Release Notes

Production Environment

TT Version 16.7.3 was released to the Production environment on July 8, 2016.

New Features

ADL

Added the ability to disable auto-compilation of ADL algos that, if enabled, allows users to choose when compilation occurs.

ADL

An option named "Fade Unselected Blocks" was added to the ADL canvas to allow the ADL designer to select whether reduce visual intensity of unselected blocks upon selection of multiple blocks.

ADL

An option named "See Downstream Blocks" was added to the context menu for ADL blocks and their output ports. When selected, all blocks whose input values depend on the output value of the selected block or output port will be highlighted. Similarly, an option named "See Upstream Blocks" was added to the context menu for ADL block input ports. When selected, all blocks upon which the selected input port depends will be highlighted.

Autospreader Rules

Added a new shared Autospreader Rule: (TT) Prevent Overfill with Reload. When using Autospreader Reload, this rule will quote all legs of the spread with 'Active Quoting' enabled until there is the possibility of being overfilled. At that point, the rule will suppress quoting on all but the first leg until the order is fully filled.

Charts

You can now trade on the chart. We've added the ability to enable Show Fills and Show Working Orders in the chart settings menu. You'll now have the ability to monitor and interact with the markets within the chart widget. For detailed information on Chart Trading, see https://library.tradingtechnologies.com/trade/charting-overview.html


FIX Services

FIX Tag 527, 'SecondaryExecID' is a new optional tag value which may appear in FIX ExecutionReport messages.

MD Trader

Added ability to display Estimated Position In Queue (EPIQ). For more information on EPIQ, please consult our documentation.

MD Trader

Added the ability to recenter MD Trader when the market has moved some number of ticks away from the last recenter.

Market Data

Added the ability to create RTD formulas in Excel to extract live market data and position information from TT.

Market Grid

Added 'Live Only' support in the Market Grid. When in 'Live Only' mode, only contracts that have an active bid, active offer or LTP will be displayed in the Market Grid. Note: Implied prices provided by the exchange are included when determining if an instrument is "Live". TT calculated implied prices are not considered.

Order Entry

Added two new TT algo order types: TT OCO and TT Bracket.

TT OCO
A one-cancels-the-other (OCO) combines a stop order with a limit order. When either the stop or limit order is executed, the other order will be automatically canceled.

TT Bracket
A bracket order is a limit or stop order accompanied by an OCO. When the original order is filled an OCO is automatically placed. The OCO is set with a profit target offset and a stop loss offset from the price the trader places the original order.

These types of orders allow traders to lock in profits with a favorable move or prevent a downside loss, without having to constantly monitor the position.

For more information on these new order types, see https://library.tradingtechnologies.com/trade/auto-tt-algos.html.

Improvements

ADL

Enhanced the ADL logic to detect invalid block configurations that might otherwise cause runtime issues.

ADL

We added the ability to use the < Ctrl >+< Left Mouse Button Click > combination to select and deselect multiple ADL blocks.

ADL

We redesigned the ADL block panel so that more blocks are visible on the screen which requires less scrolling to find blocks.

ADL

After receiving feedback that working with large ADL algos was slow for some users, we improved the performance of loading, panning and zooming in the ADL canvas.

Aggregator

Changing the quantity and or price of an Aggregator order has been optimized to reduce messaging and preserve position in queue.

Autospreader

Autospreader now deletes any working spread order if the Settle price of an underlying leg instrument is updated during the trading session. This applies to Net Change as well as Custom spreads using Settle price in the formula.

Autospreader

TTW will now display the algo Order Tag value in the TextTT field in the Order Book and Audit Trail for Autospreader orders.

MD Trader

Added an option to show/hide the VAP bars when VAP is enabled and only display the numeric values.

MD Trader

Added keyboard shortcuts to MD Trader to (1) show/hide the order configuration side panel with "\" (Backslash character), (2) open a chart of the current instrument with "`" (Accent key), and (3) open the current instrument in time and sales with "Alt + T".

MD Trader

Added the ability to optionally hide the header row.

Market Grid

Added the ability to rename a label row.

Order Book

Added the ability to select and apply Order Management Algos (OMAs) from the floating order book.

Order Entry

To more clearly describe the limit price of the order that is submitted when a native Stop Limit order is triggered, the term "Offset" has been replaced with "Payup". Along with this change, the global default payup value for native Stop Limit orders has been changed from zero (0) to one (1) tick.

Order Entry

Added the ability to save the parameters of algo orders.

Positions

Added an optional setting for the Position widget that shows/hides accounts available to a user depending on whether or not there is activity for a given account.

Setup App

Added support for CME Tag 8000 (SMP Instruction), which allows an administrator to select whether the resting or aggressing order is cancelled in the event of an exchange-identified self-match. This setting is configured per user, on the Exchanges - > Order Routing tab. If no SMP Instruction is specified, the resting order is canceled. The CME defines a self-match as orders for accounts with common ownership where both the buy and sell orders contain the same Self Match Prevention Identifier (SMP ID) and Executing Firm ID.

Setup App

Company Admins can now require SMS two-factor authentication for all users in their company. Users that do not enable two-factor authentication will not be allowed to log in. To enforce two-factor authentication go to the Company Settings option and select the Login Rules tab.

Setup App

Added the ability create SOD records for spread\strategy positions if needed. When checked, SOD records are created for Spread\Strategy Positions and can be viewed in the Trade Application's position window when the "Display spread/strategy positions" option is checked. For existing accounts, if the "Create start-of-day (SOD) records" option was checked, then the "Create SOD records for Spread\Strategy Positions" option will be checked too. Otherwise the "Create SOD records for Spread\Strategy Positions" will be unchecked by default.

Trade App on TT (web)

Enabled the widget "snap" feature by default. Widgets will "snap" to each other as they are dragged closer to adjacent widgets to help in aligning a workspace layout. Previously "snap" was only activated when the Shift key was depressed. Now holding down Shift while dragging will allow positioning a widget precisely as you like regardless of other nearby widgets.

Trade App on TT (web)

Added a new File menu item named "Close all widgets" that closes all widgets in the workspace.

Trade App on TT (web)

Added the ability to restore a tab name to its original default name.

Trade App on TT (web)

Added the workstation time to the main titlebar.

Fixes

ADL

Fixed an issue that resulted in missing Jump blocks when translating 7x algos.

ADL

Fixed an issue that resulted in an unhandled exception when attempting to delete a copied Group block.