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 |
|---|---|---|---|
04/30/2021 |
Fixes |
FIX Services |
Added support for FIX tag 789, NextExpectedMsgSeqNum, in the 35=5 Logout message. When TT disconnects a FIX Order Routing or Drop Copy session due to sequence number mismatch, the 35=5 Logout message back to the FIX client will now include the next expected sequence number in tag 789 to facilitate session resynchronization. (Ref 128737) |
04/30/2021 |
Fixes |
Orders |
MEFF Options Strategies have been fixed to address duplicate contract display names, incorrect combinations of 'cash' and 'physical' leg types, and incorrect option schemes. (Ref 127983) |
04/30/2021 |
Improvements |
Setup App |
Setup administrators can now configure office location addresses. CME requires clients to be reported by desk address, and this new feature allows you mass-assign office locations to groups of users. By default, users are assigned the default company address that TT has entered, so companies with only one location do not need to enter additional office locations. If your firm does not access CME, you can still take advantage of office locations as an alternative to adding addresses to each user. (Ref 127705) |
04/29/2021 |
Improvements |
Blocktrader |
Blocktrader now includes TextB as an editable free form text field for all HKEX wholesale types. (Note: this release note announces the Blocktrader front end change only. Full support requires back end Order Connector support). (Ref 128789) |
04/29/2021 |
Improvements |
Order Entry |
When a staged order is submitted via FIX using an order type that is not supported at the exchange, and the order is claimed, the Order Ticket launched to work the order now displays a warning message and the order type dropdown is blanked out. The order can be successfully worked using a supported order type. (Ref 128787) |
04/23/2021 |
Improvements |
Setup App |
Added a new field, "Persist Trader ID on order change" to Eurex Order Tag Defaults. This field is unchecked by default. If Administrators check this setting, Eurex Trader ID is not updated on order cancelation or modification. (Ref 128519) |
04/23/2021 |
Improvements |
FIX Services |
Added support in FIX Drop Copy for a new session option: "Report Originator instead of Current User". When enabled, FIX will use the Order Originator user data to populate tags 129|10553|18102 in all order workflows. When the box is unchecked (the default), then current user data is used. (Ref 128476) |
04/23/2021 |
Improvements |
FIX Services |
The checkbox option tp "Force Sending of Head fills before Leg Fills" checkbox under Order Routing and Drop Copy OUT FIX session tabs is now applicable to FIX 4.2 sessions, whereas as previously the option was only supported for FIX 4.4 sessions. (Ref 128474) |
04/21/2021 |
Improvements |
Excel Linking |
We have released a new TT Excel Add-in version 21.04. This version significantly improves performance when handling large order and fill sets via RTD. It also now operates when using a web proxy. As part of this release, the current TT Desktop v5.0.5 installer package now includes this new TT Excel Add-In version bundled in as part of the TTD install. Note that no changes have been made to the TT Desktop application other than including this new Excel Add-in. (Ref 128431) |
04/21/2021 |
Improvements |
General |
Added logging for these actions to the TT User Action Log: Change profile, change account, create strategy, approve/reject care order modification/cancel requests, change price, quantity and submit order in Blocktrader, and change the order type on an existing order in the Order Book. (Ref 128384) |
04/20/2021 |
Fixes |
TT Rest API |
Fixed an issue which resulted in 303 responses from the Risk /report endpoints. (Ref 128375) |
04/17/2021 |
Improvements |
Aggregator |
Enhancement made to Autospreader to support multiple account settings within a single component leg. This enables Aggregator to assign different accounts to each of it's component legs when used as part of an Autospreader. (Ref 127130) |
04/17/2021 |
Improvements |
Autospreader |
Resolved issue where the incorrect time/date was being displayed for client time sent (OrigiTime). (Ref 127129) |
04/17/2021 |
Fixes |
Autospreader |
Resolved issue that can lead to excessive position reserve messaging (Ref 124709) |
04/17/2021 |
Improvements |
Aggregator |
Enhancement made to the way Aggregator handles change requests to prevent scenarios where orders can become unresponsive due to a pending change. (Ref 124607) |
04/17/2021 |
Fixes |
Aggregator |
Resolved issue found in simulation which could lead to Autospreader and Aggregator failing to submit orders due to a mismatch of party_id. (Ref 124605) |
04/17/2021 |
Improvements |
Autospreader |
Autospreader now supports the calculation of spread prices in Yield. (Ref 124597) |
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) |
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) |
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. (Ref 125924) |
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. (Ref 125923) |
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) |
04/03/2021 |
Improvements |
FIX Services |
FIX Services for the v139 release have been deployed in UAT since Feb. 20. (Ref 125919) |
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) |
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) |