Release Notes

August 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

08/16/2019

Improvements

Exchanges

Orders sent to Eurex will now be sent to the exchange with a default "Price Reasonability Check" value of 0, or None. Note that Eurex will still perform an Extended Price Validity Check, which ensures that no erroneous price crosses through the market.

08/16/2019

Improvements

General

ICE and ICE (UK) Audit Trail files now include Tag 58 (message text).

Learn More

08/15/2019

Improvements

Settings

As a follow up to the recently added feature to display positions for Autospreader contracts, there is now a global checkbox preference on the "Positions" page named "Display synthetic Autospreader/Aggregator positions" that determines if these positions are visible or not.

08/12/2019

Improvements

Score

New Model: Marking the close. This beta model detects potential settlement price manipulation in select CME outrights and spreads. The model identifies on exchange activity during individual settlement periods that may have influenced the settlement price for the most commonly traded CME products. Higher scoring clusters indicate a greater chance that a trader's activity affected the settlement price.

08/12/2019

Improvements

Setup App

TT has added support for Inter-product Margin calculations for intra-market spreads. Company admins have the ability to configure margin concessions based on user-defined product relationships and discount percentages. Product relationships may reflect listed inter-product spreads, or user-defined relationships, allowing admins to grant traders more flexibility in their cross-product positions.

This feature will be made available regionally over the next few weeks. TT will alert our clients when the feature is fully released.

08/07/2019

Improvements

TT Order Types

Implemented a TT AutoHedger algo to allow users to automatically hedge options positions using the underlying futures contract.

08/02/2019

Fixes

FIX Services

Fixed an issue where OnBehalfOfSubID [116] was missing on compliance AB/D messages for rejects.

Version: v58

08/02/2019

Improvements

FIX Services

Added LinkID Repeating Group fields (16112/16113/16114) from Execution Report message to Compliance D/AB/G/AC messages for TT Synthetic / ADL / Staged Child Orders. for Rejects, (150=8).

Version: v58

08/02/2019

Improvements

FIX Services

Added a new Party Role, tag 452=222, "Algo Strategy Type". This party role allows FIX orders to override the TOCOM Algo Strategy Type configured in TTUS on FIX order messages. See Setup help for TOCOM Account/Exchange settings for supported values.

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where some FIX market data sessions could receive an "unable to connect" error on login due to waiting on Setup data download.

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where some Execution Reports sent in response to Order Status Request (35 = H) were missing tag 37.

Version: v58

08/02/2019

Improvements

FIX Services

*** NOTE - Production Release Dates have been delayed by (1) week ***

All FIX Services were deployed to UAT at EOD Jun. 28, 2019.

Production deployment will EOD Aug. 2, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Aug. 9, 2019 in the following TT Data Centers only:
- Aurora - ALL FIX Services
- New York - ALL FIX Services

Production deployment in all remaining TT Data Centers will complete EOD Aug. 16, 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.

Version: v58

08/02/2019

Improvements

FIX Services

Added a new Party Role, tag 452=221, "Give-up Qualifier". This party role allows FIX orders to override the CME Give-up code configured in TTUS on FIX order messages. Set tag 448 value to "SX" when mutually offsetting to SGX. Set 448 to "GU" for all other Give-ups on CME.

Version: v58

08/02/2019

Improvements

FIX Services

Add TT Product ID to tag 456, SecurityAltID, group for 35=d messages *only*.

<value enum='93' description='TT_Product_ID' />

Version: v58

08/02/2019

Improvements

FIX Services

Added new FIX Drop Copy IN session sub-type, "Generic FIX, Persistent Session", which may used for importing external executions into the TT platform. Please contact the FIX Integration team for more details.

Version: v58

08/02/2019

Improvements

TT Order Types

Implemented a Time Duration algo to allow users to slice a larger quantity into smaller orders by defining the total time desired to achieve the total goal quantity.

Learn More

08/02/2019

Improvements

FIX Services

A number tags have been added to the TT FIX XML schema to allow importation of trade activity from external sources. The added tags are as follows: 530, 531, 532, 553, 625, 5979, any tags in the 9001-9999 range and message types 'r' and 'UHR'.

These tags are for TT Internal Use only and do not appear in messages sent to TT FIX clients.

Version: v58

08/02/2019

Improvements

FIX Services

Adding the following tags to the TargetStrategy component block for TT Order submission *only*. On execution reports for such orders, the values are returned in the Strategy Parameters repeating group.
> 16940 TTStopLimitTicksAway
> 16948 LeftoverTimeAction
> 16953 TTStopSecondConditionIsTrlTrg
> 16959 IncludeQuotes
> 16960 ETAGoToMktTicks
> 16961 WaitingOption

For details regarding FIX order entry, please see our help page: https://library.tradingtechnologies.com/tt-fix/TargetStrategyBlock.html

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where some FIX session-specific data was not fully removed upon session disconnect.

Version: v58

08/02/2019

Improvements

FIX Services

Added a new FIX Profile Rule type, RemapPartyEntry, which allows a FIX client to send a specific party role and party id in a FIX message and remap that to an exchange-specific party role and/or party ID on the message passed through to the TT FIX Order Router.

For more information on usage of this new rule type, please contact the FIX Integration team.

Version: v58

08/02/2019

Improvements

FIX Services

Added a new FIX Profile Rule type, CreatePartyEntry, which allows a FIX client to send a flat tag in a FIX message and map that to an exchange-specific party role and party ID on the message passed through to the TT FIX Order Router.

For more information on usage of this new rule type, please contact the FIX Integration team.

Version: v58

08/02/2019

Fixes

General

Fixed an issue where it was possible to set "Apply to sub-accounts" for an account value at more than one level in a hierarchy.

08/02/2019

Improvements

FIX Services

Added London as an available data center for FIX Sessions.

08/02/2019

Improvements

FIX Services

FIX: Added support for TT Time Duration Order Type, which slices a large quantity order into smaller disclosed order portions for a specified duration to achieve the total goal quantity.

For details regarding FIX order entry, please see our help page: https://library.tradingtechnologies.com/tt-fix/Group_StrategyParametersGrp.html

Version: v58