Release Notes

January 2017 - Production Environment

Date Type Component Release Note

01/13/2017

Improvement

Market Grid

Added the ability to launch Spread Matrix from Market Grid via the right click context menu.

01/13/2017

Improvement

Trader Analytics

We've added Trader Analytics to help traders analyze their trading performance for a configurable time range on a comprehensive statistics report. Trader Analytics is the perfect tool for monitoring and improving trader performance.

01/13/2017

Improvement

Autotrader

Added the Client Disconnect Action option to the Autotrader window to allow users to set what action should be taken on an algo when TTW disconnects from the TT system.

01/13/2017

Fix

Excel Linking

Fixed an issue where RTD formulas sometimes did not all refresh upon initially opening the Excel spreadsheet.

01/13/2017

Improvement

Excel Linking

Added an RTD formula that returns a dynamic list of Instrument ID's for which the user has at least one fill.

01/13/2017

Improvement

Fills

Added the ability to confirm fills in the Fills widget. Fills can be confirmed in either Detail or Continuous mode via the right click menu or by clicking a "Confirm" button in an optional "Confirmed' column. Only child fills can be confirmed; synthetic parent fills cannot. Once confirmed, a fill cannot be unconfirmed.

01/13/2017

Improvement

Setup App

In the Setup Product Margin table, added an "-" to indicate that margin is not yet set for a specific product/product type. Accounts that are configured to use product margins will not be able to trade products with a product margin of "-". Existing configured product margins will not be changed, and margins that have not yet been set will be replaced with "-".
When product margin is not set (set to "-") for a product, that product will not be tradable by accounts that are configured to use product margins.

01/13/2017

Improvement

Audit Trail

The CFE has requested that TT add an additional column to the exchange compliance record format. The new column will be named DISPLAY_NAME and will be added after existing columns. The value of DISPLAY_NAME is a human readable contract name. For example, an outright might look like VX Nov16 and a multileg might look like VX Mar17-Nov16 Calendar.

The complete documentation for Exchange Compliance records is available at https://library.tradingtechnologies.com/audit.html. This newly added field is highlighted in the section Extended CFE Format.

01/13/2017

Improvement

Blocktrader

Added ability to change the grid text size in the Blocktrader widget.

01/18/2017

Improvement

Exchanges

CME is merging the existing MSGW: CME FX Futures and MSGW: CME FX Options into a single channel: MSGW: CME Globex FX Futures\Options. As of January 27 the MSGW: CME FX Options channel will no longer be supported by CME, and as of February 10 MSGW: CME FX Futures will no longer be supported by CME. Please contact TT Support for information about how to migrate to the new connection.

01/27/2017

Improvement

Fills

Added the ability to export Summary fills to a .csv file. You can select one or more rows, or select all rows using CTRL+A, and then right click and choose the "Export rows" menu item.

01/27/2017

Improvement

Setup App

The product margins table now shows inactive products. These products are highlighted red, and the new "Active" checkbox is unchecked. This allows administrators to see the product margin that had previously been set for now inactive products.

01/27/2017

Improvement

Setup App

Updated the User Setup application navigation menu. FIX Profiles, FIX Sessions, and Trader ID's have been moved under "More". There is a new section, "Company Settings", which contains Settings, Data Uploads, and Auto Uploads. There is a new section called "Reports" which contains Invitations, Reports, and Logged in Users.

01/27/2017

Improvement

TT Algos

Added a new secondary quantity trigger option to the TT Stop and TT If-Touched synthetic order types to allow users to specify that a certain quantity be breached before triggering.

01/27/2017

Improvement

TT Algos

Added a new With-A-Tick (WAT) option to the TT Bracket, TT OCO, TT Iceberg, TT Time Sliced, and TT Timed synthetic order types to allow users to optionally include logic to monitor the opposite inside market of an order and convert a passive order to an aggressive order when the specified threshold is met.

01/27/2017

Improvement

FIX Services

Added a configuration setting on Order Routing FIX sessions in TTUS to control sending of Staged / Synthetic child order and fill messages. The setting defaults to send all child messages.

01/27/2017

Improvement

Fills

Modification of the TextTT field on fills is now supported in ext-prod-sim.

01/27/2017

Improvement

Options

EEX options products are now available in the Options Chain and Vol Curve Manager. Additionally, options analytics will now use the settlement curve as the autofit curve for markets which do not have active bids and offers on the screen.

01/27/2017

Improvement

Order Book

Added an option in TTUS connection settings, 'Enable unsolicited orders and fills', to enable processing of external orders and fills for an EEX/Eurex Low Frequency ETI session. Once this option is selected, all orders and trades for a membership that originate outside of the TT system will be processed by TT.