Release Notes

August 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

08/13/2022

08/13/2022

Improvements

Fills

Added the following fields to the audit files in the EFT folder: Clearing Date, Expiry (e.g. SEP21), Order Profile, Price in Ticks, and Trigger price in Ticks

(Ref 143077)

08/12/2022

08/12/2022

Fixes

TT .NET SDK

Fixed an issue where an exception is thrown when using the Equals(object obj) method on the Instrument Object. (v3.1.3.1)

(Ref 143780)

08/12/2022

08/12/2022

Fixes

TT .NET SDK

Fixed an issue with positions which results when attempting to cancel an order that is already filled. (v3.1.3.1)

(Ref 143778)

08/12/2022

08/12/2022

Fixes

TT .NET SDK

Fixed an issue that happens when stopping and starting price subscriptions. (v3.1.3.1)

(Ref 143777)

08/12/2022

08/12/2022

Improvements

TT .NET SDK

Exposed the last_liquidity_indicator in order events. (v3.1.3.1)

(Ref 143776)

08/12/2022

08/12/2022

Fixes

TT Core SDK

Fixed an issue which can result in a crash if long strings are passed to the SDK log method. (v1.0.6.2)

(Ref 143775)

08/12/2022

08/12/2022

Fixes

TT Core SDK

Fixed an issue where a PriceSubscription can trigger an empty Time & Sales event. (v1.0.6.2)

(Ref 143774)

08/04/2022

Improvements

Orders

Access to OTC Wholesale trading for TFEX is now supported and available in both UAT and Production.

To ensure correct routing, Counterparties need to be defined in TTUS prior to submitting wholesale orders. For questions about correct Counterparty information, customers are advised to please contact TFEX.

NOTE that for routing TFEX OTC Wholesale orders, the minimum required TTW version is v26.

(Ref 143166)

08/03/2022

08/03/2022

Improvements

ADL

Added support for Position Reserve orders to allow clients to pre-reserve position risk and, as a result, reduce order routing latency. See https://library.tradingtechnologies.com/adl/mb-position-risk-block.html for complete details.

(Ref 143481)

08/01/2022

08/17/2022

Improvements

Blocktrader

In Blocktrader, the counterparty is now dependent on selecting the TT Account. When a TT Account is selected, either via an Order profile, or manually by using the TT Account drop-down control, if only one counterparty is available for that TT Account, that counterparty will display as the selected counterparty. If more than one counterparty is available for that TT Account, then the first counterparty will display as the selected counterparty. In addition, specifically for TFEX, the contents of the counterparty drop-down list will be filtered to only contain counterparty's avail for the selected TT Account. We plan to extend this more restrictive counterparty filtering behavior to other markets over time, but currently reducing the available counterparty list based on TT Account will only apply to TFEX.

(Ref 143236)

08/01/2022

08/17/2022

Improvements

Blocktrader

Selecting a Profile in Blocktrader now seeds the TT Account field with the first account associated with that profile in Setup and also seeds any Order Tag default values defined in Setup for that profile.

(Ref 142856)

08/01/2022

08/17/2022

Improvements

Blocktrader

Blocktrader now supports Clearing Account and Profile values in .csv uploads for OTC trades on Thailand Futures Exchange (TFEX).

(Ref 142855)

08/01/2022

08/17/2022

Improvements

Blocktrader

Blocktrader now supports reporting OTC trades with off-tick prices for Thailand Futures Exchange (TFEX).

(Ref 142854)

08/01/2022

08/17/2022

Fixes

Options

Fixed an issue that prevented setting the correct expiration date for LME spreads composed of rolling prompt instruments, e.g., 3M, TOM or C.

(Ref 141957)

08/01/2022

08/17/2022

Improvements

Options

Improved the internal notifications of newly created strategies so they appear dynamically in Market Grid.

(Ref 141955)

08/01/2022

08/17/2022

Fixes

Orders

Fixed an issue where the "Client ID" field could be edited on an order type change when that value seeded from the profile should be locked.

(Ref 141954)

08/01/2022

08/17/2022

Improvements

Algos

As a follow up to TT's acquisition of RCM-X, the RCM-X algos have been rebranded as "TT Premium Order Types". When permissioned for them, they now appear in the Order Type drop-down list in a separate group immediately below the "TT Order Types" group.

(Ref 141952)

08/01/2022

08/17/2022

Improvements

Order Entry

To better indicate that an algo order is set to start (or end) on a date beyond today's date, the Start (End) date/time field now displays a yellow background color when the date portion of the date/time is greater than the current workstation date. Also, the order confirmation string now appends the text "starting after today" (or ending) and is also highlighted in yellow to remind again that the algo is configured beyond today's date.

(Ref 141950)

08/01/2022

08/17/2022

Fixes

Order Book

Fixed issues with the display of notional values in the Order Book.

(Ref 141947)

08/01/2022

08/17/2022

Improvements

Algos

The Positions widget no longer double counts “parent” vs “child” fills for RCM-X algos.

(Ref 141367)

08/01/2022

08/17/2022

Improvements

Algos

We now support user/account level permissions on TT Premium Order Types (aka RCM-X algos) as individual permissions per algo, similar to TT Order Types.

(Ref 141366)

08/01/2022

08/17/2022

Improvements

Orders

The global Preferences > Orders page now includes a new checkbox to "Synchronize orders between the rolling and daily prompts on LME". This preference defaults to ON, meaning that an order placed in the daily prompt that is also the current underlying contract for the current "3M" contract will appear as a working order in Market Grid, MD Trader and Spread Matrix in both the daily prompt and in the 3M. When the preference is OFF, that same order (placed in the daily prompt) will not appear in the 3M in those widgets. As part of this change, in the Order Book a "?" icon will appear as part of the contract name for orders on instruments that have linked instruments. Mouse hover over this icon will display a tooltip with the instrument alias of the linked instrument.

(Ref 140802)

08/01/2022

08/17/2022

Improvements

Blocktrader

We have improved date selection in Blocktrader date specific fields, including auto-seeding today's date and slightly flashing in light yellow the date field that was set when the date cell was clicked.

(Ref 140798)

08/01/2022

08/17/2022

Improvements

Time & Sales

The Time and Sales widget now includes a "Type" column in the configuration dialog used to define quantity filters. This allows you to differentiate the product type when you have futures, spreads, etc. for a product where the exchange product codes are the same.

(Ref 140740)

08/01/2022

08/17/2022

Improvements

Blocktrader

Blocktrader now supports reporting OTC trades for Thailand Futures Exchange (TFEX). Two order types are supported: Cross and One-Sided. As part of this change, for TFEX One-Side only, you can upload orders via .csv files. See our documentation for more details on order type specific fields.

(Ref 140739)

08/01/2022

08/17/2022

Fixes

MD Trader

Fixed an issue where a floating MD Trader set to remain open would slightly shift its position upon submitting an order.

(Ref 140696)

08/01/2022

08/17/2022

Fixes

Spread Matrix

Fixed an issue where Spread Matrix sometimes did not display contract names along the diagonal.

(Ref 140695)

08/01/2022

08/17/2022

Fixes

Order Entry

Fixed an issue that sometimes occured where two custom action buttons, each assigned to the same TT Order Type but using a template on one of them, would display both buttons in yellow (indicating selected) when actually only one of the buttons was clicked.

(Ref 140690)

08/01/2022

08/17/2022

Fixes

MD Trader

Fixed an issue that prevented changing the color of "laser lines" applied to MD Trader.

(Ref 140656)

08/01/2022

08/17/2022

Improvements

Options

We have improved the strategy creation price subscription process to prevent attempting to subscribe to newly created strategies before they are available in the system.

(Ref 140654)

08/01/2022

08/17/2022

Improvements

General

The File > About dialog now provides an "Account Settings" button that directs you to your TTID account settings setup page.

(Ref 140652)

08/01/2022

08/17/2022

Fixes

Market Grid

Fixed a Market Grid application error that sometimes occurred when adding new contracts.

(Ref 140650)

08/01/2022

08/17/2022

Improvements

Time & Sales

You can now horizontally resize the Time and Sales widget down to display just one column.

(Ref 140646)

08/01/2022

08/17/2022

Fixes

Market Grid

Fixed an issue in Market Grid that sometimes caused renamed contracts to not display the original contract name upon mouse hover on the contract name.

(Ref 140645)

08/01/2022

08/17/2022

Improvements

Spread Matrix

Spread Matrix now provides right-click menu options of "Check All" and "Uncheck All" when choosing legs to display or hide in the matrix.

(Ref 139982)

08/01/2022

08/17/2022

Fixes

General

Fixed an issue that sometimes caused multiple Market Explorers to appear upon opening a workspace.

(Ref 139981)

08/01/2022

08/17/2022

Improvements

Fills

The Orders and Fills widget (OFW) now provides the ability to allocate filled orders to one or more accounts. To expose the feature, right-click in the Orders pane of the OFW and select "Show Allocations pane". Selecting filled orders using the "Watch" column populates the allocation panel, where you add account rows and configure them by order qty or percentage. You can also select Profiles defined in Setup to drive the accounts that are available in the list of accounts. Once configured, selecting the original order will populate the right-hand Preview pane where you can choose to allocate the fills by average price or by using the actual fill prices. Clicking the Release button completes the allocation process and generates fill records to the accounts as defined. See our documentation pages for more information.

(Ref 138034)