Release Notes

June 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

06/18/2021

Improvements

Setup App

Setup Administrators can now enforce one of the following three two-factor authentication methods for all users in their company: SMS, Email or Google Authenticator. Users that do not enable two-factor authentication will not be allowed to log in. To enforce two-factor authentication go to the Company Settings option and select the Login Rules tab.

(Ref 130077)

06/17/2021

Fixes

TT Rest API

Fixed an issue where the user/{userid}/setting endpoint is timing out for view-only admin users.

(Ref 130366)

06/14/2021

Plan

Exchanges

On June 14, TT will offer access to the Taiwan Futures Exchange (TAIFEX).

Customers who would like access to this market should speak with their Customer Success or Onboarding representative.

(Ref 130336)

06/14/2021

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.

NOTE: This feature is available only to sessions logging in as FIX 4.4, not FIX 4.2.

(Ref 128737)

Version: v148

06/12/2021

Plan

FIX Services

All FIX Services for the v148 release were initially deployed to UAT Data Centers at EOD May 17, 2021.

Limited production deployment is expected to begin June 11, 2021 and will continue deployment to the full production environment over the following 3-4 weeks.

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 129598)

Version: v148

06/12/2021

Improvements

FIX Services

The "TT Retry" order type now supports microseconds in tag 168, EffectiveTime, using a format YYYYMMDD-HH:MM:SS.sssmmm, where 'mmm' represents the microseconds portion of the timestamp.

When EffectiveTime is specified with microsecond precision on a TT Retry order, the tag 168 value in the Execution Report returned in TT drop copy will also be specified with microsecond precision.

(Ref 129552)

Version: v148

06/12/2021

Improvements

FIX Services

Added (3) new string fields to TCR (AE) and TCR Ack (AR) / NoSides repeating group. These fields will populated when Order Tag Default values for "Text A", "Text B" or "Text C" are defined in TTUS for HKEx Wholesale Order types and other future wholesale order types, TBD.

Tag 16849 - SideTextA
Tag 16850 - SideTextB
Tag 16851 - SideTextC

(Ref 129549)

Version: v148

06/12/2021

Fixes

FIX Services

Fixed an issue where Drop Copy did not send orderID (tag 37) in short form for Compliance 35=D messages when the "Send Order ID in Short Form" session setting was enabled.

(Ref 129544)

Version: v148

06/12/2021

Improvements

FIX Services

Added TradePublishIndicator, FIX tag 1390 to TradeCaptureReport, 35=AE.

Description: Indicates if a trade should be reported via a market reporting service. The indicator governs all reporting services of the recipient.
Type: Int
Valid values:
>> 0 = Do Not Publish Trade
>> 1 = Publish Trade
>> 2 = Deferred Publication

(Ref 129532)

Version: v148

06/12/2021

Improvements

FIX Services

Added (10) new FIX tags for EchoDC_11 - EchoDC_20 as follows:

Name: EchoDC_11 -EchoDC_20
Description: Customer-defined text fields not sent to exchange, not displayed in GUI, not configurable in TTUS. Available only to FIX client applications.
FIX Tags: 16631 - 16640
Type: string; Required: No; Used in: 35=D/F/G/8/9

(Ref 129531)

Version: v148

06/12/2021

Improvements

FIX Services

Modified cancel request processing on FIX Order Router during Logon/Recovery such that Cancel requests received while Recovery is ongoing will be queued and submitted as soon as recovery is complete. Previous FIX OR behavior was to reject such requests during recovery.

(Ref 129530)

Version: v148

06/12/2021

Fixes

FIX Services

Fixed an issue where the Price Multiplier in symbol mapping rules for Drop Copy Execution Reports was not working if "Set Security ID Source (22)" was also enabled on that session.

(Ref 129529)

Version: v148

06/12/2021

Improvements

FIX Services

Added support in FIX tag 77, PositionEffect, for 77=F, "FIFO". Applicable to China markets only (CZCE, DCE, INE).

(Ref 129525)

Version: v148

06/12/2021

Improvements

FIX Services

external note

(Ref 129524)

Version: v148

06/10/2021

Improvements

TT Rest API

Added two new endpoints to expose aggregation of positions by product family.

(Ref 130193)

06/10/2021

Fixes

TT Rest API

Added the missing "mineOnly" parameter back to the /accounts endpoint.

(Ref 130192)

06/10/2021

Improvements

TT Rest API

Added company name to the company/{companyid} endpoint.

(Ref 130191)

06/09/2021

Improvements

TT .NET SDK

Deprecate the beta version. Applications still using the beta version will no longer start.

(Ref 130271)

06/09/2021

Improvements

TT .NET SDK

Exposed the aggressor_indicator property on order update messages. (v3.0.0.43)

(Ref 130099)

06/09/2021

Fixes

TT .NET SDK

Fixed an issue where the manual order indicator isn't set on a cancel request if the order was placed by TTW and cancelled by a TT .NET SDK application. (v3.0.0.43)

(Ref 130097)

06/09/2021

Fixes

TT .NET SDK

Fixed an internal issue related to price snapshots arriving before the subscription was added to a collection. (v3.0.0.43)

(Ref 130096)

06/09/2021

Improvements

TT .NET SDK

Exposed the crossing_order_prevention_action_type property on the Fill object. (v3.0.0.43)

(Ref 130095)

06/09/2021

Improvements

TT .NET SDK

Added support for the ability to receive exported variable updates for ADL algos launched by other users with whom you share an order book. (v3.0.0.43)

(Ref 130094)

06/05/2021

Improvements

Autospreader

Implemented enhancement which prevents Autospreader from leaving unmanaged child orders in the market post recovery.

(Ref 130133)

06/05/2021

Improvements

TT Algos

Add missing FIX tags in ATDL for TT Order Types

(Ref 130132)

06/05/2021

Fixes

TT Algos

Resolved issue where TT Synthetic orders with an End Time action of 'Go To market' can fail to report fills if the market order is filled across multiple levels.

(Ref 130131)

06/05/2021

Improvements

TT Algos

The following TT Slice order types are now support recovery: Time Duration, Time Sliced, Volume Duration, Volume Sliced.

(Ref 130130)

06/05/2021

Improvements

Algos

Enhancement made to ensure that all relevant FIX fields are reported for algos that have undergone recovery.

(Ref 130129)

06/05/2021

Improvements

Algos

Optimisations have been made to synthetic order types that generate a slice schedule to prevent them from hogging threads on the algo server which can impact the performance of other working orders.

(Ref 130128)

06/05/2021

Fixes

ADL

Resolved issue that prevented ADL from subscribing to market data for certain instruments.

(Ref 130127)

06/05/2021

Fixes

ADL

Resolved issue where an algo that failed the recovery process appeared in a working state when manually resumed by the user.

(Ref 130126)

06/05/2021

Fixes

Algos

'Fast Market' has now been added to the list of open states for price deviation. This will allow price reasonability checks to be conducted in the same manner as if the market were in an open state.

(Ref 130125)

06/05/2021

Improvements

Algos

Resolved issue where child order fills fail to be published if the parent order has entered a failed state.

(Ref 130123)

06/05/2021

Improvements

Algos

Enhancement made to algo initiation process that see's compilation take place on a dedicated thread. This addresses issues where synthetic orders can become stuck behind large compiling algos leading to extended start times.

(Ref 130109)

06/05/2021

Improvements

Autospreader

Autospreader enhanced to prevent spread orders being cancelled unintentionally upon receiving a child order rejection due to a pending change.

(Ref 129740)

06/04/2021

Improvements

Score

Model Enhancement: TT Score's spoofing models now use market volume and price level data to compare against a traders maximum disclosed volume as a scoring feature. The effect of this is a reduction in cluster scores when a traders working volume is not sufficient in size to impact the market at the time an opposite side fill is achieved.

(Ref 130165)

06/04/2021

Improvements

Setup App

Setup Administrators can now expand or collapse every level of an account hierarchy and view accounts in large hierarchies quickly.

(Ref 130076)

06/04/2021

Improvements

Score

New report available: Score trends are available as a new report on Score's reports tab accessed via the dashboard. The user selects a date range and the desired metrics and Score generates an interactive report that shows the selected metrics over time by model, trader, account or instrument. A company summary chart will be at the top of the report and the selected grouping will be populated below, each with their own interactive chart.

(Ref 130015)

06/04/2021

Improvements

Exchanges

ICE EU Emissions Allowance Futures and Options products have been transitioned from the market data group IFEC to NDEX. The products are mentioned below.

ECF - EUA Future
EFO - EUA Futures Options (Futures Style Margin)
ECP - ICE EUA Daily Futures
CEU- EUAA Future

The customers needs to have access to Endex Market data group in order to trade these products.

ICE will cancel all the open GTD and GTC orders for these affected products during the migration process this weekend.

(Ref 129383)

06/04/2021

Improvements

Algos

Implemented ClOrdId / OrigClOrdId semantics for FIX Drop Copy for orders that do not originate via FIX

(Ref 129017)

06/04/2021

Fixes

TT Order Types

Resolved issue where the 'Market at End Time' function on TT Order Types can lead to the Parent order appearing to be under filled when the market order is filled across multiple levels.

(Ref 128984)

06/04/2021

Improvements

TT Order Types

Enhancement made to allow Text_tt field to be modified for terminated algo orders.

(Ref 128473)

06/04/2021

Improvements

TT Order Types

Enhanced the way TT Algos handle partial fill messages that are grouped by the exchange. Instead of publishing the grouped fill message we now display information of each individual partial fill.

(Ref 128467)

06/04/2021

Improvements

TT Order Types

Enhanced the way in which synthetic orders handle the expiration of unfilled child orders.

Should a parent order be either GTD or GTC without 'Auto Resubmit' enabled on the GTD child order, an order status of 'Expired' will now be published.

(Ref 128465)

06/04/2021

Improvements

TT Order Types

Resolved issue where TT Stop Market orders would incorrectly display a Limit Price when worked as part of an OCO

(Ref 128463)

06/04/2021

Fixes

TT Order Types

Resolved issue where average fill price was displayed incorrectly for orders that were paused/resumed whilst partially filled.

(Ref 128457)

06/04/2021

Improvements

Setup App

Setup administrators can choose to risk check energy products in contracts by checking the "Enforce energy limits in Contracts" checkbox for user, account or risk group limits. If this checkbox is unchecked, risk for energy products is calculated in flow. Note that this setting doesn't affect how contracts are traded.

(Ref 118025)