11/21/2019

Improvements

FIX Services

Recent changes to TT Algo server have introduced a new entry, _original_time_sent, in the 957 repeating group on FIX execution reports for TT SSE or ADL child orders. For example: 957=1| 958=_original_time_sent| 959=19| 960=20191120-07:13:54.264252|. Algo servers with this change are running now in UAT, and will be deployed to production on Nov. 29.

The value of _original_time_sent represents the time the TT order connector sent sent a child order to the exchange and is used internally by the Algo server for enhanced risk checking.

(Ref 106558)

Version: v78

11/04/2019

Improvements

FIX Services

Added support for a new enum value, 92: "TT Product Family ID", in SecurityAltIDSource (tag 456).

On 35=d messages only, when 456=92, the PDS product family ID of the current instrument will be sent in tag 455.

(Ref 102223)

Version: v78

11/01/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Oct. 11, 2019.

Production deployment will begin EOD Nov. 1, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Nov. 8, 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 Nov. 15, 2019.

This release includes changes to the FIX XML schema files. 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 104513)

Version: v78

11/01/2019

Improvements

FIX Services

Added support in FIX Order Router and Back Office services for FIA "Simplified Execution Source Code" standard in FIX tag 1031. For more information on TT's support for tag 1031 to specific markets, please see: https://www.tradingtechnologies.com/support-updates/

Tag: 1031
Name: CustOrderHandlingInst
Description: Simplified Execution Source Code as defined by FIA. Identifies the execution method used for Exchange Traded Derivative trades at point of origin, allowing executing and clearing brokers to easily reference the appropriate brokerage rate for the execution method.
Type: char
Values:
W - Desk
Y - Electronic (Default)
C - Vendor-provided Platform billed by Executing Broker
G - Sponsored Access via Exchange API or FIX provided by Executing Broker
H - Premium Algorithmic Trading Provider billed by Executing Broker
D - Other, including Other-provided Screen

Used in FIX D/G/AB/AC/8 & compliance messages.

(Ref 104512)

Version: v78

11/01/2019

Improvements

FIX Services

FIX Back Office and Order Routing services have added an option to send Exchange Fill Updates as Execution Reports with ExecType of Trade Correction for OM API gateways (HKEX, OSE, SGX & TOCOM) and NDAQ_EU & NFI markets. This two-step reporting of trades is mandated since the named exchanges report only basic price and quantity information on the initial fill message, followed by full clearing information on a later message.

Prior to this change, such updates were *only* sent as Trade Capture Reports and that behavior continues to be the default.

To opt-in to this new feature, a checkbox has been added to the FIX session configuration screen in TTUS, "Send Exchange Fill Updates as Trade Correction Execution Reports", This checkbox is unchecked by default.

When the checkbox is enabled, TCRs will not be sent for this exchange action. The new Execution Report format will include the following fields:
> Tag 150=G, Trade Correct
> Tag 880 - will now have execution number (execution_event_nbr_u on OM API)
> Tag 17 - will have the trade match ID (trade_number_i on OM API)
> Tags 20 and 19 are consistent with prior execution reports for the same trade
> Tag 16612 will contain a new unique_exec_id

(Ref 100754)

Version: v78