FIX Adapter

7.18.3.2

Released: Feb 08, 2018 File Size: 0
Package Contents:
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Important Notes


FIX Adapter 7.18.3 contains fixes and enhancements to address specific customer issues.

NOTE: FIX Adapter 7.18 is a continuation of the 7.17 code branch. No additional features or changes are included other than those detailed in the release notes.

Why Should I Upgrade?

The FIX Adapter 7.18.3 release contains fixes and enhancements to address specific customer issues. Customers currently on earlier versions are encouraged tp upgrade.

System Requirements

The FIX Adapter 7.18.3 release contains fixes and enhancements to address specific customer issues. Customers currently on earlier versions are encouraged tp upgrade.

Installation Notes

  1. Upgrades
    1. If upgrading from a 7.8.x Order Routing FIX Adapter to a 7.17.x or 7.18.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. Instruments
    1. To improve availability of MIC and ISIN on Execution Reports, FIX Adapter will now read MIC and ISIN code from the instrument object on TT's internal Order or Fill messages. FIX Adapter will be making architectural changes to its local instrument cache in the next release to further improve this process. (Ref 234707)

  2. Orders
    1. For MIFID Client ID (452=3), the PartyRoleQualifier of "Natural person", (2376=24) is now supported on FIX order and execution report messages. The default PartyRoleQualifier for Client ID is not changed and continues to be "Firm" (2376=23). (Ref 234568)

    2. Added a new FIX tag, "TTCustomerName" (18218), to New Order Single (D) and Cancel/Replace (G) messages. When TTCustomerName is present on a claimed order, X_TRADER® will attempt to match that value to a customer default name in the executing trader?s customer default list. If a match is found, the executing trader will see that customer default name pre-seeded in the order routing dialog. Requires X_TRADER® 7.17.83 or higher. (Ref 234581)

Fixes

  1. Instruments
    1. FIX Adapter is now able to detect when an OSE Tailor Made Combination (TMC) is issued using the exchange security ID (SeriesKey) of a previously issued TMC and update its local instrument cache with the new instrument definition. (Ref 234672)

    2. Improved FIX Adapter's local instrument cache logic to better detect and update the cache when an exchange issues a new instrument using the exchange security ID (SeriesKey) of an existing instrument that is now expired. Cached values for expiry, legs, tick value, etc. will now be updated to the new instrument's values. (Ref 234674)

  2. Logging
    1. Add logging to help diagnose "Unable to find a target connection" error when routing orders including tag 18203, ExchangeGateway. (Ref 234678)

Known Issues