ADL

Implemented the Formula block to allow algo designers to create custom formulas.

ADL

Implemented the 7x Green Canvas editor and integrated it with all ADL blocks that utilize it to allow users to create custom logic within a block.

ADL

Implemented the 7x Note block to allow customers to add useful comments to their algos.

ADL

Implemented the Time & Sales block to allow algo designers to receive trade data.

ADL

Added support for the ADL 7x Moving Average block to allow for the calculation of moving averages.

ADL

Add the DirectBidQty, DirectAskQty, DirectBidPrice, and DirectAskPrice fields to the Instrument Field block.

ADL

Added support for the ADL 7x Value Bucket block to allow for the storage and retrieval of multiple pairs of numeric values.

ADL

Added support for the Variable Pane in the ADL canvas to allow designers to view and set values for input variables.

ADL

Enhanced the Value Injector block to allow users to specify a formula in the Green Canvas editor.

ADL

Added support for native Iceberg and Stop order types to the ADL Order block.

ADL

Enhanced canvas to allow algo designers to save and load block libraries providing the flexibility to reuse logical components.

ADL

Implemented the ability to drag-and-drop blocks to the canvas for immediate and precise positioning.

ADL

Added support for the ADL 7x Math block to allow users to provide methods for trigonometric, logarithmic, and other common mathematical functions.

Aggregator

Added a new widget 'Aggregator' in TTW. Aggregator provides the presentation and trading of similar contracts listed in multiple markets on one trading interface (MD Trader or Market Grid) to achieve the best price.

Aggregator features include:

Aggregator MD Trader -- Aggregates the markets of multiple instruments into a single market. Additional columns can be exposed on the Aggregator MD Trader to show the separate markets of each individual leg.

Smart order routing -- Aggregator allocates the user's desired quantity across the leg instruments to achieve the optimal price, using the user-specified configurations.

Re-balance -- Once the orders have been allocated across the leg instruments, the Aggregator continuously monitors all leg markets for liquidity that is immediately available for taking. On detection, the Aggregator will re-allocate resting orders to consume the liquidity, using the user-specified configurations.

Autospreader

You can now use the TT Iceberg algo to trade Autospreader synthetic spreads.

Autospreader

Added ability to use TT Iceberg to drive Autospreader orders.

Blocktrader

Modified the Blocktrader default column order.

MD Trader

If the MD Trader is set to show net change prices, the actual price will display in the top corner where it normally shows the net change.

MD Trader

The MD Trader control panel now displays the default order quantity field immediately below the quantity buttons. The value in this field populates the order quantity field after each trade. If you blank out this field, the order quantity field will become 'sticky' (with a yellow background color) and remain the same quantity after each submitted order. As part of this change, the default quantity setting was removed from the local settings dialog.

MD Trader

MD Trader now directs numeric keystrokes to the order quantity edit box instead of instrument search.

MD Trader

Changed the display behavior of custom buttons when an order type does not apply to a particular contract. Instead of hiding the button in that case, we now display the button in a disabled state.

MD Trader

Added ability to configure custom order type buttons from the MD Trader Settings page.

(1) Custom buttons can be assigned with any order type that appears in the Order Type drop down control including:
- Native order types
- TT Algos
- Third-party algos
- User deployed Order Ticket Algos (OTAs)

(2) Custom buttons are “sticky” by default. They remain selected until deselected.

(3) Selecting an Order Type from the original order type drop down control will deselect any currently selected custom buttons.

(4) If a custom button is assigned to an order type that does not exist, e.g., the native order type is not applicable to that exchange, or the previously assigned OTA has been deleted, then the custom button will not function on that MD Trader.

(5) Global button configuration will save at the user level and apply to new MD Traders. Local button configuration will apply only to that specific MD Trader and save with the workspace.

Monitor App

The Positions window on the Monitor application now contains a "Show Only Accounts with Positions " checkbox. When the option is unchecked, the Positions tab will show all accounts that the logged in user can access, even if there is no position on the accounts.

Order Book

Improved the Inquire feature on Block orders in the Order Book. You can now ​select the down arrow on the Inquire button and enter an Exchange Order ID as part of the Inquire/Accept process without the need to have the Block order visible in your Order Book.

Prior to this change, if you are on the sell side of a Block order, you could only Inquire on a block order in the Order Book if you share an account with the buy side originator. If you do not share the account, then you will not see the ​buy side of the ​order. Now you can use this new feature to Inquire on the Exchange Order ID to pull the order into your book for you to Accept.

Order Book

Added Broker columns to Order Book, Fill Window and Audit Trail.

Order Book

Order Management Algos (OMAs) can now be applied to child orders of other algos.

Order Entry

The list of user-defined algos will now refresh automatically upon selecting the order type down control in MD Trader and Order Ticket. This ensures that newly deployed algos are available for selection after they are deployed.

Positions

Position widget now optionally displays positions on exchange listed spreads (in addition to the positions in the individual legs).

Setup App

From the User/Account and Account/User Order Permissions tab in Setup, Administrators can now allow a user to submit block orders without also allowing them to delete DMA orders. If "Delete Orders" was previously checked, it will still be checked after this update, but administrators can uncheck the "Delete Orders" option as needed.

Setup App

In Setup, the FIX Session Grid now includes a "Status" column that shows whether the FIX session is connected (green), not connected (red) or inactive (grey outline).

Setup App

In TT Setup, to support the Eurex T7 3.0 self-match prevention option, added "Cross ID" to the User- >Exchanges- >Eurex- >Order Routing tab.

Setup App

User Setup no longer allows multiple users to have the same Alias; each user alias must be unique within a single company. With this release, if duplicate Aliases already existed, the duplicates will be appended with a numeric value.

Setup App

In TT Setup, company administrators can now upload start-of-day records. You can upload a .csv file that contains the following columns: Account, Contract, Quantity, and Price, where the Account is the TT account, the contract is the instrument ID the quantity is the order quantity, and the price is a manual price, or if left empty, the settlement price. Contract instrument IDs for each product can be found by accessing the market data explorer when adding user or account limits.

To upload positions, go to the Data Uploads section of the left-navigation pane and click the New Upload button. In the Upload dialog, select Start-of-day, a file-type, and a file. For more information refer to the User Setup Online Help.

*Note*: With the initial release, SOD uploads may take up to 30 seconds a record to fully process. Future versions will provide additional performance enhancements.

Setup App

Added the ability to mass-edit account settings (Account- >Settings) such as Account type, order cross prevention, disable trading, position reset, and SOD record creation . Additional mass-editing capabilities will be added in the future. To mass-edit, select multiple accounts and edit the available fields. A value of "[Multiple Values]" indicates that the selected accounts have differing values. A checkbox value of " - " indicates that the selected accounts have differing checkbox values.

Setup App

In TT Setup, to support the Eurex T7 3.0 self-match prevention option, added "Cross ID" to the User- >Exchanges- >EEX- >Order Routing tab.

Spread Matrix

Added a new Spread Matrix widget, allowing you to view market data for all contract expirations of a product as well as exchange-defined spreads for the underlying product.

TT Algos

Fixed an issue where the Trail (ticks) variable could not be set to zero for Trailing Limit orders.

TT Algos

Enhanced the TT Iceberg algo to allow users to specify Autospreader instruments in addition to exchange native instruments. This enables the TT Iceberg algo to launch and manage Autospreader orders resulting in the ability to hide the total quantity desired.

Time & Sales

Enhanced Time & Sales to support historical data for multiple instruments.

Time & Sales

Added an option to Time and Sales settings to enable or disable historical data.

Trade App on TT (web)

You can now change environments, e.g., from Simulation to Live, from the main titlebar Edit menu.

Trade App on TT (web)

​You can now show (or hide) tabs on a Widget Group​ via a right click menu option available on the group titlebar. You can also optionally show or hide tabs on MD Trader via a new "Show tabs" checkbox setting.

Trade App on TT (web)

The default order entry quantity has been changed from one to zero.

Trade App on TT (web)

Changed the time display format of data exported from Order Book, Fills widget and Audit Trail so time values will automatically display within Excel. Millisecond values are now preceded by a colon as HH:MM:SS:mmm. Prior to this change, milliseconds were preceded by a decimal point, which would prevent Excel from displaying the time correctly unless you applied additional local custom time formatting rules.

Trade App on TT (web)

You can now configure a sound to alert you if an algo fails.

ADL

Fixed an issue in ADL where Jump blocks were being incorrectly translated when importing a 7x algo.

Algo Dashboard

Fixed an issue where Autospreader synthetic instruments were not able to be selected for use by an ADL algo.

MD Trader

Fixed an issue where the contract search bar in MD Trader would close upon clicking on a "context" search result such as "GE Spreads".

MD Trader

Fixed an issue where the MD Trader floating order book displays working orders for all accounts even though the MD Trader is filtered for one specific account.

MD Trader

Fixed an issue where column resizing on MD Trader does not restore after saving and relaunching the workspace.

Market Grid

Fixed an issue where the Floating Order Book (FOB) would sometimes appear blank when launched on working orders in the Market Grid.

Order Entry

When the contract on a tab or widget is changed and the new contract is not mapped to an account in Account Defaults the account mapped to the original contract will be retained.

Positions

Fixed an issue where P/L values could display incorrectly after a position reset occurred.

Setup App

Fixed an issue where EEX OTC Trader IDs were still appearing on the User- >Exchanges- >EEX- >Trader ID tab for users that were assigned an EEX OTC account. Trader IDs are assigned directly to the connection (via the "Account ID" field") so there should not have been an option to assign a Trader ID as well.

Trade App on TT (web)

Workspaces will now gray out upon loss of connection.