July 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
07/30/2022	07/30/2022	Improvements	Setup App	Added User/Account permissions that will allow administrators to control RCM-X algo permissions. Backend support will be added in the coming weeks. (Ref 143016)
07/30/2022		Improvements	Orders	To improve overall order connection stability, JPX OrderConnector will now operate as follows any time individual TTO(s) configured within a Connection are subject to intraday connection failures: 1. Unrecoverable connection failures will now result in deactivation of the affected TTO(s) only, instead of causing a restart and/or inactivation of the entire Connection. 2. After connection failure, TTOs will now try to login up to the exchange-prescribed number of allowed re-try attempts, instead of moving to disabled after re-trying only once. 3. When attempting to reconnect, TTOs will now follow the standard Primary first followed by Secondary re-try logic, instead of always starting with the IP and port of the last-known successful login. 4. If all TTOs within a connection fail, the TTF will now take over order routing functions in place of the TTOs. NOTE: If a TTO has gotten into an Unrecoverable connection failure scenario, and the root cause of the problem subsequently gets resolved, getting the TTO reconnected to the exchange will required either: (a) waiting until the next calendar day, or (b) setting the connection to Disabled and then back again to Enabled. In this way, this new version is the same as all earlier versions. (Ref 142926)
07/30/2022		Improvements	Exchanges	TT now supports creation of orders on the JPX exchange using the "On Close" time in force which enables Market On Close and Limit On Close orders. Trading sessions Morning, Afternoon or Evening can be specified at the time of order entry, and orders will trigger during the closing auction of the specified session. At this time, JPX On Close orders are available to FIX Order Routing users ONLY, but changes for adding On Close order support to TTW are currently in planning and will be available in Production at a later date. Please note that any "On Close" orders that remain un-triggered at Day End will be removed by the exchange during the Order_Remove state. For example, if a "Limit On Close" order for the Night Session is created in the morning, the Order_Remove state occurs before the Night Closing Auction, therefore the order is removed before the start of the Night Session. (Ref 127965)
07/23/2022	08/19/2022	Improvements	FIX Services	For customers whose FIX engine natively supports SSL encryption, or who have implemented FIX session encryption using STunnel, TT provides a TTFIX.crt file with the public certificates used by the TT platform FIX endpoint. On July 23, 2022, TT will update the stunnel.zip file located in the Download Center in order to update the soon-to-be-expired certs in the TTFIX.crt bundle. All TT customers who use STunnel must download the new zip file and apply it at any time before August 19, 2022. Added TT Platform STAR.TRADE.TT; valid from July 11, 2022 - August 12, 2023 (DC) Additional Resources Please download the updated stunnel.zip here: https://library.tradingtechnologies.com/tt-fix/general/stunnel.zip Directions for configuring a stunnel with TTFIX.crt can be found on the TT FIX Help Site. (Ref 143102) Version: v197 Learn More
07/22/2022	07/22/2022	Fixes	Market Data	Fixed an issue where the product database was storing EEX Operating MIC codes instead of Segment MIC codes. (Ref 141867)
07/21/2022	07/21/2022	Improvements	TT Core SDK	Implemented a throttle to prevent applications from submitting more than 100 order messages per second. (v1.0.6.1) (Ref 143018)
07/21/2022	07/21/2022	Improvements	TT Core SDK	Implemented a throttle to prevent applications from getting into tight loops when sending cancels for orders that do not exist. (v1.0.6.1) (Ref 143017)
07/16/2022	07/16/2022	Improvements	Fills	Added the following fields to the fills files in the EFT folder: Clearing Date, Expiry (e.g. SEP21), Order Profile, Price in Ticks, and Trigger price in Ticks (Ref 142667)
07/15/2022	07/15/2022	Improvements	Setup App	Added support for configuring TFEX counterparties in Setup. Backend and Frontend support will be announced in the next few weeks. (Ref 142851)
07/15/2022	07/15/2022	Fixes	Setup App	Removed the user-level field "Execution Decision Within Firm" as this field is not used by the system. The system uses the account-level field "Execution Decision ID". This change had been communicated to affected customers earlier this month. (Ref 142734)
07/10/2022	07/10/2022	Improvements	Setup App	TT has partnered with KRM22 to provide KRM22 Limits Manager access to TT clients. KRM22 Limits Manager combats time-consuming and error-prone processes by maintaining ISV trading limits in an easy-to-use application. Trade support, risk and credit managers, and external users can automate the limit management process, reduce errors and manual input of limits, audit and archive all activity, maintain limit history reports, update limits via .csv import/export tool, and more! For companies with KRM22 access, TT Setup users with Admin Permissions are automatically allowed to approve or reject limit changes. Administrators can allow users to request limit changes by enabling the "Can request KRM22 limit changes" User setting under Advanced Settings. In the Production environment KRM22 is available via trial access from 11 July, 2022 through 10 October, 2022. This access has been automatically granted to firms that provide exchange connectivity, but is also available upon request. In the UAT environment KRM22 access is granted to all companies. To learn more about the KRM22 application, please contact TT or limitsmanager@krm22.zendesk.com. Please also refer to https://library.tradingtechnologies.com/user-setup/krm-limits-overview.html. (Ref 141025)
07/08/2022		Improvements	Exchanges	Access to Orders and Prices for the new "SGX Gift City" NIFTY Equity Derivatives Platform is now available under the new "SGX_GIFT" Market in both UAT and Production. "SGX_GIFT" Subscriber/FIX Market Data must be enabled before users can access SGX Gift City prices via user interfaces. New "SGX_GIFT" Connections need to be created in order to route orders to SGX Gift Connect. - IMPORTANT - Users who trade on SGX_GIFT need to be aware of the following Information, and take it into consideration when trading on SGX Gift City. (1) The FIX Market Data feed provided by the SGX Exchange’s Gift Connect Platform provides only partial trade update data. Because full reporting of every trade update is not provided, the following TT platform features are affected as follows: - Time & Sales is not supported - VAP is not supported - Charts and Analytics are not supported - TT Stop / TT If-Touched Orders with Trigger Price Type set to LTP may not trigger as expected. - Any TT order types (TT Time Duration, TT Volume Sliced, etc) that are configured with a Pre-Condition Trigger that has a Trigger Price Type set to LTP may not trigger as expected. (2) On the SGX Gift Connect platform, each User Login API is limited to 10 Transactions per Second. - SGX Gift Connect enforces a 10 Transactions per Second (TPS) on each Connection to the exchange. - When the TPS limit is exceeded, each order transaction (Order Add, Modify, Cancel) sent within the same second is rejected by SGX Gift Connect with the following message (Tag 58): ”NUMBER OF NNF REQUESTS EXCEEDED” - To mitigate the TPS Limit and avoid disruption to trading activity, TT recommends that in TTUS, each Connection have a Max order rate setting applied. (Ref 142544)
07/08/2022	07/08/2022	Improvements	Setup App	Renamed CME Connection Types for segments 50-88 to list only the segment name. Deprecated market segments were also removed. (Ref 142506)
07/08/2022	07/08/2022	Improvements	Market Data	ICE_L Options display name will now include the option style. See example below: Old: AFA May22 C118 New: AFA May22 C118 American (Ref 141144)
07/08/2022	07/08/2022	Improvements	Market Data	ICE_L Options display name will now include the option style. See example below: Old: AFA May22 C118 New: AFA May22 C118 American (Ref 141142)
07/08/2022	07/08/2022	Improvements	Market Data	ICE_L Options display name will now include the option style. See example below: Old: AFA May22 C118 New: AFA May22 C118 American (Ref 141100)
07/01/2022	07/01/2022	Improvements	Settings	The Market Depth Check setting has been updated to count only active levels instead of all price levels when calculating market depth levels. (Ref 142399)

Release Notes

July 2022 - Production Environment