Algo Server.

The new tags are supported in the TT schema only, and will have no effect if included in FIX order messages, and will not appear in drop copy execution reports.

Additional details will be provided when the new Algo server is deployed to UAT.
<field number='16969' name='SecondConditionIsOn' type='BOOLEAN' />
<field number='16970' name='SecondTriggerTicksAway' type='INT' />
<field number='16971' name='SecondTriggerQtyType' type='INT' >
<value enum='1' description="eQty"/>
<value enum='2' description="ePercentage"/>
</field>
<field number='16972' name='SecondTriggerQtyCompare' type='INT' >
<value enum='3' description="eLTE"/>
<value enum='5' description="eGTE"/>
</field>
<field number='16973' name='SecondTriggerQty' type='QTY' />
<field number='16974' name='LeftoverTime' type='INT' >
<value enum='0' description="eAtEnd"/>
<value enum='1' description="eAtHalfLife"/>
</field>
<field number='16975' name='SecondTriggerPriceType' type='INT' >
<value enum='1' description="eBid"/>
<value enum='2' description="eAsk"/>
<value enum='3' description="eLtp"/>
<value enum='6' description="eSameSide"/>
<value enum='7' description="eOppositeSide"/>
</field>
<field number='16976' name='NoImplies' type='BOOLEAN' />
<field number='16977' name='CustomSliceSched' type='STRING' />
<field number='16978' name='TTStopNoImplies' type='BOOLEAN' />

(Ref 136416)

Version: v176

01/08/2022

Plan

FIX Services

Limited production deployment for FIX Market Data began Jan.08, 2022 and will continue deployment to the full production environment over the following 3-4 weeks. Deployment of FIX Order Routing is expected to begin Jan. 15, and Drop Copy to begin on Jan. 21.

All FIX Services for the v176 release were deployed to UAT Data Centers at EOD December 9, 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.

Release Notes for FIX v176 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/.

(Ref 136415)

Version: v176