09/02/2024

Improvements

FIX Services

FIX Inbound Drop Copy can now import Trade Capture Report (35=AE) messages usages via the Generic session subtype.

(Ref 170201)

Version: v263

Learn More

09/02/2024

Improvements

FIX Services

The FIX Request Recovery service has added support for Start/End times when running in Reconciliation mode. Start time for reconciliation queries cannot be earlier than the last session reset.

(Ref 170200)

Version: v263

Learn More

09/02/2024

Improvements

FIX Services

FIX Order Routing sessions trading on the EPEX exchange will now receive FIX News (35=B) messages when their order activity is approaching the exchanges throttling limit. This feature is only supported on EPEX.

The EPEX exchange sends alert messages when traders are coming close to the order throttling limits set by the exchange. These messages are displayed on TTW screens and in the audit trail. For FIX Order Routing sessions, the alerts will be sent as FIX News messages so FIX customers can adjust behavior before getting disconnected from EPEX due to breaking these limits.

(Ref 170199)

Version: v263

Learn More

09/02/2024

Plan

FIX Services

All FIX Drop Copy, Order Routing & Market Data services for the v263 release were deployed to UAT August 30, 2024. Production release is expected to begin in 4-6 weeks.

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 v263 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 168401)

Version: v263

Learn More

09/06/2024

Improvements

FIX Services

Added support in FIX Order Router for submission of ASE Spread orders with different accounts per leg. The account in tag 1 on the ASE order may not necessarily be the same as the accounts on any of the legs. The leg accounts must be TT accounts. Any clearing account override must be applied as an OTD on the account.
Added an optional new tag to Legs(555) group:
Tag: 16615
Name: LegTTRoutingAccount
Type: String
Description: TT Routing Account for the leg. Valid for routing synthetic spread orders only.

(Ref 170464)

Production Release: 09/27/2024

Version: v263

09/06/2024

Improvements

FIX Services

TT has added tag 1028, ManualOrderIndicator, as an optional tag for TradeCaptureReport(AE) messages.
ICE has added an optional tag 1028 (manual order indicator) for Cross orders, The tag is currently optional. ICE will send a separate notice when it will be made mandatory in Production.
Tag 1028 is only supported for ICE TCRs.

(Ref 170463)

Production Release: 09/27/2024

Version: v263

09/06/2024

Improvements

FIX Services

A new custom tag has been added to the News(B) for reporting of EPEX Order Throttling alerts. This tag will only be present for News messages generaated by the EPEX exchange.
Tag 16875: NewsReportID, Type: String

(Ref 170462)

Production Release: 09/27/2024

Version: v263

09/06/2024

Improvements

FIX Services

A new enum value has been added to tag 8000, SMPInstruction:
e: SMP_INST_TYPE_MARKET_WIDE
With T7 release 12.1, Eurex will introduce a mechanism for a market-wide Self-Match Prevention (SMP) of orders and quotes. This new type of SMP ID is defined at the exchange, and cannot be overridden using tag 8000 on orders, but will be reported in tag 8000 on ERs.

(Ref 170460)

Production Release: 09/27/2024

Version: v263

09/06/2024

Improvements

FIX Services

New enum values have been added for tag 856, TradeReportType:
102: WAITING_FOR_CANCEL_APPROVAL
103: PARTIALLY_FILLED
These values are supported on for Enlight trades.

(Ref 170459)

Production Release: 09/27/2024

Version: v263

09/06/2024

Improvements

FIX Services

A new enum value has been added for tag 378, ExecRestatementReason:
9002: EXEC_RESTATEMENT_REASON_PENDING
For markets using OM API for orders, (HKEX, JPX, SGX), if the exchange does not respond immediatelyt to an order request, the TT OC will send a Pending New ER with the following fields:
150=EXEC_TYPE_RESTATED
39=ORD_STATUS_PENDING_NEW
378=EXEC_RESTATEMENT_REASON_PENDING

(Ref 170458)

Production Release: 09/27/2024

Version: v263

09/06/2024

Improvements

FIX Services

A new enum value has been added for tag 326, SecurityTradingStatus.
9: Circuit BreakerExternal
This value is supported only for Coinbase Derivatives Exchange.

(Ref 170457)

Production Release: 09/27/2024

Version: v263

09/06/2024

Plan

FIX Services

Limited production deployment of the v263 FIX Services will begin Sept. 27and will be completed over the next 5 weeks.
All FIX services for the v263 release have been deployed to UAT since August 30, 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|https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html]
Release Notes for FIX v263 and prior releases can be reviewed at any time by going to [https://library.tradingtechnologies.com/release_notes/|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/|https://www.tradingtechnologies.com/support-updates/]

(Ref 168401)

Production Release: 09/30/2024

Version: v263

Learn More

09/02/2024

Improvements

FIX Services

FIX Inbound Drop Copy can now import Trade Capture Report (35=AE) messages usages via the Generic session subtype.

(Ref 170201)

Production Release: 09/27/2024

Version: v263

Learn More

09/02/2024

Improvements

FIX Services

The FIX Request Recovery service has added support for Start/End times when running in Reconciliation mode. Start time for reconciliation queries cannot be earlier than the last session reset.

(Ref 170200)

Production Release: 09/27/2024

Version: v263

Learn More

09/02/2024

Improvements

FIX Services

FIX Order Routing sessions trading on the EPEX exchange will now receive FIX News (35=B) messages when their order activity is approaching the exchanges throttling limit. This feature is only supported on EPEX.
The EPEX exchange sends alert messages when traders are coming close to the order throttling limits set by the exchange. These messages are displayed on TTW screens and in the audit trail. For FIX Order Routing sessions, the alerts will be sent as FIX News messages so FIX customers can adjust behavior before getting disconnected from EPEX due to breaking these limits.

(Ref 170199)

Production Release: 09/27/2024

Version: v263

Learn More