Release Notes

September 2018 - Production Environment

Date Type Component Release Note

09/10/2018

Improvements

Options

In order to provide more robust Theoretical Values and Greeks across more options products, TT will now use calculated settlement volatilities when live market data is insufficient. For options products with sparse market data, a vol curve based on settlement prices will be automatically applied in order to generate options analytics for all strikes.

09/10/2018

Improvements

Options Chain

Added additional intervals for heat mapping in the Options Chain. This will allow for more granular monitoring of options which may have wide or illiquid markets.

09/10/2018

Improvements

Options

In the case of a network disruption, Options Risk and Risk Matrix will retain the data from the last successful update, allowing users to view their positions and risk until connectivity is restored.

09/08/2018

Improvements

General

Two columns have been added to the compliance audit trail, TT FIX Client Order ID and TT FIX Original Client Order ID. These fields will be populated when orders are routed to the TT Platform via FIX.

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09/07/2018

Improvements

Order Entry

To speed up order entry when using a TT Order Type or custom ADL algo, the first edit box in the parameter flyout panel now gains focus ready to accept input from the keyboard.

09/07/2018

Improvements

Order Entry

We've visibly reduced the time it takes to display the parameter flyout panel for TT Order types and custom ADL algos. The initial launch is still slightly delayed as it downloads the parameters, but subsequent launches for that order type are now near instantaneous upon selecting the order type via all methods, e.g., hotkey press, button click or via the drop down list.

09/07/2018

Fixes

Options

Corrected an issue that was causing missed settlement data in Vol Curve Manager

09/07/2018

Improvements

Excel Linking

A notification message is now displayed when Excel is too busy to respond to requests for updates for Autotrader cells linked to Excel.

09/07/2018

Fixes

FIX Services

Moved tag 1366, LegAllocID to 555 NoLegs repeating group. On ASX leg fills, (442=2), the leg allocation on ID will now be reported in tag 70, AllocID.

09/07/2018

Fixes

FIX Services

Added FillLastLiquidityIndicator <16119> to FillsGrp <1362> component block. This tag is the FillsGrp equivalent of top-level tag 851.

Name: FillLastLiquidityIndicator
Tag: 16119
Description: Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity in FillsGrp <1362> repeating group which resides in the Instrument block. Possible values include:
1: Added liquidity
2: Removed liquidity
Type: Int
Required: N
Used in: ExecutionReport <8>

Added LegFillLastLiquidityIndicator <16125> to LegFillsGrp <16120> component block. This tag is the LegFillsGrp equivalent of top-level tag 851.

Name: LegFillLastLiquidityIndicator
Tag: 16125
Description: Indicator to identify whether this fill was a result of a liquidity provider providing or liquidity taker taking the liquidity in LegFillsGrp <16120> repeating group which resides in the LegInstrument block. Possible values include:
1: Added liquidity
2: Removed liquidity
Type: Int
Required: N
Used in: ExecutionReport <8>

09/07/2018

Improvements

FIX Services

FIX Order Routing and Drop Copy services have added support for FIX 4.4 35=AB, New Order Multileg and 35=AC Multileg Order Cancel/Replace messages. To access these message types, the FIX session must login with 8=FIX 4.4 and include 8=FIX 4.4 on all messages during that session.

FIX Market data and security information messages are not yet supported in FIX 4.4.

09/05/2018

Improvements

General

We've enhanced the "lock screen" feature with an option to lock the workspace from trading actions, e.g., prevent placing new orders, cannot modify/cancel existing orders, but still be able to modify the workspace and add/move/resize/modify widgets. This new option is addition to the current ability to lock the workspace of all actions.

09/04/2018

Improvements

Order Book

Users with Admin rights can now perform "Force Cancel" of stale orders via a right click menu item from the regular Order Book, instead of using Monitor for this action.

09/04/2018

Improvements

Fills

To help manage your local view of positions and risk, you can now create local manual fills in the Position Manager widget. These fills are only visible to you, are not visible to others who share your account, and do not affect any risk checks or limits that are in place.