FIX Adapter

7.17.1.16 (win64)

Released: Sep 20, 2013 File Size: 0
Package Contents:
No notes available.

Important Notes

  • FIX Clients
    • The following new values have been added to tag 10828 (TrdType) in Execution Report (8) and Position Report (UAP) messages:
      • 90 (Exchange for Physical - Equity Index)
      • 91 (Exchange for Physical - Fixed Income)
      • 92 (Cross)
      • 93 (One-Sided)
  • Administrator
    • When routing orders to 7.17.0 or higher TT Gateways or when routing staged orders to Synthetic SE 7.17.0 or higher via FIX Adapter 7.17.0 or higher, the following account sharing rules will apply:
      • Orders that are submitted with an account number that is mapped to a proxy (TTORD) trader by an Order Routing FIX Adapter client user with a direct trader gateway login will no longer be remapped to the proxy trader's credentials. All orders submitted by direct trader FIX Adapter client users will remain on the direct trader's credentials, regardless of the account number used.
      • Order Routing FIX Adapter client users with a single proxy (TTORD) trader gateway login per TT gateway are no longer constrained to using only the account number(s) that are mapped to that proxy trader in TT User Setup (unless that user's Account Defaults are restricted in TT User Setup).
      • Order Routing FIX Adapter client users with multiple proxy (TTORD) trader gateway logins per TT gateway can continue to route orders on behalf of each proxy trader by submitting orders with an account number that is mapped to the desired proxy trader in TT User Setup.

Why Should I Upgrade?

FIX Adapter 7.17.1 adds support for distinguishing several new wholesale trade types and fixes several issues reported from the field, in addition to the enhancements and fixes previously released in FIX Adapter 7.17.0.

System Requirements

FIX Adapter 7.17.1 adds support for distinguishing several new wholesale trade types and fixes several issues reported from the field, in addition to the enhancements and fixes previously released in FIX Adapter 7.17.0.

Installation Notes

  1. Upgrades
    1. Customers should contact their Technical Account Manager for data migration assistance prior to upgrading from FIX Adapter versions prior to 7.6.0.

    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. Orders / Fills
    1. Added new values to tag 10828 (TrdType) in Execution Report (8) and Position Report (UAP) messages to distinguish new wholesale trade types that are supported in the OSE and SGX Gateways, version 7.17.0 and higher, and an upcoming 7.17.x version of the Eurex Gateway. The new values are '90' (Exchange for Physical - Equity Index), '91' (Exchange for Physical - Fixed Income), '92' (Cross), and '93' (One-Sided). (Ref 221359)

Fixes

  1. General
    1. Corrected several issues in FIX Adapter's FIX42.xml file. (Ref 220166)

  2. Orders / Fills
    1. Fixed an issue that caused FIX Adapter to send an incorrect restatement Execution Report (8) message when an order was immediately filled after being changed on a Eurex Gateway. (Ref 219677, 219682)

    2. Fixed an issue that caused order rejections when routing orders to the ICE_IPE Gateway for option instruments using the "by security name" method. (Ref 220206)

    3. Corrected the behavior of the product-level price reasonability checks that are administered in TT User Setup such that they will no longer apply during non-trading states (e.g., pre-open state) (Ref 220384)

Known Issues