04/01/2023

Improvements

FIX Services

Added support for OptAttribute(206) and LegOptAttribute(613).

TT's security database (PDS) will include an attribute on certain option instruments where multiple versions of the same contract exist in the database at the same time. When only the original version of the contract exists, no version will be present. Version values will be V0, V1, V2, etc.

The addition of OptAttribute(206) and LegOptAttribute(613) will allow clients to include a specific version on orders and drop copy messages.

(Ref 151747)

Version: v219

04/01/2023

Improvements

FIX Services

Added support in FIX Order Router for routing TT Order Types, Premium Order Types and 3rd-party Algos as Care Orders.

(Ref 151746)

Version: v219

04/01/2023

Improvements

FIX Services

For FIX Recovery Service only, added Duration (tag 16944) to 35=U2and 35=A msgs, representing the minutes from start time to use for the recovery query.

(Ref 151745)

Version: v219

04/01/2023

Improvements

FIX Services

Added support for TTUS Drop Copy session setting "Drop Synthetic Parent Execution Reports." This option is disabled by default.

(Ref 151744)

Version: v219

04/01/2023

Improvements

FIX Services

Support the new templates for FIX Symbol Mapping added by TTUS:
1. <SYM><MYY>
2. <SYM><MYY><C/P>
3. <SYM><MYY><SYM><MYY>
4. <SYM><MYY><MYY>
5. <SYM><MY><C/P> <STRIKE> <KEY>
6. <SYM><MYY><C/P> <STRIKE> <KEY>

Template #1 applies to Futures products only. Template #2 applies to Options products only. Template #3 & #4 apply to Spread products only.

This is similar to existing templates, but omits the <KEY> field for clients who don't use the YellowKey option.

(Ref 151742)

Version: v219

04/01/2023

Plan

FIX Services

A limited number of TT FIX services for the v219 release were deployed to UAT Chicago Data Centers *only* on March 31, 2023. The remaining UAT Data Centers will be upgraded at EOD April 3, 2023.

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 v219 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

(Ref 151741)

Version: v219

Learn More

04/16/2023

Improvements

FIX Services

Added new FIX tags to facilitate integration of ASX Exchange Drop Copy messages inbound to TT. These tag are not received on messages from other exchanges, nor on ASX trades executed on the TT Platform.

* Tag 1788 - 'LegID'
* Tag 2254 - 'NoLegInstrumentParties'
* Tag 2255 - 'LegInstrumentPartyID'
* Tag 2256 - 'LegInstrumentPartyIDSource'
* Tag 2257 - 'LegInstrumentPartyRole'
* Tag 1851 - 'StrategyLinkID'
* Tag 1853 - 'AveragePricingIndicator'

(Ref 152305)

Version: v219

04/16/2023

Improvements

FIX Services

Added new enums to several existing FIX tags to facilitate integration of Euronext Exchange Drop Copy messages inbound to TT. These values are not received on messages from other exchanges, nor on Euronext trades executed on the TT Platform.

Tag 39:
* 'H' - Trade Cancel
Tag 40:
* 'P' - Peg
* 'X' - Iceberg
Tag 150:
* 'a' - 'CANCELLED_BY_STP'
* 'b' - 'ORDER_CANCELLED_DUE_TO_COD_MECHANISM'
* 'n' - 'ORDER_CANCELLED_DUE_TO_POTENTIAL_TRADE_OUTSIDE_FSP_LIMITS'
* 'u' - 'ORDER_CANCELLED_DUE_TO_MARKET_MAKER_PROTECTION'
* 'v' - 'ORDER_CANCELLED_BY_CLEARING_RISK_MANAGER'
* 'w' - 'ORDER_CANCELLED_DUE_TO_TRADE_PRICE_* ALIDATION'
* 'O' - 'ELIMINATED_BY_CORPORATE_E* ENT'
* 'P' - 'CANCELLED_BY_MEMBER_RISK_MANAGER'
* 'U' - 'ORDER_CANCELLED_BY_MARKET_OPERATIONS'
* 'V' - 'CANCELLED_DUE_TO_KILL_COMMAND'
* 'X' - 'REMAINING_QUANTITY_KILLED'
* 'Y' - 'BEGINNING_OF_PAKO_PERIOD'
* 'R' - 'RFQ_PARTIALLY_OR_FULLY_MATCHED_WITH_OTHER_COUNTERPARTS'

(Ref 152304)

Version: v219

04/16/2023

Improvements

FIX Services

Added support for TradingSessionSubID, tag 625, in AE, AR messsage definitions. Required to support SGX OTC trade reporting.

Valid values are:
1) Pre-Trading
2) Opening / opening auction
3) Continuous
4) Closing / closing auction
5) Post-Trading
6) Intraday Auction
7) Quiescent

(Ref 152303)

Version: v219

04/16/2023

Improvements

FIX Services

Added support for SessionStatus, tag 1409, in Logout (5) messages. TT may receive this tag in Logout (5) messages on certain Exchange Drop Copy sessions. Tag 1409 is not supported for Logout (5) messages between TT FIX clients and TT.

(Ref 152302)

Version: v219

04/16/2023

Improvements

FIX Services

The following tags have been added to the Logon (A) message in TT FIX schema to faciliate integration with a 3rd-party system. These tags are not supported for Logon (A) messages between TT FIX clients and TT.
* Tag 115 - OnBehalfOfCompID
* Tag 128 - DeliverToCompID
* Tag 354 - EncodedTextLen
* Tag 355 - EncodedText

(Ref 152301)

Version: v219

04/16/2023

Improvements

FIX Services

TT has added (3) new allocation message types and their associated tags to the TT FIX schema:
* AllocationInstruction (J)
* AllocationInstructionAck (P)
* AllocationReport (AS)

Support for these allocation messages is available on a limited basis. For more information, please contact FIXIntegration@trade.tt.

(Ref 152300)

Version: v219

04/16/2023

Improvements

FIX Services

CME STP inbound drop copy has added support for SideTrdRegTimestamp, tag 1012, in TradeCaptureReport messages.

In order to process tag 1012 in incoming messages from CME, the following tags have been temporarily added to the TT FIX schema file, but will *not* appear in TCR messages sent from TT to FIX clients: 1016, 1154, 1851, 1853, 2361, 5149, 10027-10030, 10034 and 10039.

(Ref 152299)

Version: v219

04/18/2023

Fixes

FIX Services

Fixed an issue where FIX Sessions that were actively connected to TT could sometimes show status as 'down' in TT Setup.

(Ref 152397)

Version: v219

04/18/2023

Fixes

FIX Services

FIxed an issue where a custom UDS that includes a fixed leg price and an otherwise identical exchange calendar spread that does not include a fixed leg price were misidentified as duplicates by FIX Order Router.

(Ref 151837)

Version: v219

05/02/2023

Improvements

FIX Services

Added (2) new tags to TT FIX schema file.
<field number='16860' name='ParentVendorAlgoID' type='STRING' />
<field number='16861' name='ParentVendorAlgoType' type='STRING' />

These tags are included in FIX D/F/G/AB/AC message definitions but are for TT internal use only. These tags not available for use by TT FIX client order routing or drop copy sessions.

(Ref 152924)

Version: v219

05/04/2023

Improvements

FIX Services

The following tags were introduced by the upcoming TFEX API Migration and have been added to TT FIX NewOrderSingle, NewOrderMultiLeg, ExecutionReport, TradeCaptureReport and TradeCaptureReportAck message types.

Tag 16628: "TFUserType"; type: char; optional; Type of User that entered the order
Supported values;
> T = Traditional trading
> P = Program trading
> M = Market making
> G = Market making with Program trading

Tag 16626: "NVDR"; type: boolean; optional
Tag 16627: "TTF"; type: boolean; optional

NOTE: TFEX does not provide documentation to ISVs regarding usage of the NVDR and TTF fields. For information about how to use these fields, please contact the exchange.

This update 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 150358)

Production Release: 05/05/2023

Version: v219

07/06/2023

Fixes

FIX Services

Fixed an issue where Staged Orders submitted via TT FIX Order Router which included a 3rd-party algo or TT Premium Order type were being rejected.

(Ref 155197)

Version: v219