Release Notes

April 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

04/13/2021

Fixes

TT Rest API

Fixed the company/productmargin endpoint to take empty values into account when filtering.

(Ref 127661)

04/13/2021

Improvements

TT Rest API

Added the Account Type enumeration mapping information to the ttsetup/commondata endpoint.

(Ref 127660)

04/09/2021

Fixes

Score

Fixes wash trade model clustering time issue that, in rare circumstances, caused wash trades to score zero while scoring 100 in cross trading instead.

(Ref 127594)

04/09/2021

Fixes

Score

Fixed issue where, under certain conditions, a cluster that was reviewed appeared to remain in an unreviewed state while another cluster on the cluster list would appear to be marked as reviewed.

(Ref 127592)

04/09/2021

Improvements

Score

New Score report available: User can now run reports on what, and how much, data is processed by Score and well as how many results were generated over the selected period of time.

(Ref 127591)

04/09/2021

Improvements

Score

Additional Model Statistics: Four additional statistics are now displayed on the scorecard for the Marking the Close model: Trader volume during settlement, market volume during settlement, last market price prior to settlement period, and trader settlement period VWAP.

(Ref 127589)

04/07/2021

Improvements

Orders

BIST has ceased support of Market orders. This order type has been removed from order type selection.

(Ref 127221)

04/06/2021

Improvements

Order Entry

Deployed BestEx bank algos to production for trading in prod-live.

(Ref 127528)

04/03/2021

Improvements

FIX Services

Added support for tags 18220, 'BrokerID' and 18221, 'CompanyID' fields to TradeCaptureReportAck (35=AR).

(Ref 125930)

Version: v139

04/03/2021

Improvements

FIX Services

Added support for symbol mapping of Multileg orders. On inbound order messages, when 54=B or 54=C is present for the multileg instrument, the FIX engine will search for an applicable symbol mapping rule with symbol pattern = "Multileg" and based on the value of LegSymbol / tag 624 instead of tag 55.

(Ref 125926)

Version: v139

04/03/2021

Improvements

FIX Services

The following tags have been added to the TT FIX schema file and are reserved by TT. The tags will not appear in FIX messages unless enabled by TT for specific customers.

Tag 16965: NoTTReserved, Type: NumInGroup
Tag 16966: TTReservedName, Type: String
Tag 16967: TTReservedValue, Type: Int

<group name='NoTTReserved' required='N'>
<field name='TTReservedName' required='N' />
<field name='TTReservedValue' required='N' />
</group>

(Ref 125924)

Version: v139

04/03/2021

Improvements

FIX Services

Added support for a new session setting in Drop Copy: "Report Synthetic Leg Orders via FIX for Multileg Orders." Support includes a synthesized order audit trail for each leg including: New Order ACKs, Changes, Expirys and Cancels.
* Compliance Feed messages are *not* generated for syntheitc leg orders
* Synthetic leg orders for OTC orders are not supported

(Ref 125923)

Version: v139

04/03/2021

Improvements

FIX Services

Added support for tag 18218 to incoming Trade Capture Report messages to allow lookup of Order Profile ID in TT Setup.

(Ref 125921)

Version: v139

04/03/2021

Improvements

FIX Services

FIX Services for the v139 release have been deployed in UAT since Feb. 20.

Production deployment of v139 for all FIX Services has begun as of April 2 with limited deployement to Aurora and Sao Paolo TT data centers. Deployment will continue incrementally over the next (3) weekends, completing on April 23.

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.

(Ref 125919)

Version: v139

04/03/2021

Improvements

FIX Services

Modified FIX services to ensure that when a Cancel or Cancel/Replace request is received by FIX Order Router after the order is already in completed or terminal state, that the order status on the reject (35=9) matches the status of the completed / terminal state of the order.

(Ref 125918)

Version: v139

04/01/2021

Fixes

TT Rest API

Fixed an issue where the productPosition query parameter is not being transferred to the back end in the /positions endpoint.

(Ref 127348)

04/01/2021

Fixes

TT Rest API

Fixed an issue where requesting positions via /positions for a given account returns positions for all accounts.

(Ref 127347)