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.
TT Platform Impact
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 [email protected] with any questions or concerns.
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