Release Notes

October 2018 - UAT Environment

Date Type Component Release Note

10/31/2018

Improvements

Order Book

Added the Position-In-Queue (PIQ) column to the floating order book (aka FOB).

10/26/2018

Improvements

Setup App

Added a new field, "Throttle Limit Percentage" to Eurex and EEX Connections->Additional Settings tab. Administrators can configure the connection for either Throttle Limit Percentage or Max Order Rate, but not both.

10/26/2018

Improvements

Setup App

Added a new field "SMP ID" to Users->Exchanges->MEFF->Order Routing tab. Administrators can use this field to configure self match prevention id.

10/26/2018

Improvements

Setup App

Added a new field, "Algo Name" to Order Tag Defaults. This field is enabled if ADL is selected as the "Algo Type" and it allows user overrides on exchange-specific user or account fields for each algo.


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10/26/2018

Improvements

Setup App

As of Jan 1 2019, all users subscribing to HKEX, Euronext and LME market data are required to sign market data agreements before being able to view market data for these markets. These agreements can be signed from the User- >Agreements tab in the Setup application. The Trade application will also prompt for a market data agreement if it is not already signed. Customers wishing to sign this agreement before the Jan 1 deadline can do so from within Setup (User- >Agreements).

10/26/2018

Improvements

Setup App

In the Setup User settings, "TT SCORE Admin" and "TT SCORE Account Admin" checkboxes have been moved from "Admin Permissions" section to a new section, "TT SCORE Permissions".

10/26/2018

Improvements

Exchanges

SGX now provides the transaction time in nanoseconds on Trade Capture Reports

10/26/2018

Improvements

Exchanges

Added support for RFQs to TOCOM and OSE markets

10/25/2018

Improvements

Options

Local Fills are now reflected in Options Risk and Risk Matrix. This allows users to enter theoretical positions in order to view the risk characteristics, without affecting true positions or limits.

10/24/2018

Improvements

Market Grid

Added support in Market Grid for detailed depth in preparation of the upcoming launch of Nasdaq Fixed Income (NFI) (formerly eSpeed) exchange.

10/22/2018

Fixes

Options

Corrected an issue which prevented Risk Matrix from retaining the selected product or expiry in dropdown menu after a refresh.

10/22/2018

Improvements

Fills

You can now copy selected fill rows from the Fills widget using a new "Copy" button for further pasting into external applications such as Excel. Unlike the right click menu "Export rows" feature, the pasted output of copied rows do not include a header row, but just includes the row data. Note that as part of this change, using Ctrl + C to copy row data from other grid widgets such as Order Book, Audit Trail will now also behave the same as the Fills widget and will not include a header row in the pasted output.

10/19/2018

Improvements

Setup App

Setup administrators can now configure different types of inbound drop copy sessions using the FIX Session->FIX Type->Drop Copy IN->Sub Type field. Full support for this feature will be rolled out shortly.

10/19/2018

Improvements

Setup App

Setup administrators can now choose to always send head fills before leg fills by checking the "Force Sending of Head fills before Leg Fills" checkbox under Order Routing and Drop Copy OUT FIX session tabs.

10/19/2018

Improvements

Setup App

Added the the ability to Setup to filter the Users data grid by the following settings - Disable Trading, TT Score Admin, TT Score Account Admin, Advanced Options, Rest API, Requires Permission to Run Own Algos and Algo Approver. Administrators can enable these columns under Grid Options->Show/Hide Columns.

10/17/2018

Improvements

Order Entry

You can now use a hotkey to launch the Order Ticket preset as a Cross order from Market Grid.

10/17/2018

Improvements

Order Entry

You can now use Order Profiles to define order entry seeding rules for Autospreader and Aggregator orders.

10/16/2018

Improvements

Order Entry

To speed up order entry in MD Trader and Order Ticket when using a custom ADL algo, the first edit box in the parameter flyout panel now gains focus ready to accept input from the keyboard.

10/12/2018

Improvements

FIX Services

Added an XML comment including date of publication and internal version information to TT's public XML schema files. Example below:
<?xml version='1.0' encoding='UTF-8'?>
<!-- TT FIX Version: UAT 2018-10-11 10:25:17 Git:16bc4b86e3c94bef40c3dc55c5314c16df9c9930 MD5:998190c7d44e5636f42569d1279400ee -->
<fix major='4' type='FIX' servicepack='0' minor='2'>
<namespace>fixit.fix42</namespace>
<header>
<field name='BeginString' required='Y' />
....

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10/11/2018

Improvements

Order Entry

TT Stop order placement now considers the best bid/ask price when evaluating the proposed trigger price, allowing you to place TT stops at current bid/ask price levels when the last traded price (LTP) has not yet also moved along with the inside market. Previously only the last traded price (LTP) was considered. Native stops continue with the same logic as before and only consider the LTP in relation to the proposed trigger price.

10/09/2018

Improvements

Order Book

The Orders and Fills widget (OFW) now includes a new "view" column (containing "eyeball" toggle buttons) that is used to drive the data displayed in the bottom fills and positions panes. This change fundamentally separates the actions of "selecting" orders for order modification and/or cancel actions using the check box column and "viewing" filled and partially filled orders in the bottom two panes. Although native to the OFW, this column also becomes visible whenever the Order Book belongs to a group widget.

10/09/2018

Improvements

Positions

In the Positions widget, the "Account" and "Exch" column filter drop downs now show all accounts/exchanges the user has access to, not just the ones that currently have positions.

10/05/2018

Improvements

FIX Services

Added new order type enums to tag 40 as follows
* 'J' -- Market If Touched (MIT)
* 'T' -- Limit If Touched (LIT)
* 'U' -- Market to Limit If Touched (MLM-IT)

NOTE: FIX clients that use TT's XML schema to validate messages must download a new copy of the schema from the TT web site: http://library.tradingtechnologies.com/tt-fix/System_Overview.html

10/05/2018

Fixes

FIX Services

Corrected an issue where Tag 10553, trader name, was missing from execution reports generated for an internal Position Transfer.

10/05/2018

Improvements

FIX Services

Added a new tag, 16612, UniqueExecID, which will contain a TT-generated execution ID in the form of a short-form GUID, 22-characters in length.

NOTE: FIX clients that use TT's XML schema to validate messages must download a new copy of the schema from the TT web site: http://library.tradingtechnologies.com/tt-fix/System_Overview.html

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10/05/2018

Fixes

FIX Services

Corrected an issue with tag 461, CFI code matching where the product type specified position 1 was not always interpreted correctly as a 'F'uture or 'M'ultileg product.

10/05/2018

Fixes

FIX Services

Optimized FIX processing related to instrument lookups that could sometimes cause ocassional spikes in order latency.

10/05/2018

Fixes

FIX Services

Fixed an issue that allows FIX Profile Symbol Mapping rules to correctly handle embedded space within the symbol by replacing the trailing space with an underscore in the configuration screen, e.g. for incoming "55=S X8 Comdty", the client product field in TTUS must be entered as "S_".

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10/05/2018

Fixes

FIX Services

Corrected an issue where Tag 41 was not included on execution reports after a FIX client logs out and logs back in

10/05/2018

Improvements

Spread Matrix

You can now launch the floating order book (FOB) on working orders in Spread Matrix.

10/04/2018

Improvements

Order Entry

Added a "Sell Market" hotkey to MD Trader (Shift + F12), and changed the TT default mappings for "Combo Join the Bid and Offer" and "Cancel working orders" and "Abandon OCO" to prevent possible conflicts.

10/01/2018

Improvements

Autotrader

We have added a new "Autotrader II" widget that provides a redesigned layout for launching and managing algo orders. The new widget is available in parallel with the existing Autotrader widget for ease of transition to the new version, and will eventually replace the existing Autotrader.

Some key features of the new version include:
- improved editing of values, including mass editing and copy/paste
- column sorting
- ability to "pin" rows so they remain in the view once the algo is completed
- auto-creating tabs to display algos launched outside of Autotrader
- ability to 'convert' existing Autotraders to the new AT II via a right click menu item.

The toolbar introduces a "Stop" button, which differs from the existing "Pause" action as follows:
- Stop cancels the algo and deletes all child orders with "Leave Order On Cancel" = False
- Pause suspends the algo’s execution and then deletes all child orders with "Leave Order On Pause" = False.

Note: The new version does not yet support Excel linking, which will be added soon.

10/01/2018

Improvements

MD Trader

You can now mark important price levels on the MD Trader ladder by holding down the Alt key while simultaneously left clicking on a price cell. Performing the same action again on the price cell will remove the coloring. The color can be customized in the MD Trader settings.