May 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
05/31/2020	Improvements	Setup App	TT has added an approval process to ICE S2F product groups, including ICE Phys Env, IFUS Energy Div Gas, IFEU Energy Div Oil, and IFUS Energy Div Pwr. Users with this market data will have a new agreement in their agreements section showing the state of their approval from ICE. Administrators have an additional option on their market data reports "Show Secondary Agreement Status" that when checked, lists a new column showing the exchange approval status of each user. TT will be updating the approvals over the weekend, and ongoing as the approvals come in from ICE. Clients can expect further communication on this new requirement in the coming weeks.
05/29/2020	Fixes	TT Algos	Fixed an issue where leg execution reports were missing on parent orders for TT Iceberg, etc. for option strategies.
05/29/2020	Fixes	Algos	Fixed an issue which resulted in Algo Server missing tick size updates.
05/29/2020	Fixes	TT .NET SDK	Fixed an issue with price snapshots. (v3.0.0.15)
05/29/2020	Fixes	TT .NET SDK	Fixed an issue with Time and Sales which resulted in stale OTC trade prices. (v3.0.0.15)
05/29/2020	Improvements	Setup App	Setup administrators can now view the account hierarchy when filters are used in the Accounts data grid by checking "Display hierarchy of selected" option.
05/29/2020	Improvements	FIX Services	FIX has added a new tag, Secondary Account Name, (FIX tag 18219), to FIX order messages, the purpose of which would be to enable customers to supply an externally defined account name to the TT system that could be used to lookup a single TT account in setup that is then assigned to Tag 1 on the order. This tag is optional an D/AB messages only and is not included on any outbound messages from TT to FIX clients. For more information, please contact the TT FIX Integration team at: fixintegration@tradingtechnologies.com Version: v105
05/29/2020	Improvements	Setup App	The search functionality now allows searching for values that start with or end with the entered search criteria in addition to the contains search criteria already used in the system.
05/29/2020	Improvements	Setup App	We have redesigned the Limits tab to improve internal performance of handling large data sets. Setup administrators should now select the type of limit (User, Account or Risk Group) and optionally, the name of the resource to view all available limits.
05/29/2020	Improvements	FIX Services	All FIX Services for the v105 release were initially deployed to UAT Data Centers at EOD Apr. 25, 2020. Production deployment will begin EOD May 29, 2020, in the following TT Data Centers only: - Sao Paulo - ALL FIX Services - Chicago, Aurora, New York - A single server in each cluster will be upgraded for All FIX Services Production deployment will continue at EOD June 5, 2020 in the following TT Data Centers only: - Chicago, Aurora, New York- All FIX Services - London, Frankfurt - A single server in each cluster will be upgraded for all FIX Services Production deployment will continue at EOD June 12, 2020 in the following TT Data Centers only: - London, Frankfurt - All FIX Services - Hong Kong, Singapore, Sydney, Tokyo - A single server in each cluster will be upgraded for all FIX Services Production deployment in all remaining TT Data Centers will complete EOD June 19 2020. 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: v105
05/29/2020	Improvements	FIX Services	Added FIX tag 18227, Organization, which is a an optional "custom field" defined in TT Setup that represents the User-defined name of the trader's organization. This tag is optional in D/AB/8/9 messages. Sent only when a value is configured in Setup by a customer's admin user. Version: v105
05/29/2020	Improvements	Setup App	Setup administrators can now use the 'OTD Search' option in Order Tag Defaults tab to view and validate all the exchange parameters that will be applied to an order for a specific combination of key fields that include Profile, Algo Type, Account, User, Exchange and Product.
05/29/2020	Improvements	FIX Services	Support routing of Reject messages created by FIX Inbound Drop Copy to a specific Error Account, which can then be delivered via FIX drop copy or viewed in TTW Audit Trail. Types of Rejects created by FIX Inbound Drop Copy: * Account not found * User not found * Instrument not found * Badly formed FIX message * Order not in book The Error Account can be assigned to the FIX Inbound Drop Copy session via the TT Setup GUI. Further documentation is available in the Setup section of TT Help. Version: v105
05/22/2020	Fixes	Algos	Fixed an issue which resulted in missing leg execution reports on parent orders for TT order types for Option Strategies.
05/22/2020	Fixes	Algos	Fixed an issue which resulted in missed tick size changes for spread leg instruments.
05/22/2020	Improvements	General	Deliver of FIX Send/Recv logs to the EFT server are now only provided to companies that opt-in. Companies should contact their account manager to enable this behavior. Learn More
05/18/2020	Fixes	TT .NET SDK	Fixed an issue where instrument queries with aliases that have colons are not returning the instrument. (v3.0.0.14)
05/15/2020	Improvements	FIX Services	TT FIX SSL Certificate Update For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT® platform FIX endpoint. On May 30, 2020, TT will be updating the stunnel.zip file located in the Download Center in order to remove the following expired and related soon to be expired certs from the TTFIX.crt bundle. Note: Customers do not need to make any changes at this time, as this update simply removes expired certs. >> Removed AddTrust External Root expiry May 30, 2020 as we no longer include Network Solution certs in this bundle >> Removed TTNET 7x STAR.CLOUDTTNET.COM expiry Apr 20 2020 (NS) >> Removed TT Platform STAR.DEBESYS.NET expiry 5-6-2020 (DC) Please download the updated stunnel.zip here: https://download.tradingtechnologies.com/File/Detail/28739 Directions for configuring stunnel with TTFIX.crt can be found on the TT FIX Help Site. Version: v98 Learn More
05/15/2020	Improvements	Setup App	CME is introducing a new order entry protocol, iLink 3 for MSGW sessions. Setup administrators will now be able to configure MSGW iLink 3 sessions in addition to the existing MSGW sessions. This release introduces the configuration option. TT will announce when the feature is supported system wide.
05/15/2020	Improvements	Setup App	Setup administrators can now mass edit account names based on certain matching criteria. Values can also be added to the beginning or end of the account name.
05/15/2020	Improvements	Setup App	Setup administrators can now copy multiple limits to resources of the same type. For example, 3 account limit rows can be copied to 5 other accounts.
05/15/2020	Improvements	Setup App	Setup administrators can now mass edit exchange parameters in Order Tag Defaults in addition to values of the parameters. When editing multiple order tag default entries, the exchange value must be the same and the parameter value must be of the same type for all entries being edited. For example, multiple order tag default entries can be selected where exchange is CME and exchange parameter is Text A and the parameter can be updated to Text TT.
05/12/2020	Improvements	TT Rest API	Added a new endpoint named /keyusage which allows users to query for the number of requests made for a particular application key.
05/11/2020	Improvements	Exchanges	Blocktrader now supports Wholesale (OTC) order entry for the HKEX market. Documentation will include additional details and instruction.
05/09/2020	Fixes	Algos	Fixed missing "fix_cl_ord_id" and "fix_orig_cl_ord_id" on synthetic leg fills.
05/08/2020	Fixes	Autospreader	Fixed an issue where Autospreader was attempting to change a quote order being held for Position Transfer which resulted in the spread order being canceled.
05/08/2020	Fixes	Autospreader	Fixed an issue with Autospreader calculating an incorrect price reasonability value which resulted in the exchange order being rejected.
05/08/2020	Fixes	Autospreader	Fixed issue with price subscription remaining active after instrument roll due to auction which prevented Autospreader from completing subscription to current instrument.
05/08/2020	Improvements	Score	Model Improvement: Improved scoring of abusive messaging clusters that only contain cancel events.
05/08/2020	Improvements	Score	When an investigation is opened a new field is recorded that includes the name of the user that opened the investigation. This is viewable from the Score dashboard as well as from within individual investigation pages.
05/08/2020	Improvements	Setup App	Setup administrators can now choose to reset FIX sessions on Sunday. Previously FIX sessions were allowed to be reset Monday through Saturday.
05/07/2020	Fixes	TT .NET SDK	Fixed an issue that resulted in the OrderBookDownload not being triggered if there are no accounts. (v3.0.0.13)
05/07/2020	Improvements	TT .NET SDK	Added support for the ability to extract EPIQ. (v3.0.0.13)
05/06/2020	Improvements	Charts	Charts have been updated with a new version of Chart IQ. Included in this update are two new drawing tools: "Fibprojection" and "Trendline".
05/01/2020	Improvements	TT Rest API	The Ledger endpoints are not intended to be used as a real-time feed since there may be delays between the time at which order and fill events occur and the time when they are available via TT REST API. Applications requiring a real-time feed should use TT .NET SDK or TT FIX.
05/01/2020	Improvements	TT Rest API	Given data transformation constraints and the continually changing states of working orders, the /orders endpoint does not support paging or returning more than 1000 orders nor will it do so in the future. Customers that have order books which exceed 1000 orders should use TT .NET SDK or TT FIX for extracting orders.
05/01/2020	Improvements	TT Rest API	Add the ratio for each spread leg to the GET /instrument/{instrumentId} endpoint.
05/01/2020	Improvements	TT Rest API	Added the clientOrderId parameter to the /orders endpoint.
05/01/2020	Fixes	TT Rest API	Fixed the inter-product spread limit "Aggressive only" parameter on the GET account/{accountId}/limits, POST /account/risklimit/ipspread, and POST /user/risklimit/ipspread endpoints.
05/01/2020	Improvements	TT Rest API	Added a new endpoint named /tradingaccountfills which provides a more efficient manner of fill extraction for cases where you need only fills from accounts for which you have trading permissions.

Release Notes

May 2020 - Production Environment