| Date | Type | Component | Release Note |
|---|---|---|---|
10/30/2023 |
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) |
10/30/2023 |
Improvements |
FIX Services |
Added support for CME BrokerTec Stream in FIX Market Data, Order Router and Drop Copy services. (Ref 159457) |
10/30/2023 |
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) |
10/30/2023 |
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) |
10/30/2023 |
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) |
10/30/2023 |
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) |
10/30/2023 |
Plan |
FIX Services |
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) |
11/03/2023 |
Improvements |
FIX Services |
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. (Ref 159588) |
11/09/2023 |
Improvements |
FIX Services |
Added tag 1145, EventTime, Type=UTCTimestamp, Optional, to the 864 repeating group; (Ref 159834) |
11/09/2023 |
Improvements |
FIX Services |
Added tag 1145, EventTime, Type=UTCTimestamp, Optional, to the 864 repeating group; (Ref 159834) |
02/15/2024 |
Improvements |
FIX Services |
FIX: Add Energy Identifier Code (EIC) to SecurityAltIDSource (456) as custom enum 100. <value enum="100" description="ENERGY_IDENTIFIER_CODE"/> Currently available for EPEX market only. (Ref 162724) |