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)

Production Release: 02/25/2021

Version: v134

02/20/2021

Improvements

FIX Services

Added support for tags 18220, 'BrokerID' and 18221, 'CompanyID' fields to TradeCaptureReportAck (35=AR).

(Ref 125930)

Version: v139

02/20/2021

Improvements

FIX Services

Added support for symbol mapping of Multileg orders. On inbound order messages, when 54=B or 54=C is present for the multileg instrument, the FIX engine will search for an applicable symbol mapping rule with symbol pattern = "Multileg" and based on the value of LegSymbol / tag 624 instead of tag 55.

(Ref 125926)

Version: v139

02/20/2021

Improvements

FIX Services

The following tags have been added to the TT FIX schema file and are reserved by TT. The tags will not appear in FIX messages unless enabled by TT for specific customers.

Tag 16965: NoTTReserved, Type: NumInGroup
Tag 16966: TTReservedName, Type: String
Tag 16967: TTReservedValue, Type: Int

<group name='NoTTReserved' required='N'>
<field name='TTReservedName' required='N' />
<field name='TTReservedValue' required='N' />
</group>

(Ref 125924)

Version: v139

02/20/2021

Improvements

FIX Services

Added support for a new session setting in Drop Copy: "Report Synthetic Leg Orders via FIX for Multileg Orders." Support includes a synthesized order audit trail for each leg including: New Order ACKs, Changes, Expirys and Cancels.
* Compliance Feed messages are *not* generated for syntheitc leg orders
* Synthetic leg orders for OTC orders are not supported

(Ref 125923)

Version: v139

02/20/2021

Improvements

FIX Services

Added support for tag 18218 to incoming Trade Capture Report messages to allow lookup of Order Profile ID in TT Setup.

(Ref 125921)

Version: v139

02/20/2021

Improvements

FIX Services

FIX Services for the v139 release have been deployed to the following UAT Data Centers only:
- New York - ALL FIX Services
- Frankfurt- ALL FIX Services

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 125919)

Version: v139

02/20/2021

Improvements

FIX Services

Modified FIX services to ensure that when a Cancel or Cancel/Replace request is received by FIX Order Router after the order is already in completed or terminal state, that the order status on the reject (35=9) matches the status of the completed / terminal state of the order.

(Ref 125918)

Version: v139

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)

Production Release: 02/15/2021

Version: v134