Release Notes

September 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

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.

The new format will be:
Product Family / Expiration Day / Contract Month / Contract Year / Call (Put) / Strike Price

Examples:
Weekly Options:
HSI 26 Apr 19 C27000
HSI 03 May 19 C27000

Monthly Options:
HSI 29 Apr 19 C27000
HSI 30 May 19 C27000

Note: The expiration day will indicate whether this is a weekly option (expires weekly on Friday) or a monthly option (expires business day before last business day of the month).

In addition to the naming convention change, weekly options will now be found under new Product names:

Old Product Names: HHI, HSI
New Product Names (for Weekly Options ONLY): HHIW, HSIW

Monthly Options will still be listed under HHI and HSI.

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.

Valid values:
0: Default
1: Ase_Quote
2: Ase_Hedge
3: Ase_Pr
4: Aggregator_Leg
5: Ase_Spread
6: Aggregator
7: Algo
8: Algo_Child
9: Prime_Ase_Spread
10: TT_Bracket
11: TT_Iceberg
12: TT_If_Touched
13: TT_Market
14: TT_Machine_Gun
15: TT_OCO
16: TT_Sniper
17: TT_Stop
18: TT_Time_Duration
19: TT_Time_Sliced
20: TT_Timed
21: TT_Trailing_Limit
22: TT_Volume_Duration
23: TT_Volume_Sliced
24: TT_Volume_Participation
25: TT_With_A_Tick
26: TT_Retry
27: TT_OCO_OMA
28: TT_OBV
29: TT_Auto_Hedger

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.

Production deployment will begin EOD Sept. 6, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Sept. 13, 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 Sept. 20, 2019.

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

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:
* 'V' – Market - CloseToday
* 'W' – Limit - CloseToday

These values are reserved for future use by a 3rd-party order routing destination and not available on any current TT direct markets.

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)