Release Notes

September 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

09/23/2022

09/23/2022

Fixes

General

The reconcile file contains a list of files delivered to customers each day. A bug was causing the names of the files to be incorrect and no files were being produced for Saturday. Once this issue is fixed there will no longer be gap in the dates of reconciliation files delivered to the EFT server.

More information regarding reconcile files can be found in the Introduction of the Exchange Compliance documentation:

https://library.tradingtechnologies.com/audit.html

(Ref 144223)

09/23/2022

09/23/2022

Improvements

General

ICE has modified their Electronic Audit Trail format to include four new columns:

Tag 9207: Customer Account Reference ID
Tag 1028: Manual Order Indicator
Tag 9821: SelfMatch Prevention ID
Tag 9822: SelfMatch Prevention Instructions

The CSV files for ICE (including ICE London) will now include these columns and corresponding data. Be advised that some of the new columns will appear in the middle; their sequence is dictated by ICE. Additionally, any extra columns not required by ICE but provided by TT will always be after all ICE required columns. Any software systems parsing the CSV file may require updates due to the new columns.

Please use this link to ICE's announcement:
https://www.theice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_AuditTrailAdvisory_20220728.pdf?utm_source2=ICE_Futures_US_AuditTrailAdvisory_20220728&elqTrackId=6839f26b833b4418a86ff12d30657af0&elq=ed6f5463795b473a8dd712cbcb93e225&elqaid=21638&elqat=1&elqCampaignId=22181

(Ref 144007)

09/22/2022

09/22/2022

Fixes

TT Core SDK

Fixed an issue that resulted in a token revoke message. (v1.0.6.3)

(Ref 145281)

09/22/2022

09/22/2022

Fixes

TT .NET SDK

Fixed an issue which resulted in the HandleAlerts method throwing an exception due to an improperly creating the Alert dictionary. (v3.1.3.4)

(Ref 145279)

09/16/2022

09/23/2022

Fixes

General

The CME Audit Trail will no longer populate the Remaining Quantity column on pending change messages. CME's Audit Trail specification never required this field to be populated. However, since the TT system has the data it was being included.

During customer audits, certain race conditions (e.g., pending change at/near the same time the order was fully filled) causes Globlex to indicate the remaining quantity is incorrect from their point of view when included on the pending change message in the Audit Trail (it's understood that from the TT system, it's still correct since the fill hasn't been received).

It was decided the best course of action is to omit this field as it may trigger customer audits to be flagged.

(Ref 141931)

Learn More

09/12/2022

Improvements

Orders

To ensure correct support for JPX Holiday Trading, as well as the exchange's "System Reboot" revisions to disaster recovery, all Order Connectors (OCs) in UAT and Production have been upgraded to the latest JPX OC version.

Changes built into the latest version provide support for order management and trade processing on JPX before, during and after public holidays. The latest build has also been confirmed to correctly support System Failure, Reboot and Trade Resumption on JPX during System Reboot procedures.

(Ref 144818)

09/01/2022

09/01/2022

Fixes

TT .NET SDK

Fixed an issue that resulted in an exception when an export value is processed for an algo that has been terminated. (v3.1.3.3)

(Ref 144469)