Release Notes

January 2021 - 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

01/22/2021

Improvements

Exchanges

As of Jan 25, LME will not allow Icebergs (but will not reject them) on some products. We have added a rule to enable Icebergs on only these products, which will be allowed as of the 25th:

AA, AE, AG, AH, AN, AS, AU, AW, CA, CO, MX, NA, NI, PB, SN, ZS

The following products will not support Icebergs:

SC, SR, AM, EA, UP, HC, CB, MD, OA, OC, OL, OM, ON, OP, OS, OZ, MA, MC, MZ

01/22/2021

Improvements

TT Rest API

Added TVTIC (trading_venue_trade_id_code) to the /fills endpoint. (v2.0)

01/22/2021

Improvements

Exchanges

Renaming EEX Spot products, to avoid confusion when selecting these products. These will be named as follows:

EEX EUA Spot / Alias: EUA Dec21 / Maturity: 12/16/2021 - as "EUA Spot Phase 3"

EEX EUA Spot / Alias: EUA Spot / Maturity: 12/14/2029 - as "EUA Spot Phase 4"

EEX EUAA Spot / Alias: EUAA Dec21 / Maturity: 12/16/2021 - as "EUAA Spot Phase 3"

EEX EUAA Spot / Alias: EUAA Spot / Maturity: 12/14/2029 - as "EUAA Spot Phase 4"

Inter-product Spread contracts for EUAA|EUA and EUA|EUA will also have associated legs renamed.

Example:
EUAA SPOT- EUA Spot Inter Product-  [expDate 2021] - as "EUAA Spot Ph3 – EUA Spot Ph3 Inter Product"

Example:
EUA Spot-EUA Jan21 Inter-Product -  [expDate 2021] - as "EUA Spot Ph3-EUA Jan21 Inter-Product"

01/22/2021

Improvements

TT .NET SDK

Exposed the TVTIC from Fill Object. (v3.0.0.36)

01/22/2021

Fixes

TT .NET SDK

Fixed an issue which resulted in order acknowledgement messages that were lost due to network connectivity problems. (v3.0.0.36)

01/22/2021

Fixes

TT .NET SDK

Fixed an issue that occasionally resulted in incorrect or missing Trade Leg data in Time & Sales (v3.0.0.36)

01/22/2021

Fixes

TT .NET SDK

Fixed an issue which resulted in looped queries for singular product. (v3.0.0.36)

01/22/2021

Improvements

TT .NET SDK

Added the ability for server side SDK applications to route synthetic orders. (v3.0.0.36)

01/22/2021

Improvements

Setup App

As of March 1 2021, all users subscribing to OSE and MEFF market data are required to sign market data agreements before being able to view market data for these markets. These agreements can be signed from the User- >Agreements tab in the Setup application. The Trade application will also prompt for a market data agreement if it is not already signed. Customers wishing to sign this agreement before the Mar 1 deadline can do so from within Setup (User- >Agreements)

01/22/2021

Improvements

Setup App

Setup administrators can now allow users to override exchange-specific user or account fields prior to submitting an order by checking "Client Can Override" checkbox in the Order tag Defaults tab. This setting is also available in User->Exchanges and Account->Exchanges screens. If the "Client Can Override" checkbox is unchecked, values configured in Setup will be sent to the exchange

01/22/2021

Plan

FIX Services

All FIX Services for the v134 release were initially deployed to UAT Data Centers at EOD December 15, 2020.

Production deployment was completed EOD Jan. 15, 2021, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Aurora, Frankfurt - A single FIX Market Data server in each cluster was upgraded.

Production deployment of FIX v134 is *paused* for the weekend of Jan. 22, 2021. No new deployemnts will take place.

Production deployment will resume EOD Jan. 29, 2021, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Aurora, Frankfurt - A single FIX server in each cluster will be upgraded for all FIX Services.

Production deployment will continue at EOD Feb. 5, 2021 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 in all remaining TT Data Centers will complete EOD Feb. 12, 2021.

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/general/System_Overview.html prior to release.

Version: v134

01/17/2021

Improvements

FIX Services

FIX Order Routing now supports instrument lookup by ISIN code (22=4 or 456=4) and Ticker (22=91 or 456=91).

Version: v134

01/17/2021

Improvements

FIX Services

Added tag 561, RoundLot, to SecDef (d) response messages. Tag 561 replaces the previously defined custom tag 16461 that was used in 7x sec def responses.

Version: v134

01/17/2021

Improvements

FIX Services

TT FIX fields User ID (18102) and TTID (10553) have been added to 35=AR, & AE messages.

Version: v134

01/17/2021

Improvements

FIX Services

For TT FIX 35=AE, AR messages, the tags 571, 16963 and 16964 are restricted and may not be modified by TT FIX rules.

Version: v134

01/17/2021

Improvements

FIX Services

FIX Drop Copy now supports an option to "Filter AOTC Executions & Add Compliance msgs for AOTC-triggered actions at the Exchange." When this setting is enabled, FIX Drop Copy will:
1) Generate compliance messages for AOTC fills / changes that occur against orders resting at the exchange
2) At the same time, drop any internal fill messages for that action
3) Drop the internal transfer fills/cancels for the aggressing order

Version: v134

01/17/2021

Improvements

FIX Services

When compliance feed is enabled on FIX drop copy, TT will populate all SecurityAltID types available in PDS for the instrument on 35=D/F/G/AB/AC compliance messages.

Version: v134

01/17/2021

Fixes

FIX Services

Fixed an issue with instrument lookup on ICE, ICE_L that could cause Staged Orders to be rejected for a small number of instruments where an EU-based MIC was present on an ICE US instrument or vice versa. Per ICE, these combinations of MIC and ICE Market Silo are as-designed.

Version: v134

01/17/2021

Fixes

FIX Services

Fixed an issue where execution reports involving rolling contracts could include incorrect reference data if the ER was sent via TT FIX on a date after the contract had rolled in PDS.

Version: v134

01/17/2021

Improvements

FIX Services

FIX Order router will now route rejects due to "Instrument not Found" to the Drop Copy session. If a valid account and user exist on the order, FIX OR will use those values, otherwise, it will use the Error Account + default user.

Version: v134

01/17/2021

Fixes

FIX Services

Fixed a race condition in regard to order fill updates to TextTT and other fields that sometimes caused the updated fill not to be delivered on FIX Drop Copy.

Version: v134

01/17/2021

Improvements

FIX Services

Added a new tag, 16568, LegAvgPx, to the 555 repeating group. LegAvgPx will will be populated on Summary Spread fill execution reports.

Version: v134

01/17/2021

Improvements

FIX Services

When tag 207 or 100 is provided on a recovery request, the market query is now inclusive of all synthetic markets.

Version: v134

01/15/2021

Fixes

Algos

Publication of Order Tag Defaults disabled in simulation environment to prevent additional latency on order initiation.

01/15/2021

Improvements

Setup App

A warning message now appears for FIX Drop Copy Session when Setup administrators enable the "Assign All Accounts" setting.

01/15/2021

Improvements

Algos

Order Tag Defaults can now be observed by synthetic parent orders. Previously these were only applied to the subsequent child orders.

01/15/2021

Improvements

ADL

Resolved issue where ADL export values were only visible to the user who launched the algo. Users who share an order book will now have visibility of algo export values.

01/15/2021

Fixes

Algos

A toast message will now be displayed for Time Duration orders if the pre-condition time settings conflict with the time settings of the time duration order. The user will be prompted to amend the pre-condition times.

01/15/2021

Fixes

ADL

Addressed a race condition that can lead to an algo failing stating 'Side Cannot be Changed' when amending the price of an order whilst in-flight to the exchange.

01/15/2021

Fixes

ADL

Resolved issue where ADL actioned two exit commands for a single virtualisation which resulted in an algojob crash.

01/15/2021

Improvements

Algos

Optimised initiation process of algo orders to make start times more consistent.

01/15/2021

Improvements

Algos

Maximum number of accounts has now been increased to 4,000 for algo server.

01/15/2021

Improvements

Algos

Order Tag Defaults are now applied to synthetic orders including their subsequent child orders.

01/15/2021

Fixes

Market Data

The 'day' in the Maturity Date field for Weekly Options on CME was incorrectly being populated with the week number instead of the correct date. This has now been fixed in UAT, and will be fixed in Production on 1/15/21.

01/08/2021

Fixes

Market Data

On HKEX, some asset classes were incorrect, causing FIX Tag 460 to be populated with the wrong value. Asset Class values have now been corrected.

01/07/2021

Fixes

Orders

Fixed an issue that sometimes caused rejected block trades incorrectly showing as filled in the Order Book and OFW.

01/07/2021

Improvements

Time & Sales

Improved the performance of Time and Sales when initiating subscriptions for large numbers of instruments.

01/07/2021

Improvements

Fills

As part of our OMS efforts we have added a new "Allocation" widget. This widget is applicable to partially filled or fully filled care orders that are in "locked" state, meaning the fills have yet to be released. We currently support two allocation methods: “Avg Price” and “Fill Prices”. We plan to support allocation to multiple accounts in the future.

01/07/2021

Improvements

Order Entry

We no longer display the "order routing is unavailable" error message on a staged order, with or w/out a connection. Even if the connection is down, the execution trader may decide to fill the order with a manual fill.

01/07/2021

Improvements

Settings

You can now optionally display a separator within large numeric values, e.g., thousands, millions, etc. This new global preference can be set as either a comma or a period, and does not apply to price values.

01/07/2021

Improvements

Order Entry

When submitting an order from TTW or TT Desktop, the appropriate value for the "position_effect" flag is now only sent as part of the order if the Open/Close button is available in the order entry widget for that market. Previously the flag was always sent and defaulted to "open" if the button was unavailable.

01/07/2021

Fixes

Time & Sales

Fixed an issue that sometimes caused Time & Sales to miss updates on strategy instruments that have been 'revived' at the exchange.

01/07/2021

Fixes

Strategy Creation

Fixed an issue that sometimes seeded incorrect future quantity calculation for Euronext Vola Strategies.

01/07/2021

Improvements

MD Trader

You can now optionally use the Profile selection to filter the working orders displayed on the MD Trader ladder. When filtering by profile, selecting a profile will filter orders on the price ladder, and position values will filter by account regardless of the profile selection. This new setting only applies to profiles defined in TT User Setup and is not applicable to local profiles set up in the front end either manually or uploaded via a .csv file. The setting is disabled when the Profile drop down control is not exposed in the Preferences > Orders page.

01/07/2021

Fixes

Order Entry

Fixed an issue that sometimes caused Order Ticket to seed an incorrect price from a click in Market Grid.

01/07/2021

Improvements

Order Book

The global Preferences > Orders page now includes a new "Order Book modification qty seeding" preference with two options: "Original Qty" and "Working Qty". Default = Original Qty, which corresponds to existing behavior. If "Working Qty" is selected, and you have an order to buy 30 and get partially filled on 12, when you select the order in the order book, the remaining working qty (18) will seed into the upper order modification pane, instead of the original qty of 30.

01/07/2021

Improvements

Settings

You can now designate individual accounts as "favorites" by left clicking a yellow star icon in the right side of the account dropdown list and/or in the Account List widget. Accounts marked as favorites are sorted to top in the dropdown list on order entry widgets and in the Account List widget.

01/07/2021

Improvements

Order Entry

You can now work care orders with MD Trader. Clicking the B/S button in the Order Book on a parent care order will now launch either an Order Ticket or an MD Trader based on the users preference setting for floating order entry style.

01/07/2021

Improvements

Order Entry

Order uploads via .csv files now supports "ChildOrderType" for TT Stop, TT Time Sliced, TT Time Duration and TT Volume Duration. Valid values are "Limit", "Market" and 'MLM". Note: "StopOrderType" should be used for TT Bracket and TT OCO.

01/07/2021

Improvements

Settings

We have significantly improved the TTW/TT Desktop user login startup process for downloading very large amounts of Order Tag Default records (OTDs) from TT User Setup. For a user with less than 10,000 OTDs there is no change to current behavior. However, users with more than 10k OTDs will only load the first 10k records at startup. The remaining records will be downloaded on an as-needed basis.

01/07/2021

Improvements

Settings

You can now create alerts in the Alert Manager using Originator and CurrentUser as part of the alert definition.

01/07/2021

Improvements

Settings

You can now designate individual Order Profiles as "favorites" by left clicking a yellow star icon in the right side of the Order Profile dropdown list and/or in the Order Profile widget. Profiles marked as favorites are sorted to top in the dropdown list on order entry widgets and in the Order Profile widget.

01/07/2021

Improvements

Order Entry

The Order Ticket SLED dropdown now only displays prefix options of "&" and "%".

01/07/2021

Improvements

Order Entry

When creating a child order of a parent staged order the Order Ticket now honors the Clearing Account "Client Can Override" setting in TTUS. The clearing account field in the Order ticket will display a preview of the value based on the TTUS value. If the "can override" setting is enabled in TTUS, the Order Ticket will allow the user to enter a new value if desired. If the setting is not enabled, the clearing account field will be disabled.

01/07/2021

Improvements

Blocktrader

You can now save Blocktrader widget settings as defaults.

01/07/2021

Improvements

Settings

You can now have as many order profile widgets as you would like in as many windows as you would like. Each order profile will update every window, and a change to one will be reflected in a change to the rest.