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 |
|---|---|---|---|
09/25/2020 |
Fixes |
Autospreader |
Resolved issue where Autospreader used an incorrect price format for certain CME products when priced in Net Change. |
09/25/2020 |
Improvements |
Setup App |
Added support for Market Impact Check, a risk feature that monitors trading activity and disables trading for an account if the risk limits are breached. The risk limits that will be checked are price drift and participation rate. Setup administrators can opt in for configuring this check at the company level and configure settings per account. The Account Limits report has been updated to include new columns for Market Impact Check. |
09/24/2020 |
Fixes |
TT .NET SDK |
Fixed several issues related to server side mode. (v3.0.0.29) |
09/18/2020 |
Improvements |
Setup App |
Added a "Order Profiles and Accounts" report (accessed from the Reports Left-Navigation pane) that lists profiles and accounts assigned to each profile. |
09/18/2020 |
Improvements |
ADL |
We have enhanced the following Market-Making algos to allow users to specify the Time In Force: |
09/18/2020 |
Fixes |
Autospreader |
Fixed an issue with synthetic instrument subscriptions which could lead to the publishing of an incorrect market state for ASE and Aggregator instruments. |
09/18/2020 |
Improvements |
Score |
Score users can now filter time range when selecting dates for review. Users will find the new fields under the calendar in the date picker. |
09/18/2020 |
Improvements |
TT Order Types |
For TT order types that support End Time Actions, added a new option for native market orders when Go-to-Market is selected. |
09/18/2020 |
Fixes |
Algos |
Fixed an issue that resulted in Algo orders getting stuck in Stopping state and not responding to cancel requests. |
09/18/2020 |
Fixes |
Algos |
Fixed a race condition due to inflight fill and cancel reject that could cash an Algo server to crash. |
09/18/2020 |
Improvements |
TT Order Types |
Added support for Pause/Resume for TT order types. |
09/18/2020 |
Improvements |
ADL |
Added support for volume bars in the ADL Analytics block. |
09/13/2020 |
Improvements |
FIX Services |
Added support for Bloomberg Exchange Code to the NoSecurityAltID and LegSecurityAltIDGrp groups. This is being done in preparation for future support for Bloomberg symbology. The fields will not appear in any FIX messages in Production or UAT at this time and are only present in the XML schema. |
09/13/2020 |
Improvements |
FIX Services |
Updated FIX drop copy to ignore the environment setting in TTUS for shared users. |
09/13/2020 |
Improvements |
FIX Services |
FIX now supports a feature where the account and user names for Introducing Broker customers will be masked and replaced by internal TT ID numbers on all Carry Broker's drop copy feeds. |
09/13/2020 |
Improvements |
FIX Services |
TT FIX Order Routing and Drop Copy sessions now support an option to act as FIX Session Initiator during logon. This option may only be set in TTUS Session configuration at the time of session creation. Once the Logon handshake is completed, all other message flows operate identically to previously supported TT FIX Acceptor sessions. |
09/13/2020 |
Improvements |
FIX Services |
Modified FIX Order Routing logic so that Cancel or Cancel/Replace requests will not be rejected if received before the New Order ack has been received by the TT FIX Order Router. |
09/13/2020 |
Fixes |
FIX Services |
Fixed an issue where an extra Trade Correct Execution Report (150=G) was incorrectly sent in response to a fill update received from the exchange. |
09/13/2020 |
Plan |
FIX Services |
All FIX Services for the v119 release was initially deployed to UAT Data Centers at EOD August 12, 2020. |
09/13/2020 |
Improvements |
FIX Services |
Added Out-of-Band Recovery Request params to Logon (35=A) for use with logon to the FIX Recovery service only. |
09/09/2020 |
Improvements |
Market Data |
You can now use the Alert Manager to set price alerts on market data. |
09/09/2020 |
Fixes |
Order Book |
Fixed an issue that sometimes caused the Order Book to incorrectly seed and change a selected non-Limit order to 'Limit' upon modifying an unrelated parameter on the order. |
09/09/2020 |
Improvements |
Order Entry |
The global Preference > General > "Energy Quantities" which can be set to either "Contracts" or "Flow" now applies to ICE contracts that trade in flow, e.g., HNG S aka NG LD1 Futures. When you upgrade to this version of TTW/TT Desktop: |
09/09/2020 |
Fixes |
Audit Trail |
Fixed an issue that prevented order passing messages from appearing in the Audit Trail. |
09/09/2020 |
Improvements |
Order Entry |
You can now launch floating order entry upon click on price and quantity cells in Order Book, orders pane of the Order and Fills widget, Fills widget and Audit Trail by enabling a new per widget setting of "Launch floating order entry on left click on price or quantity". |
09/09/2020 |
Improvements |
Spread Matrix |
You can now launch Spread Matrix from Market Grid with just the selected rows as the legs. |
09/09/2020 |
Improvements |
General |
A new optional "Source" column is now available in Order Book, orders pane of the Orders and Fills widget, Fills widget and Audit Trail. This column displays the name of the component that placed an order such as 'TTW", ASE", Mobile", etc. |
09/09/2020 |
Improvements |
Fills |
The Fills widget now provides a "Select All" checkbox to more easily select fills in all modes other than "Continuous" mode. |
09/09/2020 |
Improvements |
Time & Sales |
You can now drag-and-drop instruments from Time & Sales into Market Grid, MD Trader and Chart. |
09/09/2020 |
Improvements |
Settings |
Market order types and native order types are now shown/hidden in order entry drop order type down lists based on settings defined in TT User Setup. Also, accounts that are set to "Modify" only in TT User Setup are hidden in order entry account drop down lists. |
09/09/2020 |
Improvements |
Strategy Creation |
The Strategy Creation widget now supports creation of strategies in the opposite buy/sell direction as required by some exchanges. |
09/09/2020 |
Improvements |
Order Entry |
TT Time Duration Start/End times are now enforced to be set within any additional Precondition time parameters that are also applied. |
09/09/2020 |
Improvements |
Order Book |
The Order Book and the orders pane of the Orders and Fills widget now restore the child order nested grouping under their parent order after a workspace refresh. |
09/09/2020 |
Improvements |
Order Entry |
Order templates for TT Order Types now save/restore only the time for start/end date/time parameters. The date is saved as an offset from the current date so that these settings can be used on an everyday basis. |
09/09/2020 |
Improvements |
Blocktrader |
Blocktrader now supports reporting of Delta Neutral trades on Euronext. |
09/09/2020 |
Improvements |
Positions |
The Positions widget now provides an optional "P/L Realized AvgOpen" column to calculate realized P/L using the average open (buy/sell) instead of the settlement price of the previous day. This value will reset to zero (()) upon refresh and/or receiving a credit reset at session roll. |
09/09/2020 |
Improvements |
Settings |
The Order Profiles widget now includes the "Text C" field. |
09/09/2020 |
Improvements |
Settings |
The Preferences > Sounds page now includes the ability to define a sound to play when submitting an OTC/Block trade. |
09/09/2020 |
Fixes |
Order Entry |
TT Iceberg orders now correctly prevent setting the DisplayQty to zero (0). |
09/09/2020 |
Improvements |
Market Grid |
In Market Grid, when you apply custom background colors to rows, the settings color picker now displays a checkmark to indicate the currently selected color. |
09/09/2020 |
Improvements |
Order Book |
The Order Book "Repeat" function now clones and seeds the order profile applied to an order as part of creating the new order. |
09/09/2020 |
Improvements |
General |
A new optional "ProfileName" column is now available in Order Book, the orders pane of the Orders and Fills widget, Fills widget and Audit Trail. This column displays the order profile that is applied on an order or fill. |
09/09/2020 |
Improvements |
Time & Sales |
Products added to Time and Sales now use the PDS notification service to automatically add newly created instruments of all types, but especially strategies. |
09/09/2020 |
Improvements |
Market Grid |
Products added to Market Grid now use the PDS notification service to automatically insert new rows for newly created instruments of all types, but especially strategies. Note that as part of this change you can no longer set "Auto roll" when adding products to Market Grid from Market Explorer because products will now inherently add/remove instruments as they are created and expire. |
09/09/2020 |
Improvements |
Strategy Creation |
Strategy Creation now supports defining multiple future legs as part of creating a covered strategy. |
09/09/2020 |
Improvements |
Fills |
Fill download requests from the Fills widget now adhere to the global Account preference of accounts that are either visible to you or assigned to you. |
09/09/2020 |
Improvements |
Order Book |
The Order Book and the orders pane of the Orders and Fills widget now include an optional "FillQty" column. This column tracks the quantity of the fills for the current session and onward if you do not refresh. Upon refresh or start up, this column only shows the quantity of fills for the current session. |
09/09/2020 |
Improvements |
Order Entry |
You can now submit TT Order Types as held orders and you can start them when desired. You can also Pause running TT Order Types and resume them when desired, except for TT Time Sliced. Pause/resume for TT Time Sliced will be added in the future along with recovery for that order type. |
09/09/2020 |
Fixes |
Autospreader |
Fixed an issue that prevented all order profiles from appearing when Autospreader "Multi' account is selected. |
09/09/2020 |
Improvements |
Options |
The Trade Monitor time column now displays trade times in the workstation's timezone. |
09/09/2020 |
Improvements |
Order Book |
The Order Book now handles displaying unsolicited execution report restatements recovered by TT order connectors. |
09/09/2020 |
Improvements |
RTD |
RTD FillStats now has AvgBuyPrice, AvgSellPrice and AvgOpenPrice as filterable properties. |
09/09/2020 |
Improvements |
Order Book |
The Order Book and the orders pane of the Orders and Fills widget now have a new setting named "Flatten orders in "Filled" view mode". This setting defaults to OFF and filled child orders are displayed nested underneath their parent order. When this setting is ON, filled child orders will be displayed in the order in which they were filled. |
09/09/2020 |
Improvements |
Order Book |
The Floating Order Book (FOB) can now optionally display the "TextA" and "TextB" columns. |
09/09/2020 |
Improvements |
MD Trader |
MD Trader now provides two options for sweeping orders in the market depth: (1) Sweep w/ max Qty: Sweep the market using your maximum order quantity, and (2) Use 2nd default Qty: Submit a second default quantity in the Bid and Ask column at the price where you right-click. When using this option, you must type a quantity in the box to the right of the option. |
09/09/2020 |
Improvements |
Orders |
Passed orders now play sound on fills (full or partial) for the caretaker user who accepted the passed order. |
09/09/2020 |
Improvements |
General |
You can now add filter values not displayed in the column filter drop down lists. This feature is available on these columns: Contract, Product, TextA, TextB, TextC, TextTT, ClearingAcct, TTOrderID, ExchOrderID, Secondary clOrdID. |
09/03/2020 |
Improvements |
Exchanges |
ICE - NYH Heating Oil Futures (UHO) - The tick value and point value have been changed to 4.2 and 42000 respectively for UHO futures to reflect the barrel to gallon conversion in production environment only. The conversion of point value and tick value for all such products (e.g. UHU) are in progress and will be done in next few weeks. |
09/01/2020 |
Improvements |
Exchanges |
CBOE Options (C1) are available on TT platform for trading. Please note the following : |
09/01/2020 |
Improvements |
Autospreader Rules |
Added a new shared Autospreader Rule: (TT) Cancel/New Quote. This rule is designed to send a cancel request followed by a new order instead of a Cancel/Replace message. This is required on any exchange that does not support amending a working order. |
09/01/2020 |
Improvements |
Orders |
As part of the release of TT OMS, new advanced care order functionality now allows an execution trader/broker to work care orders more efficiently, including the ability to: (1) "Bulk" two or more care orders into a single parent care order; (2) "Split" the order quantity of a single care order into two care orders; (3) "Stitch" two or more care orders into a parent order matching an exchange spread type; (4) "Lock" reporting of executions to clients; and (5) Release the fill executions to update the original customer order. See the documentation for more detailed information. |