Release Notes

FIX UAT Release Notes


Date Type Component Release Note

09/17/2022

Improvements

FIX Services

The TT FIX XML schema has been updated to support message types, tags and enums required to support messages imported via CME STP Inbound Drop Copy.

The following changes apply *only* to messages imported to TT by CME STP Inbound Drop Copy:
>> Added message types TradeCaptureReportRequest (AD) and TradeCaptureReportRequestAck (AQ) and their associated tags.
>> Added enum 'H', Clearing House, to the SecurityIDSource tags (22, 456 & 603)
>> Added ExecRestatementReason (378) enums 50, 51, 52 & 53

TradeCaptureReport (AE) messages now may include the following tags and enums *only* for messages imported to TT by CME STP Inbound Drop Copy:
>> PartySubID group (tags 802, 803, 523)
>> ClOrdId (11)
>> TradeInputSource (578)
>> CustOrdCapacity (582)
>> TrdType (828) added enums 22, 23, 37, 45, 54, 55, 57-60
>> TrdSubType (829) added enums 8, 36, 37, 40, 42, 43, 48, 200
>> TradeReportType (856) added enum 101

For additional details regarding these changes, please download and review the TT FIX XML file from the attached link.

(Ref 145080)

Version: v202

Learn More

09/17/2022

Improvements

FIX Services

The FIX v202 release includes XML schema changes to FIX Logon (A) and Logout (5) messages that are applicable to FIX Sessions between TT Inbound Drop Copy server and SGX GIFT City Drop Copy Feed *ONLY*.

The following tags have been added to the Logon (A) message, but are not available for use by TT FIX clients.
>> Tag 1409 - SessionStatus
>> Tag 925, New Password
>> Tag 27003, PwdExpireDate
>> Tag 1137, DefaultApplVerID

The following tag has been added to the Logout (5) message, but is not available for use by TT FIX clients.
>> Tag 1409 - SessionStatus

TT FIX CLIENTS MUST NOT INCLUDE THESE TAGS IN LOGON OR LOGOUT MESSAGES SENT TO TT.

(Ref 145079)

Version: v202

09/17/2022

Improvements

FIX Services

Added support for SGX GIFT City Drop Copy service to TT Inbound Drop Copy server.

Tag 685, LegOrderQty, has been added to the NoLegs (555) Repeating group due to this effort. Tag 685 will only appear in ERs imported to TT via SGX GIFT City Drop Copy. It will not appear in ERs for orders executed on the TT platform.

For more information on SGX GIFT City Drop Copy, please contact TT FIX Integration <fixintegration@trade.tt>.

(Ref 145066)

Version: v202

Learn More

09/17/2022

Improvements

FIX Services

Added support for CME Straight Through Processing (STP) service to TT Inbound Drop Copy.

For more information on CME STP integration, please contact TT FIX Integration <fixintegration@trade.tt>.

(Ref 145065)

Version: v202

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09/16/2022

Improvements

FIX Services

FIX Order Router has increased the Inflight Order Action (IFOA) timeout to (120) seconds for Staged Parent orders submitted via FIX to expand the time window allowed for Executing Traders to claim orders.

(Ref 145068)

Version: v202

09/16/2022

Fixes

FIX Services

Fixed an issue where SecurityAltID data was not populated on some TradeCaptureReportAck messages for OTC trades.

(Ref 145056)

Version: v202

09/16/2022

Fixes

FIX Services

Fixed an issue that could lead to duplicate fills for OM clearing updates during session recovery if TCR messages were dropped by customer-defined FIX rule on the session.

(Ref 145052)

Version: v202

09/16/2022

Fixes

FIX Services

Fixed an issue where FIX Market Data did not send a Market Data Request Reject (35=Y) when the contract subscribed to was marked inactive in PDS, but not expired.

(Ref 145049)

Version: v202

09/16/2022

Fixes

FIX Services

Fixed an issue for TT Order Types submitted via FIX where ChildTIF in execution reports sometimes did not match type & value of ChildTIF in the FIX order message.

For custom tag 16950, ParentTIF, the enum values for DAY and GTC have been updated to match the values in standard tag 59.

<field number='16950' name='ParentTIF' type='INT' >
<value enum='0' description='DAY' />
<value enum='1' description='GTC' />
<value enum='7' description='TIME' />
</field>

(Ref 145046)

Version: v202

09/16/2022

Improvements

FIX Services


(Ref 145044)

Version: v202

09/16/2022

Plan

FIX Services

All TT FIX services for the v202 release were deployed to UAT Data Centers at EOD Sept. 16, 2022.

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 v202 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

(Ref 145042)

Version: v202

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09/16/2022

Improvements

FIX Services

TT FIX drop copy and order router have added support for the new TT TWAP Order Type. See the attached link for TT TWAP documentation & tutorials.

The following new FIX tags have been added for TT TWAP parameters:

<field number='17006' name='MaxPart' type='INT' />
<field number='17007' name='MaxDisp' type='INT' />
<field number='17008' name='TwapStyle' type='INT' >
<value enum='0' description="eAggressive"/>
<value enum='1' description="eDefault"/>
<value enum='2' description="ePassive"/>
</field>
<field number='17009' name='WouldIfPrc' type='PRICE' />
<field number='17010' name='LimitPrc' type='PRICE' />

(Ref 143912)

Version: v202

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