Release Notes

October 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

10/27/2020

Fixes

TT Rest API

Fixed an invalid JSON error in the Monitor /sod/accountId endpoint.

10/22/2020

Fixes

TT .NET SDK

Fixed an issue that resulted in price subscriptions from being out of sync. (v3.0.0.31)

10/22/2020

Fixes

TT .NET SDK

Fixed an issue where positions are not updated when an instrument is deleted. (v3.0.0.31)

10/22/2020

Improvements

TT .NET SDK

Enhanced the inflight order timeout to be configurable. (v3.0.0.31)

10/22/2020

Improvements

TT .NET SDK

Made number of days to keep log files configurable. (v3.0.0.31)

10/22/2020

Improvements

TT .NET SDK

Exposed Bloomberg Code in the InstrumentDetails class. (v3.0.0.31)

10/22/2020

Improvements

TT .NET SDK

Exposed RIC Code in InstrumentDetails class. (v3.0.0.31)

10/22/2020

Fixes

TT .NET SDK

Fixed an issue with delivering Time and Sales. (v3.0.0.31)

10/22/2020

Fixes

TT .NET SDK

Fixed a race condition which sometimes resulted in the AlgoCatalog not being complete if it is created before the account download. (v3.0.0.31)

10/22/2020

Fixes

TT .NET SDK

Enhanced the User Params collection to allow the Price and Quantity objects to be used directly. (v3.0.0.31)

10/22/2020

Improvements

TT .NET SDK

Added the ability to filter PositionStatistics by account. (v3.0.0.31)

10/22/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in the ProfitLossChanged event not triggering for new SOD records. (v3.0.0.31)

10/21/2020

Improvements

FIX Services

FIX Order Routing and Drop Copy session configuration in TT Setup has added a dropdown setting named: "Set Security ID Source (22) on Outbound Messages". Valid values include: "TT Instrument ID", "ISIN Number", "RIC Code", "Exchange Security ID", "Exchange Ticker", "Alias", "Name", "Bloomberg Code - requires company level setting", "OpenFIGI ID - requires company level setting".

The default selection is "TT Instrument ID", which is historically the value that TT provided in Tag 48 on Execution Reports and Cancel/Rejects.

NOTE: Customers should be aware that even when the Default value is still selected, tag 22=96 will be included on Execution Reports and Cancel/Rejects going forward, so that the Security ID Source for tag 48 is always explicitly stated.

Version: v119

10/19/2020

Fixes

Fills

Fixed an issue that prevented playing fill sounds for the current user who is not the originator when ''play sounds for my actions' is enabled.

10/19/2020

Improvements

Order Book

The Order Book and orders pane of the Orders and Fills widget setting to "Include orders from previous sessions" is now supported once again.

10/19/2020

Improvements

Order Entry

The "Sticky Account" setting in Preferences > Orders now retains and restores the account when floating order entry widgets are closed and re-opened.

10/19/2020

Improvements

Orders

Order uploads from .csv files now supports TT Timed Duration orders and the "Market" end time action. When "Market" is specified as an end time action, an additional new parameter of "MktLimitTicks" is required that accepts positive integers from 0 - 100 inclusive.

10/19/2020

Improvements

General

A new optional row number column is now available in Order Book, the orders pane of the Orders and Fills widget, Fills widget and Audit Trail. The row counter can be enabled via the right click Settings page for each widget.

10/19/2020

Improvements

RTD

RTD now supports Price# within Orders and Fills to display the values in raw price format.

10/19/2020

Improvements

Audit Trail

The Audit Trail now provides an optional "SharedAccountName" column which will be populated only for entries corresponding to restricted accounts, e.g., accounts that a carry broker has shared with an introducing broker. For those accounts, the "Account" column will instead display only an account ID, which is sortable and filterable.

10/19/2020

Fixes

Settings

Fixed an issue that sometimes prevented all order profiles to load and not be available for use.

10/19/2020

Improvements

MD Trader

MD Trader laser line appearance (thickness, color, opacity) can be customized via menu options upon right click upon a price ladder cell that displays a laser line.

10/19/2020

Improvements

Fills

Clearing Account is now editable for working orders and filled orders for ASX.

10/19/2020

Improvements

Order Entry

The Order Ticket widget size can now be saved as the default using the Save as Default feature available in right click Settings.

10/19/2020

Improvements

Order Book

You can now work one or more care orders with one click. The Order Book and orders pane of the Orders and Fills widget toolbar now provides an optional "Execute" button that is OFF by default. When displayed, clicking the button will act on one or more selected care orders to create and submit child orders based on the order parameters defined in each care order. If the TT User Setup user/account setting "Manage staged orders without claiming" is enabled, then the selected care orders will be also claimed as part of the one-click execution process.

10/12/2020

Fixes

ADL

Resolved issue that could lead to public market making algos pausing unexpectedly due to a close loop alert message.

10/10/2020

Improvements

FIX Services

For CFE Weekly contracts only, TT will now populate a SecurityAltId entry in the SecurityAltID group with SecurityAltIDSource=94, "Alternate Symbol". The value in the ID field will be of the format <symbol><week number> For example the VX week 11 contract will be have a value of "VX11".

Version: v119

10/10/2020

Improvements

FIX Services

Added new enum value: 'S', OpenFIGI ID, to the TT FIX XML schema for tags 22, 456 & 603 in preparation for Bloomberg symbology support in an future TT FIX release. OpenFIGI ID symbols will not be processed on orders or sent in execution reports for v116 or prior versions of TT FIX servers.

Version: v119

10/10/2020

Improvements

FIX Services

Added optional FIX tag = 18001, 'MockOrderFlag', to *all* order and execution report messages in the FIX schema. These tags will not appear in any current messages in production and are reserved for future use.

Version: v119

10/05/2020

Improvements

FIX Services

For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT platform FIX endpoint.

On October 5, 2020, TT updated stunnel.zip file located in the Download Center in order to update the soon-to-be-expired certs from the TTFIX.crt bundle. All customers who use STunnel will need to download a new zip file and apply it by December 11, 2020.

Added TT Platform STAR.TRADE.TT expiry September 20, 2021 (DC)

Additional Resources
Please download the updated stunnel.zip here: https://download.tradingtechnologies.com/File/Detail/28739

Directions for configuring stunnel with TTFIX.crt can be found on the TT FIX Help Site

Version: v119

Learn More

10/02/2020

Fixes

Autospreader

Resolved issue where user_id can become zero resulting in the rejection of hedge orders.

10/02/2020

Fixes

Autospreader

Resolved issue with Autospreader Sniper pricing logic which can result in a leg not being accounted for when a custom formula is used.

10/02/2020

Fixes

TT Order Types

Resolved issue with synthetic TT order types which reference market state as their start time. Fix prevents the resubmission of the order in the following session.

10/02/2020

Fixes

ADL

Resolved issue where algo recovery process can attempt to cancel expired child orders resulting in "Unknown order id" rejection.