Release Notes

March 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

03/31/2021

Improvements

Orders

Order passing capabilities have been extended to include passing TT Order Types and Autospreader orders.

(Ref 89862)

03/31/2021

Improvements

Excel Linking

Removed the File menu link to download the Excel Add-In BETA version. Only the latest version of the add-in is available for use.

(Ref 127186)

03/31/2021

Improvements

Autospreader

When an Autospreader contains an Aggregator instrument as a leg, you can now configure separate accounts for each Aggregator leg.

(Ref 125160)

03/31/2021

Improvements

Charts

Charts now allow you to create, copy and save product level custom trading time schedules using the Trading Schedule widget.

(Ref 124747)

03/31/2021

Improvements

MD Trader

MD Trader now supports displaying Volume at Price (VAP) for synthetic Autospreader instruments.

(Ref 124744)

03/31/2021

Fixes

General

Fixed an issue that sometimes caused minimized widgets to restore in a blank state.

(Ref 124743)

03/31/2021

Improvements

MD Trader

In MD Trader after middle-click is performed to re-center, the action of typing a new number will now overwrite the order quantity value instead of appending to the value currently present in the order quantity edit box.

(Ref 124716)

03/31/2021

Improvements

Fills

You can now submit manual fills in accounts that are not mapped to a connection, e.g., an account used exclusively for staged orders.

(Ref 124714)

03/31/2021

Improvements

Options

The RFQ Viewer widget now supports LME.

(Ref 124712)

03/31/2021

Fixes

Orders

Fixed an issue that sometimes caused the order type to reset to Limit for a staged Stop Limit order.

(Ref 124710)

03/31/2021

Improvements

Time & Sales

Time and Sales widget now supports three levels of quantity filtering. The global quantity filter applies to both lived updates and historical data. New quantity filters at the product level and instrument level will filter live updates but will not apply to historical records.

(Ref 124610)

03/26/2021

Improvements

Market Data

Updated: Refinitiv is removing the prefix "1" from RIC codes for CME Futures and Spreads effective March 28, 2021. TT has made these changes in UAT, and will update Production on Friday, March 26th.

This was previously scheduled for Feb 28, but has been postponed one month.

(Ref 126011)

03/25/2021

Fixes

TT .NET SDK

Fixed an issue which resulted in the state being sent when not applicable. (v3.0.0.40)

(Ref 127224)

03/25/2021

Improvements

Exchanges

1. FEX market is available on TT platform for trading.
2. TT supports the following product types for ATHEX:
- Futures
- Options
- Tailored Strategy Markets (TSM)
3. Order matching is based on the Price-time priority.
4. TT supports the Request for Quote (RFQ) functionality for FEX.
5. TT supports Strategy Creation functionality for FEX.
6. Supported order types are Limit and Market for FEX.
7. Time in force values supported for FEX are FOK, Day, GTC, GIS and GTD.
8. Users need to accept the market data agreement in order to be able to trade in the market.

(Ref 127172)

03/24/2021

Fixes

Market Data

Last Trading Date will be corrected for the following products on the Montreal Exchange:

SCF
SXA
SXB
SXF
SXH
SXK
SXM
SXU
SXY
BSF

(Ref 126836)

03/19/2021

Improvements

Score

Updated Score URLs: TT Score has migrated to new simplified URLs which are available to use now. The old URLs are being retired. Please bookmark the new URLS.
Production: score.trade.tt
UAT: score-uat.trade.tt
Prod-Sim: score.trade.tt/sim

(Ref 127045)

03/19/2021

Fixes

Autospreader

Resolved Order Tag Default issue which could lead to synthetic orders which control Autospreader or Aggregator instruments failing to start.

(Ref 126397)

03/18/2021

Fixes

TT Rest API

Fixed an issue whereby the value of the 'lastPage' variable for the ttmonitor endpoints was incorrect.

(Ref 126732)

03/17/2021

Fixes

TT .NET SDK

Fixed an issue where multiple disconnects occurred due to missing pong messages resulted in order book synchronization issues. (v3.0.0.39)

(Ref 126807)

03/17/2021

Fixes

TT .NET SDK

Fixed a memory leak related to the dead-list timer. (v3.0.0.39)

(Ref 126806)

03/17/2021

Fixes

TT .NET SDK

Fixed an issue with the tradeDate field. (v3.0.0.39)

(Ref 126805)

03/17/2021

Improvements

TT .NET SDK

Enhanced the recovery process whereby the SDK now resubscribes the accounts automatically when EnableAccountFiltering is true. (v3.0.0.39)

(Ref 126804)

03/17/2021

Improvements

Order Entry

When an Order Ticket is set to Broker mode as the default, it will now launch as a Buy ticket from areas that previously opened in two button non-Broker mode, e.g., from Strategy Creation "Trade" button, and right click 'Open" menu. The Order Ticket will still open as a single Buy or sell when launched from clicking a bid or ask sell in Market Grid, as per previous behavior.

(Ref 125492)

03/16/2021

Fixes

FIX Services

Fixed an issue where processing a large number of Exchange Order/Fill Updates (OFU) could result in added latency on FIX order routing sessions or errors in drop copy session recovery after a network outage.

This fix also addressed an issue where OFU Trade Capture Report messages were being dropped on FIX order routing sessions regardless of whether "Send Exchange Fill Updates as Trade Correction Execution Reports" was enabled or not.

(Ref 126859)

Version: v134

03/13/2021

Improvements

Exchanges


1. Athex market is available on TT platform for trading.
2.TT will support the below product types for ATHEX

Stock and Index Futures
Stock and Index Options

3.The order matching is based on the Price-time priority.

4.The supported order types are Limit, Market, Stop Limit and Stop Market for Athex.
5.The Time on force values supported for Athex are IOC, FOK, Close and Opening.
6.The order types could be classified as Day and GTC orders for Athex as well.
7. The users need to accept the market data agreement in order to be able to trade in the market.

(Ref 126675)

03/08/2021

Improvements

Exchanges

TT now supports trading of Futures, Spreads and Options natively on the Tokyo Financial Exchange (TFX). Migration from TFX FIX Gateway to TFX Native Orders and Prices is now in progress in both the Live and UAT environments. All customers must complete migration to Native on or before March 31, 2021.

(Ref 126803)

03/05/2021

Fixes

Algos

Resolved issue where synthetic orders did not honour amendments to relative price settings (Limit Ticks Away) whilst in a 'waiting' status.

(Ref 126299)

03/05/2021

Fixes

Autospreader

Resolved Autospreader instrument subscription issue which could affect algos that drive Autospreaders preventing them from initiating,

(Ref 126298)

03/05/2021

Fixes

Algos

Resolved issue that could lead to synthetic orders not honouring their end time action post algo server recovery.

(Ref 125575)

03/04/2021

Fixes

TT Rest API

Fixed an issue in the POST endpoint for interproduct spreads.

(Ref 126335)

03/04/2021

Improvements

TT Rest API

Added the "isin" and "instrumentId" fields to the PDS /instruments and /instrument endpoints.

(Ref 126149)

03/02/2021

Improvements

Settings

We have added a new "Account and User Restrictions" widget to display within a single grid a read-only view of restrictions configured in TT User Setup. The data is organized within two tabbed views, one for Accounts and another for User permissions per account, and supports sorting, filtering and exporting as .csv and/or .xlsx files.

(Ref 123359)

03/02/2021

Improvements

Audit Trail

We have added a new "Audit Query" widget to define and run queries against the back end Ledger database and display the results in an Audit Trail style grid. You can save and re-run queries, "find" specific results within the returned record set, and export the results as .csv and/or .xlsx files.

(Ref 123327)