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)

Production Release: 07/05/2019

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)

Production Release: 07/05/2019

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)

Production Release: 07/03/2019

Version: v52

06/27/2019

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)

Production Release: 07/01/2019

Version: v52

06/27/2019

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)

Production Release: 06/29/2019

Version: v52

06/11/2019

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)

Production Release: 06/29/2019

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)

Production Release: 06/10/2019

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)

Production Release: 06/10/2019

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)

Production Release: 06/10/2019

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)

Production Release: 06/10/2019

Version: v52

05/20/2019

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)

Production Release: 05/31/2019

Version: v52

05/03/2019

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)

Production Release: 05/31/2019

Version: v52