05/01/2024

Improvements

FIX Services

For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel with certificate pinning, TT provides a TTFIX.crt file with the public certificates used by the TT platform FIX endpoint. These certificates expire on an annual basis and must periodically be refreshed to continue functioning.

On April 26, 2024, TT updated the stunnel.zip file located in the Download Center in order to update the soon-to-be-expired certs in the TTFIX.crt bundle.

All TT customers who use STunnel must download the new zip file and apply it at any time before the new zip file update is applied in each TT environment, which will be:
>> May 1, 2024 for UAT
>> May 10, 2024 for SIM
>> May 17, 2024 for Production - New York
>> May 31, 2024 for Production - All other locations

Customers still using the old stunnel.zip file after the dates listed above will not be able to connect to the respective TT environments.

Added TT Platform STAR.TRADE.TT; valid from 2024/04/01- 2025/03/31 (DC)

Additional Resources:

Please download the updated stunnel.zip here:
https://library.tradingtechnologies.com/tt-fix/general/stunnel.zip

Directions for configuring a stunnel with TTFIX.crt can be found on the TT FIX Help Site.

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 165487)

Production Release: 05/01/2024

Version: v246

Learn More

04/05/2024

Improvements

FIX Services

Added optional tag 10010, DisplayFactorQty, to Security Defintion (d) messages to facilitate quantity conversions used in power markets.

<field number="10010" name="DisplayFactorQty" type="STRING"/>

Currently supported for EPEX market *only*.

(Ref 164004)

Version: v246

04/05/2024

Improvements

FIX Services

b"The FIX Recovery service has been enhanced to allow FIX Order Routing clients to request recovery of FIX data for specific time periods and markets using their existing FIX Order Routing sessions. This service uses a FIX message, Recovery Request (U2), to submit a request for missing data that might result from a technical issue with a customers FIX client, the network, or the TT FIX session."

(Ref 164002)

Version: v246

Learn More

04/05/2024

Improvements

FIX Services

The NewOrderList (E) message type has added support for the following custom tags in the NoOrder (tag 73) repeating group:
>> Tag 67, ListSeqNo
>> Tag 16556, TextA
>> Tag 16557, TextB
>> Tag 16558, TextTT
>> Tag 16559, TextC
>> Tags 16601, EchoDC_1, thru 16610 , EchDC_10, inclusive
>> Tags 16631, EchoDC_11, thru 16640 , EchDC_20, inclusive

The NewOrderList (E) message type is supported *only* for the EPEX market.

(Ref 163357)

Version: v246

04/05/2024

Improvements

FIX Services

Added the following flat tags for use as TT Sniper algo parameters only:
<field number="16980" name="Aggressiveness" type="FLOAT" />
<field number="16981" name="IgnoreMarketState" type="BOOLEAN"/>
<field number="16982" name="InstanceName" type="STRING"/>

(Ref 162991)

Version: v246

04/05/2024

Improvements

FIX Services

Added support in FIX Market Data for the ""Apply Display Factor to Prices"" setting in TT Setup MD session config. The setting defaults to \unchecked\ on new and pre-existing sessions. When enabled, price scaling will be applied to MDEntryPx, tag 270 for price fields in W and X messages.

(Ref 162979)

Version: v246

04/05/2024

Improvements

FIX Services

b"Added support for tag 2446, AggressorSide, to FIX MD X messages
Description: Side of aggressive order or quote resulting in match event.
Type: char

Valid values:
0 = No aggressor (+)
1 = Buy
2 = Sell

(+) On CME, trades without aggressors occur at Market Open, after a Pre-Open or after a Pause, and also when the event includes customer order participation in a trade with a CME Globex-generated implied bid or offer."

(Ref 162976)

Version: v246

04/05/2024

Improvements

FIX Services

Price multiplers defined tin the FIX Symbol mapping table in Setup are now applied to tags 9106, IWouldPrice, 9190, TriggerPrice and 17010, LimitPrc when present on FIX order & Cancel/Replace messages.

(Ref 162975)

Version: v246

04/05/2024

Fixes

FIX Services

Fixed an issue in FIX Order Router where the Recovery Complete (B) message could be delayed for some sessions.

(Ref 162732)

Version: v246

04/05/2024

Fixes

FIX Services

Fixed an issue where working quantity risk was not being updated correctly for messages imported by Inbound Drop Copy that were assigned to non-Audit Trail Only TT accounts.

(Ref 162730)

Version: v246

04/05/2024

Plan

FIX Services

Limited production deployment of the v246 FIX Drop Copy, Order Routing & Market Data Services began April 5 and will be completed over the next 5 weeks.

All FIX Drop Copy, Order Routing & Market Data services for the v246 release have been deployed to UAT since March 1, 2024.

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 v246 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 162728)

Version: v246

Learn More