December 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
12/20/2019	Improvements	Exchanges	Added the ability to configure users for the ICE Digital Assets market. An upcoming release will switch the market data to this channel from ICE US Futures. Please configure your users as needed for this product group in advance.
12/19/2019	Improvements	TTSDK	Exposed the SecurityId property in the InstrumentDetails class. (v2.0.0.15)
12/19/2019	Improvements	TTSDK	Added logic to update positions when fill corrections are received. (v2.0.0.15)
12/19/2019	Improvements	TTSDK	IMPORTANT: All deprecated methods and properties will be removed in the next release which has a January target date. Developers should update their code prior to migrating to this next release.
12/19/2019	Fixes	TTSDK	Fixed an issue which resulted in spread leg fill quantities to be incorrect. (v2.0.0.15)
12/19/2019	Improvements	TTSDK	Add the SiteOrderKey property to the ExportValuesUpdatedEventArgs class. (v2.0.0.15)
12/19/2019	Fixes	TTSDK	Fixed an issue whereby the user_disconnect_action property was not being set when calling CreateNewOrderProfile. (v2.0.0.15)
12/19/2019	Fixes	TTSDK	Fixed an issue that resulted in the delivery of an incomplete list of accounts in scenarios where the user has more than 500. (v2.0.0.15)
12/19/2019	Improvements	TTSDK	Fixed the keys in the UserParameters dictionary for orders received by AlgoTradeSubscription to present human readable external names. (v2.0.0.15)
12/13/2019	Improvements	Setup App	Setup administrators can now allow specific users to have full access to care orders regardless of the claimed/unclaimed state of the order by checking the "Manage Staged Orders without Claiming" checkbox under User->Account and Account->User tabs.
12/12/2019	Improvements	Order Book	The top portion of the Order Book and Orders and Fills widget (OFW) now presents a full featured order modification panel similar to the stand alone Order Ticket. This panel supports broad modifications on one or multiple selected working orders (native and TT Order Types) including changing the order type, Time-In-Force (TIF), text tags, and algo parameters. Modifications that should retain position-in-queue (PIQ) will display “Change” as the action button label; those that will cause loss of PIQ will show “Cxl/Replace” as the button label. When multiple orders are selected, if the proposed modifications will result in a Cancel/Replace for any of the orders, the button will still display “Cxl/Replace”; however we will attempt to submit PIQ-preserving modifications wherever possible.
12/12/2019	Improvements	Positions	The Alerts Manager now allows you to alert when product level position limit thresholds are reached.
12/12/2019	Improvements	Order Book	The Order Book toolbar now provides an optional “Current User” button to help comply with exchange regulations as to who as a human is actually managing a set of orders within a shared account. Selecting one or more orders and clicking this button will update the orders with the UserID of the current logged user.
12/12/2019	Improvements	General	You can now filter the Order Profile widget in non-expanded mode via a search box at the top of the profile panel.
12/12/2019	Improvements	Market Grid	Market Grid now provides an optional "CumQty" column which displays the accumulated quantity as trades occur at the same price level. The existing "LastQty" column has been changed to only display the quantity of the last reported trade.
12/12/2019	Improvements	Settings	The Order Profiles widget in TTW/TTD now provides a checkbox column in edit mode that supports selecting and then removing one, multiple or all profiles. (Note: you cannot remove the <Default> profile). You can also now filter column rows similar to other grid widgets by left click on the right hand portion of a column header. (Note: the Profile column within the grid rows cannot be filtered because the rule rows are already displayed filtered based on the profile(s) selected in the left hand main profile section).
12/12/2019	Improvements	RTD	RTD now supports several additional new fields, including: - Expiration Date - Maturity Date - Instrument Status - Indicative prices and quantities (IndPrice, IndOpen, IndQty) - AskMktQty and BidMktQty - BidCnt and AskCnt See the documentation for more information and specific details. Learn More
12/12/2019	Improvements	RTD	RTD now supports requests for real-time Time and Sales data. Note: Historical Time and Sales is not available.
12/12/2019	Improvements	Algos	You can now configure the Alerts Manager to respond to the "SynthStatus" field when defining an "order" alert.
12/12/2019	Improvements	General	You now have the option to export manually selected grid row data, e.g., from the Order Book, Fills widget or Audit Trail as an Excel .xlsx file format where only .csv format has previously been supported.
12/12/2019	Improvements	MD Trader	MD Trader now has a setting to optionally display last traded quantity instead of accumulated quantity as trades occur at a price level.
12/12/2019	Improvements	Settings	You can now set the floating order book (FOB) to sort orders based on how near they are to the inside market via a global preference on the "Orders" page.
12/12/2019	Improvements	RTD	RTD fields for Order and Fill requests that can return an empty value will now display in Excel as an empty string, instead of zero (0). Some examples include WrkQty, ParentID, TextA/B/C/TT.
12/12/2019	Improvements	Options	Delta decay has been added to the Risk Matrix, available from the "Risk Metrics" dropdown select box.
12/12/2019	Improvements	RTD	RTD depth requests now return two additional columns - ACnt and BCnt. These columns represent the number of orders at the bid or ask price level.
12/12/2019	Improvements	Options	A row has been added in Options Risk which indicates the total PnL for the entire account. The row appears at the top of the widget and shows "P/L" and "Mark to Theo". Visibility for the row is controlled via a checkbox in the Options Risk Settings. The setting is "off" (unchecked) by default.
12/11/2019	Improvements	Order Entry	Changed the way we handle TextTT if the global preference on the Orders page named "Populate TextTT with algo template name" is checked ON. Previously when this setting is enabled, the TextTT edit box on the Order Ticket or MD Trader would automatically populate and display the template name (or instance name on an ADL algo) before the order was submitted. Now when this setting is enabled, the template name (or algo instance name) will not automatically seed the edit box but will get applied to the order only if the TextTT edit box is empty at the time the order is submitted. This means that a TextTT value that was entered manually in the edit box or seeded from an Order Profile will not get overwritten by a template name.
12/09/2019	Fixes	Exchanges	Fixed an issue for TOCOM, OSE and SGX, where updating the TextTT field or confirming a fill in TTW could cause the ExecID received from the exchange for that fill to be replaced with a TT-generated value.
12/09/2019	Fixes	Exchanges	On TOCOM, OSE and SGX, fixed an issue where an in-flight order action occurred due to unsolicited cancels.
12/09/2019	Fixes	General	Released a new version of TT Desktop v4.0.5 that improves performance. Included is a fix for an issue that could sometimes cause sounds to be delayed in TT Desktop.
12/09/2019	Improvements	Options	For Advanced Options users, Options Risk Matrix now includes Delta Decay calculations. Delta Decay can be viewed in any scenario at the Product, Expiry or Instrument level.
12/09/2019	Improvements	Settings	Added a new risk setting: Market Depth Check. This setting is available on Account product limits, and can be set in number of levels (1-10). When set, orders (including market orders) are rejected if the order quantity cannot be filled in the set number of price levels. The intended use of this feature is to prevent market sweeps. However, in some markets, there may be cases where there are more than 10 levels of depth, or more levels of depth than the exchange gives TT. Because of this, there is an additional option that will allow orders that would consume more than the visible levels of depth provided to TT (up to 10 levels). To enable this risk feature for your company, check the "Advanced Risk" checkbox on your Company->Settings tab.
12/06/2019	Improvements	General	Starting December 9, 2019, FIX send/recv logs will be provided for companies that utilize the FIX Back Office Service to receive a FIX feed of their activity from the TT Platform. The complete Exchange Compliance documentation is available at https://library.tradingtechnologies.com/audit.html Learn More
12/06/2019	Improvements	Exchanges	On Monday, December 9, CurveGlobal will upgrade to the SOLA 14. We have upgraded our applications to support this API upgrade.
12/06/2019	Fixes	TT Order Types	Fixed an issue in the TT Order By Volume order type where the underlying contract ticked differently than the option.
12/06/2019	Improvements	TT Rest API	All Risk, Monitor, and Ledger endpoints have a new optional query parameter named requestId. This is used by the TT back end systems to uniquely track all requests. It will be come mandatory beginning on Friday, December 6. IMPORTANT: This is an interface change.
12/02/2019	Fixes	Exchanges	On HKEX, fixed an issue where an in-flight order action occurred due to unsolicited cancels.
12/02/2019	Fixes	Orders	On HKEX, fixes an issue where two cancel messages were being sent on an inactive delete.
12/02/2019	Improvements	Orders	On HKEX, full support has been added for After Hours Trading / Session Management Configuration for HKEX. This connection level setting can be configured in User Setup.
12/02/2019	Fixes	Orders	On HKEX, Fixed an issue to update the sequence number on GTC and GTDate orders when becoming active in the T session.
12/02/2019	Fixes	Exchanges	On HKEX, fixed an issue where exec_id was set on OrderFillUpdateResponse when confirming a fill or updating TextTT
12/01/2019	Improvements	General	Customers can now expect Audit Trail uploaded with the file name in the format “TTAudit_hhddmmyy.csv” and placed in a folder named by date. Audit Trail files are available by 2:00AM for the preceding day; for example, the December 3 Audit Trail becomes available on December 4. The fill download service remains unchanged.

Release Notes

December 2019 - Production Environment