Release Notes

January 2020 - 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

01/24/2020

Improvements

Score

Model Improvements: Cross trades where two traders from within the same company execute against each other but the first order rests for the requisite 5 seconds or longer will now receive a non-zero score. This allows firms to more easily track intra-company trading. Note that position transfer fills are excluded from the cross trading surveillance. Additional matching logic improvements have been made in the Wash Trader, Wash Account and Cross Trading models to improve accuracy and reduce potential false positives.

01/24/2020

Improvements

Score

GUI Improvement: Heat map boxes now display trader name, cluster count and average score. The tool tip also displays this data when hovered over a heatmap box (useful for smaller heatmap boxes).

01/24/2020

Improvements

Score

GUI improvement: Score's audit trail now includes the transaction ID field.

01/24/2020

Fixes

Autospreader

Fixed an issue where Autospreader receives and leans on the direct price before the implied price which could lead to quote orders being rejected due to price brands in illiquid contracts.

01/24/2020

Fixes

Autospreader

Fixed a rare issue where the Autospreader server could crash when attempting to process an authorization token during a network disconnect.

01/24/2020

Improvements

Autospreader Rules

Updated the shared Autospreader Rules "(TT) Minimum Increment Hedge" and "(TT) Minimum Increment Quote" to allow a smaller 'minIncrement' value to account for crypto exchanges.

01/24/2020

Improvements

Order Entry

When configuring a slicer order, e.g., a TT Iceberg, TT Time Sliced or TT Time Duration order, you can now view the proposed child orders before they are submitted via a preview pane in the parameter configuration panel.

01/21/2020

Improvements

ADL

Re-releasing support for the first version of the Analytics block in ADL. This includes time bars (historical + live) and the top ten most requested time based analytics. Support for volume bars and volume based analytics will follow.

01/17/2020

Improvements

Setup App

In order to reduce and streamline workload for administrators, TT now supports "mass-edit" capability in the Setup App for Limits. Administrators can use the new Limits tab in the left navigation pane to quickly amend limits at large scales.

Learn More

01/17/2020

Improvements

Exchanges

TT is pleased to announce connectivity to Deribit. TT's Simulation environment will also support Deribit.

Customers should contact the exchange to obtain the necessary credentials for connection and trading.

Learn More

01/16/2020

Improvements

TTSDK

Added an event handler to the x AlgoTradeSubscription class to allow for the subscription of ADL Alert block events. It is important to note that the type of the ExportValuesUpdatedEventArgs.ExportValues variable was changed from a Dictionary to an IDictionary. (v2.0.0.16)

01/16/2020

Fixes

TTSDK

Fixed an issue which resulted in an incomplete set of fills for OSE contracts. (v2.0.0.16)

01/16/2020

Improvements

TTSDK

Added the ability to set/get the "TextA" and "TextB" fields in the OrderProfile class. (v2.0.0.16)

01/16/2020

Fixes

TTSDK

Fixed an issue where the user_disconnect_action value is not copied when cloning the an OrderProfile instance. (v2.0.0.16)

01/16/2020

Improvements

TTSDK

Added support for setting the account and profile by leg via the order profile for ASE orders. (v2.0.0.16)

01/15/2020

Improvements

Order Entry

The preview pane for TT Order Type slicer orders now shows the slice time based on the start time of the order if a start time is set.

01/15/2020

Improvements

Settings

Default order types for Order Profile rules can now be set by an Admin via the .csv upload process.

01/15/2020

Improvements

General

The preview pane for TT Order Type slicer orders now displays the refresh button icon in the lower right corner of the pane, similar to the location of the refresh icon in other grid windows.

01/15/2020

Improvements

RTD

RTD now supports WrkBuys and WrkSells fields.

01/15/2020

Improvements

Order Entry

When uploading orders from a .csv file into the Order Book, you can now define "LeftoverAction" for TT Order Types, such as TT Time Sliced. Valid values are strings of either "Leave" or "Payup". If using "Payup", then you must also populate the "LeftoverTicks" field.

01/15/2020

Improvements

Order Book

In the Order Book, you can now cancel selected orders by pressing the delete key. You must have focus on the Order Book widget and have at least one order selected for this action to be executed.

01/15/2020

Improvements

Order Entry

We have improved the way we handle enforcement of the local maximum order quantity value. Previously, if you tried to enter an order qty value for more than your locally set max qty into an order qty edit box, the qty field background color changed to light red to indicate that there is a problem with the value. But if you actually enter the order while in that red warning state, the order qty value 'snapped back' to the value of the max order qty and the order was submitted with the maximum order quantity.

Now we allow you to enter any numeric value in the order quantity field, either by direct entry or via quantity button clicks. If the value exceeds the local max order qty, the edit box still displays the red warning background. But now if you attempt to submit that order, the order does not get sent and a red error message is displayed.

01/15/2020

Improvements

Settings

Order profile rule values uploaded by an Admin from a .csv file now display to non-admin users. Previously the values were hidden with the text "Configured by your administrator". Note that these values are read only and cannot be edited by non-admin users.

01/15/2020

Improvements

Order Entry

You can now configure additional hotkeys for the Order Ticket, including ability to submit a buy or sell order, open the Profiles and Account drop downs lists and set focus on quantity, price and TextTT fields. See the documentation for more details and default keystroke combinations.

Learn More

01/13/2020

Improvements

Exchanges

TT now supports the ICE Bakkt contracts (BTC and BTM) soly on the ICE Futures US Digital Assets channel. Administrators must enable 'ICE Futures US Digital Assets' on the TT User Setup > User > Exchanges > ICE screen for clients to access these products.

01/13/2020

Improvements

ADL

The Analytics block has been enabled in the production-simulation environment. It is not yet enabled in the production-live environment. A follow up release note will be issued when it gets enabled in the production-live environment.

01/13/2020

Improvements

Fills

The Fills widget now offers print capability via a right click menu item. Fills will print based on the filtered content of the widget.

01/13/2020

Improvements

Order Book

Instead of displaying a vertical scrollbar, the top portion of the Order Book now uses the blank area immediately to the right as a designated 'overflow' area and displays edit controls that would otherwise be hidden and previously only accessible via a scrollbar.

01/10/2020

Fixes

Autospreader

Fixed an issue where Autospreader failed to subscribe to prices when one of the legs was a synthetic (Aggregator) instrument.

01/10/2020

Improvements

TT Rest API

Added the following new Setup fields to the IP spread account risk limits:
* CancelAllowed
* PriceDrift check 1min interval ticks and percentage
* PriceDrift check 3min interval ticks and percentage
* PriceDrift check lifetime interval ticks and percentage
* Max number of orders per day

01/10/2020

Improvements

TT Rest API

Added the following new Setup fields to the product account risk limits:
* CancelAllowed
* PriceDrift check 1min interval ticks and percentage
* PriceDrift check 3min interval ticks and percentage
* PriceDrift check lifetime interval ticks and percentage
* Max number of orders per day
* Max child slice per % of average trade size

01/10/2020

Improvements

TT Rest API

Added the following new Setup fields to the contract account risk limits:
* CancelAllowed
* PriceDrift check 1min interval ticks and percentage
* PriceDrift check 3min interval ticks and percentage
* PriceDrift check lifetime interval ticks and percentage

01/10/2020

Improvements

TT Rest API

Add support for restriction "TT Autohedger" to the POST /account/traderestrictions endpoint.

01/10/2020

Fixes

Algos

Fixed an issue where the initialization process of an Algo order was significantly delayed and the order remained in Starting state. Attempts to cancel the order would update the state to Stopping until the initialization process was complete.

01/10/2020

Fixes

Algos

Fixed an issue where the Algo server was dropping the account override value after a server restart.

01/10/2020

Improvements

TT Rest API

Added algo price drift settings to the following endpoints:
/riskgroups/riskgrouprisklimits/contract POST, /riskgroups/{riskgroupid} GET, and /riskgroups/{riskgroupid}/limits GET.

01/10/2020

Improvements

TT Rest API

Added /user/{userId}/adminSettings GET endpoint.

01/10/2020

Improvements

TT Rest API

Added the following endpoints for Algo Settings:
/account/{accountId}/algosettings GET and /account/algosettings POST.
Also added the Algo Settings to the existing /account/{accountId} GET endpoint.

01/10/2020

Improvements

TT Rest API

Add the 'manualFill' field to the GET /fills endpoint.

01/10/2020

Improvements

TT Rest API

Add the 'secondaryClOrdId' to the GET /fills endpoint.

01/10/2020

Improvements

TT Rest API

Add the 'TextC' property to the GET /fills endpoint.

01/10/2020

Improvements

Exchanges

TT has added support for the ICE's Harmonization project for ICE Market (ICE-L was added last week) . Prior to this feature, ICE sent many contracts like quarterlies, balance week/month, seasonal, and annual that were made up of other daily or monthly contracts as futures and options. After this feature, these contracts are sent as spreads with the appropriate contracts as legs. In addition, contracts that have other spreads as legs are now filled as individual legs instead of the two spread legs. As a result, there will now be execution reports for these legs.
This change will affect workspaces with these products as the product type is changing, and, risk administrators should consider these products in spread risk, taking note that some spreads may require lower limits as ICE does not send the number of Blocks for spreads, which is currently part of TT's risk calculation for outrights.

The product names are not changing as part of harmonization. However, the symbology for affected individual contracts for the product will change to accommodate new types of combo codes (quarterlies, balance week/month, seasonal, and annual) in the contract symbol in a meaningful way.

CSO options (with underlying as CSO spreads) will not be tradable on Day1 after harmonization. The solution should be provided in about a week of time.
Few Future contracts converted to spreads as part of harmonization will also be grouped under a different product as the TT symbol mapping functions differently for spread products. For example the spreads for Peak Future with symbol ODP S will move under product PDP S after harmonization.

ICE has provided the list of products being affected by the Harmonization. The list can be referred here https://community.theice.com/docs/DOC-21631

01/10/2020

Fixes

FIX Services

Fixed an issue where FIX Security Definition service flagged some CME multileg contracts as expired when they were still active, and prevented them from being downloaded.

Version: v84

01/10/2020

Improvements

FIX Services

Updated the error message returned when TT FIX server asks for a re-send request on initial connection and client response includes any D, F, or G messages w/ 43=Y set, TT FIX no longer responds with 58=Recovery is not complete. Instead, the reject message will read: 58=Possible duplicate orders are not accepted (43=Y).

Version: v84

01/10/2020

Improvements

FIX Services

Added support to allow the FIX Profile rule 'TrimTimestamp' to operate on for tag 16561, TimeReceivedFromExchange.

Version: v84

01/10/2020

Fixes

FIX Services

Fixed an issue where a race condition could cause FIX Back Office server to internally flag a fill as delivered when in fact it was not delivered, resulting in an undelivered fill(s) on the session.

Version: v84

01/10/2020

Fixes

FIX Services

Fixed an issue where tag 16457, NumTicks could sometimes contain a negative value.

Version: v84

01/10/2020

Improvements

FIX Services

Fixed an issue where tag 60 could be incorrect on synthetic F messages resulting from unsolicited cancels when Compliance Feed is enabled on the Back Office FIX Session.

Version: v84

01/10/2020

Improvements

FIX Services

Tags 18223 (ContractYearMonth) and 18224 (LegContractYearMonth) are now sent on all messages when Compliance Feed is enabled on the Back Office FIX Session. This includes all Orders: D/G/AB/AC, Cancels: F and Cancel Rejects: 9.

Version: v84

01/10/2020

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Nov. 22, 2019. Due to an issue found in testing, the deployment dates below have been pushed back (1) week from what was originally announced.

Production deployment will begin EOD Jan. 10, 2020, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services
- Frankfurt - FIX Order Routing and Back Office services only.

Production deployment will continue at EOD Jan. 17, 2020 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 Jan. 23, 2020.

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: v84

01/08/2020

Improvements

Orders

TT FIX Order Gateway (FIX out for 3rd-party execution) has been modified to send Tag 50 on new order/change/cancel messages as the User's Username instead of numeric ID when no Operator ID default has been configured for that User in Setup.

This change was fully deployed to UAT and partially deployed to Production on Jan. 4, with the remainder of Production to be upgraded on Jan. 11. Please contact FIXIntegration@trade.tt with any questions.

01/04/2020

Improvements

Exchanges

TT has added support for the ICE's Harmonization project for ICE-L Market (support for ICE Market will be added next week) . Prior to this feature, ICE sent many contracts like quarterlies, balance week/month, seasonal, and annual that were made up of other daily or monthly contracts as futures. After this feature, these contracts are sent as spreads with the appropriate contracts as legs. In addition, contracts that have other spreads as legs are now filled as individual legs instead of the two spread legs. As a result, there will now be execution reports for these legs. This change will affect workspaces with these products as the product type is changing, and, risk administrators should consider these products in spread risk, taking note that some spreads may require lower limits as ICE does not send the number of Blocks for spreads, which is currently part of TT's risk calculation for outrights.