07/05/2019

Fixes

FIX Services

Fixed an issue where if a FIX client sent a change (35=G) for a working SSE order that included tag 18, the client could receive both an accept and a reject for the same change request.

(Ref 99786)

Version: v52

07/05/2019

Fixes

FIX Services

Fixed an issue on FIX Drop Copy OUT sessions with compliance feed enabled where tag 18221 was missing on 35=F messages.

(Ref 99775)

Version: v52

07/03/2019

Improvements

FIX Services

The <Instrument> block plus tags 30 and 100 have been added to the FIX XML schema for Cancel/Reject messages (35=9). These tags will *only* be included on 35=9 for FIX Drop Copy OUT sessions when Compliance feed is enabled.

Drop Copy OUT session that do not have Compliance Feed enabled and all Order Routing session are *not* impacted by this change.

This change will be available in all UAT locations and Sydney in Production as of July 5 Deployment to the remaining production locations is planned for July 12. Customers running Drop Copy OUT sessions with Compliance Feed enabled are advised to download an updated XML schema from the TT FIX web site; https://library.tradingtechnologies.com/tt-fix/System_Overview.html

(Ref 99783)

Version: v52

07/01/2019

Improvements

FIX Services

Add support for a new delivery term enum value to tags 18211 and 18212 in the FIX XML schema file::

<value enum='H' description='HOUR' />

Applicable to certain ICE energy products.
Update 07-01-19: New XML files containing these enum definitions have been uploaded to the TT web site.

(Ref 99546)

Version: v52

06/29/2019

Improvements

FIX Services

Fixed an issue in the FIX Back Office session recovery logic used to calculate the window used for identifying sent/unsent messages which was causing an excessive amount of historical fill data to be retrieved at login time.

(Ref 99449)

Version: v52

06/29/2019

Fixes

FIX Services

FIxed an issue with FIX drop copy download of account data from TT Setup, where more data was being downloaded than was necessary, leading to long download times and session disconnects for some FIX Clients.

(Ref 98842)

Version: v52

06/10/2019

Improvements

FIX Services

In order to make Instrument block usage more consistent across all supported message types, tags 107, 460, 607 and 620 will be included where applicable on FIX Market Data (35=W, 35=X), Security Definition (35=d), Security Status (35=f) and QuoteRequest (35=R) messages.

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

(Ref 98786)

Version: v52

06/10/2019

Improvements

FIX Services

In order to make Instrument block usage more consistent across all supported message types, tags 107, 460, 607 and 620 may now be sent on Execution Report messages (35=8).

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

(Ref 98782)

Version: v52

06/10/2019

Improvements

FIX Services

In order to make Instrument block usage more consistent across all supported message types, tags 460, 607 and 620 may now be sent on 35=AE and 35=AR messages.

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

(Ref 98776)

Version: v52

06/10/2019

Improvements

FIX Services

When "Compliance Feed" is enabled on a FIX Drop Copy OUT session type, tags 100, 107, 207, 460, 607 and 620 will be included when applicable on 35=D, 35=G, 35=AB, 35=AC and 35=F messages. (corrected 6-10-19)

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

(Ref 98690)

Version: v52

05/31/2019

Improvements

FIX Services

Added support for TTCustomerName, tag 18218 in the FIX XML schema file. This tag is reserved for future use and will not appear in any FIX messages at this time.

(Ref 97891)

Version: v52

05/31/2019

Improvements

FIX Services

In order to improve performance after the CME rollout of consolidated iLink fill messages for fill groups that have only one entry, the FillsGrp repeating group will be omitted from the FIX execution report message. The values in Tag 17, ExecID, Tag 31, LastPx and Tag 32, LastQty, will continue to be sent as they are received from the exchange.

This change will be deployed in UAT on May 10 for customer testing. This will be released to Production on May 17.

(Ref 97175)

Version: v52

05/31/2019

Fixes

FIX Services

FIX Market Data clients may receive a MarketDataRequestReject (35=Y) with the message "Session data download not done yet" due to a race condition when a MarketDataRequest (35=V) is sent immediately after Logon but before the session has finished downloading market data permission information from TT Setup. Once the download is complete (within a few seconds), subsequent subscription requests will be accepted.

(Ref 97126)

Version: v52

05/31/2019

Improvements

FIX Services

Added a new enum to tag 452, party_role:
220: "Routing Member ID".

When a parties group entry includes 452=220, tag 448 contains "Routing Member ID (Routing Company)" a/k/a "tag 115 right" for ICE Market only.

(Ref 97085)

Version: v52

05/31/2019

Improvements

FIX Services

Added support for LegSide [624] in 35=AB requests.

FIX 4.4 introduces (2) new values to tag 54 for MLeg orders/changes:
-- B = "As Defined" (for use with multileg instruments)
-- C = "Opposite" (for use with multileg instruments)
The two values above have been added to our tag 54 definition for FIX 4.4 only. If a FIX client submits a FIX 4.2 D/G message with 54=B or C, the message will be rejected.

Also added "[NA]" as a supported value in tag 55, to be used for multleg products when 54=A or 54=B is used for specifiying the multileg instrument.

For AB/AC messages only, when 54=B or 54=C the value present in tag 55 is ignored, and the instrument lookup and side of the order is driven by the tag 600/LegSymbol and tag 624/LegSide values in the LegInstrument group.

(Ref 97004)

Version: v52

05/31/2019

Improvements

FIX Services

Added a new custom tag to enable RFQ subscription to MarketDataRequest (35=V) messgaes.

Name: IncludeQuotes
Type: Boolean
Description: When true, Quote Request (35=R) messages will be forwarded for the subscribed instruments. Required: No. Defaults to false if not present.
Tag: 16959
Used in: MarketDataRequest (V)

(Ref 97002)

Version: v52

05/31/2019

Improvements

FIX Services

Add support for "Enable Position in Queue (PIQ)" on FIX orders. Only enabled when the "Enable Position in Queue (PIQ)" checkbox is checked on the FIX ORder Routing session in TT USer Setup.

(Ref 97000)

Version: v52

05/31/2019

Improvements

FIX Services

Added new tags for TT internal (i.e. TTUS DB ID) Account ID & User ID to 35=8 & 35=9 messages

Definitions
<field number='18101' name='AccountID' type='STRING' />
Description: TT-defined name of the TT account referenced in tag 1.

<field number='18102' name='UserID' type='STRING' />
Description: TT-defined name of the TT user referenced in tag 129.

Required: N
Used in: Execution Report, Cancel Reject

These tags are sent only when the "Send TT Internal Account ID and User ID on Execution Reports/ Cancel Reject Messages" checkbox is checked on the FIX session in TT User Setup. Unchecked by default.

(Ref 96999)

Version: v52