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 |
---|---|---|---|
09/30/2019 |
Improvements |
FIX Services |
Added support for Held/Not Held Limit Price on staged orders submitted via FIX.
To , the FIX parent staged order must include either of the following values in tag 18, ExecInst::
This change is currently available in Production on Staged Order Execution Reports only. |
09/27/2019 |
Fixes |
Exchanges |
Fixed an issue with ICE UHU and UHU_Z products where tick value was showing as .10 instead of 4.2 |
09/27/2019 |
Fixes |
Autospreader |
Fixed an issue where a change request to an Autospreader order was stuck in pending which led to subsequent change or cancel requests being rejected. |
09/27/2019 |
Improvements |
Score |
Model Update: Based on user feedback and internal testing the scale of the harm metric used in calculating the scores for the abusive messaging model has been refined in order to provide more relevant results. Users should see a reduction in abusive messaging scores for clusters with lower burst and messaging rates. |
09/26/2019 |
Improvements |
Exchanges |
Added support for the Johannesburg Stock Exchange (JSE) |
09/26/2019 |
Fixes |
TTSDK |
Fixed an issue related to synchronizing TT .NET SDK Client Side application and the TT Edge Server. (v2.0.0.6) |
09/26/2019 |
Fixes |
TTSDK |
Fixed an issue to ensure that the initialization of the security protocol is complete before making the REST calls. (v2.0.0.6) |
09/20/2019 |
Improvements |
TT Rest API |
Added DELETE /ordertagdefaults/profiles/{profileId} endpoint to allow for the deletion of order tag default profiles. |
09/20/2019 |
Fixes |
FIX Services |
Fixed an issue where enum '3' could appear in tag 16916 on TT Stop execution reports but was not documented in the TT XML schema. Version: v67 |
09/20/2019 |
Improvements |
FIX Services |
Fixed an issue where FIX back office compliance feed would send 35=D instead of 35=AB on parent ASE order messages. Version: v67 |
09/17/2019 |
Improvements |
General |
Added a "Term" column to Order Book, Fills widget and Audit Trail, that displays the Month/Year of the non-product portion of the instrument, e.g., "Sep19" for ES Sep19 futures.. This column is optional and is OFF by default. |
09/17/2019 |
Improvements |
MD Trader |
You can now configure custom colors for MD Trader cell borders outside of the session high/low range. |
09/17/2019 |
Improvements |
Fills |
Off tick fill prices, e.g., a manual fill (local or admin) with a price more granular that the exchange defined ticking, are now displayed with the number of decimal digits precision set in Preferences > General. |
09/17/2019 |
Improvements |
Order Entry |
Individual TT Order Types are now hidden in order type drop down lists on order entry widgets when disabled in TTUS. |
09/17/2019 |
Improvements |
MD Trader |
You can now hover over a bid or ask qty cell in MD Trader and see a breakdown of the orders at that price level (for those markets that provide detailed depth information). This feature is OFF by default and can be enabled via a new right-click MD Trader Settings checkbox "Show detailed depth on hover". |
09/17/2019 |
Improvements |
Positions |
The Positions widget now displays account alias names if set in global Preferences > Accounts. |
09/17/2019 |
Improvements |
Setup App |
The Users->Accounts and Accounts->Users tabs now include a specific option that allows administrators to permission users, per account, for the confirm fills feature. For information about the Confirm Fills feature refer to https://library.tradingtechnologies.com/trade/fls-confirming-fills.html |
09/17/2019 |
Improvements |
TTSDK |
Added support for fills groups. (v2.0.0.5) |
09/17/2019 |
Improvements |
TTSDK |
Added a "Tag" property to subscriptions to allow users to attach custom data. (v2.0.0.5) |
09/17/2019 |
Improvements |
TTSDK |
A "InvalidTick" property has been added that allows clients to validate prices after performing manipulative operations. (v2.0.0.5) |
09/17/2019 |
Fixes |
TTSDK |
Fixed an issue which resulted from dynamic rebalancing of connections on the back end. (v2.0.0.5) |
09/17/2019 |
Fixes |
TTSDK |
Fixed an issue where realized PnL was incorrectly calculated. (v2.0.0.5) |
09/17/2019 |
Fixes |
TTSDK |
Fixed an issue which resulted in incomplete Execution Reports being sent. (v2.0.0.5) |
09/17/2019 |
Improvements |
Time & Sales |
You can now filter live & historical data on all columns, added the ability to filter on aggregated data, added new Product & Term columns, added historical CounterParty data, improved the GoTo Date/Time picker. |
09/17/2019 |
Improvements |
Time & Sales |
The Time & Sales widget now allows filtering for all columns, including Type, Date, AskMbr, and BidMbr. |
09/17/2019 |
Improvements |
Options |
RFQ Viewer "Type" column is now filterable. |
09/17/2019 |
Fixes |
General |
Filtering on the AlgoName column will now return all related Parent / Child orders, including Grandparent / Parent / Child algo scenarios. |
09/17/2019 |
Improvements |
Order Book |
Start and End columns in Order book and Orders and Fills widget are now filterable. |
09/17/2019 |
Improvements |
Time & Sales |
The Time & Sales widget now includes Product and Term columns. |
09/17/2019 |
Improvements |
Audit Trail |
In grid widgets that retrieve data from Ledger, when you scroll down beyond the boundary of data stored in Ledger, a “Load older records” button now displays the retrieves additional data from a separate archived database. This applies to widgets such as Audit Trail, the Order Book with "include orders from previous session" and the Fills widget set to "continuous mode". |
09/17/2019 |
Improvements |
Audit Trail |
The Audit Trail Message Type column can now be filtered on "AlgoAlert" messages. |
09/17/2019 |
Improvements |
Audit Trail |
You can now use ExchOrdID, AcctType, Route, and MiFID columns as filter criteria in the Audit Trail, Fill Widow and Order Book. |
09/17/2019 |
Improvements |
Settings |
The global Preferences > Orders page now provides two new settings that determine how order entry widgets seed the order quantity field when clicking on a bid or ask qty: (1) A new "Seed with market quantity" checkbox that defaults to ON to keep the current behavior, e.g., when clicking on a bid/ask qty, seed the qty from the market (actually the min of that value and the users max qty). When this setting is OFF, left click on a bid/ask qty will seed the users default qty (2) A checkbox named "Seed zero if market quantity exceeds max quantity" that is dependent on the above setting. |
09/17/2019 |
Improvements |
Order Book |
"Available" care orders now display the status cell in the Order Book and OFW as an actionable button, allowing you to claim the order with a single click. |
09/17/2019 |
Improvements |
Order Entry |
You can now input an off tick price when manually filling a care order using the Order Ticket. |
09/17/2019 |
Improvements |
Autotrader |
You can now export Autotrader cell values out to Excel via a new right click menu item "Copy link to Excel" and then pasting that link into an Excel cell. |
09/17/2019 |
Improvements |
Order Entry |
The Order Ticket now embeds TT Order Type and algo parameters within the ticket instead of displaying them in a separate flyout pane. When the Order Ticket is grouped, for example above a Market Grid, the parameters display immediately to the right of the main order entry controls. |
09/17/2019 |
Improvements |
Audit Trail |
The Audit Trail widget now includes optional columns for ExchDate and ExchTime . |
09/17/2019 |
Improvements |
General |
Holding down the left mouse on the Spread Matrix navigation buttons now allows you to quickly move the Spread Matrix view up/down/left/right. |
09/13/2019 |
Fixes |
Autospreader |
Fixed an issue that prevented Autospreader from submitting a hedge order and/or resulted in stale parent orders after certain reject scenarios. |
09/13/2019 |
Fixes |
FIX Services |
Fixed an issue where tag 18226, "TT Synthetic Type" was not being sent for D/F/G/AB/AC messages on Back Office sessions when Compliance Feed was enabled. Version: v67 |
09/13/2019 |
Fixes |
FIX Services |
Fixed an issue which could cause a crash after a FIX session disconnect / reconnect. Version: v58 |
09/13/2019 |
Improvements |
Exchanges |
When HKEX introduces weekly options in Production on Monday, September 16, TT will be changing the naming convention for both monthly and weekly options. |
09/13/2019 |
Improvements |
TT Rest API |
Add the exchange Mic-Code to GET product/{productId} endpoint. |
09/13/2019 |
Improvements |
TT Rest API |
Add endpoints to create/modify/delete user groups. |
09/13/2019 |
Improvements |
TT Rest API |
Added new endpoint (POST account/algosettings) to allow users to set the new optional algo limits. Also updated the GET account/{accountId} endpoint to extract this information. |
09/13/2019 |
Improvements |
TT Rest API |
Updated the POST account/risklimit/product, POST account/risklimit/ipspread, POST account/risklimit/contract, and GET account/{accountId} endpoints to include the new optional algo limits. |
09/06/2019 |
Fixes |
FIX Services |
Fixed an issue in FIX Order Router which required a restart to update its routing library when a new a customer-dedicated algo server was added to the internal TT network. Version: v67 |
09/06/2019 |
Improvements |
FIX Services |
Added support for a new FIX tag, SpreadLegRatioQty (16623) to TT FIX Execution Report messages. This tag will be sent on spread leg execution reports for FIX 4.4 sessions only. Version: v67 |
09/06/2019 |
Fixes |
Autospreader |
Fixed an issue with Autospreader properly subscribing to leg instruments with illiquid markets that resulted in no quote orders being submitted for some period of time. |
09/06/2019 |
Improvements |
Exchanges |
Added support for the Euronext Market Data Gateway (MDG) price template changes for Derivatives in Production on September 9. |
09/06/2019 |
Improvements |
Setup App |
Added a feature that allows administrators to restrict profiles to being used on specific accounts. This release introduces the configuration option. TT will announce when the feature is supported on the trading screen. |
09/06/2019 |
Fixes |
FIX Services |
Fixed an issue where MIC was being sent in tag 30 instead of tag 100 on D/F/G/AB/AC messages for back office sessions with compliance feed enabled. Version: v67 |
09/06/2019 |
Improvements |
FIX Services |
Fixed an issue in the XML schema where tags 16960 and 16961 were missing from the NewOrderSingle definition and tags 126 and 168 (corrected from 9-Aug) were missing from the NewOrderMultileg definition. Version: v67 |
09/06/2019 |
Improvements |
FIX Services |
Added support for tag 18226, TTSyntheticType, which specifies the algo type on parent Execution Reports for TT Algos. Version: v67 |
09/06/2019 |
Improvements |
FIX Services |
Added support for Good Til Time orders on SAFEX. These orders can be submitted by setting 59=6 (Good Til Date) and including the date & time of order expiry in tag 126 in UTCTimestamp format. Version: v67 |
09/06/2019 |
Improvements |
FIX Services |
All FIX Services for this release were initially deployed to UAT at EOD Aug. 2, 2019. Version: v67 |
09/06/2019 |
Fixes |
FIX Services |
Fixed an issue where Market Data Incremental Refresh (35=X) messages could be missing required tag 279 when 269=J (empty book). Version: v67 |
09/06/2019 |
Fixes |
FIX Services |
Fixed an issue where FIX tag 129 DeliverToSubID is missing from Execution Report fix messages that are part of response to Mass Status Request. Version: v67 |
09/06/2019 |
Fixes |
FIX Services |
Added support for S: "Seasonal" to DeliveryTerm (tag 18211) and LegDeliveryTerm (tag 18212). Version: v67 |
09/06/2019 |
Fixes |
FIX Services |
Fixed an issue where Order Cancel Reject message could have an incorrect OrdStatus (tag 39) value. Version: v67 |
09/06/2019 |
Fixes |
FIX Services |
Fixed an issue where Trade Captures Reports for Block trades did not include trader name in tag 129. Version: v67 |
09/06/2019 |
Fixes |
FIX Services |
Fixed an issue where the response to an order status request could show an incorrect value for side in tag 54 on a partially filled calendar spread order. Version: v67 |
09/06/2019 |
Improvements |
FIX Services |
Added support for (2) order types to tag 40: Version: v67 |
09/04/2019 |
Fixes |
TTSDK |
Fixed an issue where the take/hit properties for Time and Sales were reversed. |
09/04/2019 |
Improvements |
TTSDK |
Added expire_date to the order profile to support good til date orders. (v2.0.0.4) |
09/04/2019 |
Fixes |
TTSDK |
Fixed an issue where a deadlock can happen when the SDK is shutdown. (v2.0.0.4) |