Release Notes

Production Environment

Production Environment

Latest Features

The following lists all new features and changes released to the Production environment released on September 11, 2015.

ADL

Implemented the 7x Green Canvas editor and integrated it with all ADL blocks that utilize it to allow users to create custom logic within a block.

ADL

Implemented the 7x Note block to allow customers to add useful comments to their algos.

TTInt

Admins can now enable the "Avoid Orders that Cross (AOTC)" feature per account or parent account. If enabled at a parent account level, then any opposing orders (limit orders with prices that could potentially lead to a fill) will be prevented from crossing in the account or any sub-accounts. This is configurable such that the aggressive order can be rejected, the resting order can be cancelled, or the new position transfer option can be applied. With the position transfer option enabled, the resting order will be cancelled or reduced in quantity and two synthetic fills will be created for each account at the resting order's limit price, as if they two orders had actually been filled at the exchange. The trader's audit trail and fills widget will have columns that indicate that this was an internal match.

Note: in this release, if using autospreader, then position transfer option will work with your individual leg orders. However, if you're trading exchange-supported spreads or strategies, this feature will detect a match and prevent crossing, but will only reject the new spread order, rather than synthesize the spread and leg fills. This feature will be enhanced soon to fully support exchange spreads and strategies.

TTUS API

Market data for the "ICE Futures SG" product group can now be allowed or denied (Users->Exchanges->ICE->Market Data).

TTW General

Group widget functionality is now available on a right click context menu on the widget title bar. Improved the ability to identify the widgets that will become the new group by darkening the surrounding widgets if they are not the target of the widget being dragged.

TTW Market Grid

You can now open Autospreader spreads with a Market Grid from the Autospreader manager, from Search and from Market Explorer.