July 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
07/30/2020	Plan	Settings	Per ICE requirements, traders that have not been approved to access S2F market data on the TT platform will not be allowed to access this data until approved. Traders that are affected are indicated by an exclamation mark in their exchange subscriber market data settings, in their agreements section, and available via the Market Data reports by selecting the "Show Secondary Agreement Status" option when generating the report. If you feel this is in error, please contact support and we will assist you in working with the exchange.
07/27/2020	Improvements	Autospreader Rules	Released a shared Autospreader Rule named (TT) Quote Best Bid/Ask. This rule will cancel a quote order if the price is outside the user-defined number of ticks from the inside bid/ask. The default value is to only quote at the inside bid/ask price.
07/25/2020	Improvements	Exchanges	1. Mexder market should be available on TT platform for trading. 2.The available orders type is Limit order with time in force as IOC and Day 3.The product types supported for trading are Futures, Options and Spreads Known Issues - 1. As per exchange rules, the order modification does not allow increasing the order quantity. The quantity of the order could only be decreased as part of order modification. 2. The leg fills are not published automatically for a spread fill as exchange generates leg fills manually after the spread trade. So, the latency is expected. 3. The ladder for interest rates products is opposite that the conventional future products i.e. Lower bid and Higher offer prices are better prices respectively.
07/24/2020	Improvements	Setup App	Added support for a new TT synthetic order type, "TT Volume Sliced / TT Volume Duration". Administrators can control this TT synthetic order type per user/account. This setting will be disabled by default for new and existing users.
07/24/2020	Fixes	Autospreader	Fixed a rare Autospreader crash that would occur if the server was unable to download the exchange instrument definition.
07/24/2020	Improvements	Setup App	Updated OSE market data groups to support the products that will move from TOCOM to OSE. Users will now see "Financial Futures/Options" and "Commodity Futures/Options" in addition to "All market data". If the "All market data" product group was allowed, the two new product groups will be allowed as well. If the "All market data" product group was blocked, the two new product groups will be blocked. "All market data" product group has been retained for smoother transition and will be removed in the next few weeks. Note that "Financial Futures/Options" represents products from OSE and "Commodity Futures/Options" represents products that are moving from TOCOM. This release introduces the configuration option. TT will announce when the feature is supported system wide.
07/24/2020	Fixes	ADL	The following enhancements have been made to the Market Base algo: * Cancel/ Replace is now enforced when working negative offsets to prevent referencing own orders. * Minimum liquidity requirement has now been removed allowing you to lean on a single order. * Resolved issue where ‘Attempted Cross’ alert messages could be incorrectly generated. * Resolved issue where algo uses cached prices when resuming from a paused state.
07/24/2020	Improvements	TT Order Types	Add support for At-End->Merge, At-End->Go-To-Market, Half-Life->Go-To-Market, and Half-Life->PayUp end slice actions for Time / Volume Slicers and Time / Volume Duration.
07/24/2020	Improvements	TT Order Types	Added 'Same Side' and 'Opposite Side' to offset price type for TT order types.
07/24/2020	Improvements	TT Order Types	Deployed TT Volume Slicer and TT Volume Duration order types that allows users to slices a large quantity order into smaller disclosed orders based on trading volume.
07/24/2020	Fixes	Algos	Fixed an issue which resulted in the inability to route orders on an account under specific circumstances.
07/24/2020	Improvements	Autospreader	Updated Autospreader to notify user via Audit Trail message when a quote order has been canceled due to insufficient quantity in the hedge leg.
07/24/2020	Improvements	Score	Imbalanced fill indicator added to spoofing chart. A green diamond now marks any fill in the spoof chart where a trader receives a fill on the opposite side of a significant majority of their working volume.
07/23/2020	Fixes	Backtesting	Fixed an issue with the display of P&L and position in charts.
07/23/2020	Fixes	TT Rest API	Fixed an issue which resulted in an incomplete response from the GET /company/productmargins/{companyId} endpoint when more than 1000 records are returned.
07/23/2020	Improvements	Order Book	In the Order Book (and orders pane of the OFW) care orders now display the appropriate background color when cancelled, deleted and/or newly received with the 'new order highlight' color.
07/23/2020	Improvements	TT Rest API	As noted in prior communications, a breaking change has been make 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. 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 production on July 17. Customers are advised to update and test their applications prior to the production release dates. IMPORTANT: This is an interface change.
07/20/2020	Improvements	TT .NET SDK	Improved the inbound order path in server side mode to reduce the latency spikes. (v3.0.0.21)
07/20/2020	Fixes	TT .NET SDK	Addressed an issue which resulted in a crash when running in server side mode. (v3.0.0.21)
07/17/2020	Improvements	FIX Services	The TT FIX XML schema file for v109 adds tags to the TradeCaptureReport and TradeCaptureReportAck messages in preparation for a future FIX release. New Tags:: > 1152, LegNumber > 18228, Routing Account Existing Tags (previously in schema, but new to TCR messages): > 8016, TVTIC > 18218, TTCustomerName > 18220, BrokerID > 18221, CompanyID NOTE: v109 components will not send these tags in any TCR or TCR ACK messages in the current release. This notice reflects is a schema change only. Version: v109
07/17/2020	Improvements	Setup App	Setup administrators will notice two new options, "Disable trading (market impact check reached)" and "Market Impact Check Cool Off Period" in the Accounts-Settings tab. These settings are in preparation for supporting market impact check calculations on TT. System wide support for this feature will be rolled out in the next few weeks.
07/17/2020	Improvements	FIX Services	All FIX Services for the v109 release will be initially deployed to UAT Data Centers at EOD May 29, 2020. UPDATE: Production deployment of this release to Chicago, New York, London, Frankfurt, Singapore and Tokyo has been deferred (1) week from July 17 to July 24. Updated schedule below. Production deployment was completed at EOD July 10, 2020, in the following TT Data Centers only: - Sao Paulo - All FIX Services - Aurora - A single server in each cluster will be upgraded for All FIX Services Production deployment will continue at EOD July 17, 2020 in the following TT Data Centers only: - Aurora - All FIX Services Production deployment will continue at EOD July 24, 2020 in the following TT Data Centers only: - Chicago, New York, London, Frankfurt, Singapore and Tokyo - A single server in each cluster will be upgraded for all FIX Services Production deployment will continue at EOD July 31, 2020 in the following TT Data Centers only: - Chicago, New York, London, Frankfurt, Singapore and Tokyo - All FIX Services - Hong Kong, Sydney - A single server in each cluster will be upgraded for all FIX Services Production deployment in all remaining TT Data Centers will complete EOD Aug. 7 , 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: v109
07/13/2020	Fixes	TT .NET SDK	Fixed an issue that resulted in an improper stop price being set in certain scenarios. (v3.0.0.20)
07/13/2020	Fixes	TT .NET SDK	Fixed an issue which resulted in an incorrect comparison of timestamps in the in-flight order checking logic. (3.0.0.20)
07/12/2020	Fixes	FIX Services	Added threading model improvements to improve handling of slow consumers for FIX Market Data. Version: v109
07/12/2020	Fixes	FIX Services	FIxed an issue where a the response to an Order Status request incorrectly included execution reports for IOC orders that were already in terminal state. Version: v109
07/12/2020	Fixes	FIX Services	In the case where a FIX client is behaving as a slow consumer, TT FIX will disconnect the session when its TCP socket send buffers are full. Version: v109
07/12/2020	Fixes	FIX Services	FIX Order routing and drop copy services will now terminate any Order Book download in progress after an ungraceful disconnect by a FIX client. Version: v109
07/12/2020	Fixes	FIX Services	Enabled server-side paging in FIX database queries to improve Ledger download performance. Version: v109
07/12/2020	Fixes	FIX Services	In order to prevent instrument misidentification errors that could arise when an exchange series key is duplicated across different exchanges, FIX applications that specify instrument using the series key method (22=X) on messages sent to TT must also specify market as well by including tag 100 or 207 on the message. Version: v109
07/12/2020	Fixes	FIX Services	Fixed an issue in the FIX Market Data server where a crash could occur if instrument lookup failed for a multileg instrument. Version: v109
07/12/2020	Fixes	FIX Services	Fixed an issue where if a resend request was received by TT during our processing of the FIX client's initial login, the session would be logged out with error message in tag 58=Operation not permitted. Version: v109
07/12/2020	Fixes	FIX Services	Added three new enums to ExecRestatementReason, (tag 378), related to Self-Match Protection actions: * 118 - Incoming Order trades Partially / Fully * 119 - Resting Order trades partially / fully * 120 - Order Cancelled due to SMP Version: v109
07/12/2020	Fixes	FIX Services	Added support for tag 527, Secondary Exec ID, to the Trade Capture Report (35=AE) message. Tag 527 will be included on TCRs when a value is provided by the exchange. Version: v109
07/12/2020	Fixes	FIX Services	Updated FIX usage of our internal database library to use local vs. regional connections to reduce geographic latency in queries. Version: v109
07/12/2020	Fixes	FIX Services	Modified the FIX application ledger recovery process for order routing and drop copy session types to mitigate potential bandwidth spikes that could occur immediately after session login. Version: v109
07/12/2020	Fixes	FIX Services	Added new TrdType (tag 828) enums to support OSE OTC trades: * 1074: TRD_TYPE_ONE_SIDED * 1075: TRD_TYPE_CROSS Version: v109
07/12/2020	Fixes	FIX Services	Fixed an issue where if the FIX session option "Delay Staged Order Ack until Claimed" was enabled, tag 150 was incorrect on the Ack sent after the order was claimed. Version: v109
07/12/2020	Fixes	FIX Services	Fixed an issue where a delayed login response from TT could cause the FIX client session to be disconnected repeatedly. Version: v109
07/10/2020	Fixes	Aggregator	Fixed an issue with Aggregator subscribing to the leg markets which was causing additional latency when submitting new orders.
07/10/2020	Improvements	Autospreader	Autospreader now supports applying Order Tag Defaults from TTUS on the synthetic spread order for the following fields: - Exchange Account - Text Fields (A, B, C, TT) - Client ID - Executing Firm - Vendor-defined Fields 1-5 Autospreader will use the TTUS values unless a value is specified on the new order request (i.e. TTW Order Profiles) or the values in TTUS are different per leg.
07/10/2020	Improvements	Setup App	Setup users will now see a red exclamation point on the User->Exchanges->Subscriber Market Data tab if all the agreements required to access market data have not been accepted. Exchange product groups with completed agreements will have a green check mark.
07/10/2020	Improvements	General	The TT Instrument ID is now available for all exchanges. Learn More
07/10/2020	Improvements	General	The Exchange Latency will now be available for exchanges which utilize the Generic TT Format CSV file. The exchange latency is the elapsed time (microseconds) between when a request leaves the TT Platform to the exchange and the response from the exchange is received by the TT Platform. This field is only populated on the response of a request/response pair. Learn More
07/10/2020	Improvements	General	The TT Account ID will now be available on all exchange compliance CSV files. This will improve customer's ability to cross reference data from the compliance files with the TTW Audit Trail and improve the ability to troubleshoot questions about orders found in the compliance files. Learn More
07/10/2020	Improvements	General	The TT Order ID will now be available on all exchange compliance CSV files. This will improve customer's ability to cross reference data from the compliance files with the TTW Audit Trail and improve the ability to troubleshoot questions about orders found in the compliance files. Learn More
07/10/2020	Improvements	General	TT has migrated to use a new message for OTCs on Euronext. The old message, TradeCaptureReport, is no longer utilized and therefore customers should expect that the daily zip file will no longer contain a file named: trade_captures_[CONNECTION_ID]_euronext_tt_audit_YYYY_MM_DD.csv All OTC information will be in a file named: trade_reports_[CONNECTION_ID]_euronext_tt_audit_YYYY_MM_DD.csv
07/10/2020	Improvements	Setup App	We have enhanced the Detailed Change Log report to include all updates made in the following tabs - Users, Accounts, Connections, Order Tag Defaults, Profiles, Risk Groups, FIX Rulesets and FIX Sessions. The Detailed Change Log report will now have an additional column, 'SubSection' that will be used if changes are made to a sub-section of the tab. For example, the column will be used if Account->Restrictions are updated. As part of this change, we have also added a new tab, "Change Log" under 'More' in the left navigation panel. This tab will have all the updates in a grid that can be filtered and downloaded. Additionally, updates made to specific users and accounts can be accessed quickly in the "Change Log" tab under the Users and Accounts tabs.
07/10/2020	Improvements	Setup App	Setup administrators can now configure separate separate Max order quantity and Price reasonability limits for wholesale orders. Additionally, User Limits and Account Limits reports have been updated to include new columns for wholesale limits settings. To provide quicker access to wholesale limits, TT will prepopulate wholesale specific fields based on settings for outrights and spreads/strategies. Note that limits are not enforced for wholesale orders until the “Apply Wholesale Limits” checkbox is checked.
07/10/2020	Improvements	Setup App	Setup administrators can now allow modification of exchange clearing account on a working order and filled order by checking "Modify clearing account on working orders (ASX only)" and "Modify clearing accounts on fill" checkboxes under User->Account and Account->User permissions. These permissions can also be configured under Account restrictions. This release introduces the configuration option. TT will announce when the feature is supported system wide.
07/07/2020	Improvements	Trade App on TT (desktop)	The TT Desktop installer package now includes the TT Excel Add-In bundled in as part of the install. Included in this package is the latest production version of Chromium 83, which includes improved memory management and security fixes.

Release Notes

July 2020 - Production Environment