| Date | Type | Component | Release Note |
|---|---|---|---|
11/13/2024 |
Improvements |
FIX Services |
The following tags have been added to the FIX schema for support of TTFX. All tags above have been added to the TradeCaptureReport and TradeCaptureReportAck messages. Tags 316, 435 and 562 have also been added to Security Definition, Allocation Instruction and Execution Report messages. (Ref 173289) Production Release: 11/17/2024 |
11/13/2024 |
Improvements |
FIX Services |
For FIX Order Routing sessions, when "Apply Display Factor to Prices" is enabled on session configuration, display price scaling will also be applied to execution reports for TT Order and TT Premium Order types for algo parameters that specify a price. (Ref 173033) Production Release: 11/17/2024 |
11/13/2024 |
Improvements |
FIX Services |
The behavior of the "Send Staged / Synthetic Child order / fill messages" setting on the FIX Drop Copy & Order Routing session configuration has changed. By default, this setting is checked. Going forward, when this setting is un-checked, the leg fills for Autospreader orders will still be sent on the FIX session, versus being dropped as was the case in prior releases. Customers are strongly encouraged to test in UAT & review their FIX session configuration around handling of ASE leg fills to ensure correct behavior. (Ref 173032) Production Release: 11/17/2024 |
11/13/2024 |
Improvements |
FIX Services |
The following tags have been added to the FIX schema for support of TTFX. All (5) tags above have been added to the Execution Report message definition and will be available for FX activity only. QuoteID (117) has been added to the NewOrderSingle(D) and NewOrderMultileg (AB) messages and is supported on FX orders only.. (Ref 172969) Production Release: 11/17/2024 |
10/22/2024 |
Improvements |
FIX Services |
Added custom FIX tag 16131, RejectSource, to Cancel/Reject and Execution Report messages where 15=8 (rejected). The enum value in tag 16131 will reflect the source of the reject message printed in tag 58. For example, 16131=2 will indicate the reject source as the TT Risk server. See TT FIX documentation for a full list of enum values. (Ref 172443) |
10/22/2024 |
Improvements |
FIX Services |
Added FIX tag 282, MDEntryOriginator, to the MarketDataSnapshot (W) message type. This field will be populated in response to (V) MD Request messages for FX instruments only, and must include 264 =1 (FULL_BOOK) and 265=0 (FULL_REFRESH). (Ref 172439) |
10/22/2024 |
Improvements |
FIX Services |
Tag 16612, UniqueExecID, is now included on on AE messages sent from TT to the FIX client. UniqueExecID is a TT-generated execution ID in the form of a short-form GUID, no more than 22-characters in length. (Ref 172438) |
10/22/2024 |
Plan |
FIX Services |
All FIX services for the v269 release were deployed to UAT on Oct. 21, 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 v269 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 171881) |