Release Notes

July 2018 - UAT Environment

Date Type Component Release Note

07/16/2018

Improvements

Order Entry

Exposed the TT Time Duration and TT OBV order types in the UAT environment.

07/16/2018

Improvements

Positions

In Market Grid and in MD Trader (when aggregate positions by account is enabled), you can now display a small floating window that shows the net positions by account.

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.

For documentation on the Compliance Audit Trail click the link below:

Learn More

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. See ... for more information.

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 client application performance of downloading and managing account data and account updates from TTUS. 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