05/15/2020

Improvements

FIX Services

TT FIX SSL Certificate Update
For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT® platform FIX endpoint.

On May 30, 2020, TT will be updating the stunnel.zip file located in the Download Center in order to remove the following expired and related soon to be expired certs from the TTFIX.crt bundle. Note: Customers do not need to make any changes at this time, as this update simply removes expired certs.

>> Removed AddTrust External Root expiry May 30, 2020 as we no longer include Network Solution certs in this bundle
>> Removed TTNET 7x STAR.CLOUDTTNET.COM expiry Apr 20 2020 (NS)
>> Removed TT Platform STAR.DEBESYS.NET expiry 5-6-2020 (DC)

Please download the updated stunnel.zip here:
https://download.tradingtechnologies.com/File/Detail/28739
Directions for configuring stunnel with TTFIX.crt can be found on the TT FIX Help Site.

(Ref 114237)

Production Release: 05/15/2020

Version: v98

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03/31/2020

Improvements

FIX Services

Added an option to check FIX drop copy and order routing sessions, to send only the clearing fill (a/k/a the BD6 fill) on OM markets.

When the setting is enabled, FIX will hold the initial BO5 fill until it receives an Order/Fill Update for the BD6 fill, then deliver only (1) execution report for that fill (not a restatement). This feature is disabled by default.

(Ref 111981)

Production Release: 04/17/2020

Version: v98

03/26/2020

Fixes

FIX Services

Fixed an issue where a FIX Market Data session would stop sending market data but remain connected and continue sending heartbeats.

(Ref 112018)

Production Release: 04/17/2020

Version: v98

03/26/2020

Improvements

FIX Services

Added support for tag 818, SecondaryTradeReportID in Trade Capture Report (AE) and Trade Capture Report Ack (AR) message types.

(Ref 112016)

Production Release: 04/17/2020

Version: v98

03/26/2020

Improvements

FIX Services

Added support for a new TT Order Type param , TTStopChildTIFOverride, (tag 16962), type: int.

Valid values are:
1: Day
2: GTC
3: FOK
4: GTDate
5: IOC

(Ref 112014)

Production Release: 04/17/2020

Version: v98

Learn More

03/26/2020

Improvements

FIX Services

Added support for ExchangeTicker (456=91) to SecurityAltID, (tag 454), repeating group.

(Ref 112011)

Production Release: 04/17/2020

Version: v98

Learn More

03/26/2020

Improvements

FIX Services

Refactored FIX Session shutdown to prevent crash on ungraceful disconnect/timeout.

(Ref 112009)

Production Release: 04/17/2020

Version: v98

03/26/2020

Fixes

FIX Services

Improved FIX servers for rapidly processing of large batches of order or fill updates received due to mass fill confirmations from TTW or exchange clearing updates.

(Ref 111997)

Production Release: 04/17/2020

Version: v98

03/26/2020

Fixes

FIX Services

Fixed an issue with security definition (35=d) messages where EEX calendar spreads could have a incorrectly formatted value in Tag 55. The issue was found in the initial v86 build that was deployed to North Am. only and does not exist in the v86 currently running in production.

(Ref 111994)

Production Release: 04/17/2020

Version: v98

03/26/2020

Improvements

FIX Services

On Execution Reports, TextA (16556), TextB (16557), TextC (16559) and TextTT (16558) will no longer be repeated in the StrategyParams (tag 957) repeating group, with the exception of TextA on Execution Reports from ICE and MX, which will are pending a future change to TT ICE & MX Order Connectors.

(Ref 111993)

Production Release: 04/17/2020

Version: v98

03/26/2020

Improvements

FIX Services

Support routing of Reject messages created by FIX Order Router to a specific Error Account, which can then be delivered via FIX drop copy or viewed in TTW Audit Trail.

Types of Rejects created by FIX Order Router:
* Account not found
* User not found
* Instrument not found
* Badly formed FIX message
* Order not in book

The Error Account can be assigned to the FIX OR session via the TT Setup GUI. Further documentation is available in the Setup section of TT Help.

(Ref 111571)

Production Release: 04/17/2020

Version: v98

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03/26/2020

Improvements

FIX Services

When duplicate FIX sessions attempt to log in to the TT FIX server, the session with the older session start time will be terminated with tag 58=Force logout due to duplicate session detection - <session comp ID> logged in to <tt server name> at <UTC time> appearing in the logout message.

(Ref 111570)

Production Release: 04/17/2020

Version: v98

03/26/2020

Improvements

FIX Services

FIX Release Version is now printed in tag 58 on the "Recovery Complete" news message sent by TT after logon. Available in all FIX Session types except FIX Inbound Drop Copy.

Sample message:
8=FIX.4.2| 9=00116| 35=B| 49=TTFIX| 56=TTFIXCLIENT 34=2| 52=20200305-16:50:09.850| 148=Recovery Complete| 33=1| 58=Recovery is complete, Version 19.98.2| 10=147|

(Ref 111284)

Production Release: 04/17/2020

Version: v98

03/26/2020

Improvements

FIX Services

Added new field, PriceDisplayType (tag 16451), type int, to Security Definition (35=d) messages.

Consult the documentation for a list of available values.

(Ref 110981)

Production Release: 04/17/2020

Version: v98

Learn More

03/25/2020

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT Data Centers at EOD Mar. 23, 2020.

Production deployment will begin EOD April. 17, 2020, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Chicago, Aurora, New York - A single server in each cluster will be upgraded for All FIX Services except FIX Order Router

Production deployment will continue at EOD April 24, 2020 in the following TT Data Centers only:
- Chicago, Aurora, New York- All FIX Services
- London, Frankfurt - A single server in each cluster will be upgraded for all FIX Services

Production deployment will continue at EOD May 1, 2020 in the following TT Data Centers only:
- London, Frankfurt - All FIX Services
- Hong Kong, Singapore, Sydney, Tokyo - A single server in each cluster will be upgraded for all FIX Services

Production deployment in all remaining TT Data Centers will complete EOD May 8 2020.

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 112000)

Production Release: 04/17/2020

Version: v98