07/06/2023 |
Improvements |
FIX Services |
Added support for tags EchoDC_1 thru EchoDC_10 tags to the NoSides group in AE, AR message types in preparation for support in future TT Order Connector releases.
(Ref 155242)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added support for a new Premium Order Type parameter, tag 9302, 'DynamicEndTime', to the TT Schema.
(Ref 155196)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added the following tags to TT FIX for use when defining an Autospreader instrument via FIX for a TT OMS Staged Order:
<field number='16700' name='PriceFormula' type='STRING'/>
<field number='16701' name='ReloadOffset' type='INT'/>
<field number='16702' name='OverrideTickNumerator' type='BOOLEAN'/>
<field number='16703' name='FormulaBasedOn' type='STRING'>
<value enum='price_diff' description='price_diff' />
<value enum='ratio' description='ratio' />
<value enum='net_change' description='net_change' />
<value enum='custom' description='custom' />
</field>
<field number='16704' name='ReloadDelay' type='INT'/>
<field number='16705' name='DisclosedQty' type='QTY'/>
<field number='16706' name='Reload' type='BOOLEAN'/>
<field number='16707' name='OverrideTickSize' type='INT'/>
<field number='16708' name='OverrideTickDenominator' type='INT'/>
<field number='16750' name='MultiplierAsString' type='BOOLEAN'/>
<field number='16751' name='Multiplier' type='INT'/>
<field number='16752' name='IsHedging' type='BOOLEAN'/>
<field number='16753' name='QueueHolder' type='QTY'/>
<field number='16754' name='MLQ' type='STRING'/>
<field number='16755' name='PayupTicks' type='INT'/>
<field number='16756' name='IsQuoting' type='BOOLEAN'/>
<field number='16757' name='ConvertQuoteToHedge' type='INT'>
<value enum='1' description='Attempt' />
<value enum='2' description='Always' />
<value enum='3' description='AlwaysPreserveQueue' />
</field>
<field number='16758' name='IsLeanIndicative' type='BOOLEAN'/>
<field number='16759' name='IsShared' type='BOOLEAN'/>
For additional information on using TT OMS via FIX, please contact FIXIntegration@trade.tt.
(Ref 155195)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added the following fields to MarketDataSnapshotFullRefresh messages when they are specified in the request messages and available in the TT price server for a given exchange.
* 16052 - ExchangeSendingTime
* 16060 - ExchangeTransactTime
(Ref 155193)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added "Trading Firm Type" field to FIX session config for IBDC "CME STP" sessions. Customer sessions that previously set this value via FIX rule can now replace the workaround with the new config setting.
(Ref 155192)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added support for FIX 4.4 in FIX Session configuration when Initiator is enabled.
(Ref 155191)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added support tag 16130, Intent to Cross to D/G/AB/AC/8 message types. Applicable for certain exchanges when Intent To Cross is enabled on the TT account.
(Ref 155190)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
ClearingAccountOverride (tag 16999) has been added to the NoSides group for TradeCaptureReport (AE) messages.
(Ref 155188)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
When tag 18211, DeliveryTerm, is included on an order and is not equal to 'M', 'Y' or 'Q', then 'Day' must also be specified in tag 205 or tag 541.
(Ref 155187)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added the following enum values to tag 1123, TradeHandlingIstr:
<value enum='8' description='TRADE_HANDLING_INSTR_PENDING_TRADE_REPORT' />
<value enum='9' description='TRADE_HANDLING_INSTR_COMPLETED_TRADE_REPORT' />
<value enum='A' description='TRADE_HANDLING_INSTR_EXPIRED_TRADE_REPORT' />
<value enum='B' description='TRADE_HANDLING_INSTR_BROADCAST' />
<value enum='C' description='TRADE_HANDLING_INSTR_PENDING_APPROVAL' />
<value enum='D' description='TRADE_HANDLING_INSTR_APPROVED' />
<value enum='E' description='TRADE_HANDLING_INSTR_PENDING_CANCEL' />
(Ref 155186)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Tag 18220 is now included on all Drop Copy Messages when "Compliance Feed" is enabled.
(Ref 155184)
Version: v227 |
07/06/2023 |
Improvements |
FIX Services |
Added 'C', "EOM" as a new value for tags 18211, Delivery Term and 18212, LegDeliveryTerm.
<value enum='C' description='EOM' />
(Ref 155183)
Version: v227 |
07/06/2023 |
Plan |
FIX Services |
All TT FIX services for the v227 release were deployed to UAT Data Centers at EOD July 6, 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 the URL below prior to release: https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html
Release Notes for FIX v227 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/
(Ref 155181)
Version: v227 Learn More |