Release Notes

October 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

10/28/2022

Fixes

Score

Bug Fix: Some clusters were receiving an error when trying to open. Mostly affecting the deal time model. This has been resolved.

(Ref 146534)

10/28/2022

Fixes

Score

Bug Fix: This release fixes the issue where some working orders in the market replay ladder had the decimal in the wrong place.

(Ref 146533)

10/23/2022

11/11/2022

Improvements

FIX Services

The TT FIX XML schema has been updated to support message types, tags and enums required to support messages imported via CME STP Inbound Drop Copy.

The following changes apply *only* to messages imported to TT by CME STP Inbound Drop Copy:
>> Added message types TradeCaptureReportRequest (AD) and TradeCaptureReportRequestAck (AQ) and their associated tags.
>> Added enum 'H', Clearing House, to the SecurityIDSource tags (22, 456 & 603)
>> Added ExecRestatementReason (378) enums 50, 51, 52 & 53

TradeCaptureReport (AE) messages now may include the following tags and enums *only* for messages imported to TT by CME STP Inbound Drop Copy:
>> PartySubID group (tags 802, 803, 523)
>> ClOrdId (11)
>> TradeInputSource (578)
>> CustOrdCapacity (582)
>> TrdType (828) added enums 22, 23, 37, 45, 54, 55, 57-60
>> TrdSubType (829) added enums 8, 36, 37, 40, 42, 43, 48, 200
>> TradeReportType (856) added enum 101

For additional details regarding these changes, please download and review the TT FIX XML file from the attached link.

(Ref 145080)

Version: v202

Learn More

10/23/2022

11/11/2022

Improvements

FIX Services

The FIX v202 release includes XML schema changes to FIX Logon (A) and Logout (5) messages that are applicable to FIX Sessions between TT Inbound Drop Copy server and SGX GIFT City Drop Copy Feed *ONLY*.

The following tags have been added to the Logon (A) message, but are not available for use by TT FIX clients.
>> Tag 1409 - SessionStatus
>> Tag 925, New Password
>> Tag 27003, PwdExpireDate
>> Tag 1137, DefaultApplVerID

The following tag has been added to the Logout (5) message, but is not available for use by TT FIX clients.
>> Tag 1409 - SessionStatus

TT FIX CLIENTS MUST NOT INCLUDE THESE TAGS IN LOGON OR LOGOUT MESSAGES SENT TO TT.

(Ref 145079)

Version: v202

10/23/2022

11/11/2022

Improvements

FIX Services

FIX Order Router has increased the Inflight Order Action (IFOA) timeout to (120) seconds for Staged Parent orders submitted via FIX to expand the time window allowed for Executing Traders to claim orders.

(Ref 145068)

Version: v202

10/23/2022

11/11/2022

Improvements

FIX Services

Added support for SGX GIFT City Drop Copy service to TT Inbound Drop Copy server.

Tag 685, LegOrderQty, has been added to the NoLegs (555) Repeating group due to this effort. Tag 685 will only appear in ERs imported to TT via SGX GIFT City Drop Copy. It will not appear in ERs for orders executed on the TT platform.

For more information on SGX GIFT City Drop Copy, please contact TT FIX Integration <fixintegration@trade.tt>.

(Ref 145066)

Version: v202

Learn More

10/23/2022

11/11/2022

Improvements

FIX Services

Added support for CME Straight Through Processing (STP) service to TT Inbound Drop Copy.

For more information on CME STP integration, please contact TT FIX Integration <fixintegration@trade.tt>.

(Ref 145065)

Version: v202

Learn More

10/23/2022

11/11/2022

Fixes

FIX Services

Fixed an issue where SecurityAltID data was not populated on some TradeCaptureReportAck messages for OTC trades.

(Ref 145056)

Version: v202

10/23/2022

11/11/2022

Fixes

FIX Services

Fixed an issue that could lead to duplicate fills for OM clearing updates during session recovery if TCR messages were dropped by customer-defined FIX rule on the session.

(Ref 145052)

Version: v202

10/23/2022

11/11/2022

Fixes

FIX Services

Fixed an issue where FIX Market Data did not send a Market Data Request Reject (35=Y) when the contract subscribed to was marked inactive in PDS, but not expired.

(Ref 145049)

Version: v202

10/23/2022

11/11/2022

Fixes

FIX Services

Fixed an issue for TT Order Types submitted via FIX where ChildTIF in execution reports sometimes did not match type & value of ChildTIF in the FIX order message.

For custom tag 16950, ParentTIF, the enum values for DAY and GTC have been updated to match the values in standard tag 59.

<field number='16950' name='ParentTIF' type='INT' >
<value enum='0' description='DAY' />
<value enum='1' description='GTC' />
<value enum='7' description='TIME' />
</field>

(Ref 145046)

Version: v202

10/23/2022

11/11/2022

Plan

FIX Services

Limited production deployment of the v202 FIX Services began October 21 and will be completed over the next 4 weeks.

All TT FIX services for the v202 release were deployed to UAT Data Centers at EOD Sept. 16, 2022.

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.

Release Notes for FIX v202 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

(Ref 145042)

Version: v202

Learn More

10/23/2022

11/11/2022

Improvements

FIX Services

TT FIX drop copy and order router have added support for the new TT TWAP Order Type. See the attached link for TT TWAP documentation & tutorials.

The following new FIX tags have been added for TT TWAP parameters:

<field number='17006' name='MaxPart' type='INT' />
<field number='17007' name='MaxDisp' type='INT' />
<field number='17008' name='TwapStyle' type='INT' >
<value enum='0' description="eAggressive"/>
<value enum='1' description="eDefault"/>
<value enum='2' description="ePassive"/>
</field>
<field number='17009' name='WouldIfPrc' type='PRICE' />
<field number='17010' name='LimitPrc' type='PRICE' />

(Ref 143912)

Version: v202

Learn More

10/22/2022

10/22/2022

Fixes

Setup App

Fixed an issue where the API can be used to create users with a country of Canada and a blank postal code. The Setup GUI requires a postal code for Canadian users and the API now requires this as well.

(Ref 145209)

10/18/2022

11/01/2022

Fixes

Orders

Fixed an issue that sometimes prevented the original order tags to not be maintained when using Repeat and/or Cxl/Replace.

(Ref 146033)

10/13/2022

10/31/2022

Improvements

Market Grid

When utilizing the Market Grid right-click "Remove row" menu item on instrument rows that were originally added as part of a product subscription, this function now not only removes the selected rows, but also destroys the product subscription and converts all of the remaining instruments from that product subscription to individual direct instruments. This means that the remaining rows will no longer benefit from subscribing at the product level, e.g., they will no longer automatically roll to the next contract upon expiration, nor will that group of rows automatically insert new rows when new instruments are created for that product by the exchange. TT recommends that if you want access to all available instruments you should add the full product and then tweak the display as needed using the new Contract filter functionality. The "Remove row" feature should be used on rows added directly as individual instruments.

(Ref 145838)

10/13/2022

10/31/2022

Improvements

Market Grid

To help indicate that instruments are part of a full product subscription, the instrument name in the Contract column in new Market Grids will be displayed in italics when a row is part of a product subscription. You can disable the italic font via a Market Grid checkbox setting. Note: Due to the nature of the improvements made in managing instruments that are part of full product subscriptions, this new italics font setting is only available with new Market Grid widgets created in v27 and onward. The italics font is on by default in new Market Grids to help educate about the differences between product subscription rows and individual instrument rows.

(Ref 145836)

10/13/2022

10/31/2022

Improvements

Market Grid

You can now add instruments to Market Grid via a new right-click menu item of "Add instrument row..." which inserts a new row below the current row, and brings up the Market Explorer seeded with the current instrument. As part of this change, adding rows via double-click is also still available, but is now limited to double-click only on the Contract cell, whereas previously you could add a row via double-click on any cell in a row.

(Ref 145835)

10/13/2022

10/31/2022

Improvements

Market Grid

Currently In Market Grid when you right-click and "remove" a row that was added as part of a full product subscription, Market Grid never adds that instrument back; it is hidden in that widget (tab) forever. In order to add that row back you must create a brand new Market Grid. To improve this situation, you can now filter the Contract column, similar to how the Exch, Status and Type columns can be filtered. The filter dialog allows you to check row items on/off to show/hide them in the grid while maintaining the full product subscription. Filtering is available via left-click on the right corner of the Contract column header cell, similar to how filters are applied on other filterable columns with TT grid widgets.

(Ref 143913)

10/07/2022

10/07/2022

Improvements

Blocktrader

TTUS has separated the permission for submitting block and cross orders from the Blocktrader widget into two separate permissions. This is supported in Trade.TT now, but not be supported in the backend until a later date. Until backend support is completed, Setup administrators will be able to disable Blocktrader cross orders, or both Blocktrader cross and block orders, but TT will not yet support disabling block trades while enabling cross orders. TT will issue another release note when backend support is complete.

(Ref 145700)

10/07/2022

10/07/2022

Improvements

General

Starting October 10, the naming convention for FIX Drop Copy Send/Recv logs will change slightly. The new naming convention will include the data center from which the collection was processed. This change is part of an effort to reduce the amount of time needed to collect these files.

This change also means that customers might receive several FIX Drop Copy Send/Recv zip files per day and these files might be delivered at slightly different times. The number of files will depend on which data center is performing the collection of the FIX activity.

For example, a customer who had FIX Drop Copy sessions running in several data centers might having been receiving a single file named like fix_drop_copy_service_tt_send_recv_logs_999_2022_03_01.zip might now receive two files named like fix_drop_copy_service_tt_send_recv_logs_999_singapore_2022_10_10.zip and fix_drop_copy_service_tt_send_recv_logs_999_frankfurt_2022_10_10.zip.

(Ref 145563)

Learn More