June 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
06/30/2020	Improvements	Backtesting	Added the ability to clone an existing backtest's parameters.
06/30/2020	Improvements	Backtesting	Enhanced the graphs to display fill timestamps relative to the selected historical timeframe instead of the current time.
06/29/2020	Improvements	Settings	Order Profiles now support Give-Up, CTI and Clearing Firm fields for seeding order entry widgets.
06/29/2020	Improvements	Performance	Improved TTW/TTD startup performance when the user has thousands of order tag defaults.
06/26/2020	Improvements	Setup App	Updated interproduct spread risk limits to require leg limits to be set for each leg, at the account level where the interproduct limit exists. For example, if there is an interproduct limit for HO\|CL on account A, then there must also be an HO and a CL limit (or an all products limit).
06/26/2020	Improvements	Exchanges	On CFE, 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 tag will be introduced in Production on June 28 trading day.
06/26/2020	Improvements	TT Rest API	Added the following properties to the /ledger/orders GET and /ledger/orders/{orderId} GET endpoints: - uniqueExecId - execId - secondaryExecId
06/26/2020	Improvements	TT Rest API	Added the 'applyToAllSubAccounts' property to the following endpoints: - /ordertagdefaults - GET - /ordertagdefaults - POST - /ordertagdefaults/{orderTagDefaultId} - GET - /ordertagdefaults/{orderTagDefaultId} -GET
06/26/2020	Improvements	TT Rest API	Added a new endpoint named /user/userconfig to allow users to be disabled.
06/26/2020	Improvements	TT Rest API	Added support for wholesale order limits to the /risk endpoints.
06/26/2020	Improvements	Score	New Beta Model: The new automated spoofing model is specifically tuned for the speed of automated trading. Moving forward, trading activity that includes only order events tagged as automated in FIX Tag 1028 are clustered and scored under the new Automated Spoofing Model. Clusters that contain only manual trading, or a mix of both automated and manual trading, will be scored under the original spoofing model. And now that automated trading is covered by its own spoofing model, the scoring of the original spoofing model has been adjusted to better suit the characteristics of manual and mixed trading. The end result of all of these changes is reduced false positives and more accurately scored true positives. Note that order events tagged incorrectly as manual or automated may reduce score accuracy.
06/22/2020	Fixes	TT .NET SDK	Fixed an issue that caused price subscription rejects when applications make rapid requests. (v3.0.0.18)
06/19/2020	Improvements	Autospreader	Fixed issue in simulation with Autospreader not responding to requests.
06/19/2020	Fixes	Aggregator	Fixed an issue with incorrect prices in Aggregator when the leg instrument has a very small tick size.
06/19/2020	Fixes	Autospreader	Fixed a rare issue where ASE Price server would crash when an underlying leg instrument had an Indicative Bid Price but no Indicative Ask Price.
06/19/2020	Improvements	Setup App	To support optional account mapping from client accounts to TT accounts, Setup has added a new tab, "Secondary Acct Map" to the left navigation pane. Administrators can use this tab to link a client account or secondary account to a TT account and associate the secondary account to an Order Profile.
06/18/2020	Fixes	TT .NET SDK	Fixed an issue where PriceSubscriptionResponse errors may not be communicated in a price subscription event. (v3.0.0.17)
06/17/2020	Fixes	TT .NET SDK	Fixed an issue that resulted in the inability to get positions for some accounts. (v3.0.0.16)
06/17/2020	Improvements	TT .NET SDK	Added support for hard overriding of access lines. (v3.0.0.16)
06/17/2020	Fixes	TT .NET SDK	Fixed an object reference error when launching certain types of algos. (v3.0.0.16)
06/17/2020	Fixes	TT .NET SDK	Fixed an issue that resulted when submitting held order in simulation. (v3.0.0.16)
06/10/2020	Improvements	Settings	Selecting an Order Profile now clears all existing values and seeds from scratch, similar to what changing an instrument accomplishes. Previously, selecting a different order profile did not clear out existing fields but instead just seeded values on top of what was there before, and blank fields would retain the existing value. Now you can further define how cell values are applied, and right click on a cell (or a selection of cells) in the Order Profiles widget and select "Preserve existing value when profile is applied". Cells configured this way will display a "pass thru" icon in the grid. Cells can be set to "preserve existing values" via the csv upload process by including a single equals sign "=" in a cell in the file. To summarize the behavior of Order Profile cell values when you apply a profile: (1) if a cell has a value, that field will get set to that value, or (2) if a cell is blank, that field will clear unless that cell is set to "preserve".
06/10/2020	Improvements	RTD	Added RTD properties to access direct bid/ask prices and quantities. Learn More
06/10/2020	Improvements	Market Grid	Market Grid and the Depth widget now have the ability to customize the colors of depth rows.
06/10/2020	Improvements	Market Grid	Added the ability to "View my orders only" in Market Grid when sharing an account with other users.
06/10/2020	Improvements	Market Grid	Market Grid and Options Chain now have a checkbox setting named "Include Undisclosed Qty in Working Qty". When enabled, the WrkQty fields will display the sum of working and undisclosed order quantities.
06/10/2020	Improvements	Order Entry	The Order Ticket now supports the ability to submit staged orders into accounts that do not have an active connection, and also the ability to submit manual fills on staged orders with accounts in similar states.
06/10/2020	Improvements	MD Trader	MD Trader now has an optional setting to display the order entry panel on the right side.
06/10/2020	Improvements	MD Trader	MD Trader now has an option to display the current workstation time on the widget.
06/10/2020	Improvements	General	The "Session Status" dialog (accessed from the green circle in the upper right corner of the window) now displays the software version number of your local running version of TT Desktop.
06/10/2020	Improvements	General	A optional "CustOrdrHndlngInstr" column is now available in Order Book, Fill widgets, Audit Trail and the orders and fills panes of the OFW. This field displays the value set in TT User Setup for "Customer Order Handling Instruction" aka Tag 1031.
06/10/2020	Improvements	MD Trader	MD Trader keyboard trading now has two new hotkeys to quickly move the ladder to either the best bid or best ask price. These are useful when the market is illiquid, and the bid and ask are far apart. The two new user-customizable MD Trader hotkeys are: (1) Center price ladder at Bid (default = Home + Spacebar) which moves the price ladder to the best bid price; if no bids, move to center of grid. (2) Center price ladder at Ask (default = End + Spacebar) which moves the price ladder to the best ask price; if no asks, move to center of grid.
06/10/2020	Improvements	General	An optional "Organization" column is now available in Order Book, Fill widgets, Audit Trail and the orders and fills panes of the OFW,
06/10/2020	Improvements	General	Double clicking on the column border between two columns to expand the column width no longer causes the filter to be applied as well. This prevents filters from accidentally being applied when clicking quickly over a cell expander icon.
06/10/2020	Improvements	Settings	The global Preferences > Orders page now has a new checkbox setting named "Account selection drives order profiles" which defaults to OFF. When enabled, selecting an account in an order entry widget will filter the profile dropdown list to the profiles defined for the account. Note that this feature only applies to profile rules set up in TT User Setup. Locally created or csv uploaded profiles will not be filtered.
06/10/2020	Improvements	Order Entry	The Order Ticket now provides the ability to enter leg prices when creating a manual fill for a staged care order on a multi-leg (aka spread) instrument.
06/10/2020	Improvements	General	An optional ten (10) "echo_dc" columns are now available in Order Book, Fill widgets, Audit Trail and the orders and fills panes of the OFW. These values can be populated on FIX created orders.
06/10/2020	Improvements	Performance	Significantly improved the performance of drop down lists that contain many items, such as Account lists or Order Profiles.
06/10/2020	Improvements	RTD	RTD empty cells for fill or order books no longer display "Initializing" on start up.
06/10/2020	Improvements	Spread Matrix	Spread Matrix now shows implied and direct quantities on mouse hover over a particular price in an outright or spread cell.
06/10/2020	Improvements	Order Book	The Order Book and order book pane of the OFW now have an optional product "Description" column.
06/10/2020	Improvements	General	When Market Grid is part of a group widget, clicks on "action cells", e.g., Bid, Ask, BidQty, AskQty, etc. now update child widgets within the group, such as an MD Trader. Previously only clicks on the Contract cell would update the child widgets.
06/10/2020	Improvements	Orders	The csv order upload process now supports TT Timed order start time strings of "Now", "Open" and "Pre-Open" in addition to actual time value entries.
06/10/2020	Improvements	Order Entry	When configuring a third party algo (aka a "bank algo") we now only support "Day" as the Time-In-Force on the main order entry ticket, because the algos provide their own set of Time-In-Force restrictions.
06/10/2020	Improvements	MD Trader	The MD Trader setting to "View my own orders" has been removed from the settings page and replaced with a "Filter Users" button that can be displayed from the right click context menu. When displayed, this button acts as a left click toggle button to filter your own orders on/off.
06/10/2020	Improvements	Positions	The Position Manager widget now has an "Exch" column.
06/10/2020	Improvements	Settings	The Order Profiles widget now downloads and displays order tag default profile values configured in TT User Setup under a new "TTUS Rules" tab. These values seed and display in order entry controls when a TTUS profile is selected. Locally created profile rules are displayed in a "Local Rules' tab. As part of these changes, when in 'Edit" mode, you can mouse drag down (or up) across multiple cells in a column and then in the bottom (or top) cell enter a value that will populate all of the selected cells when you press the <Enter> key.
06/10/2020	Improvements	Spread Matrix	Spread Matrix now includes new optional settings on how to display outright futures prices for the top and diagonal cells.
06/10/2020	Improvements	Order Entry	Accounts defined in TT User Setup with an account type of "Error Routing Account" are not included in account drop down lists in order entry widgets.
06/10/2020	Improvements	Autospreader	Autospreader Reload (RLD) orders are now prevented from being submitted when the Display Qty field is set to zero (0).
06/10/2020	Improvements	Order Book	The Order Book now has an optional "Previous Group" column that displays the name of the user group who last passed the order.
06/10/2020	Improvements	Order Book	The Order Book now includes an optional "RemQty" column to show the total remaining unfilled quantity of an order.
06/10/2020	Improvements	Spread Matrix	Spread Matrix now supports single click order entry. A new checkbox setting named "Enable single-click order entry" adds an order entry panel to the left side of the Spread Matrix that operates similar to the order panel in MD Trader. When single-click order entry is enabled, mouse clicks on a Spread Matrix price or quantity cell will directly submit an order at that price with the quantity set in the order entry panel. The buy/sell direction of the order will adhere to the global preference on the Orders page for "Left click aggressive", e.g., with that setting off, left clicks will join the price level clicked on and right clicks will hit/lift the price clicked on. With "Left click aggressive" turned on, left clicks will hit/lift the price level clicked on and right clicks will join the price clicked on. A few additional notes: (1) Left click on a position cell will not submit an order but will seed that value into the order quantity cell to provide a quick way to flatten your position on your next click in the Spread Matrix grid. (2) When single-click entry is enabled, you can launch a floating order entry widget (Order Ticket or MD Trader, depending on the global preference) by holding down the Shift key while clicking on a price or quantity cell. (3) You can also optionally display the order entry panel via a right click "Show/hide" menu option.
06/10/2020	Improvements	Fills	The Position Manager widget now supports upload of Local Manual Fills via a comma separated text file (.csv). A new "Upload" button supports selecting a properly formatted .csv file with the following columns: Contract, Account, Order Qty, B/S, Price. After verifying the proposed data in the preview dialog, click "Confirm" to display the rows with a status of "Staged." You can then click the "Publish" button to generate the manual fills. See the documentation for more details.

Release Notes

June 2020 - Production Environment