Release Notes

December 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

12/25/2020

Fixes

Autospreader

Update has been made to ASE 'Round Lot' logic to allow it to work in conjunction with the ASE 'Hedge Round' rule.

12/21/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in repeated attempts to download algo definitions when permissions were not allowed. (v3.0.0.35)

12/21/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in failures when requesting information related to TT internal connection IDs. (v3.0.0.35)

12/21/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in an incorrect value for Order.IsRejected for algo orders. (v3.0.0.35)

12/21/2020

Improvements

TT .NET SDK

Added status to the time & sales subscriptions. (v3.0.0.35)

12/21/2020

Fixes

TT .NET SDK

Fixed an issue which resulted in invalid time & sales when starting up a price subscription. (v3.0.0.35)

12/21/2020

Improvements

TT .NET SDK

Added a new field on fills called TradeDate which is the date of the trade in UTC. (v3.0.0.35)

12/21/2020

Fixes

TT .NET SDK

Fixed an issue in the reconnection logic to the TT platform. (v3.0.0.35)

12/18/2020

Improvements

Setup App

Exchange parameters that are unique per user (for example, Operator ID and Authorized Trader) will now not be cloned when a user is cloned.

12/11/2020

Improvements

Score

Scores Marking the Close model now covers Ice Exchange instruments with posted settlement periods.

12/11/2020

Improvements

Score

Score Admins now have access to the investigations portion of Score. They can create, edit and add clusters to investigations involving traders and accounts that meet their account permissions criteria.

12/11/2020

Fixes

Score

Bug fix: MTC price move calculation now moves to a tick move calculation when a settlement price is 0.

12/11/2020

Improvements

Score

Using the "Keep Dropdown Filters Selected" radio button above the "apply filters" button will keep your trader, account, instrument and exchange filters applied when changing the selected date(s), models or product types. Previously, making a change to the selected date(s), models or product types would reset these filters.

12/11/2020

Improvements

Score

New visual for Momentum Ignition. Trader fills (side, volume and price) are now charted over time in a new visual on the scorecard page.

12/11/2020

Improvements

Score

Now users can bulk clear all clusters in the list view with a single bulk review review note. This means that with one review a user can review every cluster that has been filtered for across multiple pages, dates, models, traders and accounts.

12/11/2020

Improvements

ADL

Enhancement made to TT Sniper algo to allow users to specify the Time in Force.

Please be aware that due to the nature of this update any existing 'Custom Action Buttons' or Autotrader tabs containing this algo will need to be recreated.

12/11/2020

Improvements

Score

Score's Market Ladder Replay Now displays additional information at each price level. You can now see the trader's working, display, suspended and filled quantity at least price level. Note that columns will not display all fields unless there are values to populate.

12/11/2020

Improvements

Score

New Beta Model: The Exchange Messaging Rate Limit model flags instances where a trader approaches or exceeds messaging rate limits. Note that this beta model only covers the CME family of exchanges.

12/11/2020

Improvements

Score

Two new Beta models, Collusive Spoofing and Automated Collusive Spoofing, are now available in Score. These new models are designed to detect coordinated spoofing activity between two or more traders within the same company. The Automated Collusive Spoofing model is designed to detect potential spoofing activity where all activity is tagged as automated and the Collusive Spoofing model detects potential spoofing activity in manual or mixed trading.

12/11/2020

Improvements

Score

Users can now customize the displayed fields in the audit trail. Additionally, dozens of additional fields are available. Note that custom audit trail preferences will be sticky until cookies are cleared. The use of a private or incognito mode in a browser will prevent custom selections from remaining sticky.

12/11/2020

Improvements

Setup App

Two factor authentication settings configured by the company administrator will now apply to users that are managed by the company, even if they are not employees or members of the company.

12/04/2020

Improvements

Autospreader

Autospreader and Aggregator now natively enforce round lot quantities without the need to apply a custom quote or hedge rule.

Custom rules will no longer be required for exchanges which enforce minimum tradeable quantities. Autospreader and Aggregator will perform the rounding action automatically taking into consideration minimum lot size and round lot size.

12/04/2020

Fixes

Autospreader

Autospreader to handle the 'reserve' market state for the Montreal exchange in the same manner as 'closed'. This update prevents GTC spreads containing MX instruments from being cancelled unintentionally at market close.