FIX Adapter

7.18.6.2

Released: Jun 26, 2018 File Size: 0
Package Contents:
No notes available.

Important Notes


FIX Adapter 7.18.6 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 7.18.6 release contains fixes and enhancements to address specific customer issues. Customers currently on earlier versions are encouraged tp upgrade.

System Requirements

The FIX Adapter 7.18.6 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_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. Fills
    1. FIX Adapter 7.18 3 or higher in conjunction with CME Gateway 7.18.39 or higher will now return the exchanges SMP reject reason codes in tag 378, ExecRestatementReason. CME Codes: 103=Cancel Oldest (Resting) due to Self-Match Prevention; 107=Cancel Newest (Aggressing) due to Self-Match Prevention. (Ref 234607)

    2. Added fix enum values 33 and 34 to TrdRegPublicationReason (tag 8013): value enum="33" description="XFPH"; value enum="34" description="TPAC". (Ref 236903)

  2. Gateway Status
    1. Added log messages to aid with diagnosis of connection issues between FIX Adapter and order server. (Ref 236879)

  3. Risk
    1. Corrected an issue where orders that were rejected due to failure of a user-based price reasonability check were not being captured in the TT Gateway audit trail or returned on the FIX Drop Copy feed. (Ref 234848)

Fixes

  1. Orders
    1. Corrected an issue where using tag 41 to attempt to cancel or cancel/replace orders that were placed via FIX Adapter versions 7.17.89 through 7.17.97 could be rejected with an "Order not in order book" error. (Ref 236904)

  2. Risk
    1. Corrected an issue in risk library where INQUIRE and ACCEPT actions taken on a OTC order could result in overcounting the WCP value included in the risk check. (Ref 236933)

Known Issues