Release Notes

Production Environment

TT Version 16.4.4 was released to the Production environment on April 29, 2016.

New Features


Added Request output ports to the Order and Demultiplexer blocks which will fire a discrete message upon an order being submitted.

Autospreader Rules

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 Rules

The following spread attributes are now exposed in Autospreader Rules and are available for quote, pre-hedge, and post-hedge rules:

- NumberOfLegs is the number of leg instruments in the synthetic spread
- NumberOfQuotingLegs is the number of legs with Active Quoting enabled in the spread configuration
- SpreadDisclosedQuantity is the disclosed quantity of the spread order when using Reload functionality


TT previously announced basic support of ASX and now offers connectivity to the exchange in colo, providing customers reduced latency for both prices and execution. In addition, detailed depth is now supported.


TT has added support for the BrokerTec exchange.

Currently, TT supports the high performance BO23 market data feed which requires a customer agreement with the exchange prior to enabling market data. Later this year, TT will also add support for the BO14 feed, which will not require additional exchange agreements.

Customers who want to trade BrokerTec should contact the exchange to secure the appropriate sessions and permissioning.

MD Trader

Added an optional "Liquidate" button in MD Trader that will cancel all working orders and close all open positions in that instrument. The Account(s) used are based on the "Filter" checkbox setting.

Market Grid

Added the ability to display detailed depth in Market Grid rows for markets that provide detailed depth (ASX and SGX).


We are excited to beta release two options widgets plus additional options functionality as part of this platform release. Support is limited to CME options products at this time. Additional exchanges and products will be added in the coming months.

We have added a volatility 'Curve Manager'. This widget supports viewing bid/ask implieds, settlement curves, and a TT provided automated fit. The automated fit is also recorded every 5 seconds allowing for visualization/analysis of volatility changes over time. Finally, you can manage your own curve using a 7-point clamped cubic spline model.

We have added an 'Options Chain' widget for you to view all options for a given expiration in a classic chain layout. Theoretical values and deltas on this screen use the volatility curves viewed or managed in the Curve Manager. When you don't manage your own curve, theos and greeks will use the TT automated fit instead.

Spot risk can be accessed for supported products by adding options greeks theoretical columns to the Positions widget. A 'Mark to Theo' column also provides PnL using theoretical values based on the volatilities from the curve manager.

Web Services

Users now have the option to utilize private lines to connect to TT web services, FIX services, bank / 3rd-party Algo Providers and non-DMA execution venues. Specifications for private line connections are available here

For more information, please contact the TT Onboarding Group at



Added the ability to start multiple algos at one time.

MD Trader

In MD Trader, the Net Position value and the AvgOpen marker on the price ladder are now hidden unless the Filter checkbox is checked, or the MDT only has one account for that instrument.

Order Book

Added the ability to to sort the Order Book via left click on a column header. Additional left clicks on the same column toggle the sort direction (ascending/descending). The sorting is applied to the collection of current open orders (excludes closed orders) initially and also as orders are added/removed.

Order Book

Added the ability to filter the Order Book and Audit Trail on the Status column.

Order Book

Added the ability to filter on Originator and CurrentUser in the Order Book, Fills widget and Audit Trail, and filter on P/F (Partial or Full) in the Fills widget.

Order Book

Added "CurrentUser" to the floating order book.

Order Book

The Order Book updates the sell side block order when an order they are about to Accept was modified by the buy side user on an external system, e.g., the Eurex T7 application.

Order Book

Added an "Avg Price" column to the Order Book that displays the average fill price on orders.

Order Book

Removed the need to select the instrument when Inquiring on an EEX/Eurex Block trade. Now only the Exchange Order ID is required, along with an Account and Market.


Added a new "Average price rounding" global setting on the "General" page, in the "Positions" section, allowing average fill price calculations to be displayed as "Nearest Tick" or with decimal place precision from 1 - 8.

Setup App

Updated the "CME: Non-Professional Agreement Status" report to include Invitation Status (Sent/Accepted/Declined/Revoked) and User Status (Active/Inactive). This will help Company Administrators identify users that have accepted invitations that have not yet signed their Non-Pro agreement.

Time & Sales

Added the ability to multi-select products in Market Explorer (using standard Shift+click or Ctrl+click) and launch them into a new Time and Sales widget. Note: A maximum of 5,000 instruments are supported per T&S widget.


TT Algos

For Synthetic Order Algos in X_TRADER (synthetic stops, time slicers, etc.), positive relative price offsets are interpreted as meaning "into the market" and negative relative price offsets are interpreted as meaning "away from the market". An issue was identified whereby this was reversed when these algos were implemented in TT. This issue has been addressed such that the TT implementation is now consistent with that of X_TRADER.