Release Notes

October 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

10/22/2021

10/29/2021

Fixes

Autospreader

Resolved rebalancing issue with Aggregator that can lead to the order completing prematurely.

(Ref 134694)

10/22/2021

10/29/2021

Improvements

General

The exchange compliance zip file will be generated for each calendar day for all exchanges (regardless of whether the exchange is open). This is done to allow customers to easily determine if they've downloaded all the files from the EFT server.

Prior to this change, files where only provided for calendar days in which exchanges were open and there was trading activity for companies who use connection owned by other companies.

(Ref 134161)

Learn More

10/22/2021

10/22/2021

Fixes

FIX Services

CME SR3 packs and bundles have an currently have an incorrect display name (FIX tag 452=97, "Alias", in SecurityAltId group), causing some packs and bundles to not be displayed. See below for new naming convention:

Packs
Example: SR3 1Y Pack
Existing Alias/Display Name:+1xSR3 Mar26:+1xSR3 Jun26:+1xSR3 Sep26:+1xSR3 Dec26
New Alias/Display Name: SR3 Mar26 Pack

Bundles
Example: SR3 2Yr starting with Jun29 contract
Existing Alias/Display Name: SR3 Jun29 3mo Pack
New Alias/Display Name: SR3 Jun29 2Yr Bundle

(Ref 134051)

10/22/2021

10/22/2021

Fixes

Market Data

CME SR3 packs and bundles have an incorrect display name (alias field), causing some packs and bundles to not be displayed. See below for new naming convention:

Packs
Example: SR3 1Y Pack
Existing Display Name:+1xSR3 Mar26:+1xSR3 Jun26:+1xSR3 Sep26:+1xSR3 Dec26
New Display Name: SR3 Mar26 Pack

Bundles
Example: SR3 2Yr starting with Jun29 contract
Existing Display Name: SR3 Jun29 3mo Pack
New Display Name: SR3 Jun29 2Yr Bundle

(Ref 134050)

10/18/2021

10/18/2021

Improvements

General

The dashboard.trade.tt url now loads a new implementation of the Monitor application based on the TT front end widgets. Similar to Monitor this application provides views of orders, fills, positions and ability to query the audit trail.

(Ref 134688)

10/15/2021

10/16/2021

Fixes

Exchanges

New ICE MSCI Index Future contracts are available on the TT Platform.

https://www.theice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_MSCI_TIC+_20210817.pdf

(Ref 134631)

10/09/2021

11/05/2021

Improvements

FIX Services

Added support for tag 2404, ComplianceText, a free text field containing compliance information used for regulatory reporting. Tag 2404 is supported on all order, change, cancel and execution report messages.

Tag 2404 will be conditionally required for some orders as of the Eurex / EEX T7 10.0 API upgrade. Please see the TT Eurex Gateway Release Note reference #134186 for more details.

(Ref 134434)

Version: v163

Learn More

10/09/2021

11/05/2021

Improvements

FIX Services

The TT Order Type parameter 'ChildTIF', tag 16903, has been updated to match the enum values defined in FIX tag 59. Please see tag 59 documentation for details.

(Ref 132978)

Version: v163

10/09/2021

11/05/2021

Improvements

FIX Services

Added support for TT Order Type Parameter, WaitingOption, in tag 16974 and CustomSliceSched, in tag 16977.

Valid values for WaitingOption are:
0: Now
1: Specified Time
2: Pre-open
3: Open

CustomSliceSched specifiec a custom interval for slices to be entered as a string in the format:
"HH:MM:SS.mmm".

(Ref 132977)

Version: v163

10/09/2021

11/05/2021

Improvements

FIX Services

Added support for TT Order Type Parameter, LeftoverMktOrderLimitTicks in tag 16966. This integer parameter is used by TT Order Types that support Market Leftover action to seed the number of ticks to be used.

(Ref 132976)

Version: v163

10/09/2021

11/05/2021

Improvements

FIX Services

Added the NoLinks Repeating Group [16112, 16113, 16114] to staged order execution reports that were participants of a bulked, stitched or split synthetic staged order. This provides a linkage from the participant staged orders to the bulked, stitched or split synthetic staged order.

Added the new LinkType enums below to 16114 to identify the relationship between the participant staged order and the bulked, stitched or split parent order:

8: Staged bulked child order ID
9: Staged stitched child order ID
A: Staged split child order ID

(Ref 132975)

Version: v163

10/09/2021

11/05/2021

Improvements

FIX Services

Added support for the NoLinks Repeating Group [16112, 16113, 16114], to the Trade Capture Report (35=AE) message. The NoLinks Repeating Group will be included on child TCRs when staged orders are sent to BlockTrader.

(Ref 132974)

Version: v163

10/09/2021

11/05/2021

Improvements

FIX Services

FIX Drop Copy & Order Router will now prepend a Reject Source string to tag 58 on reject ER messages. Sources available are:

EXCH: Exchange supported natively on TT
EXT GW: 3rd-party algo provider or FIX bridge to exchange
TT FIX: The TT FIX server
TT: All other sources

(Ref 132966)

Version: v163

10/09/2021

11/05/2021

Fixes

FIX Services

Fixed an issue where FIX Order Router was unable to resolve the correct order connection when an account was mapped to multiple FIX Order Gateway connections.

(Ref 132965)

Version: v163

10/09/2021

11/05/2021

Improvements

FIX Services

Add tag528, OrderCapacity, and tags 2593/4/5, OrderAttributesGrp, to FIX Trade Capture (AE and AR) messages.

(Ref 132963)

Version: v163

10/09/2021

11/05/2021

Improvements

FIX Services

Added support for ExerciseStyle, tag 1194, in SecurityDefinition (d) and ExecutionReport messages. Valid values are:
0: European
1: American
2: Bermuda

(Ref 132962)

Version: v163

10/09/2021

11/05/2021

Plan

FIX Services

Limited production deployment of FIX v163 began Oct. 8. 2021 for FIX drop copy *only* in the TT Aurora data center. Deployment will be extended to additional data centers for all FIX services on Oct. 15, with full production deployment expected to complete in all data centers by Nov. 5.

All FIX Services for the v163 release have been deployed to UAT Data Centers since EOD September 7, 2021.

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 132947)

Version: v163

10/08/2021

Improvements

Score

New feature: Search by order ID. Score users can now filter for clusters that contain a particular order by entering an order ID in the "filter by order ID" search bar in the surveillance tab, or by clicking on "Filter clusters by order ID" button on the dashboard.

(Ref 134550)

10/08/2021

10/22/2021

Fixes

Autospreader

Resolved issue where the client time sent field would fail to be updated on order modification.

(Ref 134529)

10/08/2021

10/22/2021

Fixes

Autospreader

Resolved Crypto related issue where a partial fill of fractional quantity could lead the Autospreader to cease quoting.

(Ref 134281)

10/08/2021

10/22/2021

Improvements

Autospreader

Removed the current Leg Ratio limit of 200,000 to allow Autospreader to be used effectively in Crypto markets.

(Ref 134280)

10/08/2021

10/22/2021

Fixes

Autospreader

Resolved issue that can result in Autospreader Queue Holder orders failing to observe 'Round Lot' rules for markets that enforce a minimum tradeable quantity.

(Ref 133883)

10/08/2021

10/22/2021

Improvements

Autospreader

Resolved price server subscription issue that can lead to the cancellation of GTC Autospreader orders.

(Ref 133882)

10/08/2021

10/22/2021

Improvements

Autospreader

Addressed issue where Autospreader was unable to reconnect to internal components after a disconnection which lead to Autospreader entering a failed state.

(Ref 133848)

10/08/2021

10/22/2021

Fixes

Autospreader

Updated behaviour of ASE Reload orders so that the full order quantity is reserved from position limits at the point of entry rather than individually for each reload action. This prevents any unexpected position based rejections midway through the order.

(Ref 133842)

10/08/2021

10/08/2021

Fixes

ADL

Resolved issue that could lead to incorrect allocation across exit orders if only 3 levels were used.

(Ref 133787)

10/08/2021

10/08/2021

Improvements

ADL

OMA With A Tick algo will now automatically cancel upon expiry of GTD child order.

(Ref 133783)

10/08/2021

10/08/2021

Improvements

ADL

OMA With A Tick algo enhanced to allow modification to child order quantity.

(Ref 133782)

10/05/2021

10/07/2021

Improvements

General

We recently added a new feature per customer requests that populated the “Originator” and “Current User” column filter dropdown lists with the alias names of all users that can submit or manage orders on your accounts. While technically correct, as those alias names can display if they delete an order in one of your accounts, this new behavior raised concerns about seeing aliases from companies other than your own. We have now removed this feature and reverted back to previous behavior where the dropdown lists display choices based on current orders and fills. We will work to redesign this feature and plan to release it again in the future.

(Ref 134425)

10/05/2021

10/07/2021

Improvements

Blocktrader

Blocktrader now sends the buy/sell sides of a Cross order based on the ordering of the leg orders, e.g., If "Buyer" is defined for the first (left hand side) leg order, the Buy will be sent first. Conversely, if "Seller" is defined for the first (lef hand side) leg order, the Sell will be sent first.

(Ref 134421)

10/01/2021

10/01/2021

Fixes

General

Released a new TT Desktop version 21.1.1 to resolve a window flashing issue sometimes seen upon workspace refresh.

(Ref 134324)