Release Notes

July 2018 - Production Environment

Date Type Component Release Note

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.

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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".

07/12/2018

Improvements

Performance

Improved the client application performance of downloading and managing account data and account updates from TTUS. 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

07/11/2018

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.