Release Notes

February 2020 - 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

02/28/2020

Improvements

Score

GUI Update: Date, model, score range and product type filter information is now retained when a user refreshes their browser or uses the browsers back button.

02/28/2020

Improvements

Score

GUI Improvement: When navigating back to the "Cluster List" view Score will highlight the last inspected cluster in blue and retain the previous scroll.

02/28/2020

Fixes

Autospreader

Fixed an issue with Autospreader and Aggregator orders not populating the TextTT value on Execution Reports.

02/21/2020

Improvements

Setup App

All users subscribing to KRX, JSE, and TFEX market data are now required to sign market data agreements before being able to view market data for these markets. These agreements can be signed from the User- >Agreements tab in the Setup application. The Trade application will also prompt for a market data agreement if it is not already signed.

02/21/2020

Improvements

Setup App

Added support for 'Liquidity Provider Role' for Euronext. Customers can populate 'Liquidity Provider Role' value in the Account->Exchange tab or in the Order Tag Defaults screen.

02/21/2020

Improvements

ADL

Updated the list of market states available in the Market State block to reflect all of those present in TT.

02/21/2020

Improvements

ADL

Add the "AskMktQty" and "BidMktQty" properties to Field block in ADL.

02/21/2020

Improvements

ADL

Add the "Working Days to Expiry" and "RoundLotQty" properties to the Field block in ADL.

02/21/2020

Improvements

ADL

Increased the number of levels of market depth available to ADL algos to 20.

02/21/2020

Improvements

ADL

Enhanced the Discrete Order block to allow users to specify the color to be used when displaying this order in the UI.

02/21/2020

Fixes

Algos

Fixed an issue which resulted in the inability to match child orders of ADL algos in the production-simulation environment.

02/21/2020

Fixes

Algos

Fixed an issue which resulted in the "cust_defaults_profile_id" being removed during recovery of the algo after a restart.

02/21/2020

Fixes

ADL

Fixed an issue which resulted in the Analytics block not presenting output when an ADL algo with an Analytics Block is started between trading sessions.

02/20/2020

Improvements

Order Entry

The Order Ticket now supports the TextA, TextB and TextTT fields when entering orders on synthetic Autospreader instruments.

02/19/2020

Improvements

Settings

The global Preferences > Orders page now has a new checkbox setting of “Enable Cancel All”. This setting is ON by default to maintain current behavior.

When set to OFF, the Order Book, Orders and Fills widget (OFW) and Algo Dashboard will disable the three (3) menu items under the "Cancel" button, e.g., "Cancel Buys", "Cancel Sells", and "Cancel All". (The "Cancel: button itself will still be enabled and clickable to cancel one or more selected orders). The optional separate "Cancel All" button will also be disabled if displayed on the toolbar, and the cancel buttons in Spread Matrix will be disabled if they are displayed.

Note that when the setting is OFF, you can still cancel orders in MD Trader and Chart trading via the Cancel All button in those widgets, in Order Book, OFW and Algo Dashboard by selecting one more more orders (including all orders) and clicking the "Cancel" button, and via hotkeys if set to cancel or delete orders.

02/15/2020

Improvements

FIX Services

Corrected an issue on the MX exchange, where DeliveryTerm (tag 18211) and LegDeliveryTerm (tag 18212) were missing for certain products. The products impacted are:
* S&P/TSX Global Gold Index (SXA)
* S&P/TSX Capped Financials Index (SXB)
* S&P Canada 60 Index (SXF)
* S&P/TSX Capped Information Technology Index (SXH)
* S&P/TSX Capped Energy Index (SXY)

The term for these products will now be set to 'Q', Quarterly.

02/14/2020

Improvements

Setup App

When assigning users to accounts, Setup administrators can now view the company the user is associated with in addition to user name and email address.

02/12/2020

Improvements

Order Entry

Exposed the "Open/Close" button for order entry on Euronext instruments.

02/11/2020

Improvements

Order Entry

When an account is mapped to multiple connections for the same market, you can now submit orders on a working connection even though one of the other connections is down. For example, you can route orders to a market using an external third party algo connection even though that account has a native connection down for that same market.

02/07/2020

Improvements

Score

Minor GUI Change: In the cluster list view the "Reviewed" column clusters will now have a status of either Yes or No. This replaces the previous status options of True or False. There is no change in what either status represents.

02/07/2020

Improvements

TT .NET SDK

IMPORTANT: The object type returned from the SpreadDetails.Updateleg property has been renamed as SpreadDetails.UpdateLeg. (v3.0.0.1)

02/07/2020

Improvements

TT .NET SDK

IMPORTANT: The object type returned from the Account.AssignedMarkets property has changed from a Dictionary to an IReadOnlyDictionary so it is clear that users they should not be editing the one that is returned. (v3.0.0.1)

02/07/2020

Improvements

Setup App

Setup administrators can now allow or restrict users of third party systems from overriding the clearing account prior to submitting an order by using "Client Can Override" checkbox in the Account->Exchanges screen and Order tag Defaults tab.

02/07/2020

Improvements

Setup App

Added support for a new Third Party connection type, Bank of America/Merrill Lynch Global Futures Algorithms (BAML).

02/07/2020

Improvements

TT .NET SDK

We have officially removed the beta label from the package. As noted in the documentation, we will strive to keep the interface completely backwards compatible in subsequent versions. However, there may be instances where this is not possible and, as such, will require developers to recompile and/or make code changes. As such, it is important to stay current on all of the latest changes that TT makes in TT .NET SDK Client Side. You can subscribe for automated email notifications when new versions of TT .NET SDK Client Side are released by clicking the 'Subscribe' button on the TT Release Notes web page. (v3.0.0.1)

02/07/2020

Improvements

TT .NET SDK

IMPORTANT: The object type returned from the OrderProfile.UserParameter property has changed from a Dictionary to an IReadOnlyDictionary so it is clear that users they should not be editing the one that is returned. (v3.0.0.1)

02/07/2020

Improvements

TT .NET SDK

Added support for server side mode allowing customers to write applications that can be run within the TT ecosystem for ultra-low latency performance. This feature is being released as a Developer Preview. (v3.0.0.1)

02/07/2020

Improvements

TT .NET SDK

IMPORTANT: During the beta period, the package was named “TT.NET.SDK.ClientSide”. This has since changed now that both client side and server side modes are now supported within the same package. TT will continue to produce a “TT.NET.SDK.ClientSide” package while customers transition to using the new one. But customers are strongly encouraged to make this transition as soon as possible. (v3.0.0.1)

02/07/2020

Improvements

TT .NET SDK

As stated in the release note dated December 19, 2019, all deprecated methods and properties have been removed effective this release. Developers should update their code prior to migrating to this release. (v3.0.0.1)

02/07/2020

Fixes

TT .NET SDK

Fixed an issue that resulted in an incorrect response from the Order.IsParent property. (v3.0.0.1)

02/07/2020

Improvements

TT .NET SDK

Added support for routing algos associated with third-party algo providers. (v3.0.0.1)

02/03/2020

Improvements

Setup App

User Setup has added support on IDEM for Customer Order Handling Instruction (tag 1031). Administrators can set this value in the Account->Exchange->IDEM tab or under the Order Tag Defaults tab. This tag will be introduced in the SOLA 14 Upgrade on February 3rd in Production.

Note: Order Connector support for sending selected value to the exchange will be released in the near future.

02/01/2020

Fixes

Exchanges

CSO options are made available on TT platform.