FIX Adapter

7.17.20.12

Released: Apr 02, 2014 File Size: 0
Package Contents:
No notes available.

Important Notes

  • FIX Clients
    • The following new value has been added to tag 10828 (TrdType) in Execution Report (8) and Position Report (UAP) messages:
      • 89 (Committed)

Why Should I Upgrade?

FIX Adapter 7.17.20 adds Drop Copy support for the synthetic OCO orders added in Synthetic SE 7.17.20, adds support for distinguishing a new wholesale trade type, and fixes several issues reported from the field.

System Requirements

FIX Adapter 7.17.20 adds Drop Copy support for the synthetic OCO orders added in Synthetic SE 7.17.20, adds support for distinguishing a new wholesale trade type, and fixes several issues reported from the field.

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_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.

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

Enhancements

  1. Configuration
    1. Added UTC Time Bias settings for the NASDAQ_OMX_EU Gateway. (Ref 225009)

    2. Updated the default TFX Gateway UTC Time Bias settings to 00:00:00. TFX Gateway version 7.17.25 and higher now send timestamps in UTC. (Ref 227187)

    3. Added UTC Time Bias settings for the eSpeed Gateway. (Ref 227247)

  2. Orders / Fills
    1. Added a new value to tag 10828 (TrdType) in Execution Report (8) and Position Report (UAP) messages to distinguish the new wholesale trade type that is supported in the 7.17.35 version of the MX Gateway. The new value is '89' (Committed). (Ref 224998)

    2. Added Drop Copy FIX Adapter support for the synthetic OCO orders added in Synthetic SE 7.17.20. Drop Copy FIX Adapters will not send Execution Reports for Synthetic SE's parent synthetic OCO orders and fills. Order and fill updates will only be sent for the synthetic OCO order's native and/or synthetic child orders. Please see the Drop Copy Additional FIX Session Settings: Order Routing Responses - Business Flows section of the FIX Adapter System Administration Manual for more details. (Ref 227254, 225624)

Fixes

  1. General
    1. Packaged with TTM 7.1.13 to fix an issue where the TTM Daemon could generate excessive NAKs during start-of-stream recovery. (Ref 227763)

  2. Orders / Fills
    1. Fixed an issue that could cause FIX Adapter to route orders with the wrong proxy (TTORD) trader credentials when multiple proxy trader gateway logins per TT gateway are assigned to the FIX client user in TT User Setup. (Ref 227637, 227675)

    2. Fixed an issue that could cause order submissions to be rejected in a scenario where FIX Adapter could not retrieve a valid price subscription for the instrument. (Ref 227659, 227669)

    3. Fixed an issue that could cause orders to be rejected on a FIX session when certain updates, such as a new Gateway Login, are added to an order book sharing user in TT User Setup. (Ref 227906)

Known Issues

  1. General
    1. FIX Adapter can fail to dynamically pick up a newly added TTORD Gateway Login and account from a 7.4.x version of TT User Setup when more than one TTORD Gateway Login per gateway are assigned to the FIX client user and "Available to User" is not checked, resulting in order rejections when attempting to route via the new account. Note that this issue does not happen when using a 7.17.x version of TT User Setup. (Ref 227769)

  2. Orders / Fills
    1. If a 7.17.x Order Routing FIX Adapter's FIX Client user is configured with a direct trader Gateway Login and routes an order to a pre-7.17.x TT Gateway with an account number that is mapped to a TTORD Gateway Login in TT User Setup, subsequent change or cancel attempts on that order by the FIX Client user will get rejected. Note that this issue does not happen when routing to a 7.17.x TT Gateway version. (Ref 227010)