Release Notes

December 2017 - UAT Environment

Date Type Component Release Note

12/16/2017

Improvements

FIX Services

Timestamps for FIX tag 60 will now be sent to microsecond precision always.

For example:
current timestamp of: 60=20170509-22:34:56.881 (millisecond precision)
will be represented as: 60=20170509-22:34:56.881321 (microsecond precision)

Customers desiring millisecond precision may apply a FIX rule in a FIX profile to truncate the microseconds portion of the timestamp.

12/16/2017

Improvements

FIX Services

Added support for new MiFID II compliance tags on FIX order and execution report messages. For further details on FIX tag additions and modifications related to MiFID II, click "Learn More" below.

Learn More

12/16/2017

Improvements

FIX Services

Support new FIX Tag Rule Type, "TrimTimestamp" on FIX Profiles. When enabled for for tag 60, the timestamp value will revert from microsecond to millisecond precision.

12/15/2017

Improvements

Order Book

Added Original Date/Time columns to the Order Book.

12/15/2017

Improvements

Orders

Added MiFID columns to the Order Book, Fills widget and Audit Trail.

12/15/2017

Improvements

Autospreader

Users now have the ability to abandon Autospreader child orders by using the 'Delete Parent' option from the Floating Order Book. Users can choose to abandon a single order, all quote orders on a specific leg or quote orders for all legs. By deleting the parent order, Autospreader will no longer manage the child order or send hedge orders if the abandoned child order is filled. More information can be found here...

Learn More

12/15/2017

Improvements

Autospreader

Autospreader now supports leaning on the Indicative Open during the Auction session. Indicative Open is published by the exchange when the market is crossed (Bids and Asks at same price level) during the Auction. If the user enables the 'Lean on Indicative' setting, Autospreader will lean on this price when there is no Indicative Bid or Ask available.

12/13/2017

Improvements

MD Trader

Added the ability to assign algo templates to order type buttons in MD Trader. Clicking a button assigned to a template will set the template for the algo order and will not display the parameter flyout. For more information on how to configure order type buttons in MD Trader, click "Learn More" below.

Learn More

12/12/2017

Fixes

Time & Sales

Fixed an issue that prevented filtering the Type column in Time and Sales on "Leg" trades.

12/11/2017

Improvements

Order Book

Added the ability to filter the Order Book on the "SynthStatus" column.

12/11/2017

Fixes

Charts

When a leg trade is reported by the exchange it should not be included in the chart. This change filters leg trades from being displayed on the chart.

12/11/2017

Improvements

General

When saving workspaces, the TTW/TTD client now compresses the workspace before sending to the backend to reduce the file transfer size on the network. This will improve times for both saving workspaces and opening them.

12/09/2017

Improvements

Setup App

To support optional algo permissioning, Setup has added a new tab, "Algos" to the left navigation pane. Only algos that users submit for approval will appear in this section, and can only be approved by users with "Algo Approver" permissions.

As part of this enhancement, there are also two new checkboxes under User->Settings. The "Algo Approver" checkbox allows users to see the name of all algos that have been submitted for approval, and provides the option to "Approve" or "Unapprove" each algo. The second new checkbox, "Requires Permissions to Run Own Algos" controls whether users can deploy algos without requiring approval.

Learn More

12/09/2017

Improvements

General

Columns for Mifid2 fields are now available as part of ICE compliance audit trails.

Learn More

12/08/2017

Improvements

Algos

Added support to only display approved algos to a user based on their "Algo Permissions" set in TT User Setup.

12/08/2017

Fixes

Orders

Fixed an issue that could allow new orders to incorrectly be internally matched when not placed at the best inside market price.

12/08/2017

Fixes

Time & Sales

Fixed an issue that could produce incorrect price displays in Time & Sales.

12/08/2017

Improvements

Options

TT Options now supports Vol Curve Groups. Users assigned to a Vol Curve Group can share Options analytics settings and volatility curves. When subscribed to a group, a change in settings from one user will apply to all users in the group. Vol Curve Groups are administered in Setup and can be viewed in Volatility Curve Manager.

12/06/2017

Improvements

Setup App

Added a new Account->User and User->Account setting,"ADL Algo Approval Required" under ADL option. This option is checked by default. When it is unchecked, the selected user does not require approval for Algos on the selected account(s),

Note that these fields are available in Setup App so that users can configure the new fields in advance. The configured values will not be applied till systemwide support for is added in next few weeks

12/06/2017

Improvements

Setup App

Added a new "Algo Permissions" section to the User->Settings tab. This section has following restrictions:
* Requires Permission to Run Own Algos
* Algo Approver

Requires Permission to Run Own Algos option is checked by default in Live, and unchecked by default in all other domains for new users. Existing users will have this box unchecked. If it is unchecked, users are allowed to run and pause their own algos.

Admins will have the Algo Approver option on by default and users will have the option off by default. If this option is checked, admins or users will be be able to set algo settings, assign users and accounts, and set credit and limits.

Note that these fields are available in Setup App so that users can configure the new fields in advance. The configured values will not be applied till systemwide support for is added in next few weeks

Learn More

12/06/2017

Improvements

Setup App

Added support for Order Tag Defaults to allow user overrides on exchange-specific user or account fields. Users can configure unique values that can be applied to orders and include settings that key off of profile, algo type, account, user, exchange, product group, product type and product.

Learn More

12/05/2017

Improvements

General

Upgraded OpenFin v8 Runtime to 64-bit version.

12/05/2017

Improvements

General

Upgraded TT Desktop to utilize OpenFin verion 8. This version includes numerous bug fixes.

12/03/2017

Improvements

Algos

Added the ability to apply OMA algos to TT Order Types; specifically TT Stops can now be managed as part of the OCO OMA.