Release Notes

May 2018 - Production Environment

Date Type Component Release Note

05/30/2018

Improvements

Performance

Improved client application performance under heavy load in all grid-based widgets, e.g., Order Book, Fills widget, Audit Trail, and Positions widget.

05/30/2018

Improvements

Positions

Enhanced the Position Manager widget with the following improvements:
- You can now clone an existing manual fill or start-of-day (SOD) record to quickly create a new similar record
- Position Manager previews now update both parent and child accounts
- Improved the error messaging when an SOD fails to publish
- Added a tooltip on mouse hover reminding that P/L is invalid when previewing Position Manager changes prior to submission

05/29/2018

Improvements

Strategy Creation

TT now supports strategy creation at Eurex exchange, including all user defined spread types. See documentation for more details on Strategy Creation.

Learn More

05/29/2018

Improvements

Strategy Creation

TT now supports strategy creation for futures spreads and options strategies on all Euronext products.

05/27/2018

Fixes

Exchanges

It targets to fix the missing On The Run Instruments issue for ERIS in Production environment

Known Issues-
1.Time&Sales is incorrect as the Fill side is different in case of Sweep scenarios
2. Last price, last qty and Cumtq are incorrect for muti-level partial/complete fill

05/25/2018

Fixes

Autospreader

Fixed an issue where stale Autospreader orders could not be removed from the Order Book or Monitor.

05/25/2018

Fixes

Orders

Fixed an issue on CME where the SGX Member Code was not being sent in the execution report.

05/25/2018

Improvements

General

Improved stability and performance for instrument data download in the position components in Prod-Live environments.

05/23/2018

Improvements

Fills

To improve performance of the fill download process, the fills download file is now compressed to zip format.

05/18/2018

Improvements

FIX Services

Added (10) new FIX tags for EchoDC_01 - EchoDC_10 as follows:

Name: EchoDC_01 -EchoDC_10
Description: Customer-defined text fields not sent to exchange, not displayed in GUI, not configurable in TTUS. Available only to FIX client applications, i.e. the EchoDC_xx tags will not be present .
FIX Tags: 16601 - 16610
Type: string; Required: No; Used in: 35=D/F/G/8/9

05/18/2018

Fixes

Exchanges

Fixed an issue where the legs of a partially filled spread were shown as fully filled. This impacts SGX, OSE and HKEX.

05/18/2018

Fixes

FIX Services

Fixed an issue in the FIX Security Information server where a deadlock could occur while processing shutdown.

05/18/2018

Fixes

Orders

In order to prevent delays on the first orders of the day, a configuration setting was added to the 7x FIX Bridge Order Connector to download all instruments on startup for specific markets.

05/18/2018

Improvements

Setup App

Updated the reports (accessed from the Reports Left-Navigation pane) as follows:
* Added a "Users, Accounts and Connections" report that lists users, accounts and their connection settings

05/18/2018

Improvements

General

Optimized messaging to improve performance of the fill download process.

05/18/2018

Improvements

FIX Services

On execution reports for orders that expired at the exchange, ExecType will now be set to 150=4 (CANCELLED) vs. the previous value of 150=C (EXPIRED).

05/18/2018

Improvements

FIX Services

Fixed an issue where the TT native implied prices line handler was incorrectly handling settlements.

05/18/2018

Improvements

FIX Services

Fixed an issue for markets delivered via 7x FIX Bridge where the exchange error text in tag 58 on a rejected order was not passed correctly from 7x to TT.

05/18/2018

Improvements

FIX Services

FIX Drop Copy will now pass through the <FillsGrp> component block on Execution Report messages whenever NoFills (FIX tag 1362) is greater than zero.

05/18/2018

Improvements

FIX Services

Add new FIX tags for TextC and TransactTimeRecvOC as follows:

Tag: 16559
Name: TextC
Description: Customer-defined text field not sent to exchange,
Type: string; Required: No; Used in: 35=D/F/G/8/9

Tag: 16561
Name: TransactTimeRecvOC
Description: Time in UTC that an exchange execution report message was received by the TT order connector application.
Type: UTCTimestamp; Required: No;Used in: 35=8 only

05/18/2018

Improvements

General

Improved connect and disconnect messaging in the order book service. No impact on the end users.
Added additional optional field in the parent order download request in order book service to accommodate algo recovery process.

05/18/2018

Fixes

Orders

Fixed an issue with quantity display for products traded over Third-party algo provider connections that include the MX and ASX markets.

05/18/2018

Improvements

FIX Services

FIX Clients are now able to override the exchange Operator ID configured in Setup by providing FIX Tag 50 on order messsages.

05/18/2018

Improvements

ADL

Added a Position Risk Block to ADL. It can be used to set a limit on a per-instrument / per-account / per-side position.

Learn More

05/17/2018

Fixes

FIX Services

Fixed an issue in the FIX Order Routing server where a deadlock could occur while processing certain updates from TT User Setup.

05/16/2018

Improvements

Autospreader

We now notify you regarding potential issues with the definition of an Autospreader spread, such as expired leg instruments, using an outdated rule, or an Aggregator leg that is not the latest version.

05/16/2018

Improvements

Algo Dashboard

You can now open multiple instances of the Algo Dashboard widget.

05/16/2018

Improvements

Aggregator

Aggregator instruments now display the Net Position of the underlying leg instruments in the MD Trader and Market Grid.

05/15/2018

Improvements

Algo Dashboard

The user variable columns in Algo Dashboard are now left aligned to make it easier to see the values in all cells when some cells contain very long strings.

05/14/2018

Improvements

Order Entry

For contracts on the Montreal (MX) exchange, you can now enter Minimum Volume orders, which are limit orders with an added parameter of the minimum amount of quantity that must execute immediately at that price (or better) or the order will be rejected. If the minimum qty can be filled but the total qty of the order is larger than what is immediately available, the balance of the order qty will be added to the exch book at that price.

05/11/2018

Fixes

FIX Services

For OSE orders, when OrderCapacity (tag 528) is present on the FIX order message, the account type sent on the order to OSE will be derived as follows:
-- If OrderCapacity is equals to 'P' or 'R', account type will be set to 'House';
-- If OrderCapacity is a valid tag 528 value other than 'P' or 'R', account type will be set to 'Client';
-- if OrderCapacity is not present on the FIX message, the account type configured in TT User Setup for the account named in tag 1 will be used.

05/11/2018

Improvements

Setup App

Updated the reports (accessed from the Reports Left-Navigation pane) as follows:
* Added additional information in the “User Settings” report so users can see who created the record, the last user to amend the record, user sponsorship status, and whether the user is directly billed.

05/11/2018

Improvements

Exchanges

The following Equity Index Options will be included in the T+1 Session for trading on May 14. A Trading Halt Mechanism is being introduced for these products. Please refer to TT Documentation for more details on Trading Halt Mechanism functionality.

Product (Symbol)
Hang Seng Index Options (HSI)
Hang Seng China Enterprise Index Options (HHI)
Mini-Hang Seng Index Options (MHI)

Learn More

05/11/2018

Fixes

Orders

Bug fixes and enhancements during scheduled maintenance for the following exchanges:
CME
ICE
ICE_L
EEX

05/11/2018

Improvements

FIX Services

The FIX Order Routing now supports routing orders on accounts tied to Managed Users assigned to the FIX OR session.

For example:
Company A creates a fix session, FIXOR, an account, A_Account, and a managed (non-employee) User, X_Managed, then assigns A_Account to that user and assigns X_Managed to the FIXOR session.

Company A separately assigns A_Account to Company A user, A_Unmanaged, who is not a managed user (company employee).

A FIX client logged in to the FIXOR session is now able to enter New(D), Change(G) and Cancel(F) orders and receive Execution Reports(8) where account tag 1=A_Managed and OnBehalfOfSubID tag 116=X_Managed.

05/11/2018

Improvements

FIX Services

Modified the internal security definition update process to eliminate potential crashes in FIX Services.

05/11/2018

Improvements

Market Data

Improved instrument download performance for Implieds server.

05/11/2018

Fixes

Market Data

Fixed an implied pricing issue that could cause estimated position-in-queue to be off.

05/11/2018

Improvements

General

Upgraded risk services with minor bug fixes. Risk algorithms have not been impacted.

05/11/2018

Fixes

Orders

Fixed an issue where the ICE Client ID qualifier was not correct in the Execution Report.

05/10/2018

Improvements

Order Entry

Updated order entry logic as the first step towards releasing the feature to upload orders from csv files in the near future.

05/08/2018

Improvements

Fills

The Fills widget has gained additional functionality with the release of the new Orders and Fills (OFW) widget. "By Order (Summary)" is a new Fills mode which nests child order fills for synthetic orders. It's essentially "By Order" mode but with special handling for synthetic orders, where the child orders and fills roll-up underneath the parent row.

Learn More

05/08/2018

Improvements

Order Book

The Order Book has gained additional functionality with the release of the new Orders and Fills (OFW) widget:

(1) Three quick filter buttons display subsets of your orders:
- "Working" displays working orders and partially filled orders
- "Filled" displays fully filled orders
- "All" displays both groups described above.

(2) A new “Include orders from previous sessions” setting, which applies to filled orders only, replaces the previous setting of "Include filled orders". Off by default, this setting shows today’s activity so the "Filled" and "All" buttons include orders filled in the current session. Enable this setting to pull in filled orders from prior sessions into your Order Book.

Learn More

05/08/2018

Improvements

Orders

We’ve added a new member to the TT widget family -- the Orders and Fills widget, aka the OFW. The OFW helps you view the full life-cycle of an order in one place, from the initial placement, as it partially fills and then fully fills. No need to jump between three different widgets. All three pieces are pre-packaged into one stand alone widget. Selections made in the upper Order Book pane drive the data displayed in the Fills pane and Positions pane sections of the OFW widget.

Learn More

05/06/2018

Improvements

ADL

Enhanced algo sharing functionality such that it is no longer necessary to share an algo with read permissions when the user with whom you share has "Requires Permission to Run Own Algos" enabled.

05/06/2018

Fixes

ADL

Fixed an issue which resulted in the inability to save large ADL algos.

05/06/2018

Improvements

ADL

Enhancing algo sharing so that non-administrators can share ADL algos with other users.

05/04/2018

Improvements

Audit Trail

Added support for MiFID II to CME. While not sent to the exchange, if populated in User Setup, these fields will appear in exchange transaction logs.

05/04/2018

Improvements

Exchanges

The Japan Exchange Group (JPX) has released a new API kit. While the new features (mass quote message, market maker admin type and Trade Guard enhancements) are not supported on the TT® platform, we must support the API kit. This has been available via the OSE_Dev market in production, but this weekend it will be available in the OSE market as well.

05/04/2018

Fixes

FIX Services

Fixed an issue that could cause FIX Adapter to deadlock under certain conditions.

05/04/2018

Fixes

Market Data

Bug fixes and enhancements during scheduled maintenance.

05/04/2018

Improvements

Setup App

Updated messaging service between Setup and application that is used to display positions. There have been no changes to the position calculation algorithm.

05/04/2018

Improvements

Setup App

Improved performance by streamlining messages between components when users/accounts are updated.

05/04/2018

Improvements

Setup App

Setup administrators can now enable SCORE permissions for users. Checking the "SCORE Admin" checkbox will give SCORE users access to all accounts in the company. Checking the "SCORE Account Admin" checkbox will give SCORE users access to only accounts they have been assigned.

05/04/2018

Fixes

Orders

Bug fixes and enhancements during scheduled maintenance for all exchanges with the exception of:
CME
ICE
ICE_L
EEX

05/04/2018

Improvements

TT Rest API

Added an endpoint to allow users to request a list of their working orders.

Learn More

05/04/2018

Improvements

TT Rest API

Added a new endpoint to allow users to request currency exchange rates.

Learn More

05/04/2018

Improvements

Audit Trail

Added support for MiFID II to the ASX, SGX, and OSE markets, While not sent to the exchange, if populated in User Setup, these fields will appear in exchange transaction logs.

05/04/2018

Fixes

Fills

Fixed an issue where order status (tag 39) was not included on the execution report resulting from certain Position Transfer actions.

05/04/2018

Improvements

Options

In order to improve performance for users, message size for options analytics has been compressed. This will allow for shorter initialization time for options widgets and for workspaces in general. Enhanced logging has also been added, providing greater detail for troubleshooting when users submit support tickets.

05/04/2018

Improvements

Fills

Execution reports generated by Position Transfer now include any TextA, TextB or TextTT that were present on the order message

05/04/2018

Improvements

FIX Services

FIX Market Data now has a dedicated tab in Setup for enablement of exchange market data. Click the link below for more detail.

Learn More

05/03/2018

Improvements

Aggregator

We now notify you (prior to saving) when you update the definition of an Aggregator synthetic instrument that you are also using as a leg in an Autospreader spread.

05/03/2018

Improvements

General

Improved the performance of grid based widgets, e.g., Market Grid, Order Book, etc., to make them re-paint more efficiently when scrolled and moved.