Algo Dashboard

Added a "Disconnect action" drop down control in the Algo parameter pane. The choices of Leave, Pause, or Cancel can be set before the launch of the algo and cannot be changed while the algo is running. The default value of this parameter can be defined in the Global Settings.

Autospreader

Added a new shared Autospreader Rule: (TT) Send Hedge as Market Order. If this pre-hedge rule is enabled for a leg of a spread in Autospreader, hedge orders for that leg are sent as market orders.

Autospreader

Legged spread hedge orders now display with an orange color identifier in MD Trader and in the Order Book, to signal that the hedge order is not filled.

Autospreader Rules

Updated the widget for creating and editing Autospreader Rules to improve usability.

Blocktrader

Changed the default behavior of Blocktrader to only seed a single contract row on initial launch.

Blocktrader

Added an "Order Type" drop down control to Blocktrader. This control is currently disabled, but will be used in the future as we support additional exchanges and OTC trade types.

Blocktrader

Added support for ASX OTC trades in the Blocktrader widget.

Blocktrader

Added support for NDAQ_EU OTC trades in the Blocktrader widget.

FIX Services

The FIX Security Definition Service is now available and supports the following FIX messages:
–- All session level messages
– Security Definition Request (c)
– Security Definition (d)
– Security Status Request (e)
– Security Status (f)
– Business Message Reject (j)

Fills

Added ability to optionally include Trade Capture Reports in the Fill widget.

Market Grid

Blank "label" rows can now be added to Market Grid via a right click context menu.

Order Book

Added order detail information to the dialog that appears upon clicking the "?" button from the Order Book toolbar. Previously, this button displayed a filtered view of Audit Trail messages for that order, which can now still be accessed using a "History" button on the order detail dialog.

Order Book

Added three new columns – TextA, TextB, TextTT – to the following widgets in TTW: Order Book, Fill Window, Audit Trail.

Order Entry

Added three free-form text fields - TextA, TextB, TextTT - to the Order Ticket.

Order Entry

Order entry is now prevented for non-tradeable instruments, such as spot contracts and cash indices, which are now presented with a dark red background color.

Positions

The 'Display spread/strategy positions' setting now applies not only to positions held in Exchange Traded Spreads in the Position Window, but also to positions displayed in Market Grid and MD Trader. Because this is now truly a global setting, as part of this change the setting has been removed from the local Positions Window settings and is now only configurable on the global Positions settings page.

Positions

When P/L cannot be calculated, the Position widget now displays a question mark toot tip icon next to the "Invalid" text to describe the issue that prevents calculating P/L for that contract.

Setup App

Administrators can now use the Data Uploads feature to upload Product Margin from a .csv file. When column headers are not present, the columns must be in the following order: Exchange, Product Type, Product, Margin, and Currency. When the .csv file contains column headers, the columns can be in any order as long as they are named according to the previous list. Margin values less than 0 or greater than 999999 will be ignored. For more information, refer to the online help.

Setup App

In Setup, Accounts can now be added to existing Counterparties from the Counterparties- >Accounts tab. This allows administrators to assign a newly added counterparty to multiple broker accounts at one time.

Setup App

As TT is the vendor of record for the CFE market, users that are configured for CFE market data are required to sign a Market Data Subscription Agreement. This agreement can be found on each user's Agreements tab. Starting February 5th, the Trade application will prompt users that have not signed the agreement to sign before allowing the user to access market data.

Trade App on TT (web)

TT has added a new market, ICE-L, to support the former Liffe products which are matched in Basildon. Customers who wish to trade these products should contact the exchange to secure the appropriate sessions and permissioning.

The following are the groups for which customers may request access:

ICE Futures Europe (Liffe) STIRS Other
ICE Futures Europe (Liffe) Three Month Euro and EONIA
ICE Futures Europe (Liffe) Medium and Long Term IR
ICE Futures Europe (Liffe) Equity and Indices
ICE Futures Europe (Liffe) Financial Options
ICE Futures Europe (Liffe) Index Options
ICE Futures Europe (Liffe) Equity Options

Trade App on TT (web)

If a user opens a workspace or widget that displays market data, but has not signed a required subscriber agreement, the Trade app shows an alert indicating that agreements must be signed. The message includes a link to the specific user's agreement tab in the Setup app.

ADL

Fixed an issue that resulted in algos failing when they received an invalid price.

ADL

Fixed an issue that resulted in blocks being placed on top of one another when multiple are copied-pasted.

ADL

Addressed an issue where the Stopwatch block should pass through the received discrete message.

ADL

Added a mechanism to allow ADL users to view downstream Jump blocks.

Autospreader Rules

Fixed an issue that resulted in the order of the spread rules changing when a rule was updated.

Order Book

Fixed an issue that prevented algo child orders from being successfully canceled..

Order Entry

Fixed an issue where the Order Ticket did not seed correctly when clicking on a price of zero.