02/25/2021

Improvements

FIX Services

The TT Instrument ID (tag 48) in Execution Reports for LME Rolling Prompt Date Contracts now represents the ID of the underlying static maturity date contract instead of the rolling contract. This change was necessary to accurately report executions processed on the FIX feed at a later date, after the rolling contract had been assigned to a new maturity.

Background: LME Rolling Prompt Date contracts can be referenced by two different instrument IDs in the TT security database (PDS):
1) The instrument ID of the rolling contract, whose maturity date is updated each each time the prompt date rolls
2) A linked instrument ID that is linked to the rolling contract, but whose maturity date is constant throughout the life of the contract.

For example:
>> Tag 48 = 12087606846656389542 is the rolling alias for "ZS 3M" which on Feb. 22 had a Maturity Date = Fri May 21 2021, but when the ZS 3M contract rolls to the next prompt date, this same instrument ID will be rolled onto a new maturity, and so again each time the prompt date rolls.
>> tag 48 = 12156544234904247984 is a unique instrument ID used to reference the ZS 3M contract with the maturity date of Fri May 21 2021 only. This instrument ID does not roll when the prompt date for the contract rolls and will never be re-assigned to another date.

TT has seen cases where a customer was delayed due to network outage or other reasons in receivng execution reports until after the prompt date has rolled for a specific contract, leading to mismatches in some reference data such as Maturity Date.

(Ref 126135)

Version: v134

02/15/2021

Fixes

FIX Services

Due to the fact that account names in TT Setup are stored as case-sensitive strings, the FIX Order Routing service must use a case-sensitive comparison to exactly match the account value provided in tag 1 on orders to the account in TT Setup.

(Ref 125683)

Version: v134

02/14/2021

Plan

FIX Services

All FIX Services for the v134 release were initially deployed to UAT Data Centers at EOD December 15, 2020.

Production deployment was completed EOD Jan. 15, 2021, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Aurora, Frankfurt - A single FIX Market Data server in each cluster was upgraded.

Production deployment of FIX v134 is *paused* for the weekend of Jan. 22, 2021. No new deployemnts will take place.

Production deployment has resumed as of EOD Feb. 12, 2021 in all TT Data Centers:
- A single FIX server in each cluster has been upgraded for all FIX Services.

Production deployment in all remaining TT Data Centers will complete EOD Feb. 19, 2021.

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/general/System_Overview.html prior to release.

(Ref 120964)

Version: v134