Release Notes

July 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.


Production Start Production Complete Type Component Release Note

07/29/2021

Fixes

TT .NET SDK

Reverted a prior change for upcoming market data entitlement changes. (v3.0.0.46)

(Ref 132062)

07/23/2021

Improvements

Score

This new compliance report is focused on investigation statistics and cluster review statistics. User can select between summaries of investigations or reviewed clusters over a selected period of time.

(Ref 131902)

07/23/2021

Improvements

Score

TT Score has a new dashboard that displays recent model statistics, alerts and reports as well as the users current investigations. Users can now perform many Score tasks directly from the dashboard and navigate easily to the various areas of Score.

(Ref 131901)

07/23/2021

07/23/2021

Improvements

Exchanges

On Eurex and EEX, an Execution Decision Qualifier of 24 (Human) will be sent to the exchange when an Execution Decision ID of 3 is sent by the Customer on the order.

(Ref 131875)

07/23/2021

Improvements

Score

Model update: The marking the close model now measures tick changes rather that percent price move to measure potential price impact of trader activity. This improvement allows for more consistent scoring across various prices. With this change there are now updated scorecard statistics that reflect tick moves.

(Ref 131766)

07/20/2021

07/20/2021

Improvements

Exchanges

TT now supports the Warsaw Stock Exchange (WSE). Please contact your Strategic Support & Implementation Manager for details.

(Ref 131625)

07/16/2021

07/16/2021

Improvements

Setup App

Setup administrators can now configure optional, user-defined text fields, "Free-form 1" through "Free-form 20" in the Order Tag Defaults Tab. Note that free-form text fields remain on submitted orders in the TT system, but are not sent to the exchange.

(Ref 130592)

07/14/2021

07/14/2021

Fixes

TT .NET SDK

Fixed an issue which resulted in child orders of third party algos were skipped when calculating positions. (v3.0.0.45)

(Ref 131562)

07/13/2021

07/13/2021

Fixes

TT .NET SDK

Fixed an issue which resulted in the inability to route third party algo orders using an account with multiple connections. (v3.0.0.45)

(Ref 131412)

07/10/2021

07/10/2021

Improvements

ADL

Added support for recovering ADL algos after a restart of Algo Server. See https://library.tradingtechnologies.com/adl/ac-recovery.html for details.

(Ref 131429)

07/09/2021

07/09/2021

Improvements

Algos

Implemented 'With A Tick' order type as an OMA algo. This gives users the ability to apply WAT logic to a pre-existing order from either the Order Book or Floating Order Book windows.

The user specifies a minimum quantity threshold that must be present on the opposing side of the market a single tick from the current working order price. Should the available quantity at the opposing price be less than the defined quantity, the order price will be adjusted into the market by a single tick.

(Ref 131043)

07/09/2021

07/16/2021

Fixes

Autospreader

Resolved ASE issue which could lead to excessive quoting due to frequent quantity changes,

(Ref 131040)

07/09/2021

07/16/2021

Fixes

Autospreader

Resolved issue where ASE configurations which contain a decimal leg ratio could incorrectly cancel a quote order based on insufficient lean quantity. The order would only observe the inside market instead of walking the depth to find adequate liquidity.

(Ref 131036)

07/09/2021

07/09/2021

Improvements

Autospreader Rules

Enhancement made to the 'Inside Smart Quote' rule to prevent the order quantity from increasing when outside of the adjustment range when leaning on the inside market.
Should the user specify an minimum lean quantity value of 1, the Autospreader will dynamically adjust (increase/decrease) the quote order quantity based on the available lean quantity. The rule has been enhanced so no increases to the quote order quantity will be permitted when outside of the users defined adjustment range. This is to minimise the number of messages sent to the exchange and to prevent loss of queue position.
Defensive requotes will still occur in the previous manor.

(Ref 126999)

07/08/2021

07/08/2021

Fixes

TT .NET SDK

Fixed an issue where the GetCounterpartyInfo property was not returning the participation number. (v3.0.0.44)

(Ref 131282)

07/08/2021

07/08/2021

Improvements

TT .NET SDK

Enhanced internal routing logic for 3rd party algos. (v3.0.0.44)

(Ref 131278)

07/08/2021

07/08/2021

Improvements

TT .NET SDK

Exposed the enumerated values for 3rd party algos. (v3.0.0.44)

(Ref 131276)

07/08/2021

07/08/2021

Improvements

TT .NET SDK

Added the ability to create exchange strategy definitions. (v3.0.0.44)

(Ref 131275)

07/08/2021

07/08/2021

Fixes

TT Rest API

Fixed an issue which resulted in missing positions when there is only a spread position for a given account.

(Ref 131273)

07/05/2021

Improvements

Exchanges

Access to KOSPI 200 Weekly Options is now available through TT's KRX market under product code "WKI."
Customers who already have access to KRX Market data will receive access to the new products automatically.

(Ref 131026)