Release Notes

November 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

11/24/2020

Fixes

Orders

Fixed an issue that sometimes incorrectly caused Claimed care orders to be included in the Order Book status filter results.

11/24/2020

Fixes

Orders

Fixed an issue that sometimes caused cancelled care orders to display an incorrect status of Claimed.

11/24/2020

Improvements

Order Entry

You can now click on a Market Grid depth quantity and seed that value as the order quantity in order entry widgets Order Ticket or MD Trader.

11/24/2020

Improvements

Orders

You can now optionally see an alert when a new staged order is received. The alert popup window allows you to take actions on the order, e.g., claim, open an order ticket, or execute the order, along with ability to reject the new order without claiming it.

11/24/2020

Improvements

Orders

You can now upload TT Iceberg orders on Autospreader instruments from .csv files.

11/24/2020

Improvements

Order Book

You can hold and re-submit Autospreader orders from the Order Book.

11/24/2020

Improvements

Market Data

Market Grid now supports accepting Market Data agreements that require input fields.

11/24/2020

Fixes

Order Entry

Fixed an issue that sometimes caused the preview pane slice display for TT Time Duration orders do not always match what actually gets sent from the algo server.

11/24/2020

Improvements

Blocktrader

Blocktrader now supports Montreal Exchange (MX) "Committed" (1 sided) OTC orders.

11/24/2020

Fixes

Autotrader

Fixed an Autotrader issue that sometimes caused a copied tab to incorrectly remain synched with the original tab.

11/24/2020

Improvements

Order Entry

Order entry now supports the "Open/Close" field on TFEX instruments.

11/24/2020

Improvements

Spread Matrix

Spread Matrix performance is now improved when when scrolling.

11/24/2020

Improvements

Fills

The Fills widget now provides an option to include column headers when copying fill row data to the clipboard.

11/24/2020

Improvements

Fills

You can now create a manual fill for a contract with a new right click context menu option on rows in the Market Grid, Order Book and the orders pane of the Orders and Fills widget. Note that on an order row, this does not fill that order, but just creates a manual fill for that contract.

11/24/2020

Improvements

General

We have improved the messages presented when a workspace is in locked state.

11/24/2020

Improvements

Options

You can now customize tab colors in the Trade Monitor widget.

11/24/2020

Improvements

Order Entry

Order entry now supports the "Open/Close" field on ICE_L instruments.

11/24/2020

Improvements

Order Entry

The Order Ticket now displays the Exchange in the title in front of the Instrument name.

11/24/2020

Improvements

Fills

When you copy fills in the Fills widget and fills pane of the Orders and Fills widget a success message pops up in the upper right corner that says "Fills copied to clipboard" to provide feedback on the action.

11/24/2020

Improvements

Orders

We now populate "MTL" in the echo_10_dc field for Market-to-Limit orders on OM gateways where MTL is supported: HKEX, OSE, SGX and TOCOM.

11/24/2020

Improvements

Blocktrader

Blocktrader now supports CME Request for Cross along with manual and automatic RFQs.

11/23/2020

Improvements

FIX Services

Added new FIX enum values to tag 8000, "Self-Match Protection Instruction" and tag 378, "Exec Restatement Reason". Required for support of CBOE and ASX markets.

New SMP Instruction (8000) enums:
> 'S' = Cancel Smallest order (CBOE)
> 'D' = Decrement Order qty & Leaves qty of larger/Cancel smaller (CBOE)
> 'd' = Decrement Leaves qty only. Do not restate Order qty (CBOE)
> 'M' = Match (ASX)
> 'm' = Not Match (ASX)

New Exec RestatementReason (378) enums:
> 121 = GTC/GTD Restatement
> 122 = Reduction of Order Qty
> 123 = Price Sliding Reprice
> 124 = State Change

The above changes to the TT FIX XML schema files have been uploaded to the TT Help site. Clients are strongly encouraged to download and deploy the latest XML schema files from: https://library.tradingtechnologies.com/tt-fix/System_Overview.html.

Version: v119

11/20/2020

Fixes

ADL

Update made to Theo market making algos to resolve an issue where an extreme shift in the theoretical price could result in a cross between quoting orders.

This fix applies to the following algos: Single Theo, Bid/Ask Theo.

Due to the nature of this update any existing templates or Autotrader windows will need to be rebuilt.

11/20/2020

Fixes

ADL

Update made to market making algos to resolve issue with Manual Requote function. When enabled this would only allow quotes to update when the 'Requote' button was clicked.

Now quotes will update as per normal until a fill event at which point all quoting on that side of the market will be suspended until the 'Requote' button is clicked.

This fix applies to the following algos: Direct Entry, Single Theo, Bid/Ask Theo, Reference Market.

Due to the nature of this update any existing templates or Autotrader windows will need to be rebuilt.

11/20/2020

Improvements

Setup App

Setup administrators can now view and configure all order tag default parameters for an exchange at the same time. Previously, administrators would configure each parameter individually. We have also added opt-in functionality that will allow administrators to view parameters across all profiles per exchange that don’t have a value configured or are blank

11/17/2020

Improvements

TT .NET SDK

Exposed the counter party information in the time and sales data. (v3.0.0.33)

11/13/2020

Improvements

Setup App

Setup administrators can now choose to generate compliance messages for internal fills or changes by checking the "Filter AOTC Executions & Add Compliance msgs for AOTC-triggered actions at the Exchange" checkbox for the FIX Drop Copy session.

This release introduces the configuration option. TT will announce when the feature is supported system wide.

11/13/2020

Fixes

ADL

Resolved issue where an incorrect location ID could be assigned on resubmission of an order that had previously been rejected.

11/13/2020

Improvements

Setup App

Setup administrators can now configure counterparty information for HKEX, OSE, and IDEM exchanges.

This release introduces the configuration option. TT will announce when the feature is supported system wide.

11/09/2020

Fixes

Order Entry

Fixed an issue that prevented the Exchange Clearing Account field to seed correctly in order entry widgets.

11/06/2020

Improvements

Autospreader

Enhancement made to TTUS that enables the coalescing of Autospeader and Aggregator instruments. 

11/06/2020

Improvements

Autospreader

Enhanced made to the behaviour of the force cancel action for ASE orders which prevents recurrent cancel requests from being sent while the exchange is closed. 

11/06/2020

Improvements

Autospreader

Resolved issue where force cancel requests were unable to remove stale ASE orders. 

11/06/2020

Fixes

Autospreader

Resolved issue where a failed ASE instrument download could lead to Algos becoming stuck in a starting state.

11/06/2020

Improvements

Aggregator

Resolved issue that can lead to a short delay when placing Autospreader and Aggregator orders whilst initial price connection is made.

11/06/2020

Fixes

Autospreader

Resolved issue where invalid Autospreader price formula lead to Autospreader server crash.

11/06/2020

Fixes

Autospreader

Resolved issue which prevented the deletion of Autospreader orders while in an initializing state. 

11/06/2020

Improvements

Setup App

Advanced features like Advanced Options and API Keys can now be enabled by sponsoring FCMs for any users shared with them. These features can also be enabled by customers with a direct billing agreement with TT. New users that don’t have a direct billing agreement with TT will have to work with their sponsoring FCMs to access Advanced features. Users that are already enabled for advanced features will not be immediately affected but should work with their sponsoring FCMs

11/06/2020

Improvements

Setup App

Setup administrators can now allow users to enter SLED orders but checking the 'Override exception for SLED orders' checkbox in CME Order Tag Defaults. Note that clearing account can be overriden for SLED orders if either 'Override exception for SLED orders' or 'Client can override' checkbox for the account is checked.

This release introduces the configuration option. TT will announce when the feature is supported system wide.

11/06/2020

Fixes

Exchanges

There are ICE Futures and options instruments that will have name changes starting this weekend 11/6 when we fix an issue in the production environment. This will impact the RTD which requires action from the customer to function properly after the change.

The affected option products are SDP S, EDP S, GDP S, ENO S, PDQ S, OD8 S, HHD S, MPD S, MDA S, NEC S, NIA S, ADP S, BSQ S, SDH S, PDA S, ADA S, IDO S, DPN S, DDO S, WBT S, NDB S, DBO S, PSC S, ULV S, TDE S, BDE S, NEH S, PJH S, BAO S, DWO S.

There are few other future instruments where the names will be changed to Market ID. The affected future products are SRP S, NRP S, PDP S, NDP S, IDP S, DDP S, NRO S, SRO S, SQP S, QVP S, UNP S, MXO S, DPN S, EWD S, END S, HHD S, HNG L and MPD S.

11/06/2020

Improvements

Setup App

TT Order Management System (OMS) settings can now be configured at a user level. Clients that have been using OMS features will be contacted by their Customer Success representative to determine which settings are needed going forward to avoid interruption of service.

Learn More

11/05/2020

Improvements

TT Rest API

Add isInterProduct property to the GET products/ and GET /product/{productId} endpoints.

11/03/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in order messages not being sent in specific in-flight scenarios. (v3.0.0.32)