11/02/2019

Improvements

FIX Services

US Daylight Savings Time ends on Nov. 3 at 3am Eastern/2am Central time.

TT FIX services automatically reset weekly on Saturdays at 22:00 UTC. If FIX sessions utilize the optional Reset Schedule in Setup to perform a daily reset or change TT's weekly default, please note that these times are also configured in UTC. If users desire to maintain the same daily reset time relative to their local timezone, they may need to adjust the UTC time Reset Schedule in Setup.

For example, if a FIX client application configured a daily reset time in Setup to be performed at 21:45 UTC, the session would be reset at 16:45 CT during DST. When DST ends, the reset would occur at 15:45 CT if no action was taken to adjust the Reset Schedule.

(Ref 105468)

Version: v67

10/12/2019

Fixes

FIX Services

Fixed an issue where FIX Security Definition server v67 could crash due to an error in processing malformed price subscription requests.

(Ref 104516)

Version: v67

09/30/2019

Improvements

FIX Services

Added support for Held/Not Held Limit Price on staged orders submitted via FIX.
To , the FIX parent staged order must include either of the following values in tag 18, ExecInst::
1: Not Held - "Executing Trader has full discretion over staged child limit price"
5: Held - "Only allow price improvements on staged child orders (based on the parent limit price)"

This change is currently available in Production on Staged Order Execution Reports only.

(Ref 102826)

Version: v67

09/20/2019

Fixes

FIX Services

Fixed an issue where enum '3' could appear in tag 16916 on TT Stop execution reports but was not documented in the TT XML schema.

This fix does include a change to the FIX XML schema files. All clients are strongly encouraged to download and deploy the latest XML schema files from https://library.tradingtechnologies.com/tt-fix/System_Overview.html.

(Ref 103309)

Version: v67

09/20/2019

Improvements

FIX Services

Fixed an issue where FIX back office compliance feed would send 35=D instead of 35=AB on parent ASE order messages.

(Ref 103090)

Version: v67

09/13/2019

Fixes

FIX Services

Fixed an issue where tag 18226, "TT Synthetic Type" was not being sent for D/F/G/AB/AC messages on Back Office sessions when Compliance Feed was enabled.

(Ref 103197)

Version: v67

09/06/2019

Fixes

FIX Services

Fixed an issue in FIX Order Router which required a restart to update its routing library when a new a customer-dedicated algo server was added to the internal TT network.

(Ref 99096)

Version: v67

09/06/2019

Fixes

FIX Services

Fixed an issue where MIC was being sent in tag 30 instead of tag 100 on D/F/G/AB/AC messages for back office sessions with compliance feed enabled.

(Ref 102150)

Version: v67

09/06/2019

Improvements

FIX Services

Fixed an issue in the XML schema where tags 16960 and 16961 were missing from the NewOrderSingle definition and tags 126 and 168 (corrected from 9-Aug) were missing from the NewOrderMultileg definition.

(Ref 101614)

Version: v67

09/06/2019

Improvements

FIX Services

Added support for tag 18226, TTSyntheticType, which specifies the algo type on parent Execution Reports for TT Algos.

Valid values:
0: Default
1: Ase_Quote
2: Ase_Hedge
3: Ase_Pr
4: Aggregator_Leg
5: Ase_Spread
6: Aggregator
7: Algo
8: Algo_Child
9: Prime_Ase_Spread
10: TT_Bracket
11: TT_Iceberg
12: TT_If_Touched
13: TT_Market
14: TT_Machine_Gun
15: TT_OCO
16: TT_Sniper
17: TT_Stop
18: TT_Time_Duration
19: TT_Time_Sliced
20: TT_Timed
21: TT_Trailing_Limit
22: TT_Volume_Duration
23: TT_Volume_Sliced
24: TT_Volume_Participation
25: TT_With_A_Tick
26: TT_Retry
27: TT_OCO_OMA
28: TT_OBV
29: TT_Auto_Hedger

(Ref 101613)

Version: v67

09/06/2019

Improvements

FIX Services

Added support for Good Til Time orders on SAFEX. These orders can be submitted by setting 59=6 (Good Til Date) and including the date & time of order expiry in tag 126 in UTCTimestamp format.

(Ref 101612)

Version: v67

09/06/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Aug. 2, 2019.

Production deployment will begin EOD Sept. 6, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Sept. 13, 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 Sept. 20, 2019.

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

(Ref 101289)

Version: v67

09/06/2019

Fixes

FIX Services

Fixed an issue where Market Data Incremental Refresh (35=X) messages could be missing required tag 279 when 269=J (empty book).

(Ref 101258)

Version: v67

09/06/2019

Fixes

FIX Services

Fixed an issue where FIX tag 129 DeliverToSubID is missing from Execution Report fix messages that are part of response to Mass Status Request.

(Ref 101257)

Version: v67

09/06/2019

Fixes

FIX Services

Added support for S: "Seasonal" to DeliveryTerm (tag 18211) and LegDeliveryTerm (tag 18212).

(Ref 101256)

Version: v67

09/06/2019

Fixes

FIX Services

Fixed an issue where Order Cancel Reject message could have an incorrect OrdStatus (tag 39) value.

(Ref 101255)

Version: v67

09/06/2019

Fixes

FIX Services

Fixed an issue where Trade Captures Reports for Block trades did not include trader name in tag 129.

(Ref 101254)

Version: v67

09/06/2019

Fixes

FIX Services

Fixed an issue where the response to an order status request could show an incorrect value for side in tag 54 on a partially filled calendar spread order.

(Ref 101253)

Version: v67

09/06/2019

Improvements

FIX Services

Added support for (2) order types to tag 40:
* 'V' – Market - CloseToday
* 'W' – Limit - CloseToday

These values are reserved for future use by a 3rd-party order routing destination and not available on any current TT direct markets.

(Ref 101252)

Version: v67