| Date | Type | Component | Release Note |
|---|---|---|---|
07/31/2018 |
Improvements |
Order Book |
Users with Admin rights can now perform "Force Cancel" of stale orders via a right click menu item from the regular Order Book, instead of using Monitor for this action. |
07/27/2018 |
Improvements |
Order Entry |
Exposed the "Open/Close" toggle button for use when submitting orders for the CurveGlobal market, and for the upcoming LSE and IDEM markets. |
07/27/2018 |
Improvements |
Order Entry |
Added the Limit If Touched order type for the CurveGlobal market, and for the upcoming LSE and IDEM markets. |
07/27/2018 |
Improvements |
Autospreader Rules |
New shared Autospreader Rules: (TT) Minimum Increment Quote and (TT) Minimum Increment Hedge. When these rules are applied to a spread config, Autospreader will round the quote/hedge order quantity down to the nearest multiple of the user-defined 'minIncrement' value. This rules are needed on contracts that have a round lot value to guarantee Autospreader submits valid quantities. |
07/27/2018 |
Improvements |
Orders |
TT has passed SGX SR4 conformance and is therefor now making the UAT environment available for customer conformance. Clients should order IDs from SGX as soon as possible in order to participate. Conformance is available through August, and the exchange will go-live in October. |
07/27/2018 |
Fixes |
Orders |
Fixed an issue where traders on the ICE market, who shared an account but not a routing trader ID, were unable to amend each other's orders. This was due to the Order Connector updating the Originating Trader ID. This ID is no longer updated on cancel/replace orders (Authorized Trader and Routing Trader IDs are still correctly updated). |
07/25/2018 |
Improvements |
MD Trader |
The MD Trader working order cell now displays the disclosed quantity value for TT Iceberg orders consistent with the display for native Iceberg orders. |
07/25/2018 |
Improvements |
Options |
Grouping Account List with Options Chain will reflect in all columns for positions and working orders in the Chain. Only the positions and working orders for the selected account will display in the Chain. |
07/25/2018 |
Improvements |
Options |
Launching a linked Chart from the underlying future contract in an Options Chain will display a Chart for the underlying instrument. If Options Chain contains more than one tab the instrument displayed in the Chart will update when switching tabs. |
07/25/2018 |
Improvements |
Options |
For Advanced Options users, the theoretical value of an option or strategy is displayed in the Price column of MD Trader as a laser line. |
07/24/2018 |
Improvements |
Market Data |
You can now open certain widgets without incurring a market data subscription. For example, you can use a Positions widget and view P/L updates without subscribing to market data. The list of widgets this applies to includes Positions widget, Position Manager, Order Book and Orders and Fills widget (OFW). Note that opening other widgets that do use market data, such as MD Trader or Market Grid, will trigger market data subscriptions for the instruments in those widgets. |
07/24/2018 |
Improvements |
Strategy Creation |
The Strategy Creation widget can now be used as part of a grouped widget. When grouped with Market Grid, Strategy Creation can be used to display the individual legs of an existing strategy. When grouped with Options Chain, Strategy Creation can be used to more clearly facilitate strategy building and RFQs. |
07/23/2018 |
Improvements |
Blocktrader |
Wholesale order types are now supported on Eurex through Blocktrader, including Block, EFS, EFP (Fixed Income), EFP (Index), and Cross trades. |
07/23/2018 |
Fixes |
FIX Services |
The FIX bridge for 7x TFX will now correctly set FIX tag 18205, TTAccountType, based on the value received in TT FIX tag 528, order_capacity. |
07/23/2018 |
Improvements |
FIX Services |
FIX Adapter now allows Market Data Requests to be resolved if tag 116 is a managed user or shared user in TT User Setup. |
07/23/2018 |
Improvements |
FIX Services |
Added support for SMP reject reason code 108, "Cancel due to Minimum Lot Size not met," to tag 378 - ExecRestatementReason. |
07/23/2018 |
Improvements |
FIX Services |
Added support for Security Type=CUR to FIX tag 167. |
07/20/2018 |
Improvements |
Orders |
Fixed issues where TT was not properly allowing overrides for some exchange specific fields and Text A, B, and TT. TT is continuing to work on improvements to allow Order_capacity, ICE Authorized trader, and some other exchange specific fields to be set via FIX instead of being stored in Setup. |
07/20/2018 |
Fixes |
Setup App |
Fixed an issue where inter-product strategy limits could not be configured correctly. |
07/20/2018 |
Improvements |
Setup App |
Added a new field "Self Trade Prevention Key" to the Account->Exchanges->SGX->Exchange Properties tab. Administrators can choose to prevent self trades for SGX by configuring this field. This field is supported in UAT with the SR4 conformance release. It will be released to production with the SR4 production release. |
07/20/2018 |
Improvements |
Algo Dashboard |
When launching an Order Management Algo (OMA), Algo Dashboard now automatically seeds the co-location value based on the market of the underlying child order(s). |
07/20/2018 |
Improvements |
Options |
For Advanced Options users, Fills widget now contains additional columns for options-specific data. For each fill in an option, Fills will now display the implied volatility (IV), Delta and price of the underlying instrument (Und Px) at the time of the fill, as well as the total Vega of the trade. |
07/20/2018 |
Fixes |
Options |
Theoretical values now display properly for all daily and weekly strategies in RFQ Viewer and Market Grid. |
07/20/2018 |
Improvements |
Positions |
Added the ability to enter manual fills and start-of-day (SOD) records at off-tick prices in the Position Manager. Note: off-tick prices cannot be entered for instruments that tick in fractions (displayed with an apostrophe), e.g., ZB Sep18 with a price of 145'23. |
07/19/2018 |
Improvements |
General |
We have made it easier to drag tabs to new positions within a widget without having them unexpectedly "pop out" during the dragging process. You can still "pop out" a tab by right clicking on the tab and selecting "Break-out tab" from the context menu item. Note: On the Orders and Fills widget (OFW) and on custom group widgets (which have tabs exposed on the entire group), once you break out a tab you cannot re-attach the tab to the original group widget. |
07/19/2018 |
Improvements |
Order Entry |
You can now use Order Profiles rules to seed the "DispQty" field for native Iceberg orders in Order Ticket and MD Trader even if the main order quantity is zero. |
07/19/2018 |
Improvements |
Autospreader |
Autospreader now supports options for converting quote orders to hedge orders. Depending on execution needs, a user can choose to guarantee no overfills or reduce the chance of overfills while improving hedge performance. See link for more details... |
07/16/2018 |
Improvements |
TT Order Types |
Added support for "Go to Market" end time action for all TT Order Types. |
07/16/2018 |
Improvements |
TT Order Types |
Add support for "Merge", "Market -> At End", "Market -> Half-Life", and "Pay Up -> Half-Life" end slice actions for the TT Time Slicer algo. |
07/16/2018 |
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. |
07/16/2018 |
Improvements |
TT Order Types |
Enhanced TT Stop and TT If Touched algos to allow users to specify a secondary price trigger condition. |
07/16/2018 |
Improvements |
TT Order Types |
Implemented a Time Duration algo to allow users to slice a larger quantity into smaller orders by defining the total time desired to achieve the total goal quantity. |
07/13/2018 |
Improvements |
Setup App |
Setup administrators can now configure Cancel on Disconnect on ASX per order type by checking the 'Cancel Day Orders on Disconnect', 'Cancel GTC Orders on Disconnect' or 'Cancel GTD Orders on Disconnect' checkboxes under the Connections tab. These checkboxes are unchecked by default. |
07/13/2018 |
Improvements |
Options |
For Advanced Options users, Expiration Manager permission is restricted. Users must have permission to update positions (configured in Setup) in order to expire options. Without permission, Advanced Options users will not be able to expire options, but they will still be able to view the Expiration Manager widget. |
07/13/2018 |
Improvements |
General |
A new column has been added to the end of the ICE Audit Trail Compliance report that is generated daily and placed on the EFT server. The new column is MessageType and contains the FIX Message Type for each message. |
07/12/2018 |
Fixes |
FIX Services |
Updated documentation to make both tags 17 & 54 Conditional with "Condition: Sent unless an Order Status Request (H) message returns no orders". |
07/12/2018 |
Fixes |
Options |
Fixed an issue where strategies sent from RFQ Viewer to another widget could cause the new widget to close unexpectedly. |
07/12/2018 |
Improvements |
FIX Services |
Added FIX Tags for Self Match Prevention ID (7928) and SMP Instruction (8000). When a FIX client provides the SMP ID on the FIX order message, the FIX tag value will override the value configured in TT User Setup for the given exchange. Currently supported on CME only. Support for ASX, Eurex and MX SMP ID will be added in futures releases of the TT Order Connector for each market. |
07/12/2018 |
Improvements |
TT Algos |
TT’s shared algos include a set of automated order entry strategies that allow users to quote a market based on a set of input parameters. The different strategies allow users various ways to specify the base price for the quoting orders. Users can customize the quoting behavior, specify an action taken after a fill occurs, and can control the risk parameters per instance. |
07/11/2018 |
Fixes |
FIX Services |
Corrected an issue where custom ADL parameters for prices annd quantities submitted on FIX orders were not recognized by the Algo server. |
07/11/2018 |
Improvements |
Order Entry |
The user should be able to check one, many or all of the order types in the options for applicability of "Cancel on Disconnect". The "Tag18=o" will be sent to the exchange for the particular order type based on the user selection to apply the rules of cancel on disconnect. If the user has Cancel on disconnect set for the old system for a connection, then it will be applied to all the order types in the upgraded system. The user can change the setting by unchecking/checking the checkboxes (for Day, GTC and GTD) based on the requirement. |
07/10/2018 |
Improvements |
Fills |
When Fills and Position widgets are grouped, selections in the fills widget will now drive the positions display. |
07/09/2018 |
Improvements |
Options |
Users can now specify the level of precision they choose to see for all Greeks and options risk metrics in all options widgets. From the new Options tab in Global Preferences, set the number of digits to be displayed for each metric. |
07/09/2018 |
Improvements |
MD Trader |
In MD Trader, you can now optionally display the buttons for cancel bids, cancel offers, and cancel all orders at the bottom of the columns (instead of on the left hand side order panel). |
07/09/2018 |
Improvements |
MD Trader |
You can now optionally separate the working orders "Work" column in MD Trader into two separate columns for Working Bids and Working Asks. Right click on the MDT column headers, select "Edit columns" and then check the "Work Asks" column to add a column for working sell orders. When this second column is enabled, the original "Work" column (that normally displays both working buy and sell orders) will only display working bids with the column header displayed as "WorkB". |
07/06/2018 |
Improvements |
Performance |
Improved the TTW/TTD client application performance of downloading and managing account data and account updates from TT User Setup. Included is an improvement to the filtering of accounts and users when creating a manual fill in the Positions Manager widget. Now when creating a manual fill, the dropdown lists of Accounts and Users are integrated to filter each other for faster selection, e.g., only show the users assigned to a selected account, or only show the accounts available for a selected user |