Release Notes

July 2018 - Production Environment

Date Type Component Release Note

07/30/2018

Improvements

Performance

Improved the TTW/TTD client application performance of downloading and managing account data and account updates from TT User Setup. Included is an improvement to the filtering of accounts and users when creating a manual fill in the Positions Manager widget. Now when creating a manual fill, the dropdown lists of Accounts and Users are integrated to filter each other for faster selection, e.g., only show the users assigned to a selected account, or only show the accounts available for a selected user

07/27/2018

Improvements

Order Entry

Exposed the "Open/Close" toggle button for use when submitting orders for the CurveGlobal market, and for the upcoming LSE and IDEM markets.

07/27/2018

Improvements

Order Entry

Added the Limit If Touched order type for the CurveGlobal market, and for the upcoming LSE and IDEM markets.

07/27/2018

Improvements

Autospreader Rules

New shared Autospreader Rules: (TT) Minimum Increment Quote and (TT) Minimum Increment Hedge. When these rules are applied to a spread config, Autospreader will round the quote/hedge order quantity down to the nearest multiple of the user-defined 'minIncrement' value. This rules are needed on contracts that have a round lot value to guarantee Autospreader submits valid quantities.

07/27/2018

Fixes

Orders

Fixed an issue where traders on the ICE market, who shared an account but not a routing trader ID, were unable to amend each other's orders. This was due to the Order Connector updating the Originating Trader ID. This ID is no longer updated on cancel/replace orders (Authorized Trader and Routing Trader IDs are still correctly updated).

07/27/2018

Fixes

Setup App

Fixed an issue where inter-product strategy limits could not be configured correctly.

07/27/2018

Improvements

Setup App

Added a new field "Self Trade Prevention Key" to the Account->Exchanges->SGX->Exchange Properties tab. Administrators can choose to prevent self trades for SGX by configuring this field. This field is supported in UAT with the SR4 conformance release. It will be released to production with the SR4 production release.

07/27/2018

Improvements

General

Added support for the CurveGlobal market. Customers who intend to access this exchange must have pre-approval from LSE/CurveGlobal prior to enabling this market.

Learn More

07/26/2018

Improvements

Options

Grouping Account List with Options Chain will reflect in all columns for positions and working orders in the Chain. Only the positions and working orders for the selected account will display in the Chain.

07/26/2018

Improvements

Options

Launching a linked Chart from the underlying future contract in an Options Chain will display a Chart for the underlying instrument. If Options Chain contains more than one tab the instrument displayed in the Chart will update when switching tabs.

07/26/2018

Improvements

Options

For Advanced Options users, the theoretical value of an option or strategy is displayed in the Price column of MD Trader as a laser line.

07/25/2018

Improvements

MD Trader

The MD Trader working order cell now displays the disclosed quantity value for TT Iceberg orders consistent with the display for native Iceberg orders.

07/25/2018

Improvements

Strategy Creation

The Strategy Creation widget can now be used as part of a grouped widget. When grouped with Market Grid, Strategy Creation can be used to display the individual legs of an existing strategy. When grouped with Options Chain, Strategy Creation can be used to more clearly facilitate strategy building and RFQs.

07/24/2018

Improvements

Options

For Advanced Options users, Fills widget now contains additional columns for options-specific data. For each fill in an option, Fills will now display the implied volatility (IV), Delta and price of the underlying instrument (Und Px) at the time of the fill, as well as the total Vega of the trade.

07/24/2018

Fixes

Options

Theoretical values now display properly for all daily and weekly strategies in RFQ Viewer and Market Grid.

07/23/2018

Improvements

Positions

Added the ability to enter manual fills and start-of-day (SOD) records at off-tick prices in the Position Manager. Note: off-tick prices cannot be entered for instruments that tick in fractions (displayed with an apostrophe), e.g., ZB Sep18 with a price of 145'23.

07/20/2018

Fixes

Fills

Corrected the SGX MIC Code from XSES to XSIM.

07/20/2018

Improvements

Algo Dashboard

When launching an Order Management Algo (OMA), Algo Dashboard now automatically seeds the co-location value based on the market of the underlying child order(s).

07/20/2018

Improvements

General

We have made it easier to drag tabs to new positions within a widget without having them unexpectedly "pop out" during the dragging process. You can still "pop out" a tab by right clicking on the tab and selecting "Break-out tab" from the context menu item. Note: On the Orders and Fills widget (OFW) and on custom group widgets (which have tabs exposed on the entire group), once you break out a tab you cannot re-attach the tab to the original group widget.

07/20/2018

Improvements

General

A new column has been added to the end of the ICE Audit Trail Compliance report that is generated daily and placed on the EFT server. The new column is MessageType and contains the FIX Message Type for each message.

For documentation on the Compliance Audit Trail click the link below:

Learn More

07/20/2018

Improvements

Autospreader

Autospreader now supports options for converting quote orders to hedge orders. Depending on execution needs, a user can choose to guarantee no overfills or reduce the chance of overfills while improving hedge performance. See link for more details...

Learn More

07/19/2018

Improvements

Order Entry

You can now use Order Profiles rules to seed the "DispQty" field for native Iceberg orders in Order Ticket and MD Trader even if the main order quantity is zero.

07/18/2018

Improvements

Options

For Advanced Options users, Expiration Manager permission is restricted. Users must have permission to update positions (configured in Setup) in order to expire options. Without permission, Advanced Options users will not be able to expire options, but they will still be able to view the Expiration Manager widget.

07/18/2018

Improvements

Orders

The Order Profiles widget now has additional fields to further define the values set by order profile rules. In addition to new fields for MiFID II compliance, the new fields also include Account Type, TakeUp, ClearingFirm (for Block trades) and fields to define staged orders and associated execution instructions. You can show/hide the visible columns via the right click context menu.

07/17/2018

Fixes

Options

Fixed an issue where strategies sent from RFQ Viewer to another widget could cause the new widget to close unexpectedly.

07/17/2018

Improvements

TT Algos

TT’s shared algos include a set of automated order entry strategies that allow users to quote a market based on a set of input parameters. The different strategies allow users various ways to specify the base price for the quoting orders. Users can customize the quoting behavior, specify an action taken after a fill occurs, and can control the risk parameters per instance.

Learn More

07/13/2018

Improvements

Setup App

Setup administrators can now configure Cancel on Disconnect on ASX per order type by checking the 'Cancel Day Orders on Disconnect', 'Cancel GTC Orders on Disconnect' or 'Cancel GTD Orders on Disconnect' checkboxes under the Connections tab. These checkboxes are unchecked by default.

07/13/2018

Fixes

FIX Services

Updated documentation to make both tags 17 & 54 Conditional with "Condition: Sent unless an Order Status Request (H) message returns no orders".

07/13/2018

Fixes

FIX Services

Corrected an issue where custom ADL parameters for prices annd quantities submitted on FIX orders were not recognized by the Algo server.

07/13/2018

Improvements

FIX Services

Added FIX Tags for Self Match Prevention ID (7928) and SMP Instruction (8000). When a FIX client provides the SMP ID on the FIX order message, the FIX tag value will override the value configured in TT User Setup for the given exchange. Currently supported on CME only. Support for ASX, Eurex and MX SMP ID will be added in futures releases of the TT Order Connector for each market.

07/13/2018

Improvements

Order Entry

The user should be able to check one, many or all of the order types in the options for applicability of "Cancel on Disconnect". The "Tag18=o" will be sent to the exchange for the particular order type based on the user selection to apply the rules of cancel on disconnect. If the user has Cancel on disconnect set for the old system for a connection, then it will be applied to all the order types in the upgraded system. The user can change the setting by unchecking/checking the checkboxes (for Day, GTC and GTD) based on the requirement.

07/13/2018

Fixes

FIX Services

Corrected an issue where a TT Stop order submitted via FIX using an account assigned to a Managed User was rejected with the error: "Unable to get requirePermission4Algo for TT_Stop."

07/13/2018

Fixes

Orders

Fixed an issue where ICE MiFID tag 9707 was not retained on a suspend/resume.

07/13/2018

Improvements

Orders

For applicable exchanges, FIX order entry now supports Self Match Prevention tags.

07/13/2018

Improvements

FIX Services

TT FIX Market Data currently imposes a subscription limit of (2,000) instruments across all security types. Given that there are a high number of out-of-the-money strikes that update infrequently, we have added a separate FIX MD subscription limit of (10,000) for SecurityType=OPT.

The combined limit across all other security types other than OPT (FUT,MLEG,STRA,SPOT,TBONF,NONE) remains at (2,000) total.

07/13/2018

Improvements

FIX Services

Added new FIX Tag 16117, OrderSource, to the ExecutionReport message. OrderSource is an enum that indicates the TT component that most recently acted on an active order.

07/13/2018

Improvements

FIX Services

Tag 107, SecurityDesc, is now included in the Security Definition (d) message.

07/13/2018

Improvements

FIX Services

In response to a FIX security definition request (35=c), FIX Security Definition sessions will drop contracts where "Is Not Tradeable" flag=true in PDS.

07/13/2018

Improvements

FIX Services

Added support to FIX tag 326, SecurityTradingStatus, for enum 23: "Fast Market".

07/11/2018

Improvements

Score

Remaining quantity field has been added to the TT Score audit trail.

07/11/2018

Improvements

Score

Market data for spreads in now live in TT Score. TT Score’s market replay feature now includes market data for spreads for nearly all markets currently available in Score. Users should also see market data for additional markets as we continue to expand market data coverage.

07/11/2018

Improvements

Score

TT Score now caches all clusters above a 0 for faster cluster inspection. Users should see a significant decrease in load times when inspecting individual clusters scored from 1-100. This change affects all clusters generated after July 5th.

07/10/2018

Improvements

Fills

When Fills and Position widgets are grouped, selections in the fills widget will now drive the positions display.

07/10/2018

Improvements

Options

Users can now specify the level of precision they choose to see for all Greeks and options risk metrics in all options widgets. From the new Options tab in Global Preferences, set the number of digits to be displayed for each metric.

07/10/2018

Improvements

MD Trader

In MD Trader, you can now optionally display the buttons for cancel bids, cancel offers, and cancel all orders at the bottom of the columns (instead of on the left hand side order panel).

07/10/2018

Improvements

MD Trader

You can now optionally separate the working orders "Work" column in MD Trader into two separate columns for Working Bids and Working Asks. Right click on the MDT column headers, select "Edit columns" and then check the "Work Asks" column to add a column for working sell orders. When this second column is enabled, the original "Work" column (that normally displays both working buy and sell orders) will only display working bids with the column header displayed as "WorkB".

07/05/2018

Improvements

Orders

You can now use "Hold" order functionality in TT Simulation environments.