FIX Adapter

7.17.97.8

Released: Dec 12, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes


FIX Adapter 7.17.97 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 7.17.97 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 - 7.17.96 are strongly encouraged tp upgrade.

System Requirements

The FIX Adapter 7.17.97 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 - 7.17.96 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. Configuration
    1. Changed FACT Time Bias default settings for the LSE and MEFF Gateways to UTC to match the MIFID release gateways for these markets. The defaults will be applied for new FIX Adapter installations only. Time biases for existing FIX Adapters must be updated manually. (Ref 234377)

    2. To enable transmission of the FIX tags added for MIFID, you must add <fa:HiddenOption>mifid=enabled</fa:HiddenOption> to your FIX Adapter's FACT.xml file. FIX clients that do not wish to receive any MIFID tags via FIX should simply omit this setting. (Ref 234437)

  2. Gateway Specific
    1. Corrected an issue where the tag 60 sent via drop copy was incorrect when the exchange tiimestamp contained a value of exactly "00:00:00:00". (Ref 234250)

    2. Corrected an issue where some MIFID Gateways could provide an incorrect high precision TransactTime (tag 60) on Execution Report messages. (Ref 234357)

  3. Orders
    1. Added new FIX Tags for Self Match Prevention ID (7928) and SMP Instruction (8000). When a FIX client provides the SMP ID on the FIX order message, the FIX tag value will override the value configured in TT User Setup for the given exchange. Requires updated versions TT CME, Eurex, MX and ASX Gateways. Please see Gateway release notes for additional detail. (Ref 234136)

    2. If any of the MIFID tags for Liquidity Provision Indicator (2594=2), Commodity Derivative Indicator (2594=3) or Direct Electronic Access (1724=5) are not present on a new or change order message, FIX Adapter will default the relevant indicator to false. (Ref 234242)

  4. Restart/Recovery
    1. Fixed an issue where FIX Adapter could sometimes fail to shutdown correctly after a scheduled reset. (Ref 234264)

Fixes

  1. Fills
    1. Corrected an issue where 453=0 and 2593=0 could appear in Execution Report messages from non-MIFID exchanges. (Ref 234409)

    2. Corrected an issue where the tag 60 value sent by on the FIX drop copy was incorrect for some OrderCancelReject (35=9) messages from the TT ICE Gateway. (Ref 234438)

  2. Orders
    1. When Tag 2376, PartyRoleQualifier, is not present in the Parties repeating group and 452=3, ClientID, FIX Adapter will apply a default of 2376=24 (Human). (Ref 234272)

Known Issues