The Lab

Change Summary


Mandatory Change

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


Support for AllOrNone orders. Please refer to Order Management for details.

Below are the changes in individual Messages.

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

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