Release Notes

October 2017 - Production Environment

Date Type Component Release Note

10/31/2017

Improvements

Aggregator

Added the ability to specify accounts per leg for Aggregator orders.

10/31/2017

Improvements

General

You can now rename widgets and apply custom names via a right click context menu on the widget titlebar. As part of this change, group widgets by default now display more information in the title about the contents of the group widget.

10/30/2017

Improvements

Autospreader

Users now have the option to leave Autospreader orders workings on an "ungraceful" disconnect. Quote and hedge orders will continue to be managed by the Autospreader engine. The default behavior of canceling Autospreader orders after such an event will remain. Users can update the default behavior in global preferences under the 'Algos & Autospreader' section.

10/30/2017

Improvements

Order Book

Added a column in the Order Book to view Position In Queue (PIQ). Currently supported in Simulation only. Live support is coming later in November.

10/28/2017

Improvements

General

ICE's Audit Trail specification (link below) shows a column in their sample with headings FIX Tag/ICE Field Name/Description. This column had been included in the reports produced by TT, but it will be removed as requested by the exchange.

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10/28/2017

Improvements

General

A new column, IP Address, is being added to the TT format. Please refer to the link below for more details.

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10/28/2017

Improvements

General

The CME Audit Trail format for Message Type requires this field to be tag 35 and tag 39. Originally these were required to be separated by a forward slash ("/"). For every message from the exchange values like 8/0, 8/5, etc were created. However, almost all spreadsheet programs treat such data as dates and substitute values like "August 5".

The CME updated their documentation to allow a backslash ("\") to also be a valid separator. The backslash makes this data much more readable. When the TT platform was originally certified with the CME the backslash was not an option. Continued customer confusion with spreadsheet auto-formatting necessitates switching to the backslash.

More details about the CME's Audit Trail Requirements can be found at the link below.

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10/24/2017

Improvements

Positions

Improved the LTP Waterfall logic used to calculate P/L in the Positions widget to place more importance on LTP in scenarios when various price types are missing.

10/24/2017

Improvements

RTD

Added an RTD property for "IndSettle" aka Indicative Settle.

10/24/2017

Improvements

Options

TT has introduced the Options Risk Matrix widget to enhance risk management capabilities for options users. Use the Risk Matrix to view P/L, Greeks and risk metrics over any number of user-defined scenarios, all in one view.

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10/24/2017

Improvements

Settings

Added the ability to display prices in "classic" format, similar to how they are displayed in 7.x X_TRADER.

10/24/2017

Improvements

Settings

In global Preferences, the Account rules have been merged into the Orders rules, with the "Account" field added as a column in the Orders rule definition table. This allows you to define "best match" rules that can seed desired Account and order parameters in one place without the need to go to two separate tables.

10/24/2017

Improvements

Autospreader

Autospreader now supports Sniper functionality as an order routing option. Sniper allows users to work spread orders without quoting a leg. Autospreader will monitor the synthetic market and simultaneously submit hedge orders across all legs when the spread price becomes available.
The 'Active Quoting' configuration parameter is ignored when the spread order is submitted in Sniper mode. Both Pre-Hedge and Post-Hedge rules are applied to Sniper hedge orders.

10/20/2017

Fixes

Autospreader

Fixed an issue where an algo would fail when a change to an Autospreader order was rejected.

10/20/2017

Improvements

Positions

The position reset for the ICE_L exchanged has been moved back from 0:00:00 London to 23:30 London to better match ICE product trading times.

10/13/2017

Improvements

Autospreader

Autospreader synthetic fill handling was improved for scenarios when the spread order is canceled and there are outstanding hedge orders.

10/13/2017

Improvements

Autospreader

Autospreader now updates the 'CurrentUser' field on the parent and child orders when a new user takes control of a spread order submitted by another user.

10/13/2017

Fixes

Autospreader

Fixed an issue with Autospreader orders using the Order Cross Prevention option 'Position Transfer (if resting order is best bid/offer)' when the cross occurs beyond the inside market.

10/12/2017

Improvements

Fills

You can now save the Fill Alerts widget view style, e.g., Detail, Summary, By Order or Continuous, as the default to be used whenever Fill Alerts is launched.

10/12/2017

Improvements

MD Trader

You can now reset and restore VAP on an MD Trader by double-clicking on the VAP area or by pressing a hotkey. The default key combination is Shift + R.

10/07/2017

Improvements

General

SHA256 checksum files will be available to validate file integrity of the audit trail reports.

Each zip file will be accompanied by a checksum file that can be used to ensure integrity of the zip file after downloading from the EFT server. The checksum file will be named like [market]_tt_[company_identifier]_YYYY_MM_DD.zip.sha256sum.txt (e.g., cme_tt_98_2017_12_19.zip.sha256sum.txt). The checksum file will use linux style line endings, conversion to Windows style may be necessary if validation is happening on Windows or other non-linux platforms.

The first line of the checksum file will be the SHA256 hash of the zip file computed at its creation. The second line of the checksum file will contain the name of the zip file for which the checksum was computed. To validate the zip file, compute the SHA256 hash after downloading the zip file (there are free utilities on most platforms). The value computed should match the value in the first line of the checksum file.

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10/06/2017

Improvements

Setup App

Added a new company setting that displays the exchanges available to the company

10/06/2017

Improvements

Setup App

Setup now allows companies with Privates Lines to enable private line access for TT. Administrators can choose the specific lines that apply to their firm, as well as the order of precedence, or they can choose all available Private Lines. For information about private lines, please contact TT Support.

10/05/2017

Improvements

MD Trader

Improved the display of working orders in MD Trader when there are both buys and sells at the same price level.

10/05/2017

Improvements

MD Trader

Added the ability to manually "reset" the MD Trader VAP display on demand during the trading session.

10/03/2017

Improvements

Orders

You can now submit changes to an order in the floating order book (FOB) by pressing the <Enter> key. Previously, FOB order modifications were only able to be submitted by clicking the green check mark "change" button.

10/03/2017

Improvements

Fills

Added the ability to filter Position Transfer fills in the Manual Fills column of the Fills widget and Audit Trail.