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 |
|---|---|---|---|---|
02/27/2022 |
Improvements |
FIX Services |
Added support for custom tag 18232, "LastTradingDate" on to Execution Report Messages. (Ref 138576) |
|
02/27/2022 |
Improvements |
FIX Services |
The TT FIX schema has been updated to include the following fields, which will only be applicable to China markets traded through a certain 3rd-party execution gateway. (Ref 138575) |
|
02/27/2022 |
Improvements |
FIX Services |
Added the following enum to tag 16114, LinkType: (Ref 137910) |
|
02/26/2022 |
02/26/2022 |
Improvements |
RTD |
Updated the SSL certificate for the TT Excel add-in. (Ref 138572) |
02/25/2022 |
Fixes |
Score |
Bug Fix: The market ladder replay was sometimes showing an top of book line on an incorrect price level. This has been fixed. (Ref 138569) |
|
02/25/2022 |
Improvements |
Score |
This new report, viable on the reports tab in the dashboard, allows for generating and exporting cluster lists of any time period. Previously, to generate a cluster list the user needed to fully load all required days into Score prior to exporting. This new report allows for the same information to exported without having to load all the data. (Ref 138552) |
|
02/25/2022 |
03/11/2022 |
Fixes |
Positions |
Fixed an issue where settlement prices on the B3 and MX market were occasionally applied to the previous session (Ref 138519) |
02/25/2022 |
02/25/2022 |
Fixes |
TT .NET SDK |
The Display Name (field: "Alias") is changing format for Eurex weekly options. The Series Term is also being corrected to "Week." (Ref 137406) |
02/25/2022 |
02/25/2022 |
Fixes |
FIX Services |
The Display Name (field: "Alias") is changing format for Eurex weekly options. The Series Term is also being corrected to "Week." (Ref 137405) |
02/25/2022 |
02/25/2022 |
Fixes |
Market Data |
The Display Name (field: "Alias") is changing format for Eurex weekly options. The Series Term is also being corrected to "Week." (Ref 137404) |
02/23/2022 |
02/23/2022 |
Improvements |
TT .NET SDK |
Upgraded to the latest versions of the TimeZone and Newtonsoft dependency libraries. (v3.1.1.1) (Ref 138362) |
02/23/2022 |
02/23/2022 |
Improvements |
TT .NET SDK |
Add a market enumeration for NFI, formerly eSpeed. (v3.1.1.1) (Ref 138361) |
02/23/2022 |
02/23/2022 |
Fixes |
TT .NET SDK |
Fixed an issue which resulted in the SDK throwing an exception if there are duplicate customer profile names (same name, different companies). Added support for this configuration. (v3.1.1.1) (Ref 138360) |
02/23/2022 |
02/23/2022 |
Improvements |
TT .NET SDK |
Add support for .NET 5. (v3.1.1.1) (Ref 138359) |
02/23/2022 |
02/23/2022 |
Fixes |
TT .NET SDK |
Fixed an issue which resulted in the wrong algo parameter name being set in events. (v3.1.1.1) (Ref 138358) |
02/23/2022 |
02/23/2022 |
Fixes |
TT .NET SDK |
Fixed an issue which resulted in events for algo child orders not being delivered through the AlgoTradeSubscription objects. (v3.1.1.1) (Ref 138357) |
02/17/2022 |
Improvements |
TT Rest API |
Adding a new endpoint in ttledger called /tcrfills which returns Trade Capture Reports. (Ref 138151) |
|
02/17/2022 |
Improvements |
TT Rest API |
Added SecurityExchange to the instrument/{instrumentId} endpoint. (Ref 138150) |
|
02/17/2022 |
Improvements |
TT Rest API |
Added data for all companies to the user/{userid} and user/{userid}/settings endpoints. (Ref 138149) |
|
02/14/2022 |
02/14/2022 |
Improvements |
Score |
GUI Update: Scores models are now grouped by type on the dashboard and on the surveillance tab. Users and expand and collapse these groupings by simply clicking on the grouping names. As always users can remove models from view in the preferences tab. Note that if you remove all models in the grouping the grouping header will not display until at least one model from that grouping is added back. (Ref 138183) |
02/14/2022 |
02/14/2022 |
Improvements |
Score |
New beta model: Book Dominance. This model identifies periods where a traders disclosed working volume exceeds the average volume of the top 5 price levels by a significant mount. Traders that dominate the book may be engaging in painting the tape or other manipulations more generally. This model is under the new "trading behaviors" grouping where high scores flag outlier behaviors that are not tied directly to a specific rule violation. (Ref 138182) |
02/14/2022 |
02/14/2022 |
Improvements |
Score |
New beta model: Dominating the Open. This trading behaviors model looks for an abnormally high percentages of market volume being filled by a single trader in the 15 minutes after the open. Although making up a high percent of the total market volume at the open is not strictly a rule violation, this behavior may draw regulatory scrutiny. This model is under the new "trading behaviors" grouping where high scores flag outlier behaviors that are not tied directly to a specific rule violation. (Ref 138181) |
02/11/2022 |
02/11/2022 |
Improvements |
General |
This update contains some important clarifications about Exchange and FIX Send/Recv logs that are delivered to the EFT server as part of the Exchange Compliance Service. There is no change in the software behavior, however we've realized that some customers' understanding of the robustness the collection of these files was incorrect. (Ref 138098) |
02/05/2022 |
02/05/2022 |
Improvements |
Setup App |
To make the Order Tag Default verification feature more visible, we have split the Order Tag Defaults into two separate pages. "OTD List" supports the current functionality of filtering, adding, editing, and deleting order tags. "OTD Verify" supports the current functionality of entering a specific profile, account, user, algo, and instrument to get the resulting tags that would be sent to the exchange in that scenario. (Ref 137199) |