March 2017 - Production Environment

New features are production released in a phased rollout to our globally distributed system. Therefore, a feature may be listed here which has not yet reached your workspace(s). However all of these features are available at uat.trade.tt.

Date Type Component Release Note

03/10/2017

Improvement

Exchanges

TT previously announced basic support of Euronext on the platform. As of March 13, TT now offers expanded support for Euronext functionality including native order types and reduced latency.

03/10/2017

Improvement

Setup App

Setup administrators can now control which specific TT synthetic order types are allowed, per user/account and as an account restriction. Previously there was a single "Algos" setting that controlled all TT Synthetic order types as well as ADL. As part of this improvement, "Algos" has been split into "ADL" and "TT Synthetic Order Types" settings. Users that had the "Algos" option enabled will have both ADL and all TT Synthetic Order types (except TT Retry) enabled by default.

Setup administrators can also now disable Aggregator and ADL per user/account; Aggregator is disabled by default for all existing and new users, and ADL is enabled for users that previously were enabled for "Algos", but disabled by default for all other new and existing users.

03/10/2017

Improvement

Setup App

Added a new field "Disable position roll for LME rolling contracts" to the Account- >SOD tab. By default this option is unchecked, and when a position in an LME rolling contract like 3M is held overnight, the next day that start-of-day position will be listed in it's underlying contract and no longer under "3M". However, if instead administrators want the start-of-day position to remain listed under "3M", they should check the option.

03/10/2017

Improvement

TT Order Types

A new synthetic order type called TT Retry has been provided to assist in obtaining a favorable position in the queue prior to the market open. Permission to use this order type is disabled by default, but Setup administrators can enable the order type per user/account. Consult the Help Library for more information about TT Retry.

03/10/2017

Improvement

Algos

Enhanced the Algo Server such that price connectivity losses will be ignored while the exchange is closed allowing algos to run without interruption during these events.

03/10/2017

Improvement

TT Order Types

Enhanced the TT OCO synthetic order type to cancel the remaining child order if the other child order is cancelled.

03/10/2017

Fix

Fixed an issue that resulted in incorrect P&L block values.

03/10/2017

Improvement

Autospreader now allows users to create a synthetic spread using an Aggregator instrument as a leg. Autospreader handles the Aggregator instrument as if it were a native exchange instrument.

03/10/2017

Improvement

FIX Services

FIX Services now forward an updated execution report when a fill has been marked as "Confirmed" in TTW.

03/10/2017

Improvement

FIX Services

Added support for SecurityIDSource < 22 > / SecurityAltIDSource < 456 > / LegSecurityAltIDSource < 606 > == 4 (ISIN) to standard FIX Drop Copy and Security Definition services. ISIN's are assigned by the exchanges at the product level & so are not usable for FIX order routing by security ID.

03/11/2017

Improvement

Added the ability to configure MD Trader to reset the order type to Limit after each order.

03/11/2017

Improvement

Added a new shared Autospreader Rule: (TT) Hedge Price Limit. This rule is designed for spreads with unequal multipliers to ensure that hedge orders are not rejected by exchange price bands. If the calculated hedge order price is greater than the user-defined number of ticks through the opposite inside market, submit the hedge order at the user-defined limit. 'TicksLimit' is the maximum number of ticks the hedge order can be submitted through the opposite inside market.

03/18/2017

Improvement

Added multi-currency support to the Trader Analytics widget. Now users can analyze instruments with different base currencies and normalize the results to a single currency.

03/18/2017

Improvement

Profit Index=(# winning trades/# total trades)*(Avg Win$/ABS(Avg Loss$))-(1-(# winning trades/# total trades))*(Avg Win$/ABS(Avg Loss$))

03/18/2017

Improvement

03/18/2017

Improvement

Algos

Added support for Quantitative Brokers "Closer" algo order type.

03/18/2017

Improvement

Order Entry

Added the ability to customize the order quantity number pad buttons on MD Trader, Order Ticket, Order Book, and Chart widgets by holding down CTRL and right-clicking on the number pad.

03/18/2017

Fix

Market Grid

Fixed an issue that prevented Market Grid label row text from spanning the entire column.

03/18/2017

Improvement

General

We have improved the way you can send us feedback from within the TT application with a new Feedback widget that can be used in addition to the current Usersnap method. Feedback can be sent from any widget via a "Contact support..." right click context menu on the top title bar of each widget, or by right click context menu on one or more selected Fill records. Visit the Help Library for more details on sending feedback.

03/18/2017

Improvement

General

Added the ability to move a widget from one window to another window. To move a widget, right click on the widget top title titlebar, select "Send to" and a flyout menu will list all the windows in your workspace. Select the desired window and the widget will be removed from the existing window and be available in the destination window.

03/18/2017

Improvement

Settings

Added the ability to update existing widgets when making a local setting change and selecting "Set as Global defaults".

03/18/2017

Improvement

Autospreader now allows users to designate one or more legs of a spread simply as a pricing component. This enables users to configure a spread with an instrument even if they do not have risk limits established for that instrument. To configure a leg as a pricing component, simply disable the 'Active Quoting' and 'Enable Hedging' flags.

Visit the Help Library for more information on using a leg as a pricing component in Autospreader.

03/18/2017

Improvement

Settings

Added an option to show/hide workspace window scroll bars. This setting is available in the global settings "General" section and is ON by default. When this setting is OFF, widgets will automatically move to remain visible within the workspace if you resize the overall workspace window smaller.

03/18/2017

Improvement

Market Data

Add optional columns to display the number of orders per price level in Market Grid and MD Trader. These columns are OFF by default.

03/18/2017

Improvement

Settings

03/18/2017

Improvement

Algos

Added a new "Instance name" parameter that can be set when launching ADL algos. This value populates the TextTT field on the parent algo order.

03/18/2017

Improvement

Added support in MD Trader to display pre-open indicative prices, most notably for Eurex. The indicative open (matched) price displays on the price ladder initially with a white background, and then as green/red (up/down) to indicate the change in direction from the last update.

When an indicative (matched) price is not sent during pre-open and auction states (such as on CME, and on Eurex when the pre-open inside market does not match), the best bid and best ask cells are highlighted with a yellow border.

03/18/2017

Improvement

Market Grid

Added an optional "IndSettle" (aka Indicative Settle) column to Market Grid. Note: Initially this value will be populated for LME closing prices aka "Evening Evaluations". Over time this field will populate from other exchanges beginning with a phased in rollout of CME products.

03/18/2017

Improvement

General

Added the ability to clone widgets.

03/23/2017

Improvement

Time & Sales

Added the ability to set custom colors for the Time and Sales widget.

03/24/2017

Fix

Charts

Fixed an issue that prevented users from saving annotations on the chart.

03/31/2017

Improvement

TT Order Types

Added the ability to set millisecond precision for start and end times of TT order types.

03/31/2017

Improvement

Setup App

As of April 1, all users subscribing to ASX market data are required to sign a market data agreement before being able to view ASX market data. This agreement can be signed from the User- >Agreements tab in the Setup application. The Trade application will also prompt for a market data agreement if it is not already signed.

03/31/2017

Improvement

FIX Services

Execution report messages will now include FIX tag 527. 'SecondaryExecID'.
(1) For exchanges, such as CME, that provide 527 on summary and leg execution reports from the exchange, the tag will contain the exchange-provided value without modification;
(2) For exchanges that do not provide tag 527 in the execution report, 527 will be set to "order_id:order_sequence".

03/31/2017

Improvement

FIX Services

The Conditional rule type in a TTUS FIX Profile now includes a field for exchange in the "If" statement to allow testing on exchange-specific tag values.