Release Notes

January 2019 - 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

01/31/2019

Improvements

MD Trader

MD Trader now retains and restores marked price cells on the ladder when switching between different instruments when used as part of a group or as a linked widget.

01/31/2019

Improvements

TT Order Types

Simplified the configuration of TT Stop and TT If Touched orders in MD Trader by exposing the main parameters directly on the order entry panel.

01/31/2019

Improvements

Order Book

Added the ability to filter the date and time columns in the Order Book, Fill Window and Audit Trail.

01/25/2019

Fixes

Score

Fixed issue where Immediate-or-Cancel (IOC) orders appear to contribute to trader's displayed working volume.

01/25/2019

Improvements

Score

Exceptionally large clusters now have paged audit trails to reduce initial cluster load times.

01/25/2019

Improvements

Score

TT Score now has an integrated case management system where TT Score Administrators can open investigations, assign users, add attachments, and track the matter's progress.

01/25/2019

Improvements

Order Book

The Order Book and Orders and Fills widget (OFW) now contains optional columns for "Start" and 'End" to display start and end date/time parameters for TT Order Types.

01/25/2019

Improvements

Score

Cross Trading - Model improvement

01/24/2019

Improvements

General

Added the ability to filter the quantity columns in the Order Book, Orders and Fills widget (OFW), Fills widget and Audit Trail.

01/22/2019

Improvements

Options

Advanced Options users will now see their Interest Rate set to "Default" in Vol Curve Manager Settings, without the ability to alter. In order to support the current options pricing model, an interest rate curve has been applied to all products by default. An upcoming enhancement will allow users to customize their own rate curves.

01/18/2019

Improvements

Autotrader

You can now copy and paste static strings from Excel cells into Autotrader instrument cells using exchange "short" names for contracts, e.g. "ESH9".

01/18/2019

Improvements

Setup App

Renamed "App Key Settings" under User->Profile to "Advanced Settings". This section includes settings for "Advanced Options package" and "Can create TT Rest API Key"

01/18/2019

Improvements

FIX Services

Tag 57, TargetSubID, is an optional tag that may be included by FIX Clients in the Logon (35=A) message header.

The requirement to configure Target Sub ID on FIX Session Logon dialog in setup has been removed from this release. This change is applicable to all TT FIX Session Types in Setup except CME Inbound Drop Copy.

01/18/2019

Fixes

FIX Services

The previously announced FIX release scheduled for Jan 11. 2019 will be deployed to production at EOD Jan. 18, 2019, affecting the following services:
- FIX Drop Copy, all data centers
- FIX Order Routing, all data centers
- FIX Market Data / Security Definition, all data centers
- FIX Inbound Drop Copy services: Chicago, New York and Singapore only

01/17/2019

Improvements

Autotrader

As part of the transition to the new Autotrader widget, we have removed the ability to create new instances of the Autotrader (legacy) widget. However, Autotrader (legacy) widgets saved in workspaces will continue to function and display a reminder message to upgrade to the new Autotrader. You can convert a legacy Autotrader into a new Autotrader via right click menu option on a legacy Autotrader.

01/17/2019

Improvements

Trade App on TT (desktop)

To more aggressively encourage users to upgrade to the new version of TT Desktop, upon logging in with the older version, the warning splash screen that has been appearing since Nov 20 last year has been removed. In it's place, the workspace is locked and requires clicking on a link in the status dialog that provides a temporary login.

01/16/2019

Improvements

Options

Options Risk will now refresh any time a new Account is selected, whether from the Options Risk itself or by using the Account List.

01/15/2019

Fixes

Options

Fixed an issue preventing market data from being displayed properly in Electronic Eye.

01/14/2019

Improvements

Autotrader

You can now have multiple Autotrader tabs (or multiple Autotrader widgets) for the same algo and pin different subsets to each tab/widget to only show or hide the rows that you want to see in each tab/widget.

01/11/2019

Improvements

Autotrader

You can now copy and paste static values from Excel cells into Autotrader cells. Multiple cells can be copied/pasted at the same time, as long as the rectangular range of cells is the same between Excel and Autotrader. Note that once pasted, these cells in Autotrader will not update, as this method is different than establishing linked cells from Excel into Autotrader.

01/11/2019

Improvements

Algo Dashboard

When running different algos, Algo Dashboard will now use the same column to display variables that have the same name, even though they are from different algos.

01/11/2019

Improvements

FIX Services

NOTE: This release includes XML schema changes for TT *Inbound* Drop Copy - No Customer Impact

In order to add support CME Drop Copy 4.0 in the TT Inbound Drop Copy service, tags 5024 and 5979 have been added to the TT XML schema Service as below:

<field number='5024' name='StartSequenceNumber' type='SEQNUM' />
<field number='5979' name='RequestTime' type='INT' />

These tags will not appear in any messages used by TT standard outbound drop copy service or any other customer-facing FIX interfaces.

No customer action is required regarding these tags.

01/11/2019

Fixes

FIX Services

Fixed an issue where Cancel / Reject (35=9) messages initiated by the FIX server did not contain user-defined fields EchoDC_01 - EchoDC_10 (tags 16601 - 16610) when those fieds were specified on the original Change or Cancel messages.

Applicable to FIX Order Routing service only.

01/11/2019

Improvements

FIX Services

Added support for a new enum to tag 452, party_role:
212: "Frequent Trader ID"

Sent on Execution Reports for CFE Market only.

01/11/2019

Improvements

FIX Services

The FIX Inbound Drop Copy service now includes support for Import of Execution Reports from CME Exchange Drop Copy.

01/11/2019

Improvements

FIX Services

Added new price enums to FIX tag 269, MDEntryType:
'A' - Imbalance
'o' - Market Bid Qty
'n' - Market Ask Qty

Currently applicable to FIX Market Data services only for B3 market data during Auction / Pre-open market states.

01/11/2019

Improvements

FIX Services

Added new reason code values to tag 378, ExecRestatementReason, to improve handling of unsolicited restatement messages.

109: Cancel by system
110: Cancel by proxy
111: Cancel due to order expiry
112: Cancel due to order outside price limits
113: Cancel due to session transition
114: Cancel due to auction delete
115: Cancel due to other reason

Applicable to FIX Order Routing and Drop Copy services only.

01/11/2019

Improvements

FIX Services

Added LastMkt (tag 30) to replace tag 100 on FIX 4.4 Execution Reports. No change in behavior for FIX 4.2.

NOTE: tag 30 has been added to the TT XML schema, but will only be sent on FIX 4.4 sessions.

01/07/2019

Improvements

Fills

Company admins can now view historical fills per session for the accounts that they can see, without having market data access to the exchanges associated with the fills.

01/04/2019

Improvements

Setup App

Setup administrators can now choose to have the user and account limits default to 0 if there are no values set in Limits tab by checking "Default account limits to 0 when "Not Set" checkbox in the Company Settings->Settings->Profile->Preferences section.

01/04/2019

Fixes

Options

Removed scientific notation display in Options Trade Monitor and allowed for all fields to be displayed in proper decimal format.

01/03/2019

Improvements

General

Users can now easily submit an RFQ from MD Trader, Order Ticket and Spread Matrix by using right-click to open the context menu for each widget.

01/03/2019

Improvements

Options

Advanced Options users will now see the implied volatility displayed in Strategy Creation for each leg of a strategy.

01/02/2019

Improvements

MD Trader

When an MD Trader custom action button is created for an algo but no template is assigned (meaning the algo will use the "<Default>" set of parameters established at design time), left click on the button will now display the flyout panel to expose access to the parameters. This behavior differs slightly from when a button is assigned to an algo and to a template. In that case, to support fast order entry, left click on the button will not display the flyout but will just seed the algo with the parameters defined in the template. Note that in either case, right click on a button will always display the flyout, regardless if a template has also been assigned to the button.

01/02/2019

Fixes

Strategy Creation

Fixed an issue which was preventing custom strategy templates from saving with the user's chosen name.

01/02/2019

Fixes

Strategy Creation

Strategy Creation now supports creation of non-standard strategy types at Eurex exchange.

01/02/2019

Improvements

MD Trader

You can now display the order quantity edit box control at the bottom of the MD Trader ladder. This control moves from the side order entry panel to the bottom as part of selecting the setting to display the order cancel buttons at the bottom. This allows you to hide the left side order entry panel to reduce screen space.

01/02/2019

Improvements

Autotrader

As part of the transition to the new Autotrader widget, we have renamed "Autotrader II" to "Autotrader" and have removed the ability to create new instances of the old Autotrader widget. However, old Autotrader widgets saved in workspaces will continue to function and have been renamed as "Autotrader (legacy)". Note that you can convert a legacy Autotrader into a new Autotrader via right click menu option on an old Autotrader.