Change Summary


Background

360T has upgraded their API Spec to a new version dated March 2025 to improve performance and a few improvisations listed below. 

Affected Venues

Changes

Change overview from 360T

  1. OrderID, ExecID, MDEntryID on the new gateway is numeric (positive 63-bit Integer); old version sent alphanumeric text.
  2. PartyID repeating group no longer contains PartyRole 36 (Entering Trader), only PartyRole 17 and PartyRole 20 for ExecType=F (Trade).
  3. Added support for Floating Peg with Discretion, Mid-match, and EDF reference price. This requires a separate session from non-peg orders. Peg session does not support Order Modify currently.
  4. Removed support for Stop, Trailing Stop, OCO, ExpireDate, TWAP Algo, AutoTP/SL, Order Status, Order Mass Status.
  5. Removed support for Survive-After-Disconnect. All orders are Kill-On-Disconnect.
  6. Removed support for Local-Only (18=h) on per-order basis. We do support Local-Only orders (i.e firm or no-last-look) but you need a dedicated session for those.
  7. Removed support for SecondaryClOrdID(526), SenderSubID(50), OBOCompID(115), OBOSubID(116) – previously these would be echoed back; now they’re just ignored.
  8. Removed support for Account(1). If you need multiple accounts you need to subscribe on separate sessions.
  9. Removed Scope(546)=1/2/3 in each MDEntry. If you need to distinguish firm from last-look liquidity, we can give you a dedicated MD session for that.
  10. Security List (35=y) initially has all the instruments, but at value date change you will get separate single-entry updates instead of a single many-entry update.

Timeline

The changes are available currently in UAT and Production.

Whisperer Client Impact

Whisperer clients will see the below listed changes as a part of the API spec upgrade.

Change Details

Below are the changes in individual venues.

MessageTypeFieldChange DetailsComments
MarketDataRequest

NoBodyPassthruFields.BodyPassthruKey

"Scope" No longer supported.


MarketDataIncrementalRefreshNoEntryPassthruFields.EntryPassthruKey"FullAmount"  No longer supported.
MarketDataIncrementalRefresh

NoEntryPassthruFields.EntryPassthruKey

"OrderID" No longer supported.


MarketDataIncrementalRefresh

NoEntryPassthruFields.EntryPassthruKey

"Scope"  No longer supported.


MarketDataIncrementalRefreshNoEntryPassthruFields.EntryPassthruKey"SettlDate" No longer supported.
MarketDataIncrementalRefreshNoBodyPassthruFields.BodyPassthruKey"SettlDate" supported.
NewOrderMultilegOrdType

No longer supported.

  • Stop
  • StopLimit


NewOrderMultilegTimeInForceGTD No longer supported.
NewOrderMultilegHasExtendedOrderFields.EffectiveTimeNo Longer supported
NewOrderMultilegNoStrategyParameters.StrategyParameterName

 PegUpdateInterval (StrategyParameterType = Int) supported.

millis, If present, customizes how frequently the effective limit price will be adjusted. Values will be silently adjusted to a nonzero multiple of the EDF update interval, and capped at 60 seconds.

NewOrderMultilegNoStrategyParameters.StrategyParameterNamePegMoveType not supported.
NewOrderMultilegNoStrategyParameters.StrategyParameterNamePegRoundDirection not supported.
NewOrderMultilegNoStrategyParameters.StrategyParameterNamePegScope not supported.
NewOrderMultilegNoStrategyParameters.StrategyParameterNameRateSource not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyAvgPxLimit not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyLastLook not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeySecondaryClOrdID not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyMatchIncrement not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyTriggerPriceType not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyAllocationStrategy not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyAveragingInst not supported.
NewOrderMultilegNoBodyPassthruFields.BodyPassthruKeyIOCTimeToLive not supported.
MultilegOrderCancelReplaceRequestOrdType

Below order types no longer supported.

  • Stop
  • StopLimit

MultilegOrderCancelReplaceRequestTimeInForceGTD No longer supported.
MultilegOrderCancelReplaceRequestHasExtendedOrderFields.EffectiveTimeNo Longer supported
MultilegOrderCancelReplaceRequestHasExtendedOrderFields.DiscretionOffsetValueMust match that specified in referenced order.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueAvgPxLimit not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueLastLook not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueMatchIncrement not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueAveragingInst not supported.
MultilegOrderCancelReplaceRequestNoBodyPassthruFields.BodyPassthruValueIOCTimeToLive not supported.
ExecutionReportExecRefIDNo longer supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueAvgPxLimit not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueSecondaryClOrdID not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueAveragingInst not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValue Marketable not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueIOCTimeToLive not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueFullAmount not supported.
ExecutionReportNoBodyPassthruFields.BodyPassthruValueLastLook not supported.
ExecutionReportEffectiveTimeNo Longer supported
ExecutionReportExpireTimeNo Longer supported
ExecutionReportStopPxNo Longer supported

Documentation