Release Notes

October 2017 - UAT Environment

Date Type Component Release Note

10/13/2017

Improvements

Autospreader

Autospreader synthetic fill handling was improved for scenarios when the spread order is canceled and there are outstanding hedge orders.

10/13/2017

Improvements

Autospreader

Autospreader now updates the 'CurrentUser' field on the parent and child orders when a new user takes control of a spread order submitted by another user.

10/13/2017

Fixes

Autospreader

Fixed an issue with Autospreader orders using the Order Cross Prevention option 'Position Transfer (if resting order is best bid/offer)' when the cross occurs beyond the inside market.

10/12/2017

Improvements

Fills

You can now save the Fill Alerts widget view style, e.g., Detail, Summary, By Order or Continuous, as the default to be used whenever Fill Alerts is launched.

10/12/2017

Improvements

Options

TT has introduced the Options Risk Matrix widget to enhance risk management capabilities for options users. Use the Risk Matrix to view P/L, Greeks and risk metrics over any number of user-defined scenarios, all in one view.

10/11/2017

Improvements

MD Trader

You can now reset and restore VAP on an MD Trader by double-clicking on the VAP area or by pressing a hotkey. The default key combination is Shift + R.

10/07/2017

Improvements

General

SHA256 checksum files will be available to validate file integrity of the audit trail reports.

Each zip file will be accompanied by a checksum file that can be used to ensure integrity of the zip file after downloading from the EFT server. The checksum file will be named like [market]_tt_[company_identifier]_YYYY_MM_DD.zip.sha256sum.txt (e.g., cme_tt_98_2017_12_19.zip.sha256sum.txt). The checksum file will use linux style line endings, conversion to Windows style may be necessary if validation is happening on Windows or other non-linux platforms.

The first line of the checksum file will be the SHA256 hash of the zip file computed at its creation. The second line of the checksum file will contain the name of the zip file for which the checksum was computed. To validate the zip file, compute the SHA256 hash after downloading the zip file (there are free utilities on most platforms). The value computed should match the value in the first line of the checksum file.

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10/06/2017

Improvements

Positions

Improved the LTP Waterfall logic used to calculate P/L in the Positions widget to place more importance on LTP in scenarios when various price types are missing.

10/05/2017

Improvements

MD Trader

Improved the display of working orders in MD Trader when there are both buys and sells at the same price level.

10/04/2017

Improvements

MD Trader

Added the ability to manually "reset" the MD Trader VAP display on demand during the trading session.

10/02/2017

Improvements

Orders

You can now submit changes to an order in the floating order book (FOB) by pressing the <Enter> key. Previously, FOB order modifications were only able to be submitted by clicking the green check mark "change" button.

10/02/2017

Improvements

Fills

Added the ability to filter Position Transfer fills in the Manual Fills column of the Fills widget and Audit Trail.