Release Notes

March 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

03/27/2020

Improvements

Market Grid

Market Grid now has optional columns "UndBuys" and "UndSells" to display undisclosed quantities of working buy and sell orders.

03/27/2020

Improvements

TT Rest API

We will be making a breaking change such that all /pds endpoints will require two new mandatory parameters: a token in the header and a requestId passed as a query string. These parameters are already mandatory for all other endpoints and discussed in detail here. Their inclusion will help in making the API more robust as well as assist us in pinpointing issues that occur. We are targeting to deploy these changes to our User Acceptance Testing (UAT) environment on June 19 and to production on June 26. Customers are advised to update and test their applications prior to the production release dates. TT will be releasing updated versions of the TT REST API sample applications by June 19.

03/27/2020

Improvements

Performance

The Orders and Fills widget (OFW) now ignores the orders pane setting "Include orders from previous sessions" if it is checked on, and will only show current session fills for "watched" orders. This change greatly improves OFW performance by keeping current session fills in memory, and also mimics the behavior of the legacy OFW in 7.x X_TRADER.

03/27/2020

Improvements

General

Starting March 30, 2020 the following exchanges' send/recv logs will be included:

eSpeed
DGCX
Fenics
FEX
JSE

Companies which own connections for these exchanges will receive the send/recv logs on the EFT after trading sessions.

Learn More

03/27/2020

Fixes

ADL

Fixed an issue which resulted in the inability of a specific ADL algo to route to a dedicated ASE server,

03/27/2020

Fixes

ADL

Fixed an issue where the TOCOM Post Trading market state was not considered tradable

03/27/2020

Improvements

Algos

Added support for synthetic parent spread leg fills for all TT Algos.

03/27/2020

Fixes

Algos

Fixed an issue which resulted in an incorrect value for leg_cum_qty for spread fills.

03/27/2020

Fixes

ADL

Improved the logic for infinite loop detection.

03/27/2020

Improvements

Order Entry

The Order Ticket now has the ability to select Account Types when configuring Cross orders on ICE instruments.

03/27/2020

Improvements

Charts

Added a new "Trading Schedule" widget available from the chart menu, which allows you to view the daily open and close times for the product in the chart. Times can be viewed in local PC time or exchange time.

03/27/2020

Improvements

Performance

The TT v10 release significantly improves both the TT browser and TT Desktop application memory utilization and internal performance of handling very large numbers of orders, fills and price updates under heavy loads.

03/27/2020

Improvements

Order Entry

To provide quicker access to algo templates during order entry, the Order Ticket algo template selector drop down control can now be set to always display on the ticket by enabling it via the right click "Show/Hide" menu. When checked on to "show", the template drop down control will appear on the main set of controls directly below the order type drop down control.

03/27/2020

Improvements

Fills

The Fills widget (and the middle fills pane in the Orders and Fills widget) now provides a "Price with Detail" display mode. This view aggregates fills and displays summarized quantity totals at each price level grouped by contract.

03/27/2020

Improvements

Fills

The Fills widget now provides a right click menu option to create a manual fill which launches the Position Manager widget. When Admin select this menu item the Position Manger will automatically be set to create an Admin fill.

03/27/2020

Improvements

Spread Matrix

Spread Matrix widget now displays vertical and horizontal scroll bars.

03/27/2020

Improvements

Order Book

The Order Book and Orders and Fills Widget (OFW) now highlight the ExeQty value in yellow for partially filled orders.

03/27/2020

Improvements

Settings

A new setting is now available for Order Book and Fills widgets that will highlight order and fill rows when a new order or fill occurs. The highlight color will display for the designated number of seconds. Setting the value to zero (0) seconds will retain the highlight color until you select the right click menu "Mark all as seen".

03/27/2020

Improvements

Settings

Customizable color settings have been added to the Order Book and Fills widgets. Note that Buy text and Sell text are set separately from the individual background colors for the various states of the order and fill rows.

03/27/2020

Improvements

Order Book

The floating order book (FOB) now has an optional "TrigQty" column.

03/27/2020

Improvements

Settings

The global Orders preference "Seed with market quantity" checkbox now defaults to OFF for new users.

03/27/2020

Improvements

Market Grid

The Market Grid row appearance context menu for font size and row height now indicates what size and height is currently applied.

03/27/2020

Improvements

Algo Dashboard

Algo Dashboard can now be grouped with and filter the views of other widgets such as Order Book, Fills widget and Audit Trail.

03/27/2020

Improvements

RTD

RTD now supports two new "endpoints" named "OrderStats" and "FillStats".
- "OrderStats" supports the following fields: BuyCnt, SellCnt, NetCnt, BuyWrk, SellWrk, NetWrk, BuyPos, SellPos, NetPos  
- "FillStats" supports the following fields: BuyFillCnt, SellFillCnt, NetFillCnt, BuyPos, SellPos, NetPos
To use these, first create an Order Set (or Fill Set) with whatever filters you'd like, e.g., Account, TextTT, etc. like this: =RTD("tt.rtd",,"OS","TextTT=my_text")
Then refer to that order or fill set ID, like this:  =RTD("tt.rtd",,"OrderStats", <OS_ID>, "BuyCnt") where <OS_ID> is the reference to the Order Set you created.
See the documentation for more information.

03/27/2020

Improvements

Fills

The Order Book and Fills widget now both have an optional checkbox setting to apply (or not apply) italics font styling to fills.

03/27/2020

Improvements

Settings

We have added a new global Sounds preference to treat full fills on child orders as partial fills on the parent order. With this new "Consider child order full fill as partial fill" setting enabled, a partial fill sound will play when a child order of a parent order fully fills, instead of the previous behavior of playing the full fill sound when a child order fully filled (assuming both full and partial sounds are enabled). If only full fill sounds are enabled, and partial sounds are turned off, then fills on child orders will not play ... only the full sound will play when the parent is fully filled.

03/27/2020

Improvements

Positions

The Positions widget now saves and restores filters and expand/collapse state of rows when switching between tabs.

03/27/2020

Improvements

Orders

We have renamed ExchAcct to be "ClearingAcct" in all TTW/TTD widgets, edit boxes, tooltips, hint text, etc. to make the front end consistent with the "Clearing Account" field in TTUS setup screens. We have also added a new "AltExchAcct" field as a column in Order Profiles, Order Book, Fills widget and Audit Trail. This field initially maps to the "Exchange Account" field in TTUS setup screens (tag 440) for the ICE and ICE_L exchanges. Note that now with this field added to the Order Profiles widget, local values can be defined in the front end for this field for ICE and ICE_L.

03/27/2020

Improvements

Order Entry

In the Order Ticket, you can now create a custom action button to seed the Manual Fill order type. This helps to quickly fill a parent care order with a manual fill.

03/27/2020

Improvements

Market Grid

You can now resize Market Grid to be very narrow in width.

03/27/2020

Improvements

Market Grid

In Market Grid, you can now expand/collapse all market depth rows at once (instead of one by one) by left clicking on the upper left cell of the grid to select all rows, and then click once on the plus/minus to apply that state to all rows in the grid.

03/27/2020

Improvements

Options

Added support for custom strategy creation on the Montreal Exchange (MX).

03/27/2020

Improvements

Settings

Order Profile rules can now be set for the <Default> profile by an Admin via the .csv upload process.

03/27/2020

Improvements

Fills

The Fills widget now provides an optional "OrderQty" column that is OFF by default. When enabled this column will populate when in the 'By Order" or "By Order (Summary) mode, and will display the sum of the filled qty and the remaining working qty of the order.

03/27/2020

Improvements

Market Data

Orders placed on hold no longer display their quantity in Market Grid columns for working orders.

03/27/2020

Improvements

Order Entry

When working a parent care order, the Order Ticket now hides the "Flip for Buy/Sell" functionality to ensure that child orders can only be submitted in the intended buy/sell direction.

03/27/2020

Improvements

Market Grid

Market Grid now displays the full instrument name in a tooltip upon mouse hover on the Contract cell.

03/27/2020

Improvements

Algo Dashboard

You can now minimize Algo Dashboard components such as the Algo Explorer (left pane) and the Algo Parameters (right pane) via a right click context menu. Once minimized, they can be restored by left click on the thin vertical bar.

03/27/2020

Improvements

Order Entry

When the Order Ticket is set to 'Broker mode', flipping the buy/sell direction no longer affects the price seeded in the main price control prior to changing the B/S direction.

03/22/2020

Improvements

Exchanges

The ICE strategy instruments with the flag LegDealsSuppressed field=Y are now represented as Future instruments instead of being represented as Spreads. This instruments are now correctly categorized to match Webice.

Example - HHD Balmonth, HHD NextDay etc

03/20/2020

Fixes

TT .NET SDK

Fixed an issue where identically named accounts obscure each other in Accounts property. (v3.0.0.3)

03/20/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in applications being disconnected during a failover event. (v3.0.0.3)

03/20/2020

Improvements

TT .NET SDK

Expose currency conversion rates. (v3.0.0.3)

03/20/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in a missing fill price after cancel reject message. (v3.0.0.3)

03/20/2020

Fixes

TT .NET SDK

Fixed a timing issue which resulted in the inability to look up algos in specific scenarios. (v3.0.0.3)

03/20/2020

Improvements

TT .NET SDK

Exposed the Autospreader rule list and added support for assigning/removing rules from spreads. (v3.0.0.3)

03/20/2020

Improvements

TT Rest API

Add a new endpoint POST /user/adminsettings to allow users to set the administrative settings.

03/20/2020

Improvements

TT Rest API

Added further algo limits to the (inter)product/contract limits for risk groups.

03/20/2020

Improvements

TT Rest API

Added the following endpoints:
-- GET /connections - gets all the connections in a given company
-- GET /connection/{connectionId} - gets all the information for a connectionId and the accounts related to that connection.
-- POST /connection/account - add accounts to an existing connection.
-- DELETE /connection/account - removes accounts assigned to an existing connection.

03/20/2020

Fixes

TT Rest API

Fixed an issue which resulted in incomplete payloads from the /user/{userId}/accounts endpoint.

03/20/2020

Improvements

TT Rest API

Increased the timeout value for all endpoints to accommodate larger payloads.

03/20/2020

Improvements

TT Rest API

Added price reasonability properties to the following endpoints:
- /user/risklimit/contract - POST
- /user/risklimit/ipspread- POST
- /user/risklimit/product- POST
- /user/{userId} - GET
- /user/{userId}/limits - GET
- /user/{userId}/risklimits - GET

03/20/2020

Improvements

TT Rest API

Added a new GET endpoint named /pds/productfamilies that allows users to request product family information.

03/20/2020

Improvements

TT Rest API

Added a new GET endpoint named /company/{companyId} to allow users to query for company information by id.

03/20/2020

Improvements

TT Rest API

Added the disablebyOrderLimit property to the /account/tradepermissions POST endpoint.

03/20/2020

Improvements

TT Rest API

Enhanced the endpoints related to order tag defaults as follows:
- Enhanced the return payload for the GET /ordertagdefaults/profiles endpoint to include a list of accounts associated with each profile.
- Added a new GET endpoint named /ordertagdefaults/profiles/{profileIds} which takes one or more comma based profileIds.
- Added a new POST endpoint named /ordertagdefaults/profiles/accounts which takes an array of profileIds and an array of accounts per profileId.
- Added a new DELETE endpoint named /ordertagdefaults/profiles/accounts which takes an array of profileIds and an array of accounts per profileId.

03/20/2020

Improvements

TT Rest API

Added a new POST /accountusers endpoint to allow up to 20 account-user updates to be sent in one call.

03/20/2020

Fixes

TT Rest API

Fixed an issue that resulted in invalid JSON in the parties array of the /ledger/fills endpoint return payload.

03/20/2020

Improvements

Setup App

When "Prevent Duplicate Orders" settings are configured on a parent account, they will now be inherited by all the sub accounts when "Apply to sub-accounts" checkbox is checked. If the settings are configured on the parent account, the sub accounts will not be able to opt out.

03/20/2020

Improvements

General

TT is now providing compliance EFT files to introducing brokers that pass the Carry Broker's connection to their users. Carry brokers and users already receive these compliance EFT files.

Learn More

03/20/2020

Improvements

Setup App

Setup administrators can now permission users to modify orders separately from submitting by checking or unchecking the Modify Orders checkbox under Order Permissions in User->Accounts and Accounts->Users tabs. Note that Modify checkbox should be checked before enabling TT Synthetic Order Types.

03/13/2020

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Jan. 18, 2020.

Further Production deployment of v86 has been suspended. An updated schedule for v86 production rollout will be published in the coming days.

FIX v86 services deployed on March 7 in production remain as follows:
- Aurora - FIX Security Info. services only
- New York - FIX Security Info. services only
- Chicago - FIX Security Info. services only
- Sao Paulo - FIX Security Info. services only

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: v86

03/06/2020

Improvements

Setup App

Added an optional field, "Contact Email" to all connections. Clients can populate this field with the best contact in case TT notices issues with the connection (sessions not connecting, password expiration, etc).

03/06/2020

Improvements

General

The FIX Back Office Service is now FIX Drop Copy Service for FIX Send/Recv Collection. Customers who utilize TT Fix Feed to receive a copy of their activity were delivered a file named like

fix_back_office_service_tt_send_recv_logs_[company_identifier]_YYYY_MM_DD.zip

these files will now be named like:

fix_drop_copy_service_tt_send_recv_logs_[company_identifier]_YYYY_MM_DD.zip

The contents of the file will also change with respect to the names of the files within the zip. Those will change from being named like backofficenode_[Remote_Comp_ID][_Target_Comp_ID]_send_recv_YYYY_MM_DD.log to fixdropcopy_[Remote_Comp_ID][_Target_Comp_ID]_send_recv_YYYY_MM_DD.log. There will be a transition period when files of both names might be contained with a zip file.

Learn More

03/06/2020

Improvements

Setup App

Added a new setting during account sharing, “Can assign users to child accounts” that can be used to prevent another company from adding users to the shared account. This option is enabled by default.

03/06/2020

Improvements

Setup App

Setup now allows administrators to lock values in specific user fields like Operator ID, Text TT, etc. on all the sub-accounts the user might use to route orders by using the 'Apply to all sub-accounts' checkbox in Order Tag Defaults tab.

03/04/2020

Fixes

TT .NET SDK

Fixed an issue where callbacks of InstrumentCatSubscription are not triggered. (v3.0.0.2)

03/04/2020

Fixes

TT .NET SDK

Fixed an issue where the SDK is unable to retrieve partial fills in FillBookDownload. (v3.0.0.2)

03/04/2020

Improvements

TT .NET SDK

Added IsLegTrade and IsImpliedTrade to TimeAndSalesData. (v3.0.0.2)

03/04/2020

Improvements

TT .NET SDK

Exposed ISIN on the instrument details. (v3.0.0.2)

03/04/2020

Improvements

TT .NET SDK

Provide an event for a Key Session Limit being exceeded and shut down the SDK in this scenario. (v3.0.0.2)

03/04/2020

Fixes

TT .NET SDK

Fixed an issue where PriceSubscription.Instrument.Product.Currency is not providing the correct value. (v3.0.0.2)