Release Notes

February 2018 - Production Environment

Date Type Component Release Note

02/28/2018

Fixes

Algos

Fixed an issue where the "Co-location" drop down control was not always seeded as part of launching algo orders. Note, this fix also enforces that a co-location value must always be set (cannot be blank) when launching an algo.

02/28/2018

Improvements

General

Added support for fractional, decimal based quantities in preparation for trading digital currencies such as Bitcoin. Included as part of this change is new behavior in the order quantity control for handling invalid quantity values. The order qty edit box will now change to a light red background color if the qty is invalid, e.g., for blank values or values that exceed your maximum qty. Mouse hover over an invalid qty will display a tool tip with information such as the value of your max qty.

02/27/2018

Improvements

Performance

The left hand order entry panel of MD Trader no longer displays a vertical scrollbar by default when the height of the widget is resized smaller. The order entry panel can be moved up/down with the mouse scroll wheel.

02/27/2018

Improvements

Time & Sales

Added the ability to filter in the Time & Sales widget on products, prices, quantities and dates/times.

02/26/2018

Improvements

Exchanges

Added support for the Osaka Securities Exchange (OSE). Customers wanting access to this exchange must have pre-approval from the Japan Exchange Group and schedule order routing conformance with the exchange.

Learn More

02/26/2018

Improvements

Setup App

Added support to enable/disable advanced options support. Checking the "Advanced Options package" checkbox under Users->Profile tab will provide premium Options features. Full support for this feature will be rolled out shortly.

02/26/2018

Improvements

MD Trader

Added the display of indicative bid and ask to MD Trader during pre-open, as a yellow border around the bid/ask price cells when published by the exchange.

02/25/2018

Fixes

Market Grid

Fixed an issue where some legs of Options Strategies were named with a one-digit strike price. To prevent this, Options Strategies will revert to being named with the raw strike price.

02/23/2018

Improvements

Exchanges

On February 25, CFE will migrate to the Bats platform. Information from the exchange on this initiative may be found on the CFE Integration website:

https://batsintegration.cboe.com/cfe

For information from TT on this migration, including details on configuring order connections, risk, etc., click "Learn More" below to see the TT/CFE Bats Migration website.

Learn More

02/23/2018

Improvements

Performance

Improved the performance of processing multiple simultaneous order messages. A side benefit of this work allows applying multiple OMA algos as a single batch.

02/23/2018

Improvements

Audit Trail

MIFID II / Order Default Fields that are overideable from TTW will now be echoed back in the audit trail when running in the SIM environment.

02/22/2018

Improvements

Market Grid

Added support in Market Grid for detailed depth on CFE.

02/22/2018

Improvements

Positions

Added new columns to the Positions widget for "WrkBuy", "WrkSell", "BalanceUsed %", "BalanceType", "SOD Price", "SOD PriceType", "Auto Liq %", "Curr Liq %", "Bal to Liq".

02/21/2018

Improvements

Fills

Added the "ClOrderID" column for fill download requests.

02/16/2018

Fixes

FIX Services

Corrected an issue that will allow FIX Market Data subscriptions to persist through a Price Server restart.

02/16/2018

Fixes

FIX Services

Corrected an issue where SSE Algo and ADL Orders routed via the FIX Order Routing service were not returning tags 11 and 41 on Execution Report messages.

02/16/2018

Fixes

FIX Services

D, G & F messages on TT FIX Drop Copy with Compliance Feed enabled will now show the original FIX client values if the order was routed via FIX.

02/16/2018

Fixes

FIX Services

Cancel/Replace (35=G) messages on TT FIX Drop Copy with Compliance Feed enabled now include tag 54. Compliance Feed Cancel (35=F) messages do not include include tags 54, 38 or 44 since these tags are not included in TT's FIX spec for this message type.

02/16/2018

Improvements

FIX Services

Created stand-alone tags for Text A, Text B params in StrategyParametersGrp:

<field number='16556' name='TextA' type='STRING' />
<field number='16557' name='TextB' type='STRING' />

Tags are valid only for 35=D, G messages. A new version of TT-FIX4.2.XML is available on the FIX Service Help site.

This does not change behavior of FIX Drop Copy; ExecutionReports continue to echo back values in the StrategyParametersGrp repeating group. FIX clients wanting to see the stand-alone tag in ER's will need to do so via FIX profile rule.

02/09/2018

Fixes

FIX Services

FIxed an issue where TT FIX drop copy was not sending ASX TradeDate in exchange local time.

02/09/2018

Improvements

Fills

Added a global preference on the Fills page to allow more than 5,000 fills. Note that if you elect to remove the current restriction, an extreme numbers of fills could negatively impact memory usage and degrade application performance.

02/08/2018

Improvements

General

Renamed the "Ind Open" column to "Ind Prc" in Market Grid.This column also displays Indicative Close as well as the equilibrium price during Auction and Circuit Breaker states. The prior name of "Ind Open" was not really accurate.