FIX Adapter

7.17.98.5

Released: Dec 22, 2017 File Size: 0
Package Contents:
No notes available.

Important Notes


FIX Adapter 7.17.98 contains fixes and enhancements to address specific customer issues. 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 7.17.98 release contains fixes and enhancements to address specific customer issues. Customers currently on version 7.17.89 - 7.17.98 are encouraged to upgrade.

System Requirements

The FIX Adapter 7.17.98 release contains fixes and enhancements to address specific customer issues. Customers currently on version 7.17.89 - 7.17.98 are encouraged to 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_TRADER® 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. Architecture
    1. Modified a pre-calculation for price reasonability checking that could cause FIX Adapter to crash when the "ticks away from reference price" result exceeded an internal limit. This pre-calculation is performed even when price banding checks are not enabled in TT User Setup. Now when the limit is reached, ticks away is set to the maximum value and the order is passed on for further processing. (Ref 234517)

  2. Configuration
    1. When the FIX Adapter is enabled to send & receive MIFID tags, DEA flag will be defaulted to false (1724=99) when 1724 is not supplied in the D or G message. (Ref 234499)

Fixes

  1. Position Reports
    1. Removed MIFID tags from 35=UAP 'Position Report' message for all PosReqTypes except '1', Trade. (Ref 234463)

Known Issues