October 2021 - 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.

Production Start	Production Complete	Type	Component	Release Note
10/29/2021		Improvements	Score	Model Update: Momentum Ignition. In addition to all the previous functionality of the model, this update allows the model now detects slower "ignitions" i.e. aggressive placing of orders at higher (or lower) prices over longer periods of time. (Ref 135175)
10/29/2021		Improvements	Score	Model update: Abusive messaging. Abusive messaging now uses the ratio of order event types to help reduce false positive clusters. Clusters that are overwhelmingly comprised of cancels or new orders will now score lower. Previously the model was not discounting behaviors that indicated the activity was likely end-of-day mass cancels or start-of-day stacking of new orders. (Ref 135174)
10/29/2021		Improvements	Exchanges	Starting with T7 10.0, tag 2404 (ComplianceID) will be conditionally required on orders in production for Eurex and EEX. Currently, Eurex and EEX support tag 2404 (ComplianceID) in production as an optional tag. We will add support for this tag in production prior to the T7 10.0 upgrade so that customers can preconfigure this value. With the T7 10.0 upgrade, tag 2404 (ComplianceID) in the following cases: - If Trading Capacity is Proprietary (5) then ComplianceText (tag 2024 2404) is required - If Trading Capacity is Agency (1), then Compliance Text is required when the user is an Exchange Trader acting for another exchange participant. It should not be sent when the user is a client of the Member (not an exchange trader). - Note that orders will not be rejected by the exchange if this field is not populated. Full details on the requirements for use of this field may be found in "Eurex Circular 061/21 Order Routing System (ORS): Details for usage": https://www.eurex.com/ex-en/find/circulars/circular-2697562 Details on configuration of ComplianceText (2404) in TT: - ComplianceText (2404) should include the following info: Member ID/ Trader ID combination, aka the MGT (for ex. ABCFRTRD001). - ComplianceText (tag 2024) will be set at the User level in a new field to be added in TTUS, "Compliance Text" - If Compliance Text is populated, we will send it to the exchange in tag 2404, if it is not populated, we will not send it Support for overrides to ComplianceText via FIX Adapter, ADL and ASE will be added in a future release. (Ref 134186)
10/29/2021	10/29/2021	Improvements	FIX Services	Oct. 20 Update: The Production deployment date for this change has been pushed from Oct. 22 to Oct. 29 in order to limit changes to the TT production environment prior to the FIA sponsored Industry-Wide Disaster Recovery Tests scheduled for Oct. 23. ------------------------------------------------------------------------------------------- Following on our original announcement from August 26, TT continues to make changes to our Security Master database (PDS) to synchronize the month and year values displayed in the TT Trading GUI (PDS Alias field) with TT FIX tags 200, MaturityMonthYear, and 610, LegMaturityMonthYear values for all FIX order routing, drop copy, market data and security definition messages. NOTE: ICE market now supports this feature in UAT, with production support scheduled for October 29, 2021. PDS has introduced a new field, ContractDisplayDate, (CDD), which will contain the month & year values from the Alias field. PDS will be rolling out this change market-by-market. JPX, TOCOM and OSE markets currently support the new value in production. Support for PDS CDD in additional markets will be announced in future. In TT FIX v158 & higher, when the PDS CDD field is present on an instrument, TT FIX will map CDD to tags 200 & 610 on all relevant inbound & outbound messages. When CDD is not present, the existing mapping to PDS Maturity Date will continue as currently implemented. Customers trading ICE contracts via FIX are strongly encouraged to test their applications in UAT prior to the October 29 rollout date to ensure integration with the new behavior. Contracts listed in PDS under ICE_L market will not be impacted. Please reach out to your TT Customer Representative or email fixintegration@trade.tt with any questions or concerns. (Ref 133777) Version: v163
10/28/2021	11/18/2021	Fixes	Orders	Fixed an issue that sometimes caused orders to be rejected with a "Missing Broker ID" malformed request error message. (Ref 135035)
10/28/2021	11/18/2021	Fixes	Positions	Fixed an issue that sometimes caused the Positions widget to populate the "P/L Open" field when no positions existed for that instrument. (Ref 135034)
10/28/2021	11/18/2021	Improvements	General	The "Add custom value" filter feature is now available on more columns, namely: Account, CurrentUser, Originator, Profile Name and ParentID. (Ref 134003)
10/28/2021	11/18/2021	Improvements	RTD	We have significantly improved the performance of RTD formulas for TTFills, TTOrders, FillStats and OrderStats requests. (Ref 134001)
10/28/2021	11/18/2021	Improvements	Market Grid	Market Grid now includes two optional columns "BidQty Accum" and "AskQty Accum" which accumulate the quantities preceding them in expanded depth rows. (Ref 133999)
10/28/2021	11/18/2021	Fixes	Algos	Fixed an issue that prevented using ADL Order Ticket Algos (OTAs) in MD Trader despite appropriate permissions in Setup. (Ref 133996)
10/28/2021	11/18/2021	Improvements	Spread Matrix	Spread Matrix now includes an optional "Layout" setting for "Show LTP/LTQ". When enabled, Spread Matrix will display a third column in each spread for the Last Traded Price and Last Traded Quantity. (Ref 133995)
10/28/2021	11/18/2021	Improvements	Fills	The Order Book, Fills widget and Audit Trail now display TradeCaptureReports of OTC trades for JPX options with price precision up to four (4) decimal places. (Ref 133990)
10/28/2021	11/18/2021	Improvements	Order Entry	You can now select multiple staged orders in the Order Book and/or OFW, right click and choose "Order Staging > Work with same order type ... ". A single Order Ticket will appear (with the Order Qty and Price fields disabled) allowing you to select a TT Order Type, third party algo, or even a native order type. Fill out the parameters as needed, and click the "Submit" button to generate child orders using that order type and parameters for all of the selected care orders simultaneously. (Ref 133989)
10/28/2021	11/18/2021	Improvements	Order Entry	When creating a child order of a staged order, we now seed the order type from the staged order into the child order type of an algo. For example, if an order is staged as a market order, when you select an algo to work that staged order, the child order type parameter of the algo will get seeded as a market order. Similarly, a staged limit order will seed the algo as a limit child order type. (Ref 133987)
10/28/2021	11/18/2021	Improvements	Spread Matrix	Spread Matrix now retains its set of limited instruments when switching to a different display mode, e.g., from "Calendar" to 'Butterfly" view. (Ref 133944)
10/28/2021	11/18/2021	Improvements	Blocktrader	The Blocktrader 'Price per leg' checkbox option can be set to default ON when a selected market and product type support that feature. (Ref 133943)
10/28/2021	11/18/2021	Improvements	Options	Market Explorer now displays the expiration date on options products when both the Product and Term are selected. (Ref 133941)
10/28/2021	11/18/2021	Improvements	Order Entry	We now support creating child orders for staged orders on the OPRA market even though market data is unavailable for that market. (Ref 133940)
10/28/2021	11/18/2021	Improvements	Order Entry	We have improved the handling of overriding order tag defaults when submitting child orders on a parent staged order. Basically, when you create a child order of a staged order, and choose a client profile and routing account, the order tag values for that account and profile are placed on the child order. (Ref 133938)
10/28/2021	11/18/2021	Improvements	Spread Matrix	Spread Matrix now has a new optional setting in the bottom 'Display' section to "Highlight bid/ask price when instrument trades". (Ref 133931)
10/28/2021	11/18/2021	Improvements	Time & Sales	Time and Sales now allows you to expand and collapse instruments at the product level when setting quantity filters. (Ref 133928)
10/28/2021	11/18/2021	Improvements	Order Entry	The preview view of proposed child orders for TT slicer order types now correctly adheres to the contract or flow global preference. (Ref 133922)
10/28/2021	11/18/2021	Improvements	Settings	We have improved the ability to view and access order profiles and order tag defaults when users are shared across companies. (Ref 133668)
10/28/2021	11/18/2021	Improvements	Options Chain	The Options Chain now includes new columns CBIV/CAIV and PBIV/PAIV to display the implied volatility of the bid and the ask for calls and puts. (Ref 133655)
10/28/2021	11/18/2021	Improvements	Options	We have added a new BETA version of the Options Chain with ability to view multiple expiries in the same single Options Chain widget. See our help documentation for more information. (Ref 133654) Learn More
10/28/2021	11/18/2021	Improvements	Order Entry	Market orders on SGX instruments now default to IOC for Time-In-Force (TIF). Users can manually select FOK if they desire, or set up an Order Profile to define their own custom default behavior. (Ref 128791)
10/28/2021	11/18/2021	Improvements	Order Book	The Floating Order Book (FOB) now includes two new optional columns for "UndQty" (Undisclosed Qty and "OrdQty" (aka Total Qty). (Ref 123353)
10/22/2021	10/29/2021	Fixes	Aggregator	Resolved rebalancing issue with Aggregator that can lead to the order completing prematurely. (Ref 134694)
10/22/2021	10/29/2021	Improvements	General	The exchange compliance zip file will be generated for each calendar day for all exchanges (regardless of whether the exchange is open). This is done to allow customers to easily determine if they've downloaded all the files from the EFT server. Prior to this change, files where only provided for calendar days in which exchanges were open and there was trading activity for companies who use connection owned by other companies. (Ref 134161) Learn More
10/22/2021	11/05/2021	Fixes	FIX Services	CME SR3 packs and bundles have an currently have an incorrect display name (FIX tag 452=97, "Alias", in SecurityAltId group), causing some packs and bundles to not be displayed. See below for new naming convention: Packs Example: SR3 1Y Pack Existing Alias/Display Name:+1xSR3 Mar26:+1xSR3 Jun26:+1xSR3 Sep26:+1xSR3 Dec26 New Alias/Display Name: SR3 Mar26 Pack Bundles Example: SR3 2Yr starting with Jun29 contract Existing Alias/Display Name: SR3 Jun29 3mo Pack New Alias/Display Name: SR3 Jun29 2Yr Bundle (Ref 134051)
10/22/2021	11/05/2021	Fixes	Market Data	CME SR3 packs and bundles have an incorrect display name (alias field), causing some packs and bundles to not be displayed. See below for new naming convention: Packs Example: SR3 1Y Pack Existing Display Name:+1xSR3 Mar26:+1xSR3 Jun26:+1xSR3 Sep26:+1xSR3 Dec26 New Display Name: SR3 Mar26 Pack Bundles Example: SR3 2Yr starting with Jun29 contract Existing Display Name: SR3 Jun29 3mo Pack New Display Name: SR3 Jun29 2Yr Bundle (Ref 134050)
10/18/2021	10/18/2021	Improvements	General	The dashboard.trade.tt url now loads a new implementation of the Monitor application based on the TT front end widgets. Similar to Monitor this application provides views of orders, fills, positions and ability to query the audit trail. (Ref 134688)
10/15/2021	10/16/2021	Fixes	Exchanges	New ICE MSCI Index Future contracts are available on the TT Platform. https://www.theice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_MSCI_TIC+_20210817.pdf (Ref 134631)
10/09/2021	11/05/2021	Improvements	FIX Services	Added support for tag 2404, ComplianceText, a free text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages. Tag 2404 will be conditionally required for some orders as of the Eurex / EEX T7 10.0 API upgrade. Please see the TT Eurex Gateway Release Note reference #134186 for more details. (Ref 134434) Version: v163 Learn More
10/09/2021	11/05/2021	Improvements	FIX Services	The TT Order Type parameter 'ChildTIF', tag 16903, has been updated to match the enum values defined in FIX tag 59. Please see tag 59 documentation for details. (Ref 132978) Version: v163
10/09/2021	11/05/2021	Improvements	FIX Services	Added support for TT Order Type Parameter, WaitingOption, in tag 16974 and CustomSliceSched, in tag 16977. Valid values for WaitingOption are: 0: Now 1: Specified Time 2: Pre-open 3: Open CustomSliceSched specifiec a custom interval for slices to be entered as a string in the format: "HH:MM:SS.mmm". (Ref 132977) Version: v163
10/09/2021	11/05/2021	Improvements	FIX Services	Added support for TT Order Type Parameter, LeftoverMktOrderLimitTicks in tag 16966. This integer parameter is used by TT Order Types that support Market Leftover action to seed the number of ticks to be used. (Ref 132976) Version: v163
10/09/2021	11/05/2021	Improvements	FIX Services	Added the NoLinks Repeating Group [16112, 16113, 16114] to staged order execution reports that were participants of a bulked, stitched or split synthetic staged order. This provides a linkage from the participant staged orders to the bulked, stitched or split synthetic staged order. Added the new LinkType enums below to 16114 to identify the relationship between the participant staged order and the bulked, stitched or split parent order: 8: Staged bulked child order ID 9: Staged stitched child order ID A: Staged split child order ID (Ref 132975) Version: v163
10/09/2021	11/05/2021	Improvements	FIX Services	Added support for the NoLinks Repeating Group [16112, 16113, 16114], to the Trade Capture Report (35=AE) message. The NoLinks Repeating Group will be included on child TCRs when staged orders are sent to BlockTrader. (Ref 132974) Version: v163
10/09/2021	11/05/2021	Improvements	FIX Services	FIX Drop Copy & Order Router will now prepend a Reject Source string to tag 58 on reject ER messages. Sources available are: EXCH: Exchange supported natively on TT EXT GW: 3rd-party algo provider or FIX bridge to exchange TT FIX: The TT FIX server TT: All other sources (Ref 132966) Version: v163
10/09/2021	11/05/2021	Fixes	FIX Services	Fixed an issue where FIX Order Router was unable to resolve the correct order connection when an account was mapped to multiple FIX Order Gateway connections. (Ref 132965) Version: v163
10/09/2021	11/05/2021	Improvements	FIX Services	Add tag528, OrderCapacity, and tags 2593/4/5, OrderAttributesGrp, to FIX Trade Capture (AE and AR) messages. (Ref 132963) Version: v163
10/09/2021	11/05/2021	Improvements	FIX Services	Added support for ExerciseStyle, tag 1194, in SecurityDefinition (d) and ExecutionReport messages. Valid values are: 0: European 1: American 2: Bermuda (Ref 132962) Version: v163
10/09/2021	11/05/2021	Plan	FIX Services	Limited production deployment of FIX v163 began Oct. 8. 2021 for FIX drop copy only in the TT Aurora data center. Deployment will be extended to additional data centers for all FIX services on Oct. 15, with full production deployment expected to complete in all data centers by Nov. 5. All FIX Services for the v163 release have been deployed to UAT Data Centers since EOD September 7, 2021. 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/general/System_Overview.html prior to release. (Ref 132947) Version: v163
10/08/2021		Improvements	Score	New feature: Search by order ID. Score users can now filter for clusters that contain a particular order by entering an order ID in the "filter by order ID" search bar in the surveillance tab, or by clicking on "Filter clusters by order ID" button on the dashboard. (Ref 134550)
10/08/2021	10/29/2021	Fixes	Autospreader	Resolved issue where the client time sent field would fail to be updated on order modification. (Ref 134529)
10/08/2021	10/22/2021	Fixes	Autospreader	Resolved Crypto related issue where a partial fill of fractional quantity could lead the Autospreader to cease quoting. (Ref 134281)
10/08/2021	10/22/2021	Improvements	Autospreader	Removed the current Leg Ratio limit of 200,000 to allow Autospreader to be used effectively in Crypto markets. (Ref 134280)
10/08/2021	10/22/2021	Fixes	Autospreader	Resolved issue that can result in Autospreader Queue Holder orders failing to observe 'Round Lot' rules for markets that enforce a minimum tradeable quantity. (Ref 133883)
10/08/2021	10/22/2021	Improvements	Autospreader	Resolved price server subscription issue that can lead to the cancellation of GTC Autospreader orders. (Ref 133882)
10/08/2021	10/22/2021	Improvements	Autospreader	Addressed issue where Autospreader was unable to reconnect to internal components after a disconnection which lead to Autospreader entering a failed state. (Ref 133848)
10/08/2021	10/22/2021	Fixes	Autospreader	Updated behaviour of ASE Reload orders so that the full order quantity is reserved from position limits at the point of entry rather than individually for each reload action. This prevents any unexpected position based rejections midway through the order. (Ref 133842)
10/08/2021	10/08/2021	Fixes	ADL	Resolved issue that could lead to incorrect allocation across exit orders if only 3 levels were used. (Ref 133787)
10/08/2021	10/08/2021	Improvements	ADL	OMA With A Tick algo will now automatically cancel upon expiry of GTD child order. (Ref 133783)
10/08/2021	10/08/2021	Improvements	ADL	OMA With A Tick algo enhanced to allow modification to child order quantity. (Ref 133782)
10/05/2021	10/07/2021	Improvements	General	We recently added a new feature per customer requests that populated the “Originator” and “Current User” column filter dropdown lists with the alias names of all users that can submit or manage orders on your accounts. While technically correct, as those alias names can display if they delete an order in one of your accounts, this new behavior raised concerns about seeing aliases from companies other than your own. We have now removed this feature and reverted back to previous behavior where the dropdown lists display choices based on current orders and fills. We will work to redesign this feature and plan to release it again in the future. (Ref 134425)
10/05/2021	10/07/2021	Improvements	Blocktrader	Blocktrader now sends the buy/sell sides of a Cross order based on the ordering of the leg orders, e.g., If "Buyer" is defined for the first (left hand side) leg order, the Buy will be sent first. Conversely, if "Seller" is defined for the first (lef hand side) leg order, the Sell will be sent first. (Ref 134421)
10/01/2021	10/01/2021	Fixes	General	Released a new TT Desktop version 21.1.1 to resolve a window flashing issue sometimes seen upon workspace refresh. (Ref 134324)

Release Notes

October 2021 - Production Environment