Release Notes

May 2017 - Production Environment

Date Type Component Release Note

05/24/2017

Improvements

Options

TT has introduced a new Options Risk widget to help traders manage their options positions. The Options Risk widget provides P/L, Mark to Theo and Greeks at the instrument, expiration and global levels. Options Risk also allows the user to view scenario-based risk by applying theoretical or "what if" adjustments to the underlying price and or global volatility.

05/21/2017

Improvements

Market Data

Added ability to view detailed depth in Market Grid for additional CME products on the exchange's Market By Order (MBO) price feed. This group of products include Globex Equity Futures like E-mini S&P 500 (ES), S&P 500 (SP), E-mini NASDAQ 100 (NQ), E-mini S&P MidCap 400 (EMD), Nikkei/Yen (NIY), Nikkei/USD (NKD). CME Interest Rate Futures like Eurodollar (GE), 1 Month Eurodollar (GLB) are also supported now. For more details about key MBO dates, please refer to the CME schedule by clicking "Learn More."

Learn More

05/14/2017

Improvements

Market Data

Added ability to view detailed depth in Market Grid for additional CME products on the exchange's Market By Order (MBO) price feed. This group of products include Globex FX futures like Euro FX (6E), British Pound (6B), Canadian Dollar (6C), Japanese Yen (6J). CME Commodity futures like Dry Whey (DY), Butter (CB), Milk (DC) are also supported now. For more details about key MBO dates, please refer to the CME schedule by clicking "Learn More."

Learn More

05/12/2017

Improvements

TT Order Types

Added the ability for a TT Bracket order to drive a TT OCO order with a TT Stop order as one of its legs.

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05/12/2017

Improvements

Blocktrader

Added a new Blocktrader (BETA) widget that provides a redesigned layout for reporting OTC transactions. The new widget is available in parallel with the existing Blocktrader widget for ease of transition to the new widget, and will eventually replace the existing Blocktrader.

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05/12/2017

Fixes

Autospreader Rules

Updated the rule logic to fix an issue where the "Liquidity Based Payup Tick" rule would sometimes cross a price with greater liquidity than the specified "QtyThreshold" parameter. Users should update all spread configs that have this rule applied to the new version.

05/12/2017

Improvements

General

Added a Help widget that is accessed from a "?" (question mark) icon button on the top of each widget.

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05/12/2017

Improvements

Blocktrader

Added the ability to send contracts to the new Blocktrader (BETA) widget from Market Grid and Options Chain.

05/12/2017

Improvements

FIX Services

FIX tag <6>, AvgPx, is now supported in TradeCaptureReport (AE) messages.

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05/12/2017

Improvements

General

Added a new “Account List” widget that allows single click selection of an account to seed and filter associated widgets.

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05/12/2017

Improvements

Blocktrader

Added the ability with the new Blocktrader (BETA) widget to submit Block trades in the Simulation environment for demo purposes. These trades are simply acknowledged by the TT Sim server -- the actual OTC messages are not sent to an exchange.

05/10/2017

Improvements

Charts

Added ability to show connections between opening and closing trades with Group By Position under Show Fills in Chart Settings.

05/09/2017

Improvements

General

Price columns in grids now truncate from the left as you resize the column narrower. This ensures that the most trading meaningful digits of the price are always visible. This behavior is most apparent in MD Trader, but applies to all grid-based widgets, such as Market Grid, Order Book, Fills widget and Audit Trail.

05/09/2017

Improvements

MD Trader

Added the ability to resize the width of the MD Trader order control panel (the left hand side pane).

05/05/2017

Improvements

Exchanges

Added support for indicative settlements on CME. Preliminary settlements will now be published in the Indicative Settlement ("IndSettle") column in Market Grid and the values will be copied to the Settlement ("Settle") column when the product closes. When the exchange publishes the final settlements, the Settle column will update with the final settlement.