Release Notes

June 2018 - UAT Environment

Date Type Component Release Note

06/29/2018

Improvements

Market Grid

In Market Grid, you can now optionally set the prices to change colors when they increase or decrease.

06/29/2018

Fixes

FIX Services

Corrected an issue where a TT Stop order submitted via FIX using an account assigned to a Managed User was rejected with the error: "Unable to get requirePermission4Algo for TT_Stop."

06/29/2018

Improvements

MD Trader

You can now optionally set MD Trader to highlight the inside market on the price ladder.

06/29/2018

Improvements

Order Book

In the Orders and Fills widget (OFW), you can now hide either the (middle) fills pane or the (bottom) positions pane using the right-click context menu.

06/29/2018

Improvements

Orders

For applicable exchanges, FIX order entry now supports Self Match Prevention tags.

06/29/2018

Improvements

FIX Services

TT FIX Market Data currently imposes a subscription limit of (2,000) instruments across all security types. Given that there are a high number of out-of-the-money strikes that update infrequently, we have added a separate FIX MD subscription limit of (10,000) for SecurityType=OPT.

The combined limit across all other security types other than OPT (FUT,MLEG,STRA,SPOT,TBONF,NONE) remains at (2,000) total.

06/29/2018

Improvements

FIX Services

Added new FIX Tag 16117, OrderSource, to the ExecutionReport message. OrderSource is a enum that indicates the TT component that most recently acted on an active order.

06/29/2018

Improvements

FIX Services

Tag 107, SecurityDesc, is now included in the Security Definition (d) message.

06/29/2018

Improvements

FIX Services

In response to a FIX security definition request (35=c), FIX Security Definition sessions will drop contracts where "Is Not Tradeable" flag=true in PDS.

06/29/2018

Improvements

FIX Services

Added support to FIX tag 326, SecurityTradingStatus, for enum 23: "Fast Market".

06/28/2018

Improvements

Options Chain

Columns for Working Buys and Working Sells have been added to the Options Chain, for an enhanced view of working options orders.

06/28/2018

Improvements

Options

Users now have the ability to customize background and text colors in Options Chain, RFQ Viewer, Options Risk, Trade Monitor and Electronic Eye.

06/27/2018

Improvements

Market Grid

Added support in Market Grid for detailed depth on BVMF.

06/27/2018

Improvements

Order Entry

Added an "On Auction" Time-In-Force (TIF) for trading on BVMF.

06/27/2018

Improvements

MD Trader

You can now optionally set MD Trader to display an aggregate net position for that contract across multiple accounts when the account filter checkbox is unchecked.

06/27/2018

Improvements

Market Grid

The "Contract" column in Market Grid is now locked in place when you scroll horizontally. Note on existing workspaces, you may need to reset the column settings in order to make the Contract column lock in place.

06/27/2018

Improvements

Market Grid

In Market Grid you can now customize the row heights using the right-click context menu.

06/25/2018

Improvements

Options

Risk Matrix now supports multiple tabs, allowing users to create varying scenarios or view multiple accounts within the same Risk Matrix widget.

06/25/2018

Improvements

Options

By right-clicking on an instrument in the Options Risk, users can now open an Order Entry widget, for quicker ability to manage and close open options positions.

06/25/2018

Improvements

Orders

The Order Profiles widget now has additional fields to further define the values set by order profile rules. In addition to new fields for MiFID II compliance, the new fields also include Account Type, TakeUp, ClearingFirm (for Block trades) and fields to define staged orders and associated execution instructions.

06/22/2018

Improvements

Exchanges

GDAX has changed its name to Coinbase. This change is now reflected across the TT platform. Note that because of this change, you will need to modify any saved Excel RTD links to refer to Coinbase instead of GDAX

06/22/2018

Fixes

Fills

Fixed an issue where confirming a fill on a fully filled order may result in a stale order being displayed.

06/22/2018

Fixes

Orders

Fixed an issue where ICE MiFID tag 9707 was not retained on a suspend/resume.

06/21/2018

Improvements

Positions

Added two new optional columns to the Positions widget to view Total Qty and Net Qty traded for the session.

06/20/2018

Improvements

General

Improved the readability of drop down lists, e.g., account, order type, order profiles, etc, with a larger font size.

06/17/2018

Improvements

Orders

Added the ability to place orders on Hold in Simulation environments.

06/15/2018

Improvements

FIX Services

Added support for Eurex BOC - Book-or-Cancel Order Type. If a new limit order on Eurex includes tag 18=6 (participate, do not iniate), that order will be submitted to Eurex as a Book-or-Cancel order. BOC orders are currently supported on Eurex only.

06/15/2018

Improvements

Autospreader

Autospreader's Net Change formula was updated to use the Open price if both the Settle and Close prices are not available. This is expected behavior on the first trading day for a new bond contract.

06/15/2018

Fixes

FIX Services

Corrected an issue where FIX drop copy of ADL Algo summary execution reports showed an internal GUID instead of display_name for ADL parameters.

06/15/2018

Improvements

FIX Services

Added new enum value, A: Auction, to FIX tag 59, TimeInForce.

06/15/2018

Improvements

Options Chain

From the Options Chain, users now have the ability to perform additional actions, including RFQ of individual options, sending individual options to Strategy Creation in order to facilitate spread building, and choice of order entry method for the underlying instrument. Advanced Options users can also open Vol Curve Manager directly from the Options Chain.

06/15/2018

Improvements

Options

For Advanced Options users, TT has added a display of edge calculations for outright options and option strategies, based on the user's theoretical value. Buy Edge and Sell Edge columns can be exposed in Market Grid, Watchlist and RFQ Viewer.

06/15/2018

Improvements

FIX Services

Added new tag to FillsGrp <1362> repeating group:
Tag: 16118
Name: FillTradingVenueRegulatoryTradeID
Type: String
Description: TVTIC for fills group entry
Used in: ExecutionReport (35=8)

FillTradingVenueRegulatoryTradeID is only populated on execution reports from Eurex and EEX markets. For these markets, tag 8016 will no longer be sent.

06/15/2018

Improvements

Blocktrader

TT has added support for the following Euronext wholesale order types, entered via Blocktrader: Against Actual, Basis, Exchange for Swap(EFS), Guaranteed Cross, Large in Scale, Large in Scale Package, and Request for Cross. Please see documentation for more information and instructions.

Learn More

06/15/2018

Improvements

TT Order Types

Added support for "Go to Market" end time action for all TT Order Types.

06/15/2018

Improvements

TT Order Types

Enhanced all TT Order Types to support the ability for users to specify that an algo should be expired at the end of a session.

06/14/2018

Improvements

General

Added a new read-only column named "TextC" to the Order Book, Fills widget and Audit Trail.

06/13/2018

Fixes

Setup App

Support for ‘Client Can Override’ feature is being temporarily rolled back. ‘Client Can Override’ checkboxes will be hidden in the User->Exchanges/Account->Exchanges screens and in Order Tag Defaults tab. Setup Administrators should refresh the browser to pick up this change. Effective June 16th, by default Setup will not restrict trading applications and APIs from overriding values configured in Setup. Full support for ‘Client Can Override’ feature will be rolled out in the next few weeks.

06/11/2018

Improvements

Settings

You can now set a sound to play when an order is cancelled.

06/11/2018

Improvements

Orders

You can now optionally receive a confirmation message when cancelling one or more selected orders.

06/08/2018

Improvements

Charts

Added support for Constant Volume Bar (CVB) charts. CVB charts are non-time-based charts that are built based on exchange volume.

06/08/2018

Improvements

Fills

You can now optionally auto-create leg fills when creating a manual fill in the Position Manager widget on an exchange listed spread contract.

06/08/2018

Improvements

Setup App

Updated our concurent login settings to consolidate market data sessions from different brokers. Users with a single identical market data session from two or more brokers will only be able to access the market data once

06/07/2018

Improvements

Orders

Added the ability to load orders from comma separated (.csv) files.

Learn More

06/04/2018

Improvements

TT Algos

The Direct Order Entry algo is an automated order management tool that allows users to make a market (bid/offer) based on user-supplied input values. Users can customize quoting behavior, action taken after a fill occurs, and risk parameters.

06/04/2018

Improvements

General

Added a new Alerts Manager widget and associated Alerts Viewer widgets that allows you to create, edit, delete, start/pause alert logic.

Learn More

06/04/2018

Improvements

Orders

We are pleased to announce the production release of Order Passing as a supported feature on the TT platform. This functionality allows traders to pass the visibility and management of open, working orders to another trader or group of traders, referred to as the “Caretaker” group. While an order is being watched by the Caretaker group, the order originator and all traders sharing the account with the originator have full visibility of the order, and see updates and partial fills as they occur. Control of a passed order is shared by both groups, allowing either group to take immediate action on the order as needed. The two groups do not need to share accounts.There is no disruption to an order during the passing process. Passed orders continue to work in the market and maintain position in queue during the passing action.

Learn More

06/01/2018

Fixes

Autospreader

Fixed an issue where there would be no Bids/Offers shown in the Autospreader market and/or Autospreader would report one of the leg instruments as closed.

06/01/2018

Fixes

Autospreader

Fixed an issue where Autospreader was applying a Post-Hedge rule while the market was closed.

06/01/2018

Fixes

Autospreader

Fixed an issue that would cause Autospreader orders to fail on submission.

06/01/2018

Fixes

General

You can now change an existing instrument in a Market Grid by right clicking on the row and selecting "Change instrument" from the context menu. As part of these changes, we have also reorganized the order of the context menu items.

06/01/2018

Improvements

Orders

TT now supports the Stop Limit native order type on GDAX.

06/01/2018

Improvements

Setup App

Setup administrators can now allow users to override exchange-specific user or account fields prior to submitting an order by checking "Client Can Override" checkbox in the User->Exchanges and Account->Exchanges screens. This setting is also available in the Order tag Defaults tab. If the "Client Can Override" checkbox is unchecked, values configured in Setup will be sent to the exchange. Full support for this feature will be rolled out shortly.

06/01/2018

Fixes

Setup App

Fixed an issue where algo approvers saw "Unknown" in the Owner field under the Algos tab. Users will now be able to see the correct algo owner.

06/01/2018

Fixes

General

Fixed several issues with Market Explorer, most noticeably that the last selected product was not 'remembered' when selecting an instrument and/or editing an existing instrument in Market Grid, Autospreader config or MD Trader.

06/01/2018

Improvements

Order Entry

Added the ability to modify the exchange clearing account "on-the-fly" prior to submitting an order.