Release Notes

April 2022 - 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

04/29/2022

Improvements

Score

New beta model: Single sided order book dominance. This model is similar to order book dominance but instead of looking for dominance in disclosed working volume on both sides of the market, this model looks for dominance on one side of the market. A trader must make up a significant portion of the disclosed volume of one side of the book (but not both) and there needs to be at least one fill during the cluster to score high. Dominance without fills will score lower. Since this model is in beta we welcome al feedback.

(Ref 139628)

04/29/2022

Improvements

Score

New beta model: Frontrunning. This model is an event based front running model that first identifies significant outliers in price and volume changes in the market data, then the fill volume of these events are checked for significant volumes for any company, as a way of determining if any one company was a significant contributor of the event. If a company is determined to be a significant contributor of the event then clusters are formed that contain the event, as well as a few minutes before and after. The entirety of company's trading activity is then evaluated for signs of potential front running, such as trading before the event, potential profits and the aggressiveness of the trading. This model is in beta and all feedback is welcomed.

(Ref 139627)

04/22/2022

04/24/2022

Improvements

Exchanges

TT has added a new User/Exchange field and Order Tag Default for the CFE exchange that will allow customers to configure the country code using a drop down. If the country code is set by the user in the new User/Exchange field, it will take precedence over country code in the Contact information to populate tag 142 with ISO 3166 two-character country code. Although the feature will start rolling in to the production starting April 22, the entire functionality will be available in the production on April 30.

(Ref 139816)

04/08/2022

04/08/2022

Fixes

Market Data

Fixed an issue where some Eurex strategies were incorrectly being flagged as inter-product strategies. For example, OESX Mar23 4100 26.00xFESX Mar22@3790 Covered Straddle was incorrectly flagged as an inter product strategy. After this change, strategies belonging to the same product family will be identified as intra-product strategies. Customers should verify their risk configurations for Eurex and make sure inter-product strategy limits and intra-product strategy limits are updated correctly.

Production Deployment Date: 4/8.

(Ref 139107)

04/07/2022

04/08/2022

Fixes

Order Entry

LME does not allow Good Til Cancel (GTC)/Good Til Date (GTD) to be placed on dated contracts. Customers can only place GTC/GTD orders on Cash and 3M contracts. Orders on ineligible contracts will be rejected.

(Ref 139572)