Release Notes

October 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

10/18/2019

Improvements

Exchanges

TT will support the Dress Rehearsal in production on October 19 in preparation for the API upgrade on November 25. NOTE that participation will be using the Euronext_DEV market and not on the normal Euronext market.

Customers can view information on configuration of Connections, Users and accounts in our documentation here:

https://library.tradingtechnologies.com/user-setup/enx-euronext-optiq-setup.html

In addition, participation in this session requires the use of TT's mock mode. Details may be found here:

https://library.tradingtechnologies.com/trade/ttp-mock-trading-support.html

Please contact your TT Onboarding representative with additional questions.

10/18/2019

Improvements

ADL

In an effort to ensure equitable distribution of system resources on general population (gen-pop) Algo Servers, TT will be enabling resource limits. Specifically, on October 20, TT will begin limiting the number of ADL algos that a user can run on general population Algo Servers as follows.

Aurora: 400
Hong Kong: 100
All other co-location facilities: 200

To be clear, this limit will not apply to Algo Servers deployed on TT Reserved instances. In addition, TT order types will not count towards this limit. Attempts to launch algos that breach these limits will be rejected.

If you have any questions or are interested in a dedicated Algo Server deployed on a TT Reserved instance, please contact your TT Customer Success representative.

10/18/2019

Improvements

ADL

To ensure equitable distribution of common system resources on non-dedicated Algo Servers, limits on the maximum number of ADL algos that can be run in each data center have been instituted as follows:

Aurora: 400
Hong Kong: 100
All other co-location facilities: 200

10/15/2019

Improvements

TTSDK

Exposed the application id and the client order id so users can match up requests with responses. (v2.0.0.10)

10/15/2019

Fixes

TTSDK

Fixed an issue where PnL calculations do not handle the creation on new SODs on the modification records. (v2.0.0.10)

10/15/2019

Improvements

TTSDK

Added a OrderbookSynced event which will be called after the positions are all updated and ready to go. (v2.0.0.10)

10/12/2019

Fixes

FIX Services

Fixed an issue where FIX Security Definition server v67 could crash due to an error in processing malformed price subscription requests.

Version: v67

10/12/2019

Fixes

FIX Services

Fixed an issue where tag 129, DeliverToSubID, could be missing on unsolicited execution reports received on a FIX order routing session.

Version: v73

10/11/2019

Improvements

Exchanges

The first Euronext Optiq dress rehearsal will occur in production on Saturday, October 19th.

NOTE: TT will facilitate customer participation in the Euronext_DEV market, and not in the Euronext market.

New configuration has been added to the Connection, User and Account screens for the Euronext_DEV market to support this testing. Admins may begin configuring new sessions, etc. in preparation for the Dress Rehearsal.

10/11/2019

Improvements

Setup App

User Setup has added support on CME for Customer Order Handling Instruction (tag 1031). Administrators can set this value in the Account->Exchange->CME tab or under the Order Tag Defaults tab. This tag is now mandatory in UAT, and will be mandatory in Production on November 17.

Note: Order Connector, Algo and Autospreader support for overrides of this value will be added in a future release.

10/08/2019

Improvements

Orders

Improved the performance handling of order updates within the TTW/TTD application.

10/08/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Sept. 6, 2019. *Update:* corrected production roll-out dates.

Production deployment will begin EOD Oct. 11, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Oct. 18, 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 Oct. 25, 2019.

This release includes only cosmetic changes to the FIX XML schema files. Nonetheless, 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: v73

10/08/2019

Improvements

Autotrader

Added a "Pause All" button to the Autotrader widget.

10/08/2019

Improvements

Options

Clicking on the “order entry” icon in the bottom pane of created strategies in the Strategy Creation widget now launches a new, stand-alone, non-floating Order Entry widget.

10/08/2019

Improvements

Positions

The Positions widget now provides an optional "P/L AvgOpen" column which calculates p/l using the average open price vs the current market price.

10/08/2019

Improvements

Audit Trail

The Audit Trail now includes ExchTransID as an optional column.

10/07/2019

Fixes

TTSDK

Fixed an issue which resulted in IsSimulation always returning true. (v2.0.0.9)

10/07/2019

Fixes

TTSDK

Fixed an issue that resulted in the inability to subscribe for prices for certain contracts. (v2.0.0.9)

10/04/2019

Fixes

TTSDK

Removed the limitation of a maximum of 50 levels of depth. (v2.0.0.8)

10/04/2019

Fixes

TTSDK

Fixed an issue where the Working Qty field can be wrong on Iceberg orders. (2.0.0.8)

10/04/2019

Improvements

Settings

Added the ability to disable "trade out allowed" for user limits. By default, trade out is allowed.

10/04/2019

Improvements

FIX Services

Added support for (5) vendor-defined fields to the FIX XML schema, which are reserved for future use by 3rd-party algo / FIX Out execution destinations.

Tags added:
17001: Vendor-defined Field 1
17002: Vendor-defined Field 2
17003: Vendor-defined Field 3
17004: Vendor-defined Field 4
17005: Vendor-defined Field 5
Description: Vendor-defined fields 1-5 for 3rd-party algo / FIX Out connection types. Not supported when routing to/from native TT order connections.
Type: String
Required: No
Used in message type: Execution Report, Cancel/Reject

These values are not over-rideable when submitting orders via FIX and can only be set by defining values in order tag defaults for the FIX Out connection type in TTUS.

These tags will not be supported for any TT native order connections and will also not be copied onto compliance drop copy messages.

Version: v73

10/02/2019

Improvements

Order Entry

The global Preferences > Orders tab now provides a checkbox named "Populate TextTT with algo template name". When set to ON, this preference automatically seeds the TextTT field with the name of the template when a template is used to place a TT Order Type or other algo,

This behavior sometimes causes issues with users who have pre-seeded the TextTT field with a value from an order profile. To avoid overwriting TextTT values intended to be set by order tag defaults set in TT User Setup by an administrator, users should uncheck this preference to preserve the admin defined value.

10/02/2019

Improvements

TT Algos

Added a new OMA algo named 'MinVol'. This algo allows users to specify a minimum quantity required at a price level to work the exchange order.

10/01/2019

Fixes

TTSDK

Fixed an issue that caused an exception for fills that have a fill group. (v2.0.0.7)