Release Notes

June 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

06/29/2019

Improvements

FIX Services

Fixed an issue in the FIX Back Office session recovery logic used to calculate the window used for identifying sent/unsent messages which was causing an excessive amount of historical fill data to be retrieved at login time.

Version: v52

06/29/2019

Fixes

FIX Services

FIxed an issue with FIX drop copy download of account data from TT Setup, where more data was being downloaded than was necessary, leading to long download times and session disconnects for some FIX Clients.

Version: v52

06/28/2019

Fixes

Autospreader

Fixed issue where Autospreader was not leaning on the indicative prices during the pre-open market even when the 'Lean on Indicative' setting was enabled in the spread config.

06/28/2019

Improvements

Setup App

There is a new option in the Data Uploads feature, Inter-Product Margin. The option will be available for use in an upcoming release. Documentation will be updated at that time.

06/28/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required NFX fields can now be sent from a FIX connection without corresponding Setup fields.

06/28/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required CFE fields can now be sent from a FIX connection without corresponding Setup fields.

06/28/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required HKEX fields can now be sent from a FIX connection without corresponding Setup fields.

06/28/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required OSE fields can now be sent from a FIX connection without corresponding Setup fields.

06/28/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required LME fields can now be sent from a FIX connection without corresponding Setup fields.

06/24/2019

Improvements

Exchanges

Fixed an issue where OSE JGBL options had an incorrect product alias. Unlike the other OSE options, JGBL is sent to TT with an expiration date of June. TT now adds one calendar month to these options to correct the alias name.

06/20/2019

Fixes

FIX Services

**UPDATED 6-20-19; RE-PUBLISHED 6-29-19**
The Production Release dates for the FIX Services have been updated. Please see the TT Release Note web site for additional details regarding this release.
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NOTE: All FIX Services were deployed to UAT at EOD Apr. 22, 2019.

Production deployment will begin at EOD May 31, 2019 (new date) in the following TT Data Centers only:
- Chicago - FIX Services on select servers
- New York - FIX Services on select servers
- Sao Paulo - ALL FIX Services

Production deployment was completed at EOD June 7, 2019 in the following TT Data Centers only:
- Chicago - ALL FIX Services
- Aurora - ALL FIX Services (except back office)
- New York - ALL FIX Services (except back office)

Production deployment will continue at EOD June 21, 2019 (new date) in the following TT Data Centers only:
- New York - Back office FIX Services

Production deployment in all remaining TT Data Centers will complete EOD June 28, 2019 (new date).

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.

Version: v52

06/14/2019

Improvements

Order Book

TT has completed the first phase of several planned enhancement phases to Care Order handling (aka Stage orders). This first phase matches feature parity with the legacy 7.x platform, and includes:
- Assignment of exchange fills or manual fills to Care Orders
- Ability for the Care Order owner to approve/reject Changes/Cancels from the originator
- Ability for the broker to force unclaim Care Orders
- Application of MIFID Tags to Care Orders.

06/12/2019

Improvements

Setup App

In the Setup App, admins will see three new fields within the Users->Custom Fields tab, labelled Billing 1, Billing 2, and Billing 3. These are optional, free-form text fields. The values entered can be used to segregate Users into separate billing groups.

06/11/2019

Fixes

FIX Services

Fixed an issue where some fields required account settings in Setup. All required CME fields can now be sent from a FIX connection without corresponding Setup fields.

06/10/2019

Improvements

FIX Services

In order to make Instrument block usage more consistent across all supported message types, tags 107, 460, 607 and 620 will be included where applicable on FIX Market Data (35=W, 35=X), Security Definition (35=d), Security Status (35=f) and QuoteRequest (35=R) messages.

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

Version: v52

06/10/2019

Fixes

TTSDK

The package TT.NET.SDK.ClientSide 1.4.0.4-dp was recently published on NuGet Gallery. It includes a few fixes for routing algos.

06/10/2019

Improvements

FIX Services

In order to make Instrument block usage more consistent across all supported message types, tags 107, 460, 607 and 620 may now be sent on Execution Report messages (35=8).

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

Version: v52

06/10/2019

Improvements

FIX Services

In order to make Instrument block usage more consistent across all supported message types, tags 460, 607 and 620 may now be sent on 35=AE and 35=AR messages.

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

Version: v52

06/10/2019

Fixes

FIX Services

Tag 555 was incorrectly set to required='Y' in the FIX 4.2 and 4.4 schema files published to the TT FIX web site on 6/7/19. This has been corrected to required='N' and new files published to the web site.

06/10/2019

Improvements

FIX Services

When "Compliance Feed" is enabled on a FIX Drop Copy OUT session type, tags 100, 107, 207, 460, 607 and 620 will be included when applicable on 35=D, 35=G, 35=AB, 35=AC and 35=F messages. (corrected 6-10-19)

This change is available in all UAT and Production (North America only) locations as of June 7. Deployment to the remaining production locations is planned for June 21.

Version: v52

06/07/2019

Improvements

Setup App

Administrators can flag certain users as employees of their firm by checking the Internal Company User checkbox under User->Profile->Status.

In conjunction, we have also added a new admin permission, "Internal Only Admin". An Internal Admin has very limited capabilities and can only manage Internal Company Users, and not other clients. In addition, these admins cannot give Internal Company Users permission to trade or apply limits to any users or accounts they create.

06/06/2019

Improvements

Autospreader Rules

Increased the maximum allowed value for both the Inside and Outside Throttle values in the (TT) Quote Throttle Autospreader Rule.

06/06/2019

Improvements

RTD

You can now access the PointValue of an instrument via RTD.

06/04/2019

Improvements

ADL

Added support for the first version of the Analytics block in ADL. This includes time bars (historical + live). Support for technical indicators will follow in a subsequent release.

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