Release Notes

August 2018 - UAT Environment

Date Type Component Release Note

08/14/2018

Improvements

General

The following new functionality has been added for the B3 exchange (formerly know as BVMF):
- Detailed depth is supported in Market Grid.
- Counterparty information is displayed in new columns named “BidMbr” and ‘AskMbr” for working orders in Market Grid and completed trades in Time & Sales.
- Settlement values as Unit prices for interest rate products are displayed in a new “SettlePU” column in Market Grid.
- P/L for the DI1 interest rate product is calculated in Unit prices (PU).
- Buy/Sell quantity imbalances during Auction states are displayed in a new “ImbQty” column in Market Grid.
- Quantities of resting buy/sell market orders during Auction states are displayed in new "BidMktQty" and "AskMktQty" columns in Market Grid.
- Accumulated quantities at the IndPrice are displayed for Bid and Ask during Auction states.
- Hotkeys are available to launch an Order Ticket from Market Grid as a buy ticket (Alt+B) or as a sell ticket (Alt+S). These defaults can be customized if desired. Also, when the Order Ticket is open, pressing the Enter key will submit the order and Esc will close the ticket.
- Two-sided Cross orders are supported from the Order Ticket.
- Cross trades in Time & Sales are identified and filterable in the “Type” column.
- “On Auction” and “On Close” time-in-force is available for equity products.

08/10/2018

Fixes

Orders

Fixed an issue where orders were occasionally timing out during the transitioning to the T+1 session.

08/10/2018

Fixes

FIX Services

Fixed an issue when a spread order was rejected, the reject message sometimes contained a truncated 555 repeating group.

08/08/2018

Improvements

Positions

The Positions widget now includes optional columns for "Open P/L" and "Realized P/L". Note: These values will populate for accounts that do not have any sub-accounts underneath them. Parent accounts will only display total P/L. Open and Realized P/L will be blank for parent accounts.

08/03/2018

Improvements

Setup App

Added support for NewOrderMultileg (AB) and MultilegOrderCancelReplace (AC) messages to FIX Rules.

08/03/2018

Fixes

FIX Services

Fixed an issue where the Compliance drop copy feed was incorrectly not converting D messages to AB for outrights.

08/03/2018

Improvements

FIX Services

FIX Order Routing and Drop Copy services have added support for FIX 4.4 35=AB, New Order Multileg and 35=AC Multileg Order Cancel/Replace messages. To access these message types, the FIX session must login with 8=FIX 4.4 and include 8=FIX 4.4 on all messages during that session. Documentation can be obtained from the FIX Integration team while FIX 4.4 is in UAT.

FIX Market data and security information messages are not yet supported in FIX 4.4.

08/03/2018

Fixes

Exchanges

Fixes an issue where settlements were not being populated for some BAX contracts on MX.

08/03/2018

Improvements

Setup App

TT has introduced support for Product Family limits for options users. Any options Products which share a common underlying instrument are now grouped into Product Families in Setup, allowing for a position limit to be applied for that Family, without the need to set position limits for each individual monthly, weekly or daily product. Administrators will retain the ability to control limits at the Product level but can use Product Family limits to simplify and expedite risk management tasks.

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08/03/2018

Improvements

General

1. Solved discrepancies in naming instruments in Alerts Manager.
Example: instead of UD:U$: ST 0529927709 alerts will display GE Jun18 9762.5 Straddle.
2. Instead of SIDE_BUY/SIDE_SELL and TT_MARKET_ID_CME,
alert notifications will display BUY or SELL, and CME respectively.

08/03/2018

Improvements

Orders

In order to improve speed and reliabilty, the "Account Auto Liquidation" function has migrated to a new, stand-alone server implementation. The parameters and settings for triggering auto-liquidation are not changed by this migration. Full details are available here: http://library.tradingtechnologies.com/user-setup/rl-account-auto-liquidation.html

08/01/2018

Improvements

Positions

In Market Grid, in Spread Matrix, and in MD Trader (when the setting "Aggregate positions across accounts" is enabled), you can now display a small floating window that shows the net positions by account by middle-click on the net position value.