Release Notes

FIX Production Release Notes

New features are production released in a phased rollout to our globally distributed system. Therefore, a feature may be listed here which has not yet reached your workspace(s). However all of these features are available at uat.trade.tt.


Date Type Component Release Note

09/13/2019

Fixes

FIX Services

Fixed an issue which could cause a crash after a FIX session disconnect / reconnect.

(Ref 103196)

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where OnBehalfOfSubID [116] was missing on compliance AB/D messages for rejects.

(Ref 99007)

Version: v58

08/02/2019

Improvements

FIX Services

Added LinkID Repeating Group fields (16112/16113/16114) from Execution Report message to Compliance D/AB/G/AC messages for TT Synthetic / ADL / Staged Child Orders. for Rejects, (150=8).

(Ref 99006)

Version: v58

08/02/2019

Improvements

FIX Services

Added a new Party Role, tag 452=222, "Algo Strategy Type". This party role allows FIX orders to override the TOCOM Algo Strategy Type configured in TTUS on FIX order messages. See Setup help for TOCOM Account/Exchange settings for supported values.

(Ref 99005)

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where some FIX market data sessions could receive an "unable to connect" error on login due to waiting on Setup data download.

(Ref 99004)

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where some Execution Reports sent in response to Order Status Request (35 = H) were missing tag 37.

(Ref 98834)

Version: v58

08/02/2019

Improvements

FIX Services

*** NOTE - Production Release Dates have been delayed by (1) week ***

All FIX Services were deployed to UAT at EOD Jun. 28, 2019.

Production deployment will EOD Aug. 2, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Aug. 9, 2019 in the following TT Data Centers only:
- Aurora - ALL FIX Services
- New York - ALL FIX Services

Production deployment in all remaining TT Data Centers will complete EOD Aug. 16, 2019.

This release does include minor changes to the FIX XML schema files. All clients should download and deploy the latest XML schema files from https://library.tradingtechnologies.com/tt-fix/System_Overview.html prior to release.

(Ref 98703)

Version: v58

08/02/2019

Improvements

FIX Services

Added a new Party Role, tag 452=221, "Give-up Qualifier". This party role allows FIX orders to override the CME Give-up code configured in TTUS on FIX order messages. Set tag 448 value to "SX" when mutually offsetting to SGX. Set 448 to "GU" for all other Give-ups on CME.

(Ref 97568)

Version: v58

08/02/2019

Improvements

FIX Services

A number tags have been added to the TT FIX XML schema to allow importation of trade activity from external sources. The added tags are as follows: 530, 531, 532, 553, 625, 5979, any tags in the 9001-9999 range and message types 'r' and 'UHR'.

These tags are for TT Internal Use only and do not appear in messages sent to TT FIX clients.

(Ref 101298)

Version: v58

08/02/2019

Improvements

FIX Services

Adding the following tags to the TargetStrategy component block for TT Order submission *only*. On execution reports for such orders, the values are returned in the Strategy Parameters repeating group.
> 16940 TTStopLimitTicksAway
> 16948 LeftoverTimeAction
> 16953 TTStopSecondConditionIsTrlTrg
> 16959 IncludeQuotes
> 16960 ETAGoToMktTicks
> 16961 WaitingOption

For details regarding FIX order entry, please see our help page: https://library.tradingtechnologies.com/tt-fix/TargetStrategyBlock.html

(Ref 101295)

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where some FIX session-specific data was not fully removed upon session disconnect.

(Ref 101250)

Version: v58

08/02/2019

Improvements

FIX Services

Added a new FIX Profile Rule type, RemapPartyEntry, which allows a FIX client to send a specific party role and party id in a FIX message and remap that to an exchange-specific party role and/or party ID on the message passed through to the TT FIX Order Router.

For more information on usage of this new rule type, please contact the FIX Integration team.

(Ref 101248)

Version: v58

08/02/2019

Improvements

FIX Services

Added a new FIX Profile Rule type, CreatePartyEntry, which allows a FIX client to send a flat tag in a FIX message and map that to an exchange-specific party role and party ID on the message passed through to the TT FIX Order Router.

For more information on usage of this new rule type, please contact the FIX Integration team.

(Ref 101247)

Version: v58

08/02/2019

Improvements

FIX Services

FIX: Added support for TT Time Duration Order Type, which slices a large quantity order into smaller disclosed order portions for a specified duration to achieve the total goal quantity.

For details regarding FIX order entry, please see our help page: https://library.tradingtechnologies.com/tt-fix/Group_StrategyParametersGrp.html

(Ref 100768)

Version: v58

07/16/2019

Improvements

FIX Services

Added a new TT FIX Tag and Message Directory page to the TT FIX online help library. To access the tag directory, follow the link below:

https://library.tradingtechnologies.com/tt-fix/directory.html

(Ref 100343)

Version: v58