Release Notes

Production Environment

TT Version 16.9.3 was released to the Production environment on September 23, 2016.

New Features

Autospreader

The Hedge Manager widget is now available. This widget displays a user’s legged Autospreader hedge orders.

Pre-defined action buttons (Payup, Cross Inside, and Fill w/Limit) allow users to manually adjust these orders. Users can also automate the management of these hedge orders by applying user-defined Order Management Algos (OMAs).

For more information on the new Hedge Manager widget, see https://library.tradingtechnologies.com/trade/auto-hedge-manager.html.

FIX Services

The FIX Drop Copy (IN) session is a FIX client that initiates FIX connections to external systems, including the X_TRADER ASP and 7x platforms, in order to import execution reports and working orders from those systems into TT. The external orders and fills are displayed in TT, included in positions and accounted for in risk checks, giving traders and admins a global view of trading activity and risk across all platforms. TT also records external orders and fills in the Audit Trail providing users a complete history of activity.

Trade App on TT (web)

Added the ability to lock the screen so it is view only.

Improvements

FIX Services

All outbound execution reports now include Component < FillsGrp > when provided by the exchange

1362 NoFills Specifies the number of partial fills included in this Execution. Not required.
> 1363 FillExecID Unique identifier of execution as assigned by sell-side (broker, exchange, ECN). Must not overlap ExecID(17). Required if NoFills > 0
> 1364 FillPx Price of this partial fill. Conditionally required if NoFills > 0. Refer to LastPx(31)
> 1365 FillQty Quantity (e.g. shares) bought/sold on this partial fill. Required if NoFills > 0

These tags should be sent only when present on the execution received from the TT OC. They are not valid on order messages (D,G).

FillsGrp is not sent for leg fills where NoFills = 1.

MD Trader

Added two additional sizes "Tiny" and "Huge" to MD Trader.

Order Entry

Added support for Market to Limit (MLM) order type on ASX exchange in TT simulation.

Setup App

Newly created accounts will now have their Account Restrictions set to "Deny" rather than "Allow". If restrictions should not apply to this account and its child accounts, set the restrictions to "Allow", or uncheck the "Apply Restrictions" option.

Setup App

Administrators can now schedule SOD files to be uploaded from an FTP site. The scheduled upload supports the same CSV format as the manual upload. See https://library.tradingtechnologies.com/user-setup/TTUS_Company_Data_Uploads_Pos.html for the supported file layout.

Fixes

Market Grid

Introduced shorter names for butterfly and condor spreads when the duration between all the legs is the same (3 months, 6 months, etc.). The new butterfly and condor names will include the first month and the number of months between each leg.