Release Notes

December 2017 - Production Environment

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Date Type Component Release Note

12/23/2017

Improvements

12/29/2017

Improvements

Order Entry

Order entry widgets, e.g., Order Ticket and MD Trader, no longer pre-populate certain fields that are set as defaults in TT User Setup. These fields include: Text A, Text B, Text TT, Account Type, and Give up. These fields will now appear as blank, and if no value is entered by the user, the TT order gateway will fill in the correct data when the order is submitted.

12/29/2017

Improvements

Settings

Added optional compliance fields on Order Ticket and MD Trader for MiFID 2 reporting during order entry. These fields can be enabled by a checkbox setting on the global preferences > orders page. When enabled, three text edit boxes appear for entering the Investment Decision ID, Execution Decision ID and Client ID, along with a dropdown control for Commodity Derivative Indicator (aka CDI).

12/29/2017

Improvements

Algos

Added the ability to require that users receive approval for using algos. This includes a workflow for users to submit algos for approval as well as for administrators to grant approval for their use.

Learn More

12/24/2017

Improvements

Autospreader

Users now have the ability to abandon Autospreader child orders by using the 'Delete Parent' option from the Floating Order Book. Users can choose to abandon a single order, all quote orders on a specific leg or quote orders for all legs. By deleting the parent order, Autospreader will no longer manage the child order or send hedge orders if the abandoned child order is filled. More information can be found at the link below.

Learn More

12/23/2017

Improvements

FIX Services

Timestamps for FIX tag 60 will now be sent to microsecond precision always.

For example:
current timestamp of: 60=20170509-22:34:56.881 (millisecond precision)
will be represented as: 60=20170509-22:34:56.881321 (microsecond precision)

Customers desiring millisecond precision may apply a FIX rule in a FIX profile to truncate the microseconds portion of the timestamp.

12/23/2017

Improvements

FIX Services

Added support for new MiFID II compliance tags on FIX order and execution report messages. For further details on FIX tag additions and modifications related to MiFID II, click "Learn More" below.

Learn More

12/23/2017

Improvements

FIX Services

Support new FIX Tag Rule Type, "TrimTimestamp" on FIX Profiles. When enabled for for tag 60, the timestamp value will revert from microsecond to millisecond precision.

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12/23/2017

Improvements

FIX Services

Support new FIX Tag Rule Type, "TrimTimestamp" on FIX Profiles. When enabled for for tag 60, the timestamp value will revert from microsecond to millisecond precision.

12/20/2017

Improvements

FIX Services

In the EventTypes repeating group, FIX tag 865, 'EventType' now supports 865=6, Last Trading Date (LTD), and 865=5, Expiry Date in the Security Definition (35=d) message.

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12/19/2017

Improvements

Exchanges

Updated ICE volume (Vol) to not include OTC trade volume.

12/18/2017

Improvements

Order Book

Added Original Date/Time columns to the Order Book.

12/18/2017

Improvements

General

Upgraded TT Desktop to utilize OpenFin version 8. This version resolves several bugs related to the black/white screens.

12/15/2017

Improvements

Setup App

To support optional algo permissioning, Setup has added a new tab, "Algos" to the left navigation pane. Only algos that users submit for approval will appear in this section, and can only be approved by users with "Algo Approver" permissions. This feature will be supported once algo permissioning is released. At that point, administrators will be able to require algos to be approved before being able to be run.

As part of this enhancement, there are also a new checkbox under User->Settings. The "Algo Approver" checkbox allows users to see the name of all algos that have been submitted for approval, and provides the option to "Approve" or "Unapprove" each algo. By default users with "Admin" Setup permission will have the option checked, but the permission can be revoked or granted to other users in Setup as well.

Learn More

12/15/2017

Improvements

Setup App

Added support for Order Tag Defaults to allow user overrides on exchange-specific user or account fields. Users can configure unique values that can be applied to orders and include settings that key off of profile, algo type, account, user, exchange, product group, product type and product.

Learn More

12/15/2017

Improvements

Orders

Added MiFID columns to the Order Book, Fills widget and Audit Trail.

12/13/2017

Improvements

MD Trader

Added the ability to assign algo templates to order type buttons in MD Trader. Clicking a button assigned to a template will set the template for the algo order and will not display the parameter flyout. For more information on how to configure order type buttons in MD Trader, click "Learn More" below.

Learn More

12/12/2017

Fixes

Time & Sales

Fixed an issue that prevented filtering the Type column in Time and Sales on "Leg" trades.

12/11/2017

Fixes

Performance

Addressed an issue where the price listed in the LTP column lagged behind the price in the Time and Sales widget.

12/11/2017

Improvements

Order Book

Added the ability to filter the Order Book on the "SynthStatus" column.

12/11/2017

Fixes

Charts

When a leg trade is reported by the exchange it should not be included in the chart. This change filters leg trades from being displayed on the chart.

12/11/2017

Improvements

General

When saving workspaces, the TTW/TTD client now compresses the workspace before sending to the backend to reduce the file transfer size on the network. This will improve times for both saving workspaces and opening them.

12/09/2017

Improvements

General

Columns for Mifid2 fields are now available as part of ICE compliance audit trails.

Learn More

12/08/2017

Fixes

Orders

Fixed an issue that could allow new orders to incorrectly be internally matched when not placed at the best inside market price.

12/08/2017

Fixes

Time & Sales

Fixed an issue that could produce incorrect price displays in Time & Sales.

12/03/2017

Improvements

Algos

Added the ability to apply OMA algos to TT Order Types; specifically TT Stops can now be managed as part of the OCO OMA.

12/01/2017

Improvements

Exchanges

Upgrade to support the Eurex and EEX T7 6.0 upgrade on December 4, 2017.

This release supports the addition of required tags for MiFID II Compliance. For details on new and required fields by exchange, please refer to the MiFID II Order Fields by Exchange guide by clicking "Learn More" below.

Prior to January 3, default values will be sent on order entry unless configured by the user. For information on default values, see the link below.

Learn More