Release Notes

September 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

09/22/2021

09/22/2021

Fixes

TT .NET SDK

Fixed an issue that resulted in the a blank price snapshot in a specifically rare scenario. (v3.0.0.49)

(Ref 133919)

09/21/2021

09/28/2021

Improvements

Fills

We have removed the global Fills preference to optionally limit daily fill download to 5,000 fills. This is no longer needed due to performance improvements.

(Ref 133914)

09/17/2021

09/17/2021

Improvements

Setup App

Enhanced the way Order Tag Defaults are displayed for companies that have large data sets. If the number of Order Tag Default records exceed a certain threshold (30,000 in UAT and 100,000 in Production), Setup administrators must select specific accounts, users, and/or exchanges and view the relevant Order Tag Default records. Setup administrators can also choose to hide Order Tag Default rows that are restricted by values in the parent account by checking the "Hide fields with restricted values" checkbox.

(Ref 131372)

09/17/2021

09/17/2021

Improvements

Setup App

Updated reports (accessed from the Reports left-navigation pane) to include a new 'Order Tag Defaults Report' that captures all the order tag defaults within the company

(Ref 131363)

09/17/2021

09/17/2021

Improvements

Setup App

Setup administrators can now generate reports more efficiently. As part of this change, a pop-up window will be displayed to alert when a report has completed processing and is ready to be downloaded. The report can also be downloaded from the new 'Background Tasks' tab available in the left-navigation pane.

(Ref 131362)

09/16/2021

09/28/2021

Improvements

General

Non-admin users with more than 1,000 accounts are now required to include an account filter when querying Ledger from the Audit Trail or Fills widget in Continuous mode.

(Ref 133227)

09/16/2021

09/28/2021

Improvements

Market Grid

The Market Grid and Watchlist "Type" column sorting now also considers the expiry date when the types are the same.

(Ref 133168)

09/16/2021

09/28/2021

Improvements

Positions

The Position Manager widget account dropdown list now allows company admins to select any account visible to them when creating Admin fills. Previously, company admins could only select accounts assigned to them.

(Ref 133167)

09/16/2021

09/28/2021

Improvements

Order Entry

The Order Ticket now has a right-click "Show/Hide" menu item to optionally display a "Notional" value. When enabled, the proposed notional value of the order will display as view only and update along with changes to the adjacent price and quantity of the order. The notional field is off by default and applies to orders on futures instruments only. Spread and option orders will not calculate.

(Ref 132816)

09/16/2021

09/28/2021

Improvements

Order Entry

When creating child orders for a staged order, Day and GTC will now always be considered valid available TIFs regardless of the order type on the staged order.

(Ref 132764)

09/16/2021

09/28/2021

Improvements

General

The right-click "Open..." widgets menu is now available from the Order Book, Orders pane of the Orders and Fills widget, Fills widget and Audit Trail.

(Ref 132752)

09/16/2021

09/28/2021

Improvements

General

The Originator column filter drop down list now shows all users that the logged in user has access to, not just the originators that have local data present.

(Ref 132738)

09/16/2021

09/28/2021

Improvements

Order Entry

On algos that support Start and/or End times, you can now navigate the time fields using the Tab key.

(Ref 132736)

09/16/2021

09/28/2021

Fixes

Order Entry

Fixed an issue that sometimes caused the Order Ticket Limit field to not be greyed out even though the algo child order is set to Market.

(Ref 132733)

09/16/2021

09/28/2021

Improvements

Order Book

Filled and Cancelled order rows in the Order Book (and the orders pane of the Orders and Fills widget) now display with the full background color as defined in Settings. The opacity previously applied to intentionally "dull" those rows has been removed.

(Ref 132730)

09/16/2021

09/28/2021

Improvements

Order Entry

The start times for the TT Retry algo can now be configured with microsecond granularity.

(Ref 132728)

09/16/2021

09/28/2021

Improvements

Settings

When making admin changes to locally uploaded order profiles, instead of saving the changes in the Order Profile widget and publishing them at a later date, there is now only one action that is actually "Save and Publish". If admin rules have been edited, the "Save" button will now display "Publish" and otherwise behave exactly as if you had previously clicked both those buttons in sequence.

(Ref 132726)

09/16/2021

09/28/2021

Improvements

Order Book

When the global Preferences > Orders > "Confirm modifications to working orders from Order Book" is enabled, a confirmation window now appears when you release one or more existing held orders from the Order Book. Note that this confirmation only appears when releasing existing orders that are currently on hold; it does not apply to submitting new orders in a held state.

(Ref 132722)

09/16/2021

09/28/2021

Improvements

Options

An error message now displays in the appropriate options widgets when an Options Server disconnect is detected.

(Ref 132716)

09/16/2021

09/28/2021

Fixes

Settings

Fixed an issue where the "Profile" column uploaded via an order upload .csv file did not correctly apply the rule for that profile, e.g., populate the trading account. Ideally, the user does not need to fill in the account value but instead specify the Profile which will seed the correct profile info.

(Ref 132714)

09/16/2021

09/28/2021

Improvements

Autospreader

The "open/close" dropdown is now available to be set per leg for Autospreader instruments in the multi-account flyout in MD Trader.

(Ref 132712)

09/16/2021

09/28/2021

Improvements

Order Entry

We have added a new setting named "Display all algo parameters in confirmation mode" to both the Order Ticket and to MD Trader. When set the algo parameters "flyout" pane displays in expanded mode so all algo parameters are visible to verify and confirm before placing the order.

(Ref 132685)

09/16/2021

09/28/2021

Fixes

Market Grid

Fixed an issue in Market Grid that sometimes caused auto-roll contracts to roll to the next month too early.

(Ref 132679)

09/16/2021

09/28/2021

Improvements

Strategy Creation

Improved the instrument lookup process to help ensure creation of custom option strategies.

(Ref 132676)

09/16/2021

09/28/2021

Improvements

Order Entry

When the global Preference > Orders "Close floating order entry widget after submission" is enabled, upon submitting an order we now prevent additional orders from being submitted while waiting for the acknowledgement of the order from the back-end components. Previously additional orders could accidently be submitted while the initial order was in-flight.

(Ref 132674)

09/16/2021

09/28/2021

Improvements

Order Book

The Order Book right-click menu option "Send to Blocktrader" is now available for individual staged orders on HKEX to execute as One-Sided OTC trades.

(Ref 132669)

09/16/2021

09/28/2021

Improvements

Order Book

The Order Book right-click menu option "Send to Blocktrader" is now available for staged orders on JPX.

(Ref 132668)

09/16/2021

09/28/2021

Improvements

Strategy Creation

Creation of user-defined option strategies is now supported on the Cboe Europe Derivatives Exchange (CEDX).

(Ref 132667)

09/16/2021

09/28/2021

Improvements

Order Book

The Order Book (and the orders pane of the Orders and Fills widget) now provides a setting to display care orders in italics font. Default = ON to maintain current behavior.

(Ref 132653)

09/16/2021

09/28/2021

Fixes

Positions

Fixed an issue that sometimes caused product level P/L to display "Invalid" after publishing a manual fill.

(Ref 132651)

09/16/2021

09/28/2021

Improvements

Order Entry

When the user is denied the ability in Setup to enter Manual Fills for an account, they are no longer able to enter them via Order Ticket, MD Trader, or Position Manager. Previously there was a case where manual fills were still possible on staged orders, which has now been rectified.

(Ref 132650)

09/16/2021

09/28/2021

Improvements

Options

The Vol Calculator can now be launched by right-clicking on an option instrument in the Order Book and Fills widgets, where it is present under the Send to Watchlist menu item. From the Market Grid, the Vol Calculator can be launched from the right-click Open... and Launch linked... menus.

(Ref 132649)

09/16/2021

09/28/2021

Improvements

Order Entry

The Order Ticket launched to work a staged order no longer 'flips' the buy/sell direction upon right click on the bid/ask values. We previously prevented a flip on left click, but now a right click is also prevented.

(Ref 132645)

09/16/2021

09/28/2021

Improvements

MD Trader

The MD Trader "Filter User Button" show/hide state can now be saved as part of MD Trader global defaults.

(Ref 132628)

09/16/2021

09/28/2021

Improvements

Market Grid

Added support in Market Grid for detailed depth on JPX.

(Ref 132626)

09/16/2021

09/28/2021

Improvements

Blocktrader

Blocktrader now supports JPX with J-Net One Sided and J-Net Cross trade types.

(Ref 132625)

09/16/2021

09/28/2021

Improvements

Order Entry

A new Routing Rules widget allows you to define rules to split a single order into multiple order portions across brokers or accounts. See our documentation pages for more information.

(Ref 132597)

09/16/2021

09/28/2021

Improvements

General

The Order Ticket is now included as an available launch choice when using instrument Search from the main titlebar.

(Ref 132595)

09/16/2021

09/28/2021

Improvements

Options

The Market Explorer in the RFQ Viewer widget now supports multi-select of product families and instruments.

(Ref 132594)

09/16/2021

09/28/2021

Improvements

General

You can now configure native and synthetic instruments to view and trade them in a Yield price. See our documentation pages for more information.

(Ref 132593)

Learn More

09/16/2021

09/28/2021

Improvements

Settings

When uploading order profiles via a .csv file, you can now specify an algo Template as part of the new record with an Order Type. Note this will only upload correctly if the Order Type supports that Template.

(Ref 132590)

09/16/2021

09/28/2021

Improvements

Order Book

When the Order Book is grouped with the Depth widget, selecting an order in the Order Book now 'drives' the Depth widget and updates the depth widget with the instrument from the selected order.

(Ref 132589)

09/16/2021

09/28/2021

Improvements

Blocktrader

Blocktrader now supports Cross orders on MEFF.

(Ref 131167)

09/16/2021

09/28/2021

Improvements

Settings

We have implemented a framework to localize the trading front end applications TTW and TT Desktop to support the display of text strings in different languages. This initial framework supports English, and other languages, e.g., Japanese and Chinese will be added in future releases.

(Ref 131166)

09/16/2021

09/28/2021

Improvements

Order Entry

In algo parameter flyouts, the date/time strings are now larger to improve readability.

(Ref 131153)

09/16/2021

09/28/2021

Improvements

Orders

The Order Book, Fills widget and Audit Trail now include two optional columns to display the notional value of an order, either as the total notional value of the order and/or the executed notional as the order partially fills. Both columns are off by default and apply to orders on futures instruments only. Spread and option orders will be blank.

(Ref 131107)

09/16/2021

09/28/2021

Improvements

Order Entry

The Order Ticket on Chinese derivatives markets now supports additional Open/Close settings. Specifically: INE and SHFE support "open", "close today" and "close fifo".

(Ref 120293)

09/16/2021

09/28/2021

Improvements

Spread Matrix

Spread Matrix settings now include an option to "Enable right click on price cells to display context menu”. When enabled you can open up the context menu with the options “Open” and “Submit RFQ” when right clicking on a price cell instead hold down CTRL + Right-click in order to access this menu.

(Ref 118037)

09/14/2021

09/14/2021

Fixes

TT Rest API

Fixed an issue with the /ttmonitor/sod/{accountid} endpoint that resulted in erroneous responses.

(Ref 133502)

09/10/2021

Improvements

Score

Score user preferences now allow users to hide unused or rarely used models for a cleaner user interface. Note that this does not effect processing and clusters will still be generated for "hidden" models and be reflected in reports and statistics. You can restore the models and all clusters by simply unhiding the model again. Users can also now set custom score ranges on a per model basis. Note that when more than one model is selected the score range will set to the user chosen default score range.

(Ref 133588)

09/04/2021

09/05/2021

Improvements

Exchanges

1. CBOE Europe Derivatives Exchange (CEDX) market is available on TT platform for trading.
2.TT will support the trading of Futures, Options, Spreads and Strategies for CEDX.
3.The supported order types are Limit, Market, Stop Limit and Stop Market for CEDX.
4.The Time in force values supported for Athex are IOC, FOK, Day, GTD and Opening.
5. GTC orders are not supported for CEDX. Users are allowed to enter GTC orders, but they will be treated as Day orders at the exchange.
6. The users need to accept the market data agreement in order to be able to trade in the market

Known Issues -

1. The Account>Exchange TTUS field "Liquidity Provision" should not be selected or should be set to "No" as the exchange does not support Liquidity Provision orders. As exchange is amending the specification document, we are also making provision not to sent "Liquidity Provision" in tag 8015.

(Ref 132657)

09/03/2021

09/03/2021

Improvements

Excel Linking

We have released a new TT Excel Add-in version 21.06. This version fixes a connection issue that sometimes occurs when multiple Excel sheets are opened. As part of this release, the current TT Desktop v5.0.5 installer package now includes this new TT Excel Add-In included 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 133428)

09/02/2021

09/10/2021

Improvements

FIX Services

* * Sept. 2 Update * *
The TT FIX v158 production upgrades beginning August 6 will have this feature disabled, while v158 in UAT will continue to have it enabled. TT will enable the feature in production on Sept. 10.
----------------------------
TT is making changes to our Security Master database (PDS) to synchronize the month and year values displayed in the TT Trading GUI (PDS Alias field) with TT FIX tags 200, MaturityMonthYear, and 610, LegMaturityMonthYear values for all FIX order routing, drop copy, market data and security definition messages.

PDS has introduced a new field, ContractDisplayDate, (CDD), which will contain the month & year values from the Alias field. PDS will be rolling out this change market-by-market, beginning with TOCOM & OSE. Support for PDS CDD in additional markets will be announced in the coming months.

In TT FIX v158 & higher, when the PDS CDD field is is present on an instrument, TT FIX will map CDD to tags 200 & 610 on all relevant inbound & outbound messages. When CDD is not present, the existing mapping to PDS Maturity Date will continue as currently implemented.

(Ref 132009)

Version: v158

09/02/2021

09/10/2021

Plan

FIX Services

All FIX Services for the v158 release were initially deployed to UAT Data Centers at EOD July 8, 2021.

Limited production deployment began Aug. 6, 2021 and is ongoing. Full production deployment will complete in all data centers on Sept. 10.

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 131380)

Version: v158