FIX Adapter

7.17.94.6 (win64)

Released: Aug 04, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes

Why Should I Upgrade?

FIX Adapter 7.17.94 contains fixes and enhancements to address specific customer issues. Customers currently on version 7.17.89 - 7.17.93 are strongly encouraged tp upgrade.

System Requirements

FIX Adapter 7.17.94 contains fixes and enhancements to address specific customer issues. Customers currently on version 7.17.89 - 7.17.93 are strongly encouraged tp upgrade.

Installation Notes

  1. Upgrades
    1. If upgrading from a 7.8.x Order Routing FIX Adapter to a 7.17.x FIX Adapter version with more than one FIX client user that is configured with a Synthetic SE gateway login, all previously submitted staged orders must be deleted and each FIX client user must be configured with the same direct trader Synthetic SE gateway login prior to upgrading. Additionally, each X_TRADERĀ® user that shares the order book with those FIX client users must be configured with the same direct trader Synthetic SE gateway login.

    2. Upgrades from pre-7.8.x versions of FIX Adapter must take place over a weekend and sessions must be reset prior to the first startup after the upgrade. Historical fills from before the upgrade will be unavailable.

    3. If your current FIX Adapter is 32-bit running on a 64-bit operating system and you would like to upgrade to the 64-bit FIX Adapter, you must uninstall your existing version and perform a clean install of the 64-bit version.

Enhancements

  1. Gateway Specific
    1. Added FIX Adapter support for the TT Fenics Gateway. Please add the following line to FACTBiasDefaults.cfg to allow FIX Adapter to adjust Fenics timestamps to UTC. Fenics 11,1,0,02:00:00 05:00:00 3,2,0,02:00:00 04:00:00 (Ref 233719)

  2. Orders
    1. Include pending action info in tag 58 when an order action is rejected due an already pending order action. (Ref 233113)

    2. Added log message when an order is received that has no associated instrument(s). (Ref 233404)

  3. SSE Orders
    1. FIX Adapter will forward leg fills on synthetic spread parent orders when the setting, canviewsyntheticlegfills=true, is included as an fa:HiddenOption entry in the XML file. Synthetic SE 7.17.74 or higher is also required. See Synthetic SE help for configuration details. (Ref 233447)

Fixes

  1. Orders / Fills
    1. Fixed an issue where fills from the TT Order Server could be queued indefinitely if the fill message was sent while the FIX Adapter order API connection was down. (Ref 232213)

    2. Updated resend logic so that FIX Adapter properly handles Gap Fill / Resend Request when an execution report that was previously dropped due to a Flexible FIX rule is included in the resend request. (Ref 233088)

  2. Prices
    1. Fixed an issue where TotalNumSecurities <393> was incorrect when security definitions were requested while the FIX Adapter was still doing its initial download from the TT Price Server. (Ref 233489)

Known Issues