Release Notes

FIX Production Release Notes

New features are production released in a phased rollout to our globally distributed system. Therefore, a feature may be listed here which has not yet reached your workspace(s). However all of these features are available at uat.trade.tt.


Date Type Component Release Note

12/01/2023

Improvements

FIX Services

Added tag 1145, EventTime, Type=UTCTimestamp, Optional, to the 864 repeating group;
Description: "Specific time of event. Use in combination with EventDate <866>"

Added new EventTypes (865):
13: DeliveryStartDate // set UTC date time in 1145, not 866
14: DeliveryEndDate // set UTC date time in 1145, not 866
101: TradingStartDate // set UTC date time in 1145, not 866
102: TradingStart SDAT // set UTC date time in 1145, not 866

Tag 1145 and the additional EventTypes above are currently supported only for the upcoming EPEX exchange on TT.

(Ref 159834)

Version: v238

12/01/2023

Improvements

FIX Services

b"FIX Order Router and Drop Copy Session Configuration now includes an option to enable PDS Display Factor conversion on price fields. When enabled, the following tags will be converted from wire price to display price using the contracts Display Factor as defined in PDS on all outgoing execution reports, and the reverse on all incoming orders and changes.
* Price (44)
* AvgPx (6)
* LastPx (31)
* StopPx (99)
* StrikePrice (202)
* LastParPx (669)"

(Ref 159588)

Version: v238

12/01/2023

Improvements

FIX Services

TT is making improvements to the XML schema file format to improve supportability and readability. The new XML format will make use of the /component tag for component blocks such as Instrument, Parties, SecurityAltId, etc.

Both old and new formats will contain all new and preexisting messages and tags for each release going forward and are downloadable from the TT help site (link attached).

TT will continue to support both file types in upcoming releases through mid-year 2024. More information on end date for the legacy format will be provided in release notes and the weekly system admin news email.

(Ref 159510)

Version: v238

Learn More

12/01/2023

Improvements

FIX Services

Added support for all Echo tags (16601-16610 and 16631 - 16640) to the NoSides group in AE, AR message types.

(Ref 159458)

Version: v238

12/01/2023

Improvements

FIX Services

Added support for CME BrokerTec Stream in FIX Market Data, Order Router and Drop Copy services.

(Ref 159457)

Version: v238

12/01/2023

Improvements

FIX Services

The TT FIX Schema has been updated with changes specific to upcoming support for the European Power Exchange (EPEX) on TT.

Changes include:
>> Support for the NewOrderList (35=E) message type
>> Support for new intra-day series terms to tags 18211 / 18212
>> Support for new fields in the Security Definition (d):
<field number="16000" name="DeliveryStartDate" type="UTCTIMESTAMP"/>
<field number="16001" name="DeliveryEndDate" type="UTCTIMESTAMP"/>
<field number="16003" name="TradingStartDate" type="STRING"/>
<field number="16004" name="TradingEndDate" type="STRING"/>
<field number="16005" name="Timezone" type="STRING"/>

For information on upcoming EPEX support, please contact FIXintegration@trade.tt.

(Ref 159454)

Version: v238

12/01/2023

Improvements

FIX Services

FIX Order Router now supports TT SMP ID (tag 16857) and TT SMP Instruction (16858) as overrides on FIX New Order D & AB messages types. These values are not required to be predefined in TT Setup in order to be applied to the order.

(Ref 159452)

Version: v238

12/01/2023

Improvements

FIX Services

Added FIX tag 16760 for Spread Ratio denominator for use when defining Autospreader synthetic spreads. Defaults to 1 if not supplied.

(Ref 159450)

Version: v238

12/01/2023

Improvements

FIX Services

Fixed an issue where FIX Order Router would reject Cancel/Replace when the Order Type is 40=K (Market with Leftover as Limit) and no limit price was specified.

(Ref 159449)

Version: v238

12/01/2023

Plan

FIX Services

Limited production deployment of the v238 FIX Services began Dec. 1 and will be completed over the next 6 weeks. No production FIX deployments will occur from Dec. 22 through Jan. 4.

All TT FIX services for the v238 release have been deployed to UAT as of EOD Oct. 30, 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 v238 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

All TT FIX clients are strongly encouraged to subscribe to the weekly TT System Admin News and Updates email newsletter here:
https://www.tradingtechnologies.com/support-updates/

(Ref 159446)

Version: v238

Learn More