Release Notes

March 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

03/29/2019

Improvements

Setup App

Setup administrators can now choose to enable algo risk checks by checking "Enable algo risk checks" checkbox in the Company Settings->Settings->Profile->Preferences section. If this checkbox is checked, the Accounts->Algo Settings tab is visible and administrators can configure price drift checks that will constrain child order submission by either number of ticks or % price move over the specified time or lifetime of the order from reference price.

03/29/2019

Improvements

Setup App

Customers can now optionally segregate order flow per product on ICE and Euronext. Setup administrators can configure multiple segments for each connection by selecting the required segments under Connections->Additional Settings->Restrict to Market Segments.

03/29/2019

Improvements

Strategy Creation

TT has added support for Strategy Creation capabilities on MEFF exchange. All exchange-supported and user defined strategies can be created using the Strategy Creation Widget.

03/29/2019

Improvements

Setup App

Setup administrators can now configure overrides on exchange-specific user or account fields for each TT Synthetic order type by selecting the specific order type under "Algo Name" in Order Tag Defaults.

03/29/2019

Improvements

Setup App

Setup administrators can now capture all orders/fills data on a FIX DropCopy session by checking the "Assign All Accounts" checkbox in FIX Sessions-> DropCopy Out -> Accounts tab. Enabling this setting will ensure that *all* available accounts for the entire Company will assigned to the FIX Drop Copy session. Previously, each account had to be mapped individually to capture and process data.

03/22/2019

Improvements

MD Trader

You can now optionally hide column headers in MD Trader.

03/22/2019

Improvements

Blocktrader

Details of OTC trades executed through Blocktrader are now fully visible in Fills widget and in the Order Book and Fills panels of the Orders and Fills Widget. Users must ensure that 'Include Trade Capture Reports' is enabled in the Fills settings for each of these widgets in order to see OTC trade details.

03/22/2019

Improvements

General

Collection of send/recv logs for IDEM, Curveglobal, and LSE are now available for companies which own connections.

Learn More

03/19/2019

Improvements

Algos

We have renamed the stand alone "Algo Explorer" widget to "Template Manager" to better represent it's primary function, e.g., to create, modify, rename and delete ADL algo templates.

03/19/2019

Improvements

Algo Dashboard

The algo explorer component of Algo Dashboard now offers a "split" view that displays the list of algos and templates alongside the parameters of the selected algo/template. This allows you to more quickly view and edit the parameters of a selected algo prior to launching an algo.

03/19/2019

Improvements

Algos

We have released two new public OMA algos -- "OCO 2" and "Conditional" -- which each take two child orders as legs. These algos can be assigned to custom action buttons in MD Trader for quick access (note: you must select a template other than <none> when assigning them to buttons). After selecting one of these in an MDT, you can place new orders as the OCO 2 or Conditional legs in that MDT or other MDTs. Alternatively, you can link existing orders as OCO 2 or Conditional orders via Shift + right click on existing working order cells in that MD Trader or other MDTs. See the documentation for more details.

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03/15/2019

Fixes

FIX Services

NOTE: All FIX Services were deployed to UAT at EOD Feb. 22, 2019. Production releases dates have moved out (1) week from the previous notice sent on 2/25/19.

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

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

This release does include minor 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.

03/13/2019

Improvements

Charts

Added the ability to quickly add a vertical line to the chart. Simply Left Click on the time axis to enter vertical line mode. Click again to anchor it.

03/13/2019

Improvements

Charts

Added the ability to build the chart using the last traded price of each leg. Simply Right Click on the price axis to expose the Spread Formula flyout then select the LTP checkbox.

03/13/2019

Improvements

Excel Linking

You can now establish Excel links to widgets located in child windows in TT Desktop. Previously, TTD only supported linking to widgets within the main desktop window.

03/12/2019

Improvements

Autotrader

We have completed the transition to the new Autotrader widget that began in November 2018 with the introduction of a new Autotrader widget. In January 2019 we prevented the ability to create new instances of the Autotrader (legacy) widget. Since that time, Autotrader (legacy) widgets saved in workspaces continued to function and displayed a reminder message to upgrade to the new Autotrader. Now, all Autotrader (legacy) widgets have been auto-converted to new Autotrader widgets along with their Excel links.

03/12/2019

Improvements

General

TT users now have the ability to send RFQs on LSE and IDEM exchanges. Full RFQ abilities from Market Grid, MD Trader, Strategy Creation, Options Chain and RFQ Viewer are supported with this release.

03/12/2019

Improvements

Strategy Creation

TT has added support for Strategy Creation on LSE, IDEM and CurveGlobal exchanges. All exchange-supported strategy types can now be created using the Strategy Creation widget.

03/12/2019

Improvements

Excel Linking

Improved the performance of Excel links into Autotrader with a new release of the TT Excel add-in. This release also includes a fix for linked values sometimes being presented with incorrect extra precision.

03/11/2019

Improvements

Order Book

The Order Book and Orders and Fills widget (OFW) now have optional columns to display Bid. Ask, LTP and 'Ticks in Front'. The Ticks in Front value is the number of ticks between the price of the order and the inside market. For example, a buy order working one tick below the bid will display 1; a sell order working at the best ask price will display 0.

03/08/2019

Improvements

Setup App

Setup administrators can now configure MiFID II compliance tags more efficiently across all exchanges in the Order Tag Defaults tab.

03/08/2019

Improvements

General

TT Market Explorer now has advanced searching capabilities for locating specific Spreads, Options or Strategies. Clicking on 'More' at the bottom left of the widget exposes additional search fields such as Term, Combo Type and Strike.

03/08/2019

Improvements

FIX Services

FIX tag 609, LegSecurityType, has added the following defined values:
<value enum='CS' description='COMMON_STOCK' />
<value enum='NONE' description='NONE' />

FIX tag 167, SecurityType, has added the following defined value:
<value enum='CS' description='COMMON_STOCK' />

(The value 'NONE' was defined for tag 167 in a previous release).

03/08/2019

Improvements

FIX Services

The default Reconnect Time Interval for all Inbound Drop Copy FIX Session types has been set to 15 seconds.

03/08/2019

Improvements

FIX Services

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

Beginning with this FIX release, if and only if the Logon message coming from the FIX client to TT contains tag 57, the client admin *must* configure the tag 57 value in the Target Sub ID field for that specific FIX Session configuration dialog in setup.

if the Logon message coming from the FIX client to TT does *not* contain tag 57, no action is required.

This change is applicable to all TT FIX Session Types in Setup.

03/08/2019

Improvements

FIX Services

Added LastMkt (tag 30) to replace tag 100 on FIX 4.4 TradeCaptureReports. 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.

03/06/2019

Improvements

Order Entry

The order confirmation screen for trigger orders such as TT Stop and TT If Touched now displays payup prices based on values other than Trigger, e.g., LTP, Bid, or Ask, as relative price string, e.g., "LTP + 1" or "Bid + 0".

03/01/2019

Improvements

General

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

Learn More