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.
| Production Start | Production Complete | Type | Component | Release Note |
|---|---|---|---|---|
06/25/2021 |
Improvements |
Score |
Model Update: The marking the close model now takes into account whether the traders are supplying or taking liquidity during the settlement period, causing higher scores for clusters where traders are aggressively trading and lower scores for when they are mostly being filled passively. In addition to this new feature other scoring features have been adjusted to give greater weight (i.e. higher scores) to traders who have higher percentages of the total market volume during settlement. Additionally, scoring features around price movement have been given less weight to prevent underscoring of aggressive activity that results in smaller price moves. (Ref 130880) |
|
06/25/2021 |
Improvements |
Exchanges |
Eurex and EEX have been upgraded to support the Eurex T7 9.1 upgrade, which will occur in production on June 28. (Ref 129030) |
|
06/22/2021 |
06/22/2021 |
Fixes |
TT Rest API |
Fixed an issue which occurred when requesting large numbers of positions. (Ref 130570) |
06/18/2021 |
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 |
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 |
06/14/2021 |
Plan |
Exchanges |
On June 14, TT will offer access to the Taiwan Futures Exchange (TAIFEX). (Ref 130336) |
06/14/2021 |
07/16/2021 |
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) |
06/12/2021 |
07/16/2021 |
Plan |
FIX Services |
All FIX Services for the v148 release were initially deployed to UAT Data Centers at EOD May 17, 2021. (Ref 129598) |
06/12/2021 |
07/16/2021 |
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. (Ref 129552) |
06/12/2021 |
07/16/2021 |
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. (Ref 129549) |
06/12/2021 |
07/16/2021 |
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) |
06/12/2021 |
07/16/2021 |
Improvements |
FIX Services |
Added TradePublishIndicator, FIX tag 1390 to TradeCaptureReport, 35=AE. (Ref 129532) |
06/12/2021 |
07/16/2021 |
Improvements |
FIX Services |
Added (10) new FIX tags for EchoDC_11 - EchoDC_20 as follows: (Ref 129531) |
06/12/2021 |
07/16/2021 |
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) |
06/12/2021 |
07/16/2021 |
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) |
06/12/2021 |
07/16/2021 |
Improvements |
FIX Services |
Added support in FIX tag 77, PositionEffect, for 77=F, "FIFO". Applicable to China markets only (CZCE, DCE, INE). (Ref 129525) |
06/12/2021 |
07/16/2021 |
Improvements |
FIX Services |
external note (Ref 129524) |
06/10/2021 |
06/10/2021 |
Improvements |
TT Rest API |
Added two new endpoints to expose aggregation of positions by product family. (Ref 130193) |
06/10/2021 |
06/10/2021 |
Fixes |
TT Rest API |
Added the missing "mineOnly" parameter back to the /accounts endpoint. (Ref 130192) |
06/10/2021 |
06/10/2021 |
Improvements |
TT Rest API |
Added company name to the company/{companyid} endpoint. (Ref 130191) |
06/09/2021 |
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 |
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 |
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 |
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 |
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 |
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 |
06/18/2021 |
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 |
06/18/2021 |
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 |
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 |
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. (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. (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 |
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) |
06/03/2021 |
06/03/2021 |
Improvements |
Trade |
The TT v20 release significantly improves both the TT browser and TT Desktop application memory utilization, order book and fill download performance and the internal performance of handling large numbers of orders, fills and price updates under heavy loads. (Ref 128096) |