FIX Adapter

7.17.96.6

Released: Oct 27, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes


FIX Adapter 7.17.96 is the minimum required version for MiFID II compliance. For details on FIX tag additions and modifications related to MiFID II, please refer to FIX Adapter Support for MiFID II.

Why Should I Upgrade?

The FIX Adapter 7.17.96 release is the minimum required version for MiFID II compliance and also contains fixes and enhancements to address specific customer issues. Customers currently on version 7.17.89 - 7.17.95 are strongly encouraged tp upgrade.

System Requirements

The FIX Adapter 7.17.96 release is the minimum required version for MiFID II compliance and also contains fixes and enhancements to address specific customer issues. Customers currently on version 7.17.89 - 7.17.95 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. Common
    1. Added support for new MiFID II compliance tags on FIX order and execution report messages. The MIFID fields are hidden by default and can be enabled by adding <fa:HiddenOption>mifid=enabled</fa:HiddenOption> to the FIX Adapter's XML configuration file. For further details on FIX tag additions and modifications related to MiFID II, please refer to FIX Adapter Support for MiFID II. (Ref 233513)

    2. Added FENICS Bias (UTC) to default FACT configuration file. (Ref 233697)

    3. Added support for new tag 16114 value: LinkType = 'S' - "Spread Sniper". (Ref 233965)

  2. Fills
    1. For MIFID II markets, FIX Adapter will be sending tag 60 timestamps to microsecond precision always. For example:

      A current timestamp of: 60=20170509-22:34:56.881 (millisecond precision)
      Will be represented as: 60=20170509-22:34:56.881321 (microsecond precision)

      We are making changes to our 7x GWs as well as operational changes to TTNET to ensure that the necessary servers will be able to provide timestamps to 1-microsecond accuracy / 100 microseconds maximum drift. (Ref 234191)

  3. Instruments
    1. ISIN (tag 16455) and ExDestination MIC (tag 100) are now included in Security Definition and Execution Report messsages for MIFID II Exchanges when such values are made available via the exchange's API. (Ref 233823)

  4. Orders
    1. FIX Adapters in all environments now allow order routing when Market Data Product Group Permissions are not enabled. (Ref 233351)

    2. Added the following MiFID fields to FIX Account Defaults: Direct Electronic Access, Trading Capacity, Liquidity Provision, Commodity Derivative Indicator, Investment Decision, Execution Decision, Client and FFT 4-6. (Ref 233744)

  5. Orders - Drop Copy
    1. Added a configuration option to pass copies of D, F, G and 'Pending' messages on the drop copy feed. For details, please contact fixintegration@trade.tt. (Ref 233357)

Fixes

  1. Orders - Drop Copy
    1. Fixed an issue where MarketOrderLimit <16157> was not being sent on the Execution Report when Market Limit was checked in X_TRADER. (Ref 233998)

  2. Prices
    1. Fixed an issue with price subscriptions that could sometimes cause FIX Adapter to crash. (Ref 233801)

Known Issues