Release Notes

May 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

05/28/2021

Fixes

ADL

Resolved issue where ADL algos could pause unexpectedly due to the incorrect publication of a market state.

(Ref 128472)

05/24/2021

Improvements

Options

We will support placing Cabinet orders on options products where the exchange supports this order type.

(Ref 91610)

05/21/2021

Plan

Orders

TT will remove default values sent on orders to Eurex and EEX, which had been implemented with the launch of MiFID II and were intended to ensure customer orders were not rejected at that time. Customers must ensure that these values are correctly populated as of Monday, May 24:

Trading Capacity
Client ID
Liquidity Provision
Execution Decision ID

This change will be deployed on a limited basis today, and to the remaining Eurex and EEX nodes for trading on Tuesday, May 25.

(Ref 127745)

05/19/2021

Improvements

ADL

TT has changed the number of ADL algos that can be run simultaneously in the simulation and user-acceptance-testing environments to at least 25 per region but possibly more depending upon system load.

(Ref 129556)

05/19/2021

Improvements

ADL

Attention ADL Users: TT will be changing the number of ADL algos that can be run simultaneously in the simulation environment to at least 25 per region but possibly more depending upon system load.

(Ref 129345)

05/17/2021

Improvements

Exchanges

Access to Order and Price Testing for The Japan Exchange's new J-GATE 3.0 API is now available under the new "JPX" Market. Access is provided for the purpose of completing Holiday/Weekend Testing as mandated by the exchange. Customers should be aware that initial releases may differ from final production release versions and should not be used for verifying functionality outside of what's outlined in Holiday/Weekend Testing test plans.

"JPX" Subscriber/FIX Market Data must be enabled before users can access J-GATE 3.0 prices via user interfaces. New "JPX" Connections need to be created in order to route J-GATE 3.0 orders.

(Ref 129271)

05/14/2021

Improvements

General

We have modified the sever cluster that handles logins and token management. Existing browser bookmarks used to access the trading platform that point directly to id.tradingtechnologies.com should be deleted and recreated to point directly to trade.tt. These existing bookmarks will continue to function, but will require entering your credentials multiple times to access the platform.

(Ref 129374)

05/13/2021

Fixes

Fills

Fixed an issue that sometimes caused Eurex OTC trades to display duplicate fills (aka closed orders) in the Order Book and Orders and Fills widget (OFW).

(Ref 129390)

05/11/2021

Improvements

TT .NET SDK

Added support for EPIQ/PIQ in Server Side Mode. (v3.0.0.41)

(Ref 129150)

05/11/2021

Fixes

TT .NET SDK

Fixed an issue associated with the delivery of settlement prices which don't change. (v3.0.0.41)

(Ref 129149)

05/07/2021

Fixes

Autospreader

Resolved issue with a CME host (ar0srv45) where Algo manged Autospreader orders were failing to send child orders.

(Ref 129012)

05/07/2021

Improvements

Score

New Feature: Score users can now create custom alerts that trigger when user's selected criteria are met. For example, a user can create an alert which will send the user, or a group of users, an email whenever an model scores above a certain range. In addition to the email, the generated alerts will also be viewable from the new alerts page, accessible via the Score Dashboard, where users can navigate directly to the clusters that caused the alert to trigger.

(Ref 128083)

05/06/2021

Fixes

TT Rest API

Fixed an issue with the email address mapping in the user/{userid} endpoint.

(Ref 128797)

05/03/2021

Improvements

MD Trader

We have noticeably improved the display performance of MD Trader for market data prices and order, fill and position updates.

(Ref 129018)

05/03/2021

Improvements

Positions

The Positions widget now provides a new "Matrix" view style that rollups instrument positions into rows of custom defined product groups (in the left column) and displays the position totals for those products within the various contract months as columns (across the top). This helps manage long/short exposure to an aggregated view across "groups" of related products. For example, a custom "WTI" group could consist of futures contracts traded at both CME and ICE, e.g., CME CL, CME CLT (TAS), ICE WBS and ICE WBS_Z. When in matrix view, simply right click on product rows and "Create group" and/or "Add to group". In this view you can perform actions similar to the normal view, .e.g, right click to open an order entry widget or create a manual fill.

(Ref 127498)

05/03/2021

Fixes

Blocktrader

Blocktrader will now correctly report the clearing account and order profile information on both buy/sell sides. Note: This release note announces the client front end fix only; the complete solution requires an order connector fix DEB-126894 to also be deployed.

(Ref 127351)

05/03/2021

Improvements

Blocktrader

Blocktrader now allows you to specify counterparties with free form text instead of using a predefined dropdown list.

(Ref 127349)

05/03/2021

Improvements

Settings

To better alert when you have a hang or a missed hedge on an Autospreader leg order, you can now set a sound for "Unfilled hedge order".

(Ref 127316)

05/03/2021

Improvements

Orders

The Order Book, Fills widget and Audit Trail now include two new optional columns to help identify and manage staged orders and fills and their related child orders/fills. (1) A "Staged" column displays "Staged" on parent staged orders/fills and is empty on other orders/fills. (2) A "StagedOrderID" column displays the staged order parent id on parent staged order itself and all related child orders/fills. Both columns include filterable choices of '<empty>" and "<not empty>" to help filter in or out various combinations.

(Ref 127314)

05/03/2021

Improvements

Order Entry

In order entry widgets, the Clearing Account field is now intentionally not populated when the TT Account does not have a clearing account value specified in Setup or in a local Order Profile, but instead displays "<Clearing Acct>" in italics. This helps prevent potential problems if a user tries to perform a Cancel/Replace for the order later on. As per existing behavior, if the TT Account does have a clearing account value specified in Setup or in a local Order Profile, then that value will still be displayed.

(Ref 127312)

05/03/2021

Fixes

Strategy Creation

Resolved issues with Strategy Creation price/delta input and scrolling.

(Ref 127306)

05/03/2021

Improvements

Settings

You can now set sounds for order changes and for cancel/modification requests on claimed staged orders.

(Ref 127303)

05/03/2021

Improvements

Order Entry

The Order Book "Repeat" order feature now behaves as per the "Close on submit" global Preference.

(Ref 127302)

05/03/2021

Improvements

Blocktrader

Blocktrader now allows you to set custom prices for each option leg when selecting a ICE or ICE_L multi-leg strategy.

(Ref 127301)

05/03/2021

Improvements

General

Column filter dropdown lists in grid based widgets, e.g., Order Book, Fills widget and Audit Trail, now consider other filters already applied and display the subset of items that exist in the filtered collection sorted to the top of the list of available filter items. A separator line distinguishes the included items above all the other potential available filter items.

(Ref 127299)

05/03/2021

Improvements

Blocktrader

Blocktrader now allows you to submit wholesale orders on ICE and ICE_L that are tagged as "Delayed Publication," meaning the exchange does not publish them immediately.

(Ref 127297)

05/03/2021

Improvements

Autospreader

You can now share Autospreader and Aggregator definitions. A "Share" checkbox is available on the Autospreader and Aggregator configuration dialogs, which when checked will share that specific definition upon save. There is also a "Share" button on the toolbar on the Autospreader and Aggregator widgets, which will apply the share attribute to the selected spread definitions as a quick way to share multiple spreads. A "Visibility" column on the Autospreader and Aggregator widgets displays the read only state of the shared/unshared status of each spread definition as either "Shared" or "Local". Shared configs are available to everyone in the company. Note, we do not plan to offer an "unshare" feature. If a user wants to unshare a currently shared spread definition, they can Copy the current spreads, and then Delete the original spreads that were shared.

(Ref 127294)

05/03/2021

Improvements

Order Book

The Order Book now requires that modifications to parameter values on paused TT Order Types, e.g. a TT Iceberg in paused state, will be performed via 'Cxl/Replace" instead of using the "Change" button. This ensures that all values on the paused parent will be correctly applied to the new order.

(Ref 127283)

05/03/2021

Improvements

Options

Watchlist will now retain saved strategies even though they have been "purged" by the exchange. "Purged" refers to strategies that an exchange has made inactive, even though they can still be traded. For example, CME purges custom strategies each weekend, and covered strategies are purged each evening. At Euronext and Eurex, strategies are purged each evening. The exception to all of these is if a working order exists in a particular strategy the exchange will not purge it. Note: Watchlist will still remove "expired" strategies, e.g., those with at least one leg that has expired and can no longer be traded, and the strategy can no longer be recreated or traded.

(Ref 127281)

05/03/2021

Improvements

Orders

The Order Book now allows you to "stitch" together staged orders on option contracts into a parent staged order for an exchange listed strategy for those option contracts.

(Ref 127264)

05/03/2021

Improvements

Options

Strategy Creation now allows you to create custom strategies with common stocks as hedges on markets where we do not support execution of the stock itself, e.g., ICE_L and Euronext.

(Ref 127263)

05/03/2021

Improvements

Order Book

The Order Book now allows you to modify the TextTT value on a working Autospreader order using the "Change" button without the need to perform a 'Cxl/Replace". The new value on the working parent will automatically be applied to the child leg orders. Note: Changes to a filled Autospreader parent order will not propagate to the child fills.

(Ref 127262)

05/03/2021

Improvements

Time & Sales

The Time and Sales widget will now automatically remove contracts after they expire.

(Ref 127261)

05/03/2021

Improvements

Settings

The global Preferences > Orders page now includes an optional setting to limit popup notification of new staged orders to just your own new staged orders when sharing the account with others.

(Ref 127260)

05/03/2021

Improvements

Settings

The Order Profiles widget now displays a warning message when you upload new profiles via csv or make changes to existing profiles, save those changes locally but have not published the changes.

(Ref 127258)

05/03/2021

Improvements

General

Account dropdown lists no longer display "restricted accounts", e.g., accounts that a carry broker has shared with an introducing broker.

(Ref 127254)

05/03/2021

Improvements

Order Book

The Order Book now restores the "flashing" behavior of stage order "pending cancel/change" requests after refresh or upon opening a new Order Book.

(Ref 127209)

05/03/2021

Improvements

Strategy Creation

Strategy Creation widget now allows you to reseed "expired" strategies, e.g., those strategies that display a status of "no longer exists", to tweak or recreate them and also send them to the Watchlist.

(Ref 127207)

05/03/2021

Improvements

Positions

The Positions widget now includes an optional setting to "Save all rows in collapsed state". When checked, newly added position rows will display collapsed (instead of expanded). When saved as the default, newly opened Positions widgets will display the rows as collapsed.

(Ref 127206)

05/03/2021

Improvements

Orders

The Options Chain now allows you to optionally apply "heat mapping" and indicate implied prices and edge relative to the limit price and the theoretical underlying price when the underlying price is locked.

(Ref 127202)

05/03/2021

Improvements

Market Grid

Added support in Market Grid for detailed depth on CME BrokerTec.

(Ref 127193)

05/03/2021

Improvements

Order Book

The Order Book upper panel now allows you to save the currently applied set of filters as "Quick view" buttons. You can expose this feature by right clicking in the top order modification panel of the Order Book (near the Working/Filled/All buttons) and selecting "Show/hide > Quick views".

(Ref 127167)

05/03/2021

Improvements

Blocktrader

In the Order Book, you can now select two staged orders for the same instrument and order quantity with opposite buy/sell sides and right click and "Send to Blocktrader". Note this feature is not available for exchanges which operate using an "older" Trade Report format, specifically Eurex, ICE, ICE_L and CME.

(Ref 127135)

05/03/2021

Improvements

Blocktrader

Blocktrader now supports designating counterparties for OSE, HKEX and IDEM.

(Ref 127134)

05/03/2021

Improvements

General

Order uploads via .csv files now correctly support seconds values in the "StartTime" and "EndTime" fields for TT Order Types when the time portion of those fields is formatted as HH:MM:SS. Also, instead of a date/time string, the "EndTime" field can also be set as "Day" or GTC". When used in this manner, the overall order "TIF" field can be left blank and the parent order will set to either Day or GTC accordingly.

(Ref 127131)

05/03/2021

Improvements

Orders

The global Preferences > Orders page > Confirm section now includes an optional setting to confirm actions taken on staged order alert popup messages.

(Ref 126983)

05/03/2021

Improvements

Orders

The global Preferences > Orders page now includes an optional setting to receive popup notification of cancel/change requests on claimed staged orders.

(Ref 126982)

05/03/2021

Improvements

Spread Matrix

Spread Matrix now displays LME prompt months in their correct order from left to right.

(Ref 126981)

05/03/2021

Improvements

General

The "Market Views" section of the Widgets dropdown list now includes a new "Exchange News" widget which displays text string messages from the exchange price feed. Currently only news messages from the B3 exchange are supported in this widget.

(Ref 126980)

05/03/2021

Improvements

Blocktrader

You can now select TIFs Day and IOC for CME Request for Cross orders in Blocktrader.

(Ref 126975)

05/03/2021

Improvements

General

Added support for properly displaying risk reject messages when trading in "flow" mode.

(Ref 126974)

05/03/2021

Improvements

General

You can now set tab text colors, not just the background colors.

(Ref 126973)

05/03/2021

Improvements

Options

The "Long Strategy Name" on covered strategies now includes the underlying price.

(Ref 126962)

05/03/2021

Improvements

Options

You can now execute cabinet trades on options contracts by submitting the order with a price of zero (0).

(Ref 126958)

05/03/2021

Improvements

Algo Dashboard

There is a new global Preference on the "Algos & Autospreader" page named "Per-market Account selection for ADL Algos". When enabled, you only need to enter one account for multi-leg algos and that account will be used as the account for orders on all of the legs.

(Ref 126955)

05/03/2021

Improvements

General

You can now search the filter dropdown list of text based columns using "contains" or "exact match". This is available in TextA, TextB, TextC, TextTT and the ten EchoDC columns.

(Ref 126948)

05/03/2021

Improvements

Options

You can now multi-select products in the Family section of the Explorer in Trade Monitor.

(Ref 126945)

05/03/2021

Improvements

Autotrader

Autotrader now includes optional columns for Originator and CurrentUser.

(Ref 118653)

05/03/2021

Fixes

Blocktrader

Fixed an issue that prevented Blocktrader from not always seeding from an Order Profile. Note that order profile values, e.g., Account, Give Up, etc., will not seed the controls in Blocktrader until you also select a contract.

(Ref 117921)