November 2019 - Production Environment

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
11/22/2019	Improvements	Settings	Order Profiles in TTW/TTD now allow you to define account selection when creating Autospreader rules. An account set for a rule with Exch=Autospreader will seed that account in the parent Autospreader order and also in all of the legs. If the account is blank in an Autospreader rule, then the parent account will seed as the best matched rule for the first leg of the spread, and the leg accounts will seed based on the best matched rule for each leg.
11/22/2019	Improvements	Exchanges	We have deployed software required to support the Euronext Optiq Phase 3 API upgrade occurring in production on Monday, November 25. Information on configuration of Connections, Users and Accounts for Euronext Optiq may be found here: https://library.tradingtechnologies.com/user-setup/enx-euronext-optiq-setup.html Customers utilizing the TT Platform should request Logical Accesses (LA) for the SBE API. Note on Exchange High Availability Functionality: Please note that the Euronext High Availability (HA) mechanism is not currently supported on the TT platform. When the exchange initiates an HA event due to an issue on one of their segments, there is a possibility that some previously received market events (trades/orders) may be undone. This may result in the following behavior: - Orders which were filled during the HA interval are no longer filled - Orders which were cancelled during the HA interval will once again be working - Orders entered during the HA interval will no longer be working at the exchange - Any order modifications done during the HA interval will be undone During an HA event, the exchange rolls back to a previous timestamp, and any actions taken during that interval are undone. As an example, at 10:00:000, the exchange may send a message indicating that the book state on a given partition should be rolled back to 9:59:500. Any actions taken on Logical Accesses connecting to that partition between 9:59:500 and 10:00:000 will be undone. In these cases, customers will need to contact the exchange to reconcile their order books. In the near future, we will enhance the TT platform to bust the trades which were previously filled and rolled back by the exchange. Longer term, we will also introduce an enhancement to reinstate the order book to the state dictated in the HA scenario. Known Issues: - Request for Cross (RFC) - Not supported on Strategies - Calculated Implied In prices for products which follow the new Event Driven Implied Matching (EDIM) model - Price display not yet supported - Spontaneous Implied Matching (SIM) - Price display not yet supported - If a resting spread order is filled by an implied, we do not receive a fill for the spread order or either of the outright orders that comprise the implied that fills the spread order. Under investigation with Euronext. - When a working order is placed on Hold, when it is resubmitted the exch_leaves_qty is incorrect. - When AOTC is set to “Cancel Resting” / “Position Transfer” and a partially filled order is changed such that the order quantity is set to match the remaining quantity for the resting order, the result is that the order is cancelled instead of being filled. Learn More
11/22/2019	Fixes	TT Algos	Fixed an issue where the Algo server was incrementing the ClOrdId field after the request was rejected.
11/22/2019	Fixes	TT Algos	Fixed an issue where the client_time_sent field was incorrect on some execution reports.
11/21/2019	Improvements	FIX Services	Recent changes to TT Algo server have introduced a new entry, _original_time_sent, in the 957 repeating group on FIX execution reports for TT SSE or ADL child orders. For example: 957=1\| 958=_original_time_sent\| 959=19\| 960=20191120-07:13:54.264252\|. Algo servers with this change are running now in UAT, and will be deployed to production on Nov. 29. The value of _original_time_sent represents the time the TT order connector sent sent a child order to the exchange and is used internally by the Algo server for enhanced risk checking. Version: v78
11/21/2019	Improvements	TTSDK	Added the following Instrument properties: OptionScheme, UnderlyingInstrument, and SeriesTerm. (v2.0.0.14)
11/21/2019	Improvements	TTSDK	Add ability to change TT .NET SDK log directory. (v2.0.0.14)
11/21/2019	Improvements	TTSDK	Moved the instrument_cache.dat file to the log file directory. Also made its location configurable. (v2.0.0.14)
11/18/2019	Improvements	Settings	You can now upload Order Profiles in TTW/TTD to create rules for existing profiles previously created in TT User Setup. To match an upload profile name with a TTUS profile name, the profile names must be EXACT string matches, including case sensitivity. For example, "TEST" in the upload file will match an existing TTUS profile named "TEST", but "Test" in the upload file will not match and thus will create a new profile entry instead of a rule under the "TEST" profile.
11/18/2019	Improvements	General	Treasury calendar spreads with "tails" now display the "remainder" price formatted similar to the underlying instruments.
11/15/2019	Improvements	Setup App	In order to reduce and streamline workload for administrators, TT will add "mass-edit" capability in the Setup App for all Order Tag Defaults. This will reduce the burden of adding multiple fields individually, particulary MiFID II values. Learn More
11/15/2019	Improvements	Orders	On CME, sending any valid value selected in User Setup (or set in Order Tag Defaults) for Customer Order Handling Instruction (Tag 1031) is now supported. This now includes Algo and ASE overrides. This tag will be mandatory in Production on November 17.
11/15/2019	Improvements	Exchanges	The Eurex market has been upgraded to support the Eurex T7 8.0 upgrade occurring on November 18. GTCs do not need to be cancelled as a result of this upgrade. With this release, Eurex has introduced support for the Direct Market Access, or DEA, flag which was introduced on many other European exchanges for MiFID II. From the exchange: "T7 will be enhanced to offer participants the ability to directly flag orders using the newly introduced field OrderOrigination (DEA) in the ETI and FIX interfaces. The flag will be optional and is only available for orders with Trading Capacity set to 'Customer (Agency)'. Note when flagging an order using the order entry/modification requests of the ETI and FIX order entry requests as DMA (i.e. OrderOrigination = 5) and the Trading Capacity of the order differs from 'Customer (Agency)', the order will be rejected. " In short, if DEA is set to True, then Trading Capacity must be set to AOTC, otherwise the order will be rejected by the exchange. If no value is set for DEA, the default on the T7 system is set to 'No'.
11/15/2019	Improvements	TT Rest API	Added the parties repeating group to the /fills endpoint.
11/15/2019	Improvements	TT Rest API	Added a POST endpoint (/monitor/adminfill) to allow users to upload admin fills.
11/15/2019	Improvements	TT Rest API	Added the following endpoints under riskgroup/{riskGroupId}/ endpoint: /risksettings /accounts /settings /limits
11/15/2019	Improvements	TT Rest API	Updated /user/{userId} endpoint to include additional information.
11/15/2019	Improvements	TT Rest API	Added the following endpoints under /account/{accountId} to allow users to GET a subset of account information. /settings /users /limits /risksettings /restrictions /algosettings
11/15/2019	Improvements	TT Rest API	Create an endpoint named user/{userId}/limits to consolidate risk limit and risk limit settings into one endpoint.
11/15/2019	Improvements	TT Rest API	Added a new endpoint named /usergroups/{userGroupId}/settings for exposing user group settings.
11/15/2019	Improvements	TT Rest API	Added a new endpoint named GET /user/{userId}/accounts which will return all the accounts for the given userId.
11/15/2019	Improvements	TT Rest API	Added a new POST endpoint named /accounts POST which takes an array of accounts to be created.
11/15/2019	Improvements	TT Rest API	Added 3 new endpoints which take an array of accounts that can contain multiple risk limits for each account: POST /accounts/risklimits/contract POST /accounts/risklimits/ipspread POST /accounts/risklimits/product
11/15/2019	Improvements	TT Rest API	Enhanced the /user/{userId}/marketdata endpoint to also return FIX Market Data information.
11/13/2019	Improvements	TTSDK	Exposed IsManualFill field on fills. (v2.0.0.12)
11/13/2019	Improvements	TTSDK	Add flow conversion to Position class. (v2.0.0.12)
11/13/2019	Improvements	TTSDK	Added support for the ext-prod-delayed environment. (v2.0.0.12)
11/13/2019	Improvements	TTSDK	Added the ability to create and edit ASE spread definitions. (v2.0.0.12)
11/13/2019	Improvements	Market Grid	Market Grid now responds to clicks on the LTP cell as an actionable cell to launch a floating order entry widget, either an Order Ticket or MD Trader as configured in preferences.
11/05/2019	Improvements	Settings	TTW Order Profiles uploaded via .csv files are now environment specific, meaning you have different profiles uploaded for LIVE vs SIM. This allows users to verify uploaded profiles in SIM before using them in LIVE when they have different accounts for SIM than they have for LIVE,
11/04/2019	Improvements	Exchanges	TT is pleased to announce connectivity to TFEX (Thailand Futures Exchange), supporting trading of Derivatives.
11/04/2019	Improvements	Order Book	The toolbar in the Order Book and Orders and Fills widget (OFW) now has an optional "Cancel All" button. This button is OFF by default and can be exposed via right click Settings > "Set Order Toolbar buttons".
11/04/2019	Improvements	Fills	Added a new Preferences > Sounds checkbox in the Fills section named "Conflate partial fills (ms)". When enabled, partial fills for each order will be independently conflated at the configured millisecond threshold. The partial fill sound will be held until the millisecond threshold expires, or the order is fully filled. If the order is fully filled within the conflation period, no partial fill sound will play.
11/04/2019	Improvements	Order Entry	Account drop down controls in order entry widgets now present only the accounts that are configured for the currently selected profile. The accounts specific to a profile can be defined by the administrator in TT User Setup.
11/04/2019	Improvements	General	You can now request to download a log of user actions from the main "File" menu. Once requested, the file is prepared by back-end servers and then is accessed via a download link, similar to a fill download request, This log includes actions manually initiated by the user such as "BuyClicked", "TickUp", "CancelOrdersClicked", etc. along with the widget type the action was initiated from. Automated actions initiated from systems such as Autospreader, Algo servers, etc. are not included in this log.
11/04/2019	Improvements	FIX Services	Added support for a new enum value, 92: "TT Product Family ID", in SecurityAltIDSource (tag 456). On 35=d messages only, when 456=92, the PDS product family ID of the current instrument will be sent in tag 455. Version: v78
11/02/2019	Improvements	FIX Services	US Daylight Savings Time ends on Nov. 3 at 3am Eastern/2am Central time. TT FIX services automatically reset weekly on Saturdays at 22:00 UTC. If FIX sessions utilize the optional Reset Schedule in Setup to perform a daily reset or change TT's weekly default, please note that these times are also configured in UTC. If users desire to maintain the same daily reset time relative to their local timezone, they may need to adjust the UTC time Reset Schedule in Setup. For example, if a FIX client application configured a daily reset time in Setup to be performed at 21:45 UTC, the session would be reset at 16:45 CT during DST. When DST ends, the reset would occur at 15:45 CT if no action was taken to adjust the Reset Schedule. Version: v67
11/01/2019	Improvements	Setup App	Updated the market data reports as follows: 1) Administrators can now use the Market Data Type field to filter market data reports. Selecting 'Subscriber' will filter the report to show only subscribers of market data, not including FIX applications and selecting 'FIX' will filter the report to show only subscribers of market data via TT FIX. 2) Added a new column, "Non-Professional Agreement Status" to Market Data Report. This column displays "non-professional" trader status for billing purposes. 3) The "Agreement Signed" column in Market Data Report has been renamed as "MD Agreement Signed".
11/01/2019	Improvements	General	Starting November 3 the EFT server will contain Send/Recv logs for Euronext, MX, LME, and Nasdaq EU. These will be made available to companies which own the exchange connections only. Learn More
11/01/2019	Improvements	Setup App	Setup administrators can now choose to send order fill updates as Trade Correction execution reports by checking the "Send Exchange Fill Updates as Trade Correction Execution Reports" checkbox on FIX Order Routing and Drop Copy Out sessions. If the checkbox is not checked, such updates are sent as Trade Capture Reports. This checkbox is unchecked by default.
11/01/2019	Improvements	FIX Services	All FIX Services for this release were initially deployed to UAT at EOD Oct. 11, 2019. Production deployment will begin EOD Nov. 1, 2019, in the following TT Data Centers only: - Chicago - All FIX Services - Sao Paulo - ALL FIX Services Production deployment will continue at EOD Nov. 8, 2019 in the following TT Data Centers only: - Aurora - ALL FIX Services - New York - ALL FIX Services Production deployment in all remaining TT Data Centers will complete EOD Nov. 15, 2019. This release includes changes to the FIX XML schema files. Clients are strongly encouraged to download and deploy the latest XML schema files from https://library.tradingtechnologies.com/tt-fix/System_Overview.html prior to release. Version: v78
11/01/2019	Improvements	FIX Services	Added support in FIX Order Router and Back Office services for FIA "Simplified Execution Source Code" standard in FIX tag 1031. For more information on TT's support for tag 1031 to specific markets, please see: https://www.tradingtechnologies.com/support-updates/ Tag: 1031 Name: CustOrderHandlingInst Description: Simplified Execution Source Code as defined by FIA. Identifies the execution method used for Exchange Traded Derivative trades at point of origin, allowing executing and clearing brokers to easily reference the appropriate brokerage rate for the execution method. Type: char Values: W - Desk Y - Electronic (Default) C - Vendor-provided Platform billed by Executing Broker G - Sponsored Access via Exchange API or FIX provided by Executing Broker H - Premium Algorithmic Trading Provider billed by Executing Broker D - Other, including Other-provided Screen Used in FIX D/G/AB/AC/8 & compliance messages. Version: v78
11/01/2019	Improvements	FIX Services	FIX Back Office and Order Routing services have added an option to send Exchange Fill Updates as Execution Reports with ExecType of Trade Correction for OM API gateways (HKEX, OSE, SGX & TOCOM) and NDAQ_EU & NFI markets. This two-step reporting of trades is mandated since the named exchanges report only basic price and quantity information on the initial fill message, followed by full clearing information on a later message. Prior to this change, such updates were only sent as Trade Capture Reports and that behavior continues to be the default. To opt-in to this new feature, a checkbox has been added to the FIX session configuration screen in TTUS, "Send Exchange Fill Updates as Trade Correction Execution Reports", This checkbox is unchecked by default. When the checkbox is enabled, TCRs will not be sent for this exchange action. The new Execution Report format will include the following fields: > Tag 150=G, Trade Correct > Tag 880 - will now have execution number (execution_event_nbr_u on OM API) > Tag 17 - will have the trade match ID (trade_number_i on OM API) > Tags 20 and 19 are consistent with prior execution reports for the same trade > Tag 16612 will contain a new unique_exec_id Version: v78

Release Notes

November 2019 - Production Environment