New features are production released in a phased rollout to our globally distributed system. Therefore, a feature may be listed here which has not yet reached your workspace(s). However all of these features are available at uat.trade.tt.
| Date | Type | Component | Release Note |
|---|---|---|---|
08/28/2019 |
Improvements |
General |
Upgraded TT Desktop to utilize Chromium 75. This version improves cpu performance and memory utilization, improves rendering, and includes general security patches. |
08/16/2019 |
Improvements |
Exchanges |
Orders sent to Eurex will now be sent to the exchange with a default "Price Reasonability Check" value of 0, or None. Note that Eurex will still perform an Extended Price Validity Check, which ensures that no erroneous price crosses through the market. |
08/16/2019 |
Improvements |
General |
ICE and ICE (UK) Audit Trail files now include Tag 58 (message text). |
08/15/2019 |
Improvements |
Settings |
As a follow up to the recently added feature to display positions for Autospreader contracts, there is now a global checkbox preference on the "Positions" page named "Display synthetic Autospreader/Aggregator positions" that determines if these positions are visible or not. |
08/12/2019 |
Improvements |
Score |
New Model: Marking the close. This beta model detects potential settlement price manipulation in select CME outrights and spreads. The model identifies on exchange activity during individual settlement periods that may have influenced the settlement price for the most commonly traded CME products. Higher scoring clusters indicate a greater chance that a trader's activity affected the settlement price. |
08/12/2019 |
Improvements |
Setup App |
TT has added support for Inter-product Margin calculations for intra-market spreads. Company admins have the ability to configure margin concessions based on user-defined product relationships and discount percentages. Product relationships may reflect listed inter-product spreads, or user-defined relationships, allowing admins to grant traders more flexibility in their cross-product positions. |
08/09/2019 |
Improvements |
Setup App |
Added an option to enable or disable the Auto Hedger synthetic trade type per user/account, as well as as an account restriction. This option is disabled by default for all existing and new setups. |
08/07/2019 |
Improvements |
TT Order Types |
Implemented a TT AutoHedger algo to allow users to automatically hedge options positions using the underlying futures contract. |
08/02/2019 |
Fixes |
FIX Services |
Fixed an issue where OnBehalfOfSubID [116] was missing on compliance AB/D messages for rejects. Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Added LinkID Repeating Group fields (16112/16113/16114) from Execution Report message to Compliance D/AB/G/AC messages for TT Synthetic / ADL / Staged Child Orders. for Rejects, (150=8). Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Added a new Party Role, tag 452=222, "Algo Strategy Type". This party role allows FIX orders to override the TOCOM Algo Strategy Type configured in TTUS on FIX order messages. See Setup help for TOCOM Account/Exchange settings for supported values. Version: v58 |
08/02/2019 |
Fixes |
FIX Services |
Fixed an issue where some FIX market data sessions could receive an "unable to connect" error on login due to waiting on Setup data download. Version: v58 |
08/02/2019 |
Fixes |
FIX Services |
Fixed an issue where some Execution Reports sent in response to Order Status Request (35 = H) were missing tag 37. Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
*** NOTE - Production Release Dates have been delayed by (1) week *** Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Added a new Party Role, tag 452=221, "Give-up Qualifier". This party role allows FIX orders to override the CME Give-up code configured in TTUS on FIX order messages. Set tag 448 value to "SX" when mutually offsetting to SGX. Set 448 to "GU" for all other Give-ups on CME. Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Add TT Product ID to tag 456, SecurityAltID, group for 35=d messages *only*. Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Added new FIX Drop Copy IN session sub-type, "Generic FIX, Persistent Session", which may used for importing external executions into the TT platform. Please contact the FIX Integration team for more details. Version: v58 |
08/02/2019 |
Improvements |
TT Order Types |
Implemented a Time Duration algo to allow users to slice a larger quantity into smaller orders by defining the total time desired to achieve the total goal quantity. |
08/02/2019 |
Improvements |
FIX Services |
A number tags have been added to the TT FIX XML schema to allow importation of trade activity from external sources. The added tags are as follows: 530, 531, 532, 553, 625, 5979, any tags in the 9001-9999 range and message types 'r' and 'UHR'. Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Adding the following tags to the TargetStrategy component block for TT Order submission *only*. On execution reports for such orders, the values are returned in the Strategy Parameters repeating group. Version: v58 |
08/02/2019 |
Fixes |
FIX Services |
Fixed an issue where some FIX session-specific data was not fully removed upon session disconnect. Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Added a new FIX Profile Rule type, RemapPartyEntry, which allows a FIX client to send a specific party role and party id in a FIX message and remap that to an exchange-specific party role and/or party ID on the message passed through to the TT FIX Order Router. Version: v58 |
08/02/2019 |
Improvements |
FIX Services |
Added a new FIX Profile Rule type, CreatePartyEntry, which allows a FIX client to send a flat tag in a FIX message and map that to an exchange-specific party role and party ID on the message passed through to the TT FIX Order Router. Version: v58 |
08/02/2019 |
Fixes |
General |
Fixed an issue where it was possible to set "Apply to sub-accounts" for an account value at more than one level in a hierarchy. |
08/02/2019 |
Improvements |
FIX Services |
Added London as an available data center for FIX Sessions. |
08/02/2019 |
Improvements |
FIX Services |
FIX: Added support for TT Time Duration Order Type, which slices a large quantity order into smaller disclosed order portions for a specified duration to achieve the total goal quantity. Version: v58 |