Release Notes

November 2017 - Production Environment

Date Type Component Release Note

11/29/2017

Improvements

Positions

Added an option in the Positions widget settings to use indicative settle when available for P/L calculations based on settle.

11/29/2017

Improvements

Market Data

Implied prices and quantities are now hidden during pre-open state. A global preference allows you to optionally view them during pre-open.

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11/28/2017

Improvements

Market Data

An asterisk is now displayed in MD Trader and Market Grid to indicate that a quantity is partially or all implied.

11/26/2017

Improvements

FIX Services

Add new enums to MDEntryType related to Settlement Prices and LTP/LTQ:

> t: indicative settlement (existing enum)
Send values in MDEntryDate <272> and MDEntryTime <273>

> 6: settlement (existing enum)
Send values in MDEntryDate <272> and MDEntryTime <273>

> x: Last Traded (new enum)
Send LTP in MDEntryPx <270>; LTQ in MDEntrySize <271>

11/24/2017

Improvements

Exchanges

Upgrade to support the CCG upgrade for MiFID II on November 27, 2017.

Per Euronext, GTC orders will persist through this upgrade, and customers need take no action related to these orders. Note that Euronext will purge all orders after the close of business on January 2.

This release supports the addition of required tags for MiFID II Compliance. For details on new and required fields by exchange, please refer to the MiFID II Order Fields by Exchange guide by clicking "Learn More" below.

Null values, which are accepted by the exchange, will be automatically sent in the new MIFID fields when they are not populated by the client. Customers must ensure that these values are properly populated once required by the exchange.

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11/17/2017

Improvements

Exchanges

Upgrade to support the Eurex and EEX T7 6.0 upgrade on December 4, 2017.

This release supports the addition of required tags for MiFID II Compliance. For details on new and required fields by exchange, please refer to the MiFID II Order Fields by Exchange guide by clicking "Learn More" below.

Prior to January 3, default values will be sent on order entry unless configured by the user. For information on default values, see the link below.

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11/17/2017

Improvements

Order Book

Added a column in the Order Book to view Position In Queue (PIQ).

11/17/2017

Improvements

TT Order Types

TT has introduced the TT Order by Volatility (OBV) order type for options. Use TT OBV to enter limit orders on outright options at a specific volatility level, rather than a specific price level.

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11/17/2017

Improvements

TT Algos

For TT Stop / TT If-Touched, added support for "Same Side" and "Opposite Side" for Trigger Price Types as well as support for "Trigger", "Same Side" and "Opposite Side" for Resultant Order Price Types.

11/17/2017

Improvements

Exchanges

Upgrade to support the Nasdaq Genium INET 5.0 upgrade on November 20, 2017.

NOTE: Per the exchange, all GTC orders active in the market on Friday, November 17, will not be saved and Members must enter new GTC orders as needed on Monday, November 13. TT recommends that customers delete all working orders prior to the market close on November 17.

This release supports the addition of required tags for MiFID II Compliance. For details on new and required fields by exchange, please refer to the MiFID II Order Fields by Exchange guide by clicking "Learn More" below.

Prior to January 3, default values will be sent on order entry unless configured by the user. For information on default values, see the link below.

ACTION REQUIRED: Per the exchange, the new Trader ID value will become a mandatory field on all order entries and on-exchange trade reports on November 20. This value cannot be defaulted because it must be registered with the exchange. Trader ID must be configured in the "Registered Trader" field in TT User Setup by November 20.

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11/17/2017

Improvements

ADL

Made significant improvements to the Formula Editor to make entering formulas faster, less error prone, and more efficient.

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11/17/2017

Improvements

ADL

Added support for sending parent order fills for algos

11/15/2017

Improvements

MD Trader

Added the ability in MD Trader to show/hide columns (such as VAP and PIQ) from the right click context menu.

11/13/2017

Fixes

Fills

Fixed an issue in the Fills widget where partial fills did not always move the order summary row to the top when set to "By Order" mode.

11/12/2017

Improvements

Spread Matrix

Added optional settings to Spread Matrix to show/hide the Last Traded Price (LTP) when in vertical mode and Net Positions in all modes.

11/12/2017

Improvements

MD Trader

Added a global setting on the "Orders" page to delete working orders in MD Trader via right mouse click. When enabled, this also means that working orders can be dragged to new prices while holding down the left mouse button.

11/12/2017

Improvements

MD Trader

Added an option in MD Trader settings to only display the working quantity in the working orders cells.

11/12/2017

Improvements

MD Trader

MD Trader now colors the full cell background when LTP is set to highlight on the price ladder.

11/12/2017

Improvements

MD Trader

Enabling MD Trader Volume at Price (VAP) has been moved to the MDT settings menu, along with the ability to show the Last Traded Quantity (LTQ) in either a separate column or within the VAP column.

11/12/2017

Improvements

MD Trader

MD Trader Volume at Price (VAP) can now only be reset by double click on the VAP column. If reset, VAP can be restored via the right click context menu.

11/12/2017

Improvements

Spread Matrix

Added the ability in Spread Matrix to resize individual columns. You can also hold down the Shift key to apply the resized column width to all other columns.

11/12/2017

Improvements

MD Trader

The MD Trader now displays the Net Change value on the left hand order panel when the top header panel is closed.

11/12/2017

Improvements

Orders

Added the ability to customize the columns displayed in the floating order book (FOB).

11/11/2017

Fixes

FIX Services

FIX Market Data Request Reject (35=Y) messages will now include tag 48, "TT Security ID".

11/10/2017

Improvements

Exchanges

Upgrade to support the LMESelect 9.2 upgrade on November 13, 2017.

Per the LME, all GTC orders active in the market on November 10 will not be saved and Members must enter new GTC orders on LMEselect 9.2 on November 13. TT recommends that customers delete all working orders prior to the market close on November 10.

This release supports the addition of required tags for MiFID II Compliance. For details on new and required fields by exchange, please refer to the MiFID II Order Fields by Exchange guide by clicking "Learn More" below.

Prior to January 3, default values will be sent on order entry unless configured by the user. Please see the link below for details on these default values.



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11/10/2017

Improvements

General

The new columns required by Mifid2 are now included in the TT Audit Trail for all exchanges except CME, CFE, NFX, ICE, and ICE (London). Data may not be immediately populated for all exchanges.

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11/10/2017

Improvements

Autospreader

Autospreader now supports submitting hedge orders with the 'Time in Force' of the parent order. When you select GTC for the spread order, Autospreader will submit all hedge orders as GTC. This will allow hedge orders to remain working through multiple sessions.

11/10/2017

Improvements

Autospreader

Autospreader Sniper functionality now supports being submitted as a Reload order.

11/10/2017

Fixes

Setup App

Fixed an issue where messages failed to send if the user list included a deleted user.

11/10/2017

Improvements

Setup App

Added new fields to the Account->Exchanges tab for EEX, Eurex, Euronext, ICE, ICE-L, LME, and NASDAQ_EU to support MiFID II compliance. More details about these fields can be found here: https://library.tradingtechnologies.com/mifid-ii/mifid-configuring-mifid-II-fields.html

Note that these fields are available in Setup App so that users can configure the new fields in advance. The configured values will not be sent to exchange. Systemwide support for MiFID II compliance will be added in next few weeks.

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11/10/2017

Improvements

Setup App

A new field, Notification Email, has been added to the FIX Sessions->Session tab. Company administrators may use this field to configure an email address to receive notifications from TT for emergency maintenance, operational or product release information that could impact their specific session(s).

11/09/2017

Improvements

Time & Sales

By default, Time and Sales accumulates individual traded quantities at the same price level and buy/sell direction into an total traded quantity within the past 1 second interval. We've added an optional setting to turn off this feature and instead display all individual trades as they occur.

11/07/2017

Improvements

MD Trader

Added an option to display LTQ in its own column when VAP is enabled.

11/03/2017

Fixes

Aggregator

Fixed an issue where the TT Iceberg button was not working on an Aggregator MD Trader.

11/03/2017

Improvements

Time & Sales

You can now filter the Type column in Time and Sales on "Leg" trades.

11/03/2017

Improvements

RTD

Added the ability to extract the properties of an order in Excel via RTD.

11/03/2017

Improvements

Strategy Creation

Added the ability to create custom carries on LME.

11/03/2017

Improvements

Orders

Added the ability to sort the Order Book widget. You can set up nested sorts by holding down the <Shift> key while left clicking on the desired columns. This will add those columns to the sort, and nest them in the order that you click on them, allowing you to, for example, sort all orders by B/S, then by Product, then by Price, etc.