Release Notes

November 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

11/18/2019

Improvements

Settings

You can now upload Order Profiles in TTW/TTD to create rules for existing profiles previously created in TT User Setup. To match an upload profile name with a TTUS profile name, the profile names must be EXACT string matches, including case sensitivity. For example, "TEST" in the upload file will match an existing TTUS profile named "TEST", but "Test" in the upload file will not match and thus will create a new profile entry instead of a rule under the "TEST" profile.

11/18/2019

Improvements

General

Treasury calendar spreads with "tails" now display the "remainder" price formatted similar to the underlying instruments.

11/15/2019

Improvements

Setup App

In order to reduce and streamline workload for administrators, TT will add "mass-edit" capability in the Setup App for all Order Tag Defaults. This will reduce the burden of adding multiple fields individually, particulary MiFID II values.

Learn More

11/15/2019

Improvements

Orders

On CME, sending any valid value selected in User Setup (or set in Order Tag Defaults) for Customer Order Handling Instruction (Tag 1031) is now supported. This now includes Algo and ASE overrides. This tag will be mandatory in Production on November 17.

11/15/2019

Improvements

Exchanges

The Eurex market has been upgraded to support the Eurex T7 8.0 upgrade occurring on November 18. GTCs do not need to be cancelled as a result of this upgrade.

With this release, Eurex has introduced support for the Direct Market Access, or DEA, flag which was introduced on many other European exchanges for MiFID II. From the exchange:

"T7 will be enhanced to offer participants the ability to directly flag orders using the newly introduced field OrderOrigination (DEA) in the ETI and FIX interfaces. The flag will be optional and is only available for orders with Trading Capacity set to 'Customer (Agency)'. Note when flagging an order using the order entry/modification requests of the ETI and FIX order entry requests as DMA (i.e. OrderOrigination = 5) and the Trading Capacity of the order differs from 'Customer (Agency)', the order will be rejected. "

In short, if DEA is set to True, then Trading Capacity must be set to AOTC, otherwise the order will be rejected by the exchange.

If no value is set for DEA, the default on the T7 system is set to 'No'.

11/15/2019

Improvements

TT Rest API

Added the parties repeating group to the /fills endpoint.

11/15/2019

Improvements

TT Rest API

Added a POST endpoint (/monitor/adminfill) to allow users to upload admin fills.

11/15/2019

Improvements

TT Rest API

Added the following endpoints under riskgroup/{riskGroupId}/ endpoint:

/risksettings
/accounts
/settings
/limits

11/15/2019

Improvements

TT Rest API

Updated /user/{userId} endpoint to include additional information.

11/15/2019

Improvements

TT Rest API

Added the following endpoints under /account/{accountId} to allow users to GET a subset of account information.

/settings
/users
/limits
/risksettings
/restrictions
/algosettings

11/15/2019

Improvements

TT Rest API

Create an endpoint named user/{userId}/limits to consolidate risk limit and risk limit settings into one endpoint.

11/15/2019

Improvements

TT Rest API

Added a new endpoint named /usergroups/{userGroupId}/settings for exposing user group settings.

11/15/2019

Improvements

TT Rest API

Added a new endpoint named GET /user/{userId}/accounts which will return all the accounts for the given userId.

11/15/2019

Improvements

TT Rest API

Added a new POST endpoint named /accounts POST which takes an array of accounts to be created.

11/15/2019

Improvements

TT Rest API

Added 3 new endpoints which take an array of accounts that can contain multiple risk limits for each account:

POST /accounts/risklimits/contract
POST /accounts/risklimits/ipspread
POST /accounts/risklimits/product

11/15/2019

Improvements

TT Rest API

Enhanced the /user/{userId}/marketdata endpoint to also return FIX Market Data information.

11/13/2019

Improvements

TTSDK

Exposed IsManualFill field on fills. (v2.0.0.12)

11/13/2019

Improvements

TTSDK

Add flow conversion to Position class. (v2.0.0.12)

11/13/2019

Improvements

TTSDK

Added support for the ext-prod-delayed environment. (v2.0.0.12)

11/13/2019

Improvements

TTSDK

Added the ability to create and edit ASE spread definitions. (v2.0.0.12)

11/13/2019

Improvements

Market Grid

Market Grid now responds to clicks on the LTP cell as an actionable cell to launch a floating order entry widget, either an Order Ticket or MD Trader as configured in preferences.

11/05/2019

Improvements

Settings

TTW Order Profiles uploaded via .csv files are now environment specific, meaning you have different profiles uploaded for LIVE vs SIM. This allows users to verify uploaded profiles in SIM before using them in LIVE when they have different accounts for SIM than they have for LIVE,

11/04/2019

Improvements

Exchanges

TT is pleased to announce connectivity to TFEX (Thailand Futures Exchange), supporting trading of Derivatives.

11/04/2019

Improvements

Order Book

The toolbar in the Order Book and Orders and Fills widget (OFW) now has an optional "Cancel All" button. This button is OFF by default and can be exposed via right click Settings > "Set Order Toolbar buttons".

11/04/2019

Improvements

Fills

Added a new Preferences > Sounds checkbox in the Fills section named "Conflate partial fills (ms)". When enabled, partial fills for each order will be independently conflated at the configured millisecond threshold. The partial fill sound will be held until the millisecond threshold expires, or the order is fully filled. If the order is fully filled within the conflation period, no partial fill sound will play.

11/04/2019

Improvements

Order Entry

Account drop down controls in order entry widgets now present only the accounts that are configured for the currently selected profile. The accounts specific to a profile can be defined by the administrator in TT User Setup.

11/04/2019

Improvements

General

You can now request to download a log of user actions from the main "File" menu. Once requested, the file is prepared by back-end servers and then is accessed via a download link, similar to a fill download request, This log includes actions manually initiated by the user such as "BuyClicked", "TickUp", "CancelOrdersClicked", etc. along with the widget type the action was initiated from. Automated actions initiated from systems such as Autospreader, Algo servers, etc. are not included in this log.

11/04/2019

Improvements

FIX Services

Added support for a new enum value, 92: "TT Product Family ID", in SecurityAltIDSource (tag 456).

On 35=d messages only, when 456=92, the PDS product family ID of the current instrument will be sent in tag 455.

Version: v78

11/02/2019

Improvements

FIX Services

US Daylight Savings Time ends on Nov. 3 at 3am Eastern/2am Central time.

TT FIX services automatically reset weekly on Saturdays at 22:00 UTC. If FIX sessions utilize the optional Reset Schedule in Setup to perform a daily reset or change TT's weekly default, please note that these times are also configured in UTC. If users desire to maintain the same daily reset time relative to their local timezone, they may need to adjust the UTC time Reset Schedule in Setup.

For example, if a FIX client application configured a daily reset time in Setup to be performed at 21:45 UTC, the session would be reset at 16:45 CT during DST. When DST ends, the reset would occur at 15:45 CT if no action was taken to adjust the Reset Schedule.

Version: v67

11/01/2019

Improvements

Setup App

Updated the market data reports as follows:

1) Administrators can now use the Market Data Type field to filter market data reports. Selecting 'Subscriber' will filter the report to show only subscribers of market data, not including FIX applications and selecting 'FIX' will filter the report to show only subscribers of market data via TT FIX.
2) Added a new column, "Non-Professional Agreement Status" to Market Data Report. This column displays "non-professional" trader status for billing purposes.
3) The "Agreement Signed" column in Market Data Report has been renamed as "MD Agreement Signed".

11/01/2019

Improvements

General

Starting November 3 the EFT server will contain Send/Recv logs for Euronext, MX, LME, and Nasdaq EU. These will be made available to companies which own the exchange connections only.

Learn More

11/01/2019

Improvements

Setup App

Setup administrators can now choose to send order fill updates as Trade Correction execution reports by checking the "Send Exchange Fill Updates as Trade Correction Execution Reports" checkbox on FIX Order Routing and Drop Copy Out sessions. If the checkbox is not checked, such updates are sent as Trade Capture Reports. This checkbox is unchecked by default.

11/01/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Oct. 11, 2019.

Production deployment will begin EOD Nov. 1, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Nov. 8, 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 Nov. 15, 2019.

This release includes changes to the FIX XML schema files. 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: v78

11/01/2019

Improvements

FIX Services

Added support in FIX Order Router and Back Office services for FIA "Simplified Execution Source Code" standard in FIX tag 1031. For more information on TT's support for tag 1031 to specific markets, please see: https://www.tradingtechnologies.com/support-updates/

Tag: 1031
Name: CustOrderHandlingInst
Description: Simplified Execution Source Code as defined by FIA. Identifies the execution method used for Exchange Traded Derivative trades at point of origin, allowing executing and clearing brokers to easily reference the appropriate brokerage rate for the execution method.
Type: char
Values:
W - Desk
Y - Electronic (Default)
C - Vendor-provided Platform billed by Executing Broker
G - Sponsored Access via Exchange API or FIX provided by Executing Broker
H - Premium Algorithmic Trading Provider billed by Executing Broker
D - Other, including Other-provided Screen

Used in FIX D/G/AB/AC/8 & compliance messages.

Version: v78

11/01/2019

Improvements

FIX Services

FIX Back Office and Order Routing services have added an option to send Exchange Fill Updates as Execution Reports with ExecType of Trade Correction for OM API gateways (HKEX, OSE, SGX & TOCOM) and NDAQ_EU & NFI markets. This two-step reporting of trades is mandated since the named exchanges report only basic price and quantity information on the initial fill message, followed by full clearing information on a later message.

Prior to this change, such updates were *only* sent as Trade Capture Reports and that behavior continues to be the default.

To opt-in to this new feature, a checkbox has been added to the FIX session configuration screen in TTUS, "Send Exchange Fill Updates as Trade Correction Execution Reports", This checkbox is unchecked by default.

When the checkbox is enabled, TCRs will not be sent for this exchange action. The new Execution Report format will include the following fields:
> Tag 150=G, Trade Correct
> Tag 880 - will now have execution number (execution_event_nbr_u on OM API)
> Tag 17 - will have the trade match ID (trade_number_i on OM API)
> Tags 20 and 19 are consistent with prior execution reports for the same trade
> Tag 16612 will contain a new unique_exec_id

Version: v78