Release Notes

April 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

04/30/2020

Improvements

TT .NET SDK

Add an option of None to ProfitLossCalculationType so users can receive just position information. (v3.0.0.11)

04/30/2020

Improvements

TT .NET SDK

Added support for accessing TT’s Advanced Options Package, an add-on that enables options analytics and other powerful tools for viewing and trading options. (v3.0.0.11)

04/30/2020

Improvements

TT .NET SDK

Improved the efficiency of the market data subscriptions. (v3.0.0.11)

04/30/2020

Improvements

TT .NET SDK

Exposed detailed market depth for those exchanges that support it. (v3.0.0.11)

04/24/2020

Improvements

Score

Minor GUI update: The "View Individual Clusters" button has been moved from the top right of the cluster scorecard to the top left. Additionally, a fourth view selection icon has been added to the top left of the scorecard that has the same function as the "View Individual Clusters" button.

04/24/2020

Improvements

Score

Gui Update: Score users can now filter results by exchange

04/24/2020

Improvements

Setup App

Added a new configuration option to FIX Drop Copy and Order Routing sessions to send only BD6 clearing fills for HKeX, SGX, TOCOM, OSE. The option is unchecked by default.

04/23/2020

Fixes

Trade App on TT (web)

Fixed an issue with the Assets widget that caused the header area to render incorrectly (hiding some of the data) upon a loading of the workspace.

04/23/2020

Improvements

TT .NET SDK

Added configuration files relevant to server side mode. (v3.0.0.7)

04/21/2020

Improvements

Strategy Creation

TT will support creation of all Options strategies on the Montreal Exchange (TMX) through the Strategy Creation widget.

04/17/2020

Improvements

Setup App

FIX Sessions "Drop Copy OUT", "Security and/or Market Data", and "Drop Copy Inbound" have been renamed to "FIX Drop Copy", "FIX Market Data", and "FIX Inbound Drop Copy" respectively.

Also, "FIX Profiles" tab is now called "Fix Ruleset" and Third-party Connection has ben renamed to "FIX Order Gateway".

04/17/2020

Fixes

FIX Services

Fixed an issue where a FIX Market Data session would stop sending market data but remain connected and continue sending heartbeats.

Version: v98

04/17/2020

Improvements

FIX Services

Added support for tag 818, SecondaryTradeReportID in Trade Capture Report (AE) and Trade Capture Report Ack (AR) message types.

Version: v98

04/17/2020

Improvements

FIX Services

Added support for a new TT Order Type param , TTStopChildTIFOverride, (tag 16962), type: int.

Valid values are:
1: Day
2: GTC
3: FOK
4: GTDate
5: IOC

Version: v98

Learn More

04/17/2020

Improvements

FIX Services

Added support for ExchangeTicker (456=91) to SecurityAltID, (tag 454), repeating group.

Version: v98

Learn More

04/17/2020

Improvements

FIX Services

Refactored FIX Session shutdown to prevent crash on ungraceful disconnect/timeout.

Version: v98

04/17/2020

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT Data Centers at EOD Mar. 23, 2020.

Production deployment will begin EOD April. 17, 2020, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Chicago, Aurora, New York - A single server in each cluster will be upgraded for All FIX Services except FIX Order Router

Production deployment will continue at EOD April 24, 2020 in the following TT Data Centers only:
- Chicago, Aurora, New York- All FIX Services
- London, Frankfurt - A single server in each cluster will be upgraded for all FIX Services

Production deployment will continue at EOD May 1, 2020 in the following TT Data Centers only:
- London, Frankfurt - All FIX Services
- Hong Kong, Singapore, Sydney, Tokyo - A single server in each cluster will be upgraded for all FIX Services

Production deployment in all remaining TT Data Centers will complete EOD May 8 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: v98

04/17/2020

Fixes

FIX Services

Improved FIX servers for rapidly processing of large batches of order or fill updates received due to mass fill confirmations from TTW or exchange clearing updates.

Version: v98

04/17/2020

Fixes

FIX Services

Fixed an issue with security definition (35=d) messages where EEX calendar spreads could have a incorrectly formatted value in Tag 55. The issue was found in the initial v86 build that was deployed to North Am. only and does not exist in the v86 currently running in production.

Version: v98

04/17/2020

Improvements

FIX Services

On Execution Reports, TextA (16556), TextB (16557), TextC (16559) and TextTT (16558) will no longer be repeated in the StrategyParams (tag 957) repeating group, with the exception of TextA on Execution Reports from ICE and MX, which will are pending a future change to TT ICE & MX Order Connectors.

Version: v98

04/17/2020

Improvements

FIX Services

Added an option to check FIX drop copy and order routing sessions, to send only the clearing fill (a/k/a the BD6 fill) on OM markets.

When the setting is enabled, FIX will hold the initial BO5 fill until it receives an Order/Fill Update for the BD6 fill, then deliver only (1) execution report for that fill (not a restatement). This feature is disabled by default.

Version: v98

04/17/2020

Improvements

FIX Services

Support routing of Reject messages created by FIX Order Router to a specific Error Account, which can then be delivered via FIX drop copy or viewed in TTW Audit Trail.

Types of Rejects created by FIX Order Router:
* Account not found
* User not found
* Instrument not found
* Badly formed FIX message
* Order not in book

The Error Account can be assigned to the FIX OR session via the TT Setup GUI. Further documentation is available in the Setup section of TT Help.

Version: v98

Learn More

04/17/2020

Improvements

FIX Services

When duplicate FIX sessions attempt to log in to the TT FIX server, the session with the older session start time will be terminated with tag 58=Force logout due to duplicate session detection - <session comp ID> logged in to <tt server name> at <UTC time> appearing in the logout message.

Version: v98

04/17/2020

Improvements

FIX Services

FIX Release Version is now printed in tag 58 on the "Recovery Complete" news message sent by TT after logon. Available in all FIX Session types except FIX Inbound Drop Copy.

Sample message:
8=FIX.4.2| 9=00116| 35=B| 49=TTFIX| 56=TTFIXCLIENT 34=2| 52=20200305-16:50:09.850| 148=Recovery Complete| 33=1| 58=Recovery is complete, Version 19.98.2| 10=147|

Version: v98

04/17/2020

Improvements

FIX Services

Added new field, PriceDisplayType (tag 16451), type int, to Security Definition (35=d) messages.

Consult the documentation for a list of available values.

Version: v98

Learn More

04/17/2020

Improvements

Setup App

Setup administrators can now configure Clearing Account, Text TT and Text C more efficiently across all exchanges in the Order Tag Defaults Tab. Note that Text C is a new, optional field that remains on submitted orders in the TT system, but is not sent to the exchange.

04/17/2020

Improvements

Setup App

Added support for a new account type, "Error Routing Account" that can be used to route rejects created by FIX Order Router or Inbound FIX Drop Copy to specific Drop Copy sessions. Error accounts can be assigned to users and to FIX Order Routing and Inbound FIX Drop Copy sessions. Error account is not a routing account and will not be part of account hierarchies.
This release introduces the configuration option. TT will announce when the feature is supported system wide.

04/15/2020

Fixes

TT .NET SDK

Fixed an issue where SpreadDetails.BuildPriceFormula does not build the correct formula and the user defined tick size doesn't save properly. (v3.0.0.6)

04/10/2020

Fixes

TT Algos

Fixed an issue where Algo Server did not return correct "fix_cl_ord_id" and "fix_orig_cl_ord_id" values.

04/10/2020

Improvements

TT Algos

Enhanced TT OCO such that a TIF for the child order may be specified when TT Stop is selected.

04/10/2020

Improvements

Algos

Added trade_date on synthetic parent trade Execution Reports if provided by the exchange for native child orders.

04/10/2020

Fixes

Autospreader

Fixed an issue where an Autospreader order would be canceled and the new order was rejected during a Cancel/Replace request.

04/06/2020

Improvements

TT .NET SDK

Expose the party roles in the Order and Fill objects. (v3.0.0.5)

04/06/2020

Fixes

TT .NET SDK

Fixed an issue that resulted in the incorrectly formatted spread rules. (v3.0.0.5)

04/03/2020

Fixes

Setup App

Fixed a cosmetic issue in User->Accounts and Accounts->Users tabs where Order Permissions nested under Modify Orders setting could be checked even when Modify Orders was unchecked. However, even if nested items are checked, they are not active as long as the modify checkbox is disabled.

04/03/2020

Fixes

Autospreader

Fixed a rare issue where user was unable to submit an Autospreader order based on incorrect TTUS permissions.

04/03/2020

Fixes

Autospreader

Fixed a rare issue that resulted in an Autospreader server crash.

04/02/2020

Improvements

TT .NET SDK

Added FillDownload class that allows users to perform a synchronous or an async download of fills through the Get or GetAsync method. (v3.0.0.4)

04/02/2020

Fixes

TT .NET SDK

Fixed an issue that resulted in a NullReferencException when instantiating the SpreadDetails class. (v3.0.0.4)