03/14/2023

Improvements

FIX Services

Corrected the TT FIX XML schema files for Tag 16117, "OrderSource", to include the following values:

>> SOURCE_STAGER = 33;
>> SOURCE_SCORE = 34;
>> SOURCE_FIX_ADAPTER_CHILD_ROUTER = 35;

(Ref 151139)

Version: v211

02/11/2023

Improvements

FIX Services

Add support for tags 16658 (TextTT) and 16659 (TextC) to TT FIX AE and AR message types. Please download the latest XML schema from the TT web site to update your client FIX applications.

(Ref 149870)

Version: v211

Learn More

02/11/2023

Improvements

FIX Services

A number of TT FIX Drop Copy and Order Routing clients have implemented Custom FIX Rules to drop Parent Synthetic Execution Reports, which include code similar to the below:

-- Parent synthetic traffic for TT custom order types (i.e. TT Iceberg, TT Stop, TT TWAP, etc.) --
if string.find(ExchCred, "algoserver_exec") then
return DROP

Upcoming changes to TT Algo Server will require an update to such custom rules in future. The TT FIX Integration on Onboarding teams will be contacting customers directly to assist in the update process. The new TT algo server changes are currently available in UAT for integration testing using the "TT TWAP" order type only.

Please contact FIXIntegration@trade.tt or onboarding@trade.tt with any questions regarding the required changes.

(Ref 149495)

Version: v211

02/11/2023

Improvements

FIX Services

Added new enum value to tag 959, StrategyParameterType:
<value enum='8' description='PRICE' />

This parameter type value is used when submitting some TT Premium Order Type or 3rd-party Algo orders via TT FIX Order Router. Refer to TT Help Library or 3rd-party documentation for more details.

(Ref 149254)

Version: v211

Learn More

02/11/2023

Improvements

FIX Services

Added several new enums to tag 828, OTC Trade Type:
1076 - EFP Bond
1077 - EFP SPI XJO
1078 - Cash Related Trade
1079 - Non-disclosed OTC Trade
1080 - Disclosed OTC Trade
1081 - SI Trade

(Ref 148797)

Version: v211

02/11/2023

Improvements

FIX Services

Added support for tags 16857, TTSMPID, and 16858, TTSMPInstruction, to the TT FIX schema. These tags will be part of an upcoming TT AOTC enhancement that will allow TT-based self-match prevention to operate across account hierarchies. More details on this new feature will be provided in future release notes.

Exchange-based SMP continues to use tags 7928 and 8000 for SMP ID and SMP Instruction, respectively.

(Ref 148796)

Version: v211

02/11/2023

Improvements

FIX Services

Added support for routing Core SDK algos via FIX order router by setting TargetStrategyType, tag 16848=12, "CORE_SDK".

(Ref 148568)

Version: v211

02/11/2023

Improvements

FIX Services

Added custom tag 16130, "Intent to Cross" to D/G/AB/AC/8 messages
Required: No
Description: Pre-arranged Transaction. Currently supported for MX exchange only.
Exchange support was added by the MX API upgrade on Dec. 15, 2022.

(Ref 148567)

Version: v211

02/11/2023

Improvements

FIX Services

Custom FIX tag 9210, LiquidityIndicator, has been added to the TT FIX schema and is used on inbound Execution Reports imported from ICE POF. This field wil not appear on FIX Drop Copy ERs sent out from TT.

(Ref 148566)

Version: v211

02/11/2023

Improvements

FIX Services

Added support for CUSIP (456/606=1) in both SecurityAltId and LegSecurityAltId groups when the value is provided by the exchange.

(Ref 148565)

Version: v211

02/11/2023

Plan

FIX Services

Limited production deployment of the v211 FIX Services began Febraury 10 and will be completed over the next 5 weeks.

All TT FIX services for the v211 release have been deployed to UAT Data Centers since December 23, 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 v211 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

(Ref 148441)

Version: v211

Learn More