Release Notes

Production Environment

TT Version 16.8.2 was released to the Production environment on August 5, 2016.

New Features

FIX Services

FIX order routing clients can now submit new TT Order Types and ADL custom algo orders via the TT FIX API. This feature is available now in the TT production and FIX Conformance test environments.

To learn how to create and manage TT and ADL orders via FIX, please see the FIX Strategy Parameters help.

For more information on the available TT orders and behavior, please see Intro to TT Order Types".

Fills

Added the ability to request a fill download in the Fills widget context menu. The request produces a .csv formatted file for downloaded.

Monitor App

A Dashboard provides an overview of the users, exchange connections and trader ID status for a company.
The Position window has been updated to provide real time updates for all accounts.
An account hierarchy provides custom filtering by account or parent account.
A new display mode flattens the traditional Position window providing more powerful sorting and better visibility into all open positions.
Several new columns have been added to display account informations such as open P&L and realized P&L.

Options

A few new features have been added to the options chain.
1) Expiration date and days to expiration are displayed in the widget header
2) Adding a tab now automatically sets the new tab to the next expiration after that on the original tab
3) Greeks are now added. They use the out of the money values for gamma, theta, vega, rho, and gamma/theta ratio.

Options

NFX options products are now available in the Options Chain and Vol Curve Manager. Additionally, you can set your preferred destination for spread building to Blocktrader to simplify building complex structures to enter as blocks on NFX.

Setup App

Added the following restrictions to the User- >Settings- >Admin Permissions:
* Enable/Disable trading for users
* Enable/Disable Apply Limits for users
* Enable/Disable trading for accounts
* Enable/Disable trading for sub-accounts
* Enable/Disable Apply Limits for accounts

When unchecked, administrators cannot enable or disabled the relevant user or account setting. For example, if "Enable/Disable Apply Limits for accounts" is unchecked, then the administrator cannot check or uncheck the Account- >Limits- >Apply Limits checkbox, effectively preventing that administrative user from allowing any accounts to be created with or edited to have no limits applied.
Additionally, administrators with an option unchecked cannot check that option for other users, and when cloning users or accounts, the applicable user/account settings will default to checked, regardless of the original user/account settings. For example, if an administrator has "Enable/Disable trading for users" unchecked, then all users the administrator clones will have trading disabled, even if the original cloned user has trading enabled.

Setup App

Added a feature that allows administrators to set an action when available credit falls below a specified percent (based on the Daily Limit, plus or minus any P&L). This feature is disabled by default. Administrators can set a percentage of credit loss and the action(s) to take when when the credit loss percentage is breached: disable trading, disable trading and delete working orders, or disable trading, delete working orders, and close open positions (auto-liquidate). When enabled on an account, these options will be applicable to the account's sub-accounts as well.

For more information about credit loss actions, including liquidation, refer TT's online help.

Improvements

Algo Dashboard

The Algo Dashboard now seeds the Co-location drop down control based on the market of the default instrument in the selected algo. It will also seed when multiple instruments are defined if all instruments are from the same market.

Blocktrader

Added the ability to seed Blocktrader via right click on one or more contracts in Market Grid.

Blocktrader

Added the product name to the Blocktrader instrument pricker to allow searching for text in the name or the product symbol.

Fills

Added the ability to filter the Fills widget on the Fill Type column.

MD Trader

Relocated the MD Trader net position display value to the left order pane. This was based on feedback, and given that clicking on the Net Position field will seed the order quantity with the current offsetting quantity. If you hide the order pane, we will move the position back to the header pane where is was previously.

We made two other changes to MD Trader as well. A right click on the price axis will now bring up the settings drop down menu, instead of recentering. A double click on the price column will recenter. The other is that we added the ability to hide the top pane showing Open, High, Low, etc...

MD Trader

Right mouse click on the MD Trader price ladder now displays the context menu. Previously that action would re-center the price ladder. Double click on the price ladder will now re-center, as will pressing the space bar (existing behavior).

Order Book

Added new filterable columns for Product and Product Type to the Order Book and Audit Trail.

Setup App

Moved the Position Reset and SOD settings from the Accounts- >Settings tab to the Accounts- >Credit tab (which has been renamed 'SOD/Credit').

Setup App

Both ICE and NASDAQ allow fee-waivered market data for certain non-trading support personnel. Please contact the exchange if you believe users in your company qualifies for this discount. If the exchange agrees that your users do qualify, check the Users- >Exchanges- >(exchange)- >Exchange Settings- >Support Waiver checkbox to identify the waivered users. These users will still be reported to the exchange, but with the proper waiver.

Setup App

In Setup, instead of manually setting a position reset time, administrators can now configure an account to reset positions per exchange at the session close time. Administrators can also continue to choose to override the exchange reset time with a specific time. When this feature is introduced, if a position reset was previously configured, this reset time continues to be applied as an override. For information about exchange reset times, refer to the Setup help.