August 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
08/29/2020	Fixes	Autospreader Rules	Fixed an issue where the Outside Throttle check of the "(TT) Quote Throttle" rule was not applied correctly.
08/29/2020	Fixes	Autospreader Rules	Fixed an issue where the Limit check of the "(TT) Inside Smart Quote with Limit" rule was not applied correctly.
08/19/2020	Improvements	TT Order Types	Deployed a new algo named TT Mutli-Level Bracket which that allows you to take a position in an instrument and exit at one or more prices.
08/18/2020	Fixes	TT .NET SDK	Addressed several server side mode issues which resulted problems with prices. (v3.0.0.28)
08/14/2020	Fixes	Algos	Fixed an issue that resulted in Algo orders getting stuck in Stopping state and not responding to cancel requests.
08/14/2020	Fixes	Algos	Fixed a race condition due to inflight fill and cancel reject that could cash an Algo server to crash.
08/14/2020	Improvements	Autospreader	Autospreader now supports submitting '+' TIFs for the spread order when all legs do not support it. Autospreader will use regular TIF for leg that doesn't support '+' TIF.
08/14/2020	Fixes	Autospreader	Fixed an issue with Autospreader GTC order getting canceled mid-week when one of the legs transitions to Closed.
08/14/2020	Improvements	Score	New feature: Score users can now generate compliance reports that quantify cluster statistics firmwide and for individual traders. On the Score landing page there is a new tab next to "investigations" where users can generate new reports and review previously generated reports. After report generation users can select from a variety of statistics to display and each report section is available to download. See TT help library for additional details.
08/13/2020	Improvements	TT Rest API	Added the TT Volume Slicer / Duration restriction to the following endpoints. -> /account/traderestrictions - POST (Input and Output) -> /account/{accountId} - GET -> /account/{accountId}/restrictions - GET -> /account/{accountId}/users - GET -> /accountuser - GET -> /accountuser - POST(Input and Output) -> /accountusers - POST (Input and Output) -> /user/{userId} - GET -> /user/{userId}/accounts - GET
08/10/2020	Improvements	FIX Services	Added new enum value: 'A', Bloomberg Symbol, to the TT FIX XML schema for tags 22, 456 & 603 in preparation for Bloomberg symbology support in an future TT FIX release. Bloomberg symbols will not be processed on orders or sent in execution reports for v116 or prior versions of TT FIX servers. Version: v116
08/10/2020	Improvements	FIX Services	All FIX Services for the v116 release was initially deployed to UAT Data Centers at EOD July 14, 2020. Production deployment will begin EOD Aug. 7, 2020, in the following TT Data Centers only: - Sao Paulo - ALL FIX Services - Aurora, Frankfurt - A single server in each cluster will be upgraded for All FIX Services Production deployment will continue at EOD Aug. 14, 2020 in the following TT Data Centers only: - Aurora, Frankfurt - All FIX Services - Chicago, New York, London,, Singapore and Tokyo - A single server in each cluster will be upgraded for all FIX Services Production deployment will continue at EOD Aug. 21, 2020 in the following TT Data Centers only: - Chicago, New York, London, 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. 28, 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: v116
08/10/2020	Fixes	FIX Services	Fixed an issue where a deadlock in FIX Market Data server was preventing sessions from connecting to the server. Version: v116
08/10/2020	Improvements	FIX Services	Added support for optional Tags 553, Username, & 554, Password, to Logon message in FIX 4.4 only. TT password for session authentication may optionally be sent in tag 554 or can continue to be sent in tag 96 for FIX 4.4 connections. Login authentication for FIX 4.2 sessions is unchanged. Version: v116
08/10/2020	Improvements	FIX Services	Modified the FIX threading model to increase the number of threads which are responsible for reading messages from socket to address issues seen in UAT when a large number of sessions are running on a single server. Version: v116
08/10/2020	Fixes	FIX Services	Fixed an issue where FIX performance was impacted when a large burst of TT product database updates was received by the FIX server. Version: v116
08/10/2020	Fixes	FIX Services	Added support for tag 8016, 'Trading Venue Trade Identifier Code', (TVTIC), to the Trade Capture Report (35=AE) message. Tag 8016 will be included on TCRs when a value is provided by the exchange. Version: v116
08/07/2020	Improvements	Autospreader	Autospreader now supports sending more order tag fields per leg using TTW Order Profiles. The list of supported fields includes text fields (A, B, C, TT), give up, order origination, order capacity, order attributes and MiFID fields. If a value is specified at the parent level (and not the leg level), then the parent value is also applied to the leg order.
08/03/2020	Improvements	Exchanges	Added support for the Nodal Market. Customers who would like to add this market should speak with their TT Onboarding representative.

Release Notes

August 2020 - Production Environment