Release Notes

November 2018 - UAT Environment

Date Type Component Release Note

11/30/2018

Improvements

Orders

The TTUS field "Frequent Trader ID" should be used by customer to populate the FIX tag 21097 with FTID to pass on to the exchange with each New Order and Cancel/Replace request. The FIX solution will be available in few weeks for the same.

11/27/2018

Fixes

Options

Removed scientific notation display in Options Trade Monitor and allowed for all fields to be displayed in proper decimal format.

11/27/2018

Improvements

Options Chain

Users are now notified within Options Chain when Market Data permissions are denied. Previously, this notification was present only in MD Trader annd Order Ticket, causing some confusion for Options traders.

11/27/2018

Improvements

Strategy Creation

In order to streamline and optimize the creation of covered or hedged strategies, TT has added a "Cover" functionality to the Strategy Creation widget. Rather than adding a future leg and specifying the contract and term, users can now simply click "Cover" to add the assigned underlying instrument to any strategy. The corresponding future leg will be added to the strategy with current price (and Delta for Advanced Options users), both of which can be edited by the user before sending an RFQ.

11/27/2018

Improvements

Order Entry

You can now assign hotkeys to seed ADL algos, third-party algos (aka bank algos), templates for TT order types and time-in-force (TIF) selections.

11/27/2018

Improvements

MD Trader

Added an option to invert the price ladder (and the bids and asks) on MD Trader. This is useful when displaying prices in yield and for some foreign exchange instruments such as Yen (6J).

11/23/2018

Improvements

Setup App

Setup administrators may notice a change to user account 'Order Permissions' and account 'Restrictions' sections. The restrictions were altered in order to provide greater flexibility for administrators to allow or restrict order types per user or account. Current user permissions will not be impacted.

11/23/2018

Improvements

General

There is a naming change to files delivered to the EFT server as part of the exchange compliance audit trail. The naming change affects the individual files contained within the zip files (the naming of the zip files is not changing). Files contained with the zip files will now contain the date, inherited from the date on their containing zip file.

Audit Trail Example:
Files were typically delivered for company 509's CME records like cme_tt_509_2018_10_23.zip and in that file contained files for each connection like 15758_cme_tt_audit.csv. After this change the files contained within the zip will be named like 15758_cme_tt_audit_2018_10_23.csv.

Setup Example:
Files were typically delivered for company 509's Setup Report like tt_setup_reports_509__2018_10_23.zip and in that file contained files for each report like 509_user_settings.csv. After this change the files contained within the zip will be named like 509_user_settings_2018_10_23.csv.

Send/Recv Log Example:
Files were typically delivered for company 509's CME Send/Recv logs like cme_tt_send_recv_logs_509_2018_10_23.zip and in that file contained files for session like MYG004_84_CME_cid_3640_send_recv.log. After this change the files contained within the zip will be named like MYG004_84_CME_cid_3640_send_recv_2018_10_23.log.

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11/21/2018

Improvements

RTD

You can now access market depth and detailed depth of instruments in Excel via RTD. See the documentation for more information.

Learn More

11/16/2018

Improvements

FIX Services

Added support for a new FIX tag, SpreadLegRatioQty (16623) to TT FIX Execution Report messages. This tag will be sent on spread leg execution reports for FIX 4.4 sessions only.

Production Release: 11/30/2018

11/16/2018

Improvements

FIX Services

Added support for Price Reasonability check by percent to FIX Order Router.

Production Release: 11/30/2018

11/16/2018

Fixes

FIX Services

Fixed an issue where FIX OR did not consider all parent account(s) in the chain when determining whether price reasonability was enabled or not.

Production Release: 11/30/2018

11/16/2018

Fixes

FIX Services

If a Cancel/Replace (35=G) request on a TT Synthetic order includes a synthetic order parameter that cannot be changed, the request will be rejected.

Production Release: 11/30/2018

11/16/2018

Improvements

FIX Services

Added support for additional enums to TimeInForce (tag 59):
7: At the Close
8: Good Through Crossing
9: At Crossing

If an order message is submitted with a tag 59 value not included in the TT FIX spec, that order will be rejected.

Production Release: 11/30/2018

11/16/2018

Fixes

FIX Services

Fixed an issue where if a price conversion rule was enabled for an inter-product spread instrument, the summary spread ack (150=0) and fills (150=1,2,F) were returning the spread symbol (e.g. KE|ZW) instead of the correct leg symbol in tag 600.

Production Release: 11/30/2018

11/16/2018

Improvements

FIX Services

Liquidator server will now apply the sender location (FIX tag 142) of the liquidating user on the offsetting order.

Production Release: 11/30/2018

11/16/2018

Improvements

FIX Services

FIX Order Router will now set ParentTIF based on Tag 59 for all TT Synthetic Order messages. If both ParentTIF and tag 59 are present, the TIF specified must be the same.

Production Release: 11/30/2018

11/16/2018

Improvements

FIX Services

Added a checkbox in TTUS to FIX Drop Copy OUT and Order Routing session configuration dialogs: "Send FillsGrp as Indivdual Execution Reports" which is disabled by default.
* If the setting is disabled, FIX will continue to send a single aggregated ER message as today.
* If the setting is enabled and NoFills >= 1, FIX will send an ER message for each entry in the FillsGrp.

When creating the synthetic ERs for the fills group, TT FIX server will copy values from the group field to top level fields as follows:
* Copy FillExecID(1363) to ExecID (17)
* Copy FillUniqueExecID(tbd) to UniqueExecID (16612)
* Copy FillPx(1364) to LastPx (31)
* Copy FillQty(1365) to LastQty (32)
* Copy FillLastLiquidityIndicator (16119) to LastLiquidityIndicator (851)
* Copy FillTradingVenueRegulatoryTradeID (16618) to TradingVenueRegulatoryTradeID (8016)
* AvgPx is not adjusted
* Drop Fills Group from message

Applicable to Outright, Leg and Summary Spread fills, on both FIX 4.4 and 4.2 versions.

Production Release: 11/30/2018

11/16/2018

Improvements

Trade App on TT (desktop)

To inform and encourage users to upgrade to the new version of TT Desktop, a splash screen now appears upon logging in with the older version.

11/16/2018

Improvements

Setup App

Setup administrators can now choose to split aggressive orders for faster position transfer by checking the “Go to market with Position Transfer balances w/o waiting for Cancel/Reducing ACK” checkbox under Accounts->Settings->Order Cross Prevention->Position Transfer tab.

11/16/2018

Improvements

General

Added support for BrokerTec 2_YEAR reduced tick price display type of 1/8th of 1/32nds.

11/16/2018

Improvements

Excel Linking

Significantly improved the performance of the TT Excel add-in when handling price updates. To pick up this upgrade, you will need to close and restart all instances of Excel running on your machine, Note that as part of these improvements we have removed the feature that displayed MD Trader "laser" lines in the color of the cell in the Excel spreadsheet. Now all MD Trader laser lines will display as red lines.

11/16/2018

Improvements

General

Nasdaq is migrating its current eSpeed platform to the new Nasdaq Fixed Income (NFI) platform on November 19 (Nov 18 evening). The old platform shuts down after trading ends on November 16. Customers need to create new workspaces for NFI, the workspaces saved from espeed will not function.

11/16/2018

Improvements

Orders

Added a new option for Positionn Transfer: "Go to market with Position Transfer balances w/o waiting for Cancel/Reducing ACK."

When enabled, the Position Transfer engine does the following if the aggressor order quantity is larger than the resting order quantity:

1. Reduces the aggressor order quantity by the amount of the resting order

2. Submits a request to the exchange to cancel the resting order, followed immediately by an order for the remaining quantity without waiting for acknowledgement that the resting order was canceled or reduced.

11/15/2018

Improvements

Settings

You can now upload custom sound files on the "Sounds" page in global Preferences.

11/14/2018

Improvements

General

The "Exch" column filter drop down in the Positions widget now shows all exchanges the user has access to, not just the exchanges that have local data present, similar to the list of exchanges available in Market Explorer.

11/14/2018

Improvements

TT Order Types

Simplified the configuration of native Stop orders in MD Trader by exposing the amount of payup ticks directly on the order entry panel.

11/09/2018

Improvements

Setup App

Setup administrators can now choose to always send an individual execution report message for each entry in the NoFills repeating group by checking the "Send FillsGrp as Individual Execution Reports" checkbox under Order Routing and Drop Copy OUT FIX session tabs. Full support for this feature will be rolled out shortly.

11/09/2018

Improvements

Setup App

Updated the Account Sharing "Introducing Broker" option to provide additional privacy for introducing brokers. Brokers providing accounts to introducing brokers will still maintain full ownership and risk controls, but will not be able to view introducing broker's sub-accounts or the details associated with those sub-accounts (limits, restrictions, etc.)

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11/09/2018

Improvements

Setup App

Setup now allows administrators to select a CME connection type that directs orders for Bursa Malaysia Derivatives products through a dedicated iLink.

11/08/2018

Improvements

MD Trader

The quantity of resting Market orders during pre-open state are now displayed in the top right header section of MD Trader for those exchanges that transmit this data, e.g., B3 contracts.

11/08/2018

Fixes

Strategy Creation

Strategy Creation account selection will now properly respect Account List as other widgets do.

11/08/2018

Fixes

Options Chain

Corrected Options Chain Explorer to properly default selection to current Product

11/08/2018

Improvements

Order Book

You can now view TextTT values on working orders in the floating order book (aka FOB). The column can be added via the Preferences > Orders page.

11/08/2018

Improvements

Trade App on TT (desktop)

We are pleased to announce a major upgrade to our TT Desktop application. This new version provides improved performance as a native 64 bit application. You can download the install package for this new version from the TT browser version via the "Download now" button on the workspace landing page or by going directly to trade.tt/desktop/download. Please note that the first time you open an existing workspace using the new version, the windows within the workspace will all open within the main monitor. This is a one time event; once you re-position your windows to your liking and save the workspace, the windows will restore to their saved locations when you open the workspace again in the future.

11/08/2018

Improvements

General

Any instruments traditionally displayed using apostrophe pricing (CBOT and some cash instruments) can now be viewed in decimal terms. This will provide greater flexibility for viewing prices, and will facilitate easier Excel integration. Decimal pricing is a global setting that can be enabled in User Preferences.

11/07/2018

Improvements

Positions

You can now "reverse" manual fills in the Position Manager widget via a new clone-and-reverse dropdown choice.

11/07/2018

Improvements

Strategy Creation

TT now supports Strategy Creation on HKEx. All supported spreads and strategies can be created using Strategy Creation widget.

11/07/2018

Improvements

Strategy Creation

TT now supports Strategy Creation on NDAQ_EU (OMX) exchange. All supported spreads and strategies can be created using Strategy Creation widget.

11/07/2018

Improvements

Algos

We've redesigned Algo Explorer to display templates nested beneath each algo. You can now directly launch an algo by selecting a template, or select multiple templates and launch them all with one click.

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11/05/2018

Improvements

Autospreader

The account chooser on MD Trader or Order Ticket for Autospreader/Aggregator instruments now automatically defaults to "Multi" when no account exists that is valid across all legs. Previously the account chooser displayed blank instead.

11/02/2018

Improvements

Order Entry

Floating order entry widgets can now optionally be set to retain their last opened location in each workspace window. We have added a "Retain last opened location" as a global Preference on the "Orders" page, located immediately below "Close floating order entry widget after submission". When enabled, this setting applies to whichever style of floating order entry widget you have set, e.g., Order Ticket or MD Trader.

11/02/2018

Improvements

TT Rest API

Added tradeMatchId and execId to the output of the /fills endpoint.

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11/02/2018

Improvements

TT Rest API

Added /children endpoint under /account/{accountId} to allow users to extract a list of the child accounts under the specified account.

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11/02/2018

Improvements

TT Rest API

Added a filter to the /accounts endpoint that allows users to dictate whether to return only those accounts that belong to them. Also added a new return value named 'requestVersion' which, if provided as a parameter in a subsequent request, will return only the account information that has changed.

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11/02/2018

Improvements

TT Rest API

Added several endpoints to allow users to GET, POST, and DELETE order tag defaults.

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11/01/2018

Improvements

Settings

You can now locally configure MiFID fields in Order Profiles for all markets. Previously these fields were restricted to only European markets.

11/01/2018

Fixes

Options Chain

Corrected an issue that was causing Call and Puts to be transposed in Options Chain on SGX products.