Release Notes

February 2019 - Production Environment

Date Type Component Release Note

02/28/2019

Improvements

Algos

You can now use the "Multi" account picker in Algo Dashboard to select multiple accounts when submitting algo orders for Autospreader and Aggregator instruments.

02/27/2019

Improvements

Options

TT has introduced the Volatility Calculator widget for Advanced Options users. Vol Calculator can be launched from any displayed Option instrument in the platform and can be used to calculate the Theoretical Value and Implied Volatility of an Option at any underlying price. For quicker and easier use, Vol Calculator can be used as a Linked Widget, or as part of a Grouped Widget.

02/26/2019

Improvements

General

You can now set range based (aka Min/Max) filters on price columns in Order Book, Orders and Fills widget (OFW), Fills widget and Audit Trail. Note that because price display formats vary by product, you must also filter by a product or contract in order to apply a price filter.

02/26/2019

Improvements

Orders

You can now quickly reduce the total quantity of multiple orders working at the same price level in MD Trader by right-clicking on the working quantity cell and entering the new desired total quantity at that price. TT will delete the newest orders (to maintain the best position-in-queue) until the total quantity of the remaining orders matches your desired lower total quantity.

Learn More

02/25/2019

Improvements

Order Entry

Reduced the minimum interval to 10 ms for TT Slicer order types (previously the minimum was 100 ms).

02/25/2019

Improvements

Trade App on TT (desktop)

The "temporary login" option has been removed from the lock out screen when logging in with the TT Desktop OpenFin version (aka TTD1). That version is no longer supported and users must upgrade to the newer version of TT Desktop (aka TTD2).

02/25/2019

Improvements

General

You can now set widgets to display "always on top" of other widgets in the window using a right click context menu now available on the widget titlebar.

02/25/2019

Improvements

MD Trader

MD Trader now displays the buy/sell quantities of timed orders set to start in the future. Timed orders that have a defined price are displayed in the working orders column, with the order quantity in the "U" field (undisclosed). Timed orders that do not have a current price, such as timed market orders, or relative priced orders, e.g., based on the Bid price later in the session, are displayed as call outs on the 'Work' column header, in blue and red backgrounds respectively.

02/23/2019

Improvements

General

Companies which own ASX/Btec connections will now receive Send/Recv logs included with the daily collection of exchange audit trail files on the EFT server.

Learn More

02/22/2019

Fixes

Autospreader

Fixed an issue that resulted in Autospreader abandoning GTC quote orders after the weekend maintenance period.

02/22/2019

Improvements

Setup App

Setup administrators can now enable enable position in queue for FIX sessions by checking the "Enable Position in Queue (PIQ)" checkbox on FIX Order Routing sessions. Full support for this feature will be rolled out shortly.

02/22/2019

Improvements

Setup App

Setup administrators can now choose to delay stage order acknowledgment until the order is claimed by checking the "Delay Staged Order Ack until Claimed" checkbox on FIX Order routing sessions. Full support for this feature will be rolled out shortly.

02/22/2019

Improvements

Setup App

Updated EEX optional, user-defined text fields under User->Order Routing. Administrators will now be able to configure Text 1 and Text 3 fields for EEX users. This change corresponds to similar a change on the exchange to their free text fields.

02/21/2019

Improvements

Order Book

Fixed an issue where the working quantity field in the Order Book (and Order and Fills widget) was not always updating correctly. Note that as part of change, the working quantity field will display only the quantity of orders that are actually in the market, e.g., a 10 lot native Iceberg order that discloses 1 at a time will display 1 in the working quantity field, and a non-triggered native Stop order will show the working quantity as zero (blank). This behavior is consistent with the values displayed in the MD Trader working order cells and also matches how TT Order Types display. The order quantity field will display the full quantity of the order.

02/19/2019

Improvements

Spread Matrix

Spread Matrix default font size is now slightly larger and the default colors are now a closer match to the 7.x legacy colors. As part of this change, you can now increase/decrease the Spread Matrix font size by holding down Ctrl+Shift and left mouse drag up/down, similar to how MD Trader behaves.

02/15/2019

Improvements

Setup App

Setup now allows administrators to select a CME connection type that directs orders for Bursa Malaysia Derivatives products through a dedicated Market Segment Gateway iLink. Full support for this feature will be rolled out shortly.

02/15/2019

Improvements

General

An additional field has been added to the Generic TT Format, TT Execution ID. This is a TT defined execution identifier.

Learn More

02/15/2019

Improvements

Setup App

TT has added support for custom fields in User Setup. This feature allows company administrators to set labels and values that are specific to their users and companies. As part of this feature, TT has added the "Organization" field that can be used by administrators to group users. This field will be required for all new new users.

02/14/2019

Improvements

Time & Sales

Time and Sales now has the option to display trade timestamps with microsecond precision.

02/12/2019

Improvements

Algos

Algo parent orders that do not designate a buy/sell side, such as OMA algos, are now displayed with black text rather than blue or red for buy and sell.

02/12/2019

Improvements

General

You can now set the color of widget tabs.

02/11/2019

Improvements

Algos

For algo templates, to more clearly indicate that the "<Default>" template is not actually a template but instead means use the parameters that were set at design time of the algo, we have renamed this item in the Template dropdown list to be "<none>".

02/11/2019

Improvements

Options

RFQ Viewer now includes an optional column to display total volume traded for each instrument in the current session.

02/08/2019

Improvements

FIX Services

Added support for a new custom tag 16611, mleg_exec_id, which will allow FIX clients to tie together a spread summary execution report with the related leg execution reports.

Name: MlegHeadExecId
Type: String
Description: A TT-generated unique ID that may be used to indicate the execution ID for a specific spread execution and to tie leg executions back to the spread execution message. Present only if 442=2 or 442=3 and 150=1, 2 or F.
Used in: ExecutionReport
Required: No.

02/08/2019

Improvements

TT Rest API

Added several endpoints to allow for the uploading of SOD records.

Learn More

02/08/2019

Improvements

TT Rest API

Enhanced the POST /ordertagdefaults to allow multiple updates to be submitted at once.

02/08/2019

Improvements

TT Rest API

Enhanced the /creditutilization, /position and /position/{accountId} endpoints so that it optionally returns product level position data.

02/08/2019

Improvements

TT Rest API

Added more fill data enumerations to the /orderdata endpoint.

02/08/2019

Improvements

TT Rest API

Added a new GET endpoint named /risk/organizations to allow for the retrieval of organizations and their data.

02/08/2019

Improvements

TT Rest API

Added a new POST endpoint under /risk/user/sendinvitation to allow invitations to be sent.

02/08/2019

Improvements

TT Rest API

Updated the /markets endpoint to include synthetic markets.

02/08/2019

Improvements

TT Rest API

Exposed leg information for spread and strategy instruments on the /instrument/{instrumentId} endpoint.

02/08/2019

Improvements

FIX Services

Improved message handling for TT Algo Execution Reports to ensure that single response of
ExecType = Replaced, Rejected or a CancelReject is provided and unnecessary restatement messages are eliminated.

02/08/2019

Improvements

FIX Services

An option to "Assign all Accounts" has been added to the FIX Drop Copy OUT session type in TT Setup. Enabling this setting will ensure that *all* available accounts for the entire Company will assigned to the FIX Drop Copy session, with new accounts to be added dynamically as they are created (or removed).

02/08/2019

Fixes

FIX Services

Fixed an issue for execution reports that were imported to TT via 7x inbound drop copy where tag 75 on the imported message did not match tag 75 on the execution report sent on a TT Drop Copy OUT session.

02/08/2019

Fixes

FIX Services

Fixed an issue where FIX Order Router was unable to look up TT User from the account in Tag 1 when that account is also assigned to users who are not mapped to the current FIX session in TT Setup.

02/08/2019

Improvements

FIX Services

Added a custom tag to identify risk group name on drop copy execution and trade capture reports.

Tag: 16624
Name: AccountRiskGroup
Description: Name of the risk group associated with the account in tag 1
Type: String
Used in: Execution Report, TCR (AE)

NOTE: This tag is supported now in the FIX servicces but will not be populated until full support for Risk Group functionality is deployed to all platform components in an upcoming release.

02/08/2019

Improvements

FIX Services

Added support for new enum values to tag 456, SecurityAltIDSource and tag 606, LegSecurityAltIDSource:as follows:

456 - SecurityAltIDSource
<value enum='94' description='ALT_SYMBOL' />
606 - LegSecurityAltIDSource (606)
<value enum='94' description='ALT_SYMBOL' />

For ICE market, the Alternate Symbol value will be that of the ICE 'Cleared Alias' for a given contract.

02/08/2019

Improvements

FIX Services

Added support for tag 37 to be included on Compliance D / AB drop copy messages. Applicable only when "Compliance Feed (Send original order/cancel/change messages and pending execution reports)" is enabled on a FIX Drop Copy OUT session type in TT Setup configuration.

On FIX Order Routing sessions, tag 37 is not supported on D / AB messages and will be ignored if sent.

02/08/2019

Fixes

FIX Services

NOTE: All FIX Services will be deployed to UAT at EOD Jan. 18, 2019.

Production deployment is planned for EOD Feb. 8, 2019 in the following Data Centers:
- Chicago - ALL FIX Services
- New York - ALL FIX Services
- Sao Paulo - ALL FIX Services

Production deployment for all remaining Data Centers planned for EOD Feb. 15, 2019.

This release does include changes to the FIX XML schema files. All clients should download and deploy the latest XML schema files from https://library.tradingtechnologies.com/tt-fix/System_Overview.html prior to release.

02/08/2019

Improvements

Strategy Creation

TT will support strategy creation on ASX exchange. All User Defined Combinations (UDC) will be supported, including both fixed leg and net price strategies and can be generated and RFQ'd uding the Strategy Creation widget.

02/07/2019

Improvements

Autotrader

Enhanced Autotrader to: (1) Honor the global algo disconnect action when adding new rows, (2) Use expiry-based sorting on contract columns, (3) Convert text strings such as "True", False", "Leave", Cancel" into their drop down equivalent when pasted from static Excel-copied data.

02/07/2019

Fixes

Autotrader

Autotrader now indicates when a cell contains an invalid or unsupported value upon a copy/paste action of static data from Excel.

02/07/2019

Improvements

General

TT One mode now includes the Order Profiles widget and two additional TT Order Types: TT Iceberg and TT Timed.

02/06/2019

Improvements

General

You can now search the Account List with alias names when they are locally applied to accounts.

02/06/2019

Improvements

Excel Linking

Algo Dashboard no longer supports the ability to link values from Excel into ATDL algo parameter fields. Excel values intended to drive algo parameters can now only be linked into Autotrader cells.

02/06/2019

Improvements

General

You can now drag-and-drop instruments -- either individual instruments or multiple selections -- from grid-based widgets to another. Sources include Market Grid, Order Book, Fills, Audit Trail, Watch List, Options Trade Monitor, RFQ Viewer. Drop locations include Market Grid, MD Trader, Chart, Watch List, Strategy Creation, Block Trader, Time and Sales and ASE/Aggregator Leg Builder. This is our first addition of drag-and-drop to the application, and we plan to add additional capabilities to this in the future.

02/05/2019

Improvements

Spread Matrix

In Spread Matrix, you can now optionally hide the cancel order buttons.

02/05/2019

Improvements

Market Grid

Market Grid now has an optional column that displays a cancel button to cancel all orders working in that contract.

02/04/2019

Improvements

Order Book

The Floating Order Book (FOB) now contains an optional "OrigDate" column.

02/04/2019

Improvements

Options

Users of TT's Advanced Options Package will now see a Total Volume column available in Trade Monitor, in addition to the Trade Quantity that is currently present. Total Volume will update with each trade in the specified contract and will provide the volume for the current trading session, but not for previous sessions.

02/04/2019

Improvements

MD Trader

You can now customize the buy/sell text color on orders displayed in the MD Trader working column.

02/01/2019

Fixes

FIX Services

Fixed an issue in the FIX Market Data / Security Data service that could cause a crash while processing outbound messages.

02/01/2019

Fixes

FIX Services

Fixed an issue in the FIX Drop Copy service that could sometimes cause fill delivery to be delayed for an extended period.

02/01/2019

Improvements

Setup App

Position transfer can now be enabled only for accounts in companies that are directly billed. If a non-direct-billed administrator tries to enable position transfer, they will see the message "The selected order cross prevention type is not valid when the company is not directly billed" when they try to save.

02/01/2019

Improvements

Setup App

Setup administrators can now grant individual users access Score by checking the Users->Settings->TT SCORE Permissions->SCORE User checkbox. This setting is unchecked by default.

02/01/2019

Improvements

Order Entry

The order entry confirmation dialog now displays the stop trigger price for TT OCO orders.

02/01/2019

Fixes

FIX Services

Fixed an issue where if a Price Multiplier was set in the FIX profile, the scale factor was not being applied to "Fill Price” (tag 1364 value).

02/01/2019

Improvements

Exchanges

Added support for CME Consolidated iLink Fill Messages. A new repeating group is added to communicate fill reason and quantity. TT will not be supporting tag 1622, FillYieldType. TT will not be participating in the Mock Session on Saturday, Feb 2nd, so we suggest testing in UAT prior to Go Live.

02/01/2019

Improvements

Order Entry

When setting a market order as the child order type for TT algos such as TT Timed, TT Time Sliced, the main price input control on the Order Ticket is now disabled and grayed out, similar to the behavior when simply selecting Market as a native order type.

02/01/2019

Improvements

FIX Services

Added support for CME Consolidated Fills in FIX Order Routing and Drop Copy services. Note that the TT Setup option "Send FillsGrp as Individual Execution Reports" is ignored for CME fills. TT FIX will send a single consolidated execution report for all CME executions.

02/01/2019

Improvements

General

Updated the product alias for several products to match the exchange website rather than the information provided in the price feed. By default, contracts are named based on their maturity month (which was TT's logic), but in other cases, the exchange names the contract the month prior to the marutury month, or the month after the maturity month.
The general rule should be to use the month of the Maturity Date as the Alias month
* Alias month is Maturity Date +1 month for CGAS, CKER, GASO, GDCD, GOLD, GSOL, KENI, KERO, TGCN, and TSR2
* Alias month is Maturity Date -1 for CRUD, TBGA, TBGO, TBKE, TLGA, TLGO, and TLKE
* All other contract alias' are based on the maturity month.
The underlying ID is not changing, so this change will not current positions or orders, but you may want to note the production date change (targeted for 2/1/2019) for your audit and compliance logs. This change affects outrights as well as spreads.

02/01/2019

Improvements

Setup App

Setup administrators can now allow or restrict users from overriding the clearing account prior to submitting an order by using "Client Can Override" checkbox in the Account->Exchanges screen and Order tag Defaults tab. If the "Client Can Override" checkbox is checked, users can override the Clearing Account value. If it is unchecked, values configured in Setup will be sent to the exchange.

02/01/2019

Improvements

FIX Services

When the Compliance Feed configuration option is enabled on FIX Drop Copy OUT sessions, tags 1 and 16999 on D / G messages will be updated match to the values sent on the Execution Report message.