11/13/2024

11/17/2024

12/13/2024

Improvements

FIX Services

The following tags have been added to the FIX schema for support of TTFX. <field number="316" name="UnderlyingStrikePrice" type="PRICE"/> <field number="435" name="UnderlyingSpotRate" type="FLOAT"/> <field number="562" name="MinTradeVol" type="QTY"/> <field number="763" name="UnderlyingSecuritySubType" type="STRING"/>
All tags above have been added to the TradeCaptureReport and TradeCaptureReportAck messages.
Tags 316, 435 and 562 have also been added to Security Definition, Allocation Instruction and Execution Report messages.

(Ref 173289)

Production Release: 11/17/2024

Version: v269

11/13/2024

11/17/2024

12/13/2024

Improvements

FIX Services

For FIX Order Routing sessions, when "Apply Display Factor to Prices" is enabled on session configuration, display price scaling will also be applied to execution reports for TT Order and TT Premium Order types for algo parameters that specify a price.

(Ref 173033)

Production Release: 11/17/2024

Version: v269

11/13/2024

11/17/2024

12/13/2024

Improvements

FIX Services

The behavior of the "Send Staged / Synthetic Child order / fill messages" setting on the FIX Drop Copy & Order Routing session configuration has changed. By default, this setting is checked.
Going forward, when this setting is un-checked, the leg fills for Autospreader orders will still be sent on the FIX session, versus being dropped as was the case in prior releases.
Customers are strongly encouraged to test in UAT & review their FIX session configuration around handling of ASE leg fills to ensure correct behavior.

(Ref 173032)

Production Release: 11/17/2024

Version: v269

11/13/2024

11/17/2024

12/13/2024

Improvements

FIX Services

The following tags have been added to the FIX schema for support of TTFX. <field number="63" name="SettlType" type="STRING"/> <field number="117" name="QuoteId" type="STRING" <field number="194" name="LastSpotRate" type="PRICE"/> <field number="195" name="LastForwardPoints" type="PRICEOFFSET"/> <field number="1071" name="LastSwapPoints" type="PRICEOFFSET"/>
All (5) tags above have been added to the Execution Report message definition and will be available for FX activity only. QuoteID (117) has been added to the NewOrderSingle(D) and NewOrderMultileg (AB) messages and is supported on FX orders only..

(Ref 172969)

Production Release: 11/17/2024

Version: v269