Release Notes

Aug 2018 - Production Environment

Date Type Component Release Note

08/31/2018

Improvements

Setup App

As CME has decommissioned passwords and introduced secure login, "Password" and the "Use Secure Logon" checkbox will be removed from Setup. Administrators should continue using the secure login fields, "Access ID" and "Secret Key" under the Additional Settings section of the Connections tab

08/31/2018

Improvements

Setup App

Setup administrators can now configure Cancel on Disconnect on B3 by checking the 'Cancel on Disconnect' checkbox under the connections tab. Full support for this feature will be released shortly.

08/31/2018

Improvements

Setup App

Added ability to export the grid of algos that are displayed under "Algos" tab in the left navigation pane.

08/31/2018

Improvements

FIX Services

Added support for tag 461, CFICode and 608, LegCFICode on execution reports and order messages.

08/31/2018

Improvements

FIX Services

Added a new FIX enum to Party Role, tag 452=211, "Authorized Trader ID". This party role allows FIX orders to override the ICE "Authorized Trader ID" configured in TTUS on FIX order messages.

08/31/2018

Fixes

FIX Services

Modified TFX FIX Bridge to pass Exchange Order ID (198) and Exchange Exec ID (527) on fill or partial fill execution reports.

08/31/2018

Fixes

FIX Services

Corrected an issue where ExpiryDate (tag 432) was off by 1 day on execution reports for TFX GTD orders.

08/31/2018

Fixes

FIX Services

Corrected an issue where an unsolicited tag 11 was received on an execution report that resulted from a cancel on disconnect action.

08/31/2018

Improvements

FIX Services

Added support for FIX Tag 460, Product, to Instrument Block on Execution Report and Security Definition messages.

08/31/2018

Improvements

FIX Services

Added support for party role "CTI Code", enum 209, on FIX order messages.

08/31/2018

Improvements

FIX Services

Simulate an opening auction for orders placed pre-open on ICE markets

08/31/2018

Improvements

FIX Services

Added the following new parameter values to tag 960 for 958=LimitPriceType and tag 16911, LimitPriceType,:
4: Trigger
6: Same Side
7: (Opposite Side)

Note that tag 16911 no longer shows these as enumerated values. Please click Learn More for reference to all supported values.

Learn More

08/31/2018

Fixes

FIX Services

Fixed an issue when a spread order was rejected, the reject message sometimes contained a truncated 555 repeating group.

08/31/2018

Fixes

FIX Services

Fixed an issue where the Compliance drop copy feed was incorrectly not converting D messages to AB for outrights.

08/29/2018

Improvements

Fills

The Orders and Fills widget (OFW) has a new checkbox setting "Only show current session fills" on the order book settings page. When enabled, selections in the order book pane will display fills only from the today's trading session (which includes overnight fills) in the lower fills and positions panes.

08/29/2018

Improvements

Strategy Creation

Users now have the ability to seed Blocktrader directly from Strategy Creation. In the case that a strategy must be created before entering a block, users can seed Blocktrader with the appropriate strategy with one click from Strategy Creation.

08/28/2018

Improvements

General

Selections made in Order Profiles and/or Account List now also update non-current (aka "hidden") tabs in widgets such as MD Trader, Order Book, etc. This ensures that your selected account or profile is already applied and ready for use when you switch to one of the other tabs.

08/24/2018

Improvements

Score

All TT users can now access TT Score to view their own trading activity and detect potential high-risk trading activity with respect to a number of surveillance models including Spoofing and Abusive Messaging. Market data replay is currently limited to CME Group exchanges.

Individual users may access TT Score free of charge for the remainder of 2018 by clicking the TT Score link in the TT platform title bar. At the beginning of 2019, company administrators will need to enable users in Setup for their continued access to TT Score.

For more information, see the TT Help Library.

Learn More

08/24/2018

Fixes

Score

Minor scoring adjustments made to the spoofing model.

08/24/2018

Improvements

Score

Feedback on Score can now be provided from the Support link at the top of the Workspaces home page or any other TT app. Please include a note that your question is related to Score.

08/24/2018

Fixes

Score

Bug fix for position transfers in the wash trading model.

08/24/2018

Improvements

Score

Bulk clearing via alerts now copies the alert review comment into each underlying cluster. This copied text will be noted as "Bulk Review". Additional review notes can also be added to individual underlying clusters.

08/24/2018

Improvements

Score

Alert and Cluster review now supports multiple review notes by multiple users. Each review note is now tagged with the date, time and submitting username. To maintain an auditable cluster review history, once a comment is submitted the comment text is locked. Additionally, comments can always be added to supplement the original review note.

08/24/2018

Fixes

Autospreader

Fixed a timing issue with Convert Quote to Hedge which could lead to Autospreader Reload submitting additional quote orders before receiving the hedge acknowledgement from the exchange.

08/24/2018

Fixes

Orders

Fixed an issue where the ICE Client ID, Execution ID, and Investment ID qualifier were not overridden correctly for FIX orders

08/24/2018

Improvements

General

The "Exch" column filter drop down now shows all exchanges the user has access to, not just the exchanges that have local data present, similar to the list of exchanges available in Market Explorer.

08/23/2018

Fixes

Options

Fixed issue with RFQ Viewer, where 'Copy Tab' option had been disabled.

08/23/2018

Fixes

Options Chain

Fixed an issue in Options Chain that caused order entry widgets to open with a single click on columns other than Bid or Ask

08/23/2018

Fixes

Strategy Creation

Fixed an issue where exchange did not populate properly when opening Strategy Creation from another widget.

08/22/2018

Improvements

General

The following new functionality has been added for the B3 exchange (formerly know as BVMF):
- Detailed depth is supported in Market Grid.
- Counterparty information is displayed in new columns named “BidMbr” and ‘AskMbr” for working orders in Market Grid and completed trades in Time & Sales.
- Settlement values as Unit prices for interest rate products are displayed in a new “SettlePU” column in Market Grid.
- P/L for the DI1 interest rate product is calculated in Unit prices (PU).
- Buy/Sell quantity imbalances during Auction states are displayed in a new “ImbQty” column in Market Grid.
- Quantities of resting buy/sell market orders during Auction states are displayed in new "BidMktQty" and "AskMktQty" columns in Market Grid.
- Accumulated quantities at the IndPrice are displayed for Bid and Ask during Auction states.
- Hotkeys are available to launch an Order Ticket from Market Grid as a buy ticket (Alt+B) or as a sell ticket (Alt+S). These defaults can be customized if desired. Also, when the Order Ticket is open, pressing the Enter key will submit the order and Esc will close the ticket.
- Two-sided Cross orders are supported from the Order Ticket.
- Cross trades in Time & Sales are identified and filterable in the “Type” column.
- “On Auction” and “On Close” time-in-force is available for equity products.

Learn More

08/20/2018

Improvements

Order Book

Selecting the "Filled" button in the Order Book and Orders and Fills widget (OFW) now includes partially filled orders. Previously only fully filled orders were included.

08/17/2018

Improvements

FIX Services

Added tag 603, LegSecurityIDSource, to 555 NoLegs repeating group.

08/17/2018

Improvements

Orders

This release supports the ability for customers to view, manage, and see execution information for orders placed in TT Crypto within the TT GUI that may have been affected during TT maintenance periods AND supports viewing or management of orders placed via the Coinbase GUI. Orders and fills will download and display in the TT system automatically. Note: This functionality applies to TT Crypto only.

Known Issue: If an existing TT Crypto user creates a new TT Crypto user with new API key(s) from Coinbase, orders from the original user may be stale and need to be force canceled in order to be removed from the TT Order Book. Stale orders that are force canceled may take several minutes to be removed from the Order Book.

08/17/2018

Improvements

Setup App

Added support for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC) messages to FIX Rules.

08/17/2018

Fixes

Exchanges

Fixes an issue where settlements were not being populated for some BAX contracts on MX.

08/17/2018

Improvements

TT Order Types

Enhanced all TT Order Types to support the ability for users to specify that an algo should be expired at the end of a session.

08/17/2018

Improvements

TT Order Types

Enhanced TT Stop and TT If Touched algos to allow users to specify a secondary price trigger condition.

Learn More

08/16/2018

Fixes

Orders

Fixed an issue where orders were occasionally timing out during the transitioning to the T+1 session.

08/13/2018

Improvements

Positions

The Positions widget now includes optional columns for "Open P/L" and "Realized P/L". Note: These values will populate for accounts that do not have any sub-accounts underneath them. Parent accounts will only display total P/L. Open and Realized P/L will be blank for parent accounts.

08/10/2018

Improvements

Setup App

TT has introduced support for Product Family limits for options users. Any options Products which share a common underlying instrument are now grouped into Product Families in Setup, allowing for a position limit to be applied for that Family, without the need to set position limits for each individual monthly, weekly or daily product. Administrators will retain the ability to control limits at the Product level but can use Product Family limits to simplify and expedite risk management tasks.

Learn More

08/10/2018

Improvements

General

1. Solved discrepancies in naming instruments in Alerts Manager.
Example: instead of UD:U$: ST 0529927709 alerts will display GE Jun18 9762.5 Straddle.
2. Instead of SIDE_BUY/SIDE_SELL and TT_MARKET_ID_CME,
alert notifications will display BUY or SELL, and CME respectively.

08/03/2018

Fixes

FIX Services

The FIX bridge for 7x TFX will now correctly set FIX tag 18205, TTAccountType, based on the value received in TT FIX tag 528, order_capacity.

08/03/2018

Improvements

Orders

Fixed issues where TT was not properly allowing overrides for some exchange specific fields and Text A, B, and TT. TT is continuing to work on improvements to allow Order_capacity, ICE Authorized trader, and some other exchange specific fields to be set via FIX instead of being stored in Setup.

08/03/2018

Improvements

FIX Services

FIX Adapter now allows Market Data Requests to be resolved if tag 116 is a managed user or shared user in TT User Setup.

For example, where a single FIX User in Company A, assigned FIX session in Company A, gets some market data permissions (e.g CME, ICE) from Company B and other market data permissions from Company C (e.g. Eurex, ICE), the FIX session is now able to access market data via FIX for all permissioned markets.

08/03/2018

Improvements

FIX Services

Added support for SMP reject reason code 108, "Cancel due to Minimum Lot Size not met," to tag 378 - ExecRestatementReason.

08/03/2018

Improvements

FIX Services

Added support for Security Type=CUR to FIX tag 167.

08/01/2018

Improvements

Market Data

You can now open certain widgets without incurring a market data subscription. For example, you can use a Positions widget and view P/L updates without subscribing to market data. The list of widgets this applies to includes Positions widget, Position Manager, Order Book, Orders and Fills widget (OFW), Blocktrader, RFQ Viewer and Strategy Creation. Note that opening other widgets that consume market data, such as MD Trader or Market Grid, will trigger market data subscriptions for the instruments in those widgets.

08/01/2018

Improvements

Positions

In Market Grid, in Spread Matrix, and in MD Trader (when the setting "Aggregate positions across accounts" is enabled), you can now display a small floating window that shows the net positions by account by middle-click on the net position value.