03/20/2024

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

03/20/2024

Improvements

FIX Services

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

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03/20/2024

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

03/04/2024

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

03/04/2024

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

03/04/2024

Improvements

FIX Services

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

03/04/2024

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

03/04/2024

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

03/04/2024

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

03/04/2024

Plan

FIX Services

All FIX Drop Copy, Order Routing & Market Data services for the v246 release were deployed to UAT at end of day March 1, 2024. The remaining services will be upgraded in UAT later this week.

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