FIX Adapter

7.17.10.19

Released: Jan 31, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

  • FIX Clients
    • The following new tags have been added:
      • 16101 (SyntheticOrdStatus)
      • 16107 (SyntheticOrdType)
      • 16108 (SyntheticOrdMod)
      • 16116 (RelativePriceType)
      • 16117 (RelativePriceOffset)
      • 16118 (StartDateTime)
      • 16119 (EndDateTime)
      • 16120 (EndDateTimeAction)
      • 16121 (WATType)
      • 16122 (WATValue)
      • 16123 (MGNumRetries)
      • 16124 (MGRetryInterval)
      • 16125 (TriggerPrice)
      • 16126 (TriggerPriceType)
      • 16128 (TriggerQtyOperator)
      • 16129 (TriggerQty)
      • 16130 (TrailingOffset)
      • 16131 (TrailingPriceType)
      • 16144 (DisclosedQtyValue)
      • 16145 (DisclosedQtyVariance)
      • 16147 (SlicerIntervalValue)
      • 16148 (SlicerIntervalUnit)
      • 16149 (DurationType)
      • 16150 (DurationValue)
      • 16151 (DurationUnit)
      • 16152 (DurationBeginTime)
      • 16153 (DurationEndTime)
      • 16154 (LeftActionTrigger)
      • 16155 (LeftAction)
      • 16156 (LeftPayupTicks)
      • 16157 (MarketOrderLimit)
    • The following new values have been added to tag 21 (HandlInst):
      • 1 (Automated execution order, Synthetic SE order)
  • Administrator
    • The following new FACT configuration options have been added for Synthetic SE orders:
      • Staged Top Level Parent Orders
        • This replaces the Send Staged Order Child Orders option.
      • Staged Top Level Parent Fills
        • This replaces the Send Staged Order Child Fills option.
      • Synthetic Top Level Parent Orders
      • Synthetic Top Level Parent Fills
      • Send Synthetic Order Properties
    • Added a new Send Position Reserve Orders option in FACT.

Why Should I Upgrade?

FIX Adapter 7.17.10 adds Drop Copy support for synthetic orders and fills received from Synthetic SE 7.17.2 and higher and adds "by security name" support for ICE_IPE IPE e-Brent February 2016 and March 2016 contract months.

System Requirements

FIX Adapter 7.17.10 adds Drop Copy support for synthetic orders and fills received from Synthetic SE 7.17.2 and higher and adds "by security name" support for ICE_IPE IPE e-Brent February 2016 and March 2016 contract months.

Installation Notes

  1. Upgrades
    1. If you are running an Order Routing FIX Adapter that is submitting staged orders, has Send Unsolicited Orders or Send Unsolicited Fills disabled, and has Send Staged Order Child Orders or Send Staged Order Child Fills enabled, you must delete all staged orders prior to upgrading to FIX Adapter 7.17.10.

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

    3. 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.

    4. 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. General
    1. FIX Adapter will now continue to run if it starts up when no FIX Client users have been assigned to it in TT User Setup. Previously, FIX Adapter shut down in this scenario. (Ref 223858)

    2. Added support specifying the ICE_IPE IPE e-Brent February 2016 and March 2016 futures and options contract months, or spreads and strategies containing a February 2016 or March 2016 leg, with monthly contract terms in FIX client requests "by security name" by providing tag 205 (MaturityDay) in addition to tag 200 (MaturityMonthYear), and tag 314 (UnderlyingMaturityDay) in addition to tag 313 (UnderlyingMaturityMonthYear) for spreads and strategies. (Ref 226829)

  2. Configuration
    1. Added new FACT configuration options to determine which Synthetic SE staged and synthetic parent and child orders and fills should be sent by Drop Copy FIX Adapters, and whether or not all of the synthetic order's properties should be included. (Ref 223977)

  3. Orders / Fills
    1. Added support for Drop Copy FIX Adapters to deliver synthetic order updates and fills received from Synthetic SE 7.17.2 or higher. (Ref 221089)

Fixes

  1. General
    1. Fixed an issue that caused resets to fail when no gateway logins were assigned to the FIX client user in TT User Setup. (Ref 215405)

    2. Fixed an issue that could cause FIX Adapter to crash if a FIX client sends a Resend Request (2) message immediately after a Logout (5) message. (Ref 219658)

    3. Fixed an issue that prevented a new FIX client from being able to login to FIX Adapter without requiring a FIX Adapter restart after adding a new FIX client user in TT User Setup. (Ref 222136)

    4. Fixed an issue that could cause FIX Adapter to crash at startup. (Ref 225237)

  2. Orders / Fills
    1. Fixed an issue that prevented FIX Adapter from including some staged order fills in Position Report (UAP) responses for trades (16724 (PosReqType) = 1 (Trades)) when Send Summary Fills was disabled. FIX Adapter will now send trade Position Report (UAP) responses for all staged order fills in addition to the native child fills when the FIX Client user is configured with a Synthetic SE Gateway Login in TT User Setup. Drop Copy FIX Adapters will also now send trade Position Report (UAP) responses for all non-staged synthetic order fills. (Ref 225227)

    2. Fixed an issue that prevented FIX Adapter from including unsolicited fills in Position Report (UAP) responses for trades (16724 (PosReqType) = 1 (Trades)) when Send Unsolicited Fills was disabled. (Ref 225553)

    3. Fixed an issue that could prevent FIX Adapter from rejecting "by security name" order submissions when two or more instruments cannot be distinguished "by security name". (Ref 226924)

Known Issues