Eurex: T7 10.0 Upgrade
November 22
Deutsche Börse plans to introduce T7 Release 10.0 on November 22. The simulation period for T7 Release 10.0 is planned to start on September 13. Additional information from the exchange may be found here.
With this upgrade, Eurex will require that Order Routing System (ORS) providers and users comply with the amended rules and the associated identification obligation that will become effective for Exchange Participants as of 22 November 2021 with T7 Release 10.0. As a result, customers will be conditionally required to provide exchange Member and Trader information on order entry in Tag 2404 ‘ComplianceText’. Details on this initiative may be found here.
Full details from Eurex on the requirements for use of this field may be found in “Eurex Circular 061/21 Order Routing System (ORS): Details for usage” here.
TT will support required changes resulting from the T7 10.0 upgrade, and testing is now available in UAT.
We now support the use of Tag 2404 ‘Compliance Text’ in production. Information on configuration of this field may be found here.
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FIX: MaturityMonthYear Changes for ICE
New Date: October 29
Following up on our original announcement from August 26, TT continues to make changes to our Security Master database (PDS) to synchronize the month and year values displayed in the TT Trading GUI (PDS Alias field) with TT FIX tags 200, MaturityMonthYear, and 610, LegMaturityMonthYear values for all FIX order routing, drop copy, market data and security definition messages.
ICE Market supports this feature now in UAT, with production support scheduled for October 29, 2021.
PDS has introduced a new field, ContractDisplayDate, (CDD), which will contain the month & year values from the Alias field. PDS will be rolling out this change market-by-market. JPX, TOCOM and OSE markets currently support the new value in production. Support for PDS CDD in additional markets will be announced in future.
In TT FIX v158 & higher, when the PDS CDD field is present on an instrument, TT FIX will map CDD to tags 200 & 610 on all relevant inbound & outbound messages. When CDD is not present, the existing mapping to PDS Maturity Date will continue as currently implemented.
Customers trading ICE contracts via FIX are strongly encouraged to test their applications in UAT prior to the October 29 rollout date to ensure integration with the new behavior. Contracts listed in PDS under ICE_L market will not be impacted. Please reach out to your TT Customer Representative or email fixintegration@trade.tt with any questions or concerns.
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FIX: MaturityMonthYear Changes for ICE
New Date: October 29
Following up on our original announcement from August 26, TT continues to make changes to our Security Master database (PDS) to synchronize the month and year values displayed in the TT Trading GUI (PDS Alias field) with TT FIX tags 200, MaturityMonthYear, and 610, LegMaturityMonthYear values for all FIX order routing, drop copy, market data and security definition messages.
ICE Market supports this feature now in UAT, with production support scheduled for October 29, 2021.
PDS has introduced a new field, ContractDisplayDate, (CDD), which will contain the month & year values from the Alias field. PDS will be rolling out this change market-by-market. JPX, TOCOM and OSE markets currently support the new value in production. Support for PDS CDD in additional markets will be announced in future.
In TT FIX v158 & higher, when the PDS CDD field is present on an instrument, TT FIX will map CDD to tags 200 & 610 on all relevant inbound & outbound messages. When CDD is not present, the existing mapping to PDS Maturity Date will continue as currently implemented.
Customers trading ICE contracts via FIX are strongly encouraged to test their applications in UAT prior to the October 29 rollout date to ensure integration with the new behavior. Contracts listed in PDS under ICE_L market will not be impacted. Please reach out to your TT Customer Representative or email fixintegration@trade.tt with any questions or concerns.
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FIX: MaturityMonthYear Changes for ICE
October 22
Following up on our original announcement from August 26, TT continues to make changes to our Security Master database (PDS) to synchronize the month and year values displayed in the TT Trading GUI (PDS Alias field) with TT FIX tags 200, MaturityMonthYear, and 610, LegMaturityMonthYear values for all FIX order routing, drop copy, market data and security definition messages.
ICE Market supports this feature now in UAT, with production support scheduled for October 22, 2021.
PDS has introduced a new field, ContractDisplayDate, (CDD), which will contain the month & year values from the Alias field. PDS will be rolling out this change market-by-market. JPX, TOCOM and OSE markets currently support the new value in production. Support for PDS CDD in additional markets will be announced in future.
In TT FIX v158 & higher, when the PDS CDD field is present on an instrument, TT FIX will map CDD to tags 200 & 610 on all relevant inbound & outbound messages. When CDD is not present, the existing mapping to PDS Maturity Date will continue as currently implemented.
Customers trading ICE contracts via FIX are strongly encouraged to test their applications in UAT prior to the October 22 rollout date to ensure integration with the new behavior. Contracts listed in PDS under ICE_L market will not be impacted. Please reach out to your TT Customer Representative or email fixintegration@trade.tt with any questions or concerns.
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FIX: MaturityMonthYear Changes for ICE
October 22
Following up on our original announcement from August 26, TT continues to make changes to our Security Master database (PDS) to synchronize the month and year values displayed in the TT Trading GUI (PDS Alias field) with TT FIX tags 200, MaturityMonthYear, and 610, LegMaturityMonthYear values for all FIX order routing, drop copy, market data and security definition messages.
ICE Market supports this feature now in UAT, with production support scheduled for October 22, 2021.
PDS has introduced a new field, ContractDisplayDate, (CDD), which will contain the month & year values from the Alias field. PDS will be rolling out this change market-by-market. JPX, TOCOM and OSE markets currently support the new value in production. Support for PDS CDD in additional markets will be announced in future.
In TT FIX v158 & higher, when the PDS CDD field is present on an instrument, TT FIX will map CDD to tags 200 & 610 on all relevant inbound & outbound messages. When CDD is not present, the existing mapping to PDS Maturity Date will continue as currently implemented.
Customers trading ICE contracts via FIX are strongly encouraged to test their applications in UAT prior to the October 8 rollout date to ensure integration with the new behavior. Contracts listed in PDS under ICE_L market will not be impacted. Please reach out to your TT Customer Representative or email fixintegration@trade.tt with any questions or concerns.
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