Release Notes

December 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

12/20/2022

12/20/2022

Improvements

FIX Services

The MX SAIL B3 API upgrade that went live in production on Dec. 19, 2022 made changes on the exchange side to their implementation of the 'Market' Order Type (FIX tag 40=1).

However, MX exchange failed to obtain regulatory approval for the new Market implementation in time for the production go-live date. As a result, Market orders cannot be submitted for to the MX Exchange in production at this time.

TT FIX clients are able to submit orders using the pre-upgrade Market order type implementation from MX by setting tag 40=K, Market-with-Leftover-as-Limit.

Please contact fixintegration@trade.tt with any questions.

(Ref 148425)

Version: v185

Learn More

12/17/2022

12/17/2022

Fixes

TT .NET SDK

Resolved an issue where, for a subset of Eurex Options, we receive the same expiry, strike price, and option code for multiple instruments on the price feed, which resulted in missing Options.

(Ref 146197)

12/17/2022

12/17/2022

Fixes

FIX Services

Resolved an issue where, for a subset of Eurex Options, we receive the same expiry, strike price, and option code for multiple instruments on the price feed, which resulted in missing Options.

(Ref 146196)

12/16/2022

Plan

Order Entry

We are upgrading the MX order entry SAIL protocol to the latest version - B3.
The details of this upgrade can be found at https://drive.google.com/file/d/17qbfZ61ydQHtpSh_kjno50VklfPon6QZ/view?usp=share_link.
These changes will be available in production on 19th December 2022.

MX has communicated that the new "Market" order is pending regulatory approval and will not be available in Production. Therefore we have removed the "Market" order type from MDT and Order ticket until MX enables it back. A future date will be communicated.


FIX Tag 16130 for 'Intent To Cross' will be added to TT FIX Order routing execution reports (message type: 8) and TT FIX drop copy. The Order Routing FIX sessions will not support an override of this value set on TTUS accounts. This tag will be accessible in UAT in January and Production in February 2023.

(Ref 148293)

12/10/2022

12/10/2022

Fixes

Setup App

Updated the Trading Capacity' field for JSE to support only two values: Principal and Agency. If Trading Capacity' was previously set to Deal or Match, the value has been migrated to 'Principal'. If Trading Capacity' field for JSE was previously set to "Any Other Trading Capacity (AOTC)", the value has been migrated to "Agency".

(Ref 148116)

12/09/2022

12/09/2022

Improvements

Setup App

Added support for tag 1031 (Customer Order Handling Instructions) on B3 and SGX. Tag 1031 is not currently supported by the exchange, but the value, when populated in Setup, will appear in B3 and SGX execution reports. Support for tag 1031 for other exchanges will be announced in separate release notes.

(Ref 147075)

12/09/2022

Improvements

Setup App

In preparation for supporting tag 1031 (Customer Order Handling Instructions) on all execution reports, Setup is adding a new Customer Order Handling order tag default that is available on all exchanges. Exchanges that already support this field will continue to support it, though the field will be relocated below clearing account. Today the following exchanges support tag 1031: CEDX, CME, CFE, ICE, IDEM, EEX, Eurex, and NASDAQ_NED, with MX adding support December 16th. Support for this field for other exchanges will be announced in separate release notes.

(Ref 146066)

12/04/2022

Improvements

Score

Score's GUI has been updated with a new look and additional functionality. Note that users can now open a cluster by now clicking anywhere on the cluster in the cluster list. Additionally, generated reports can be downloaded by using a right click instead of clicking an icon above the list. Other new features include the ability to filter the scorecard audit trail and the ability to slide off screen the left hand filter panel to allow the cluster scorecard or score visual to be full screen (by clicking "tt score" next to the dashboard tab). The TT Score help library is in the process of being updated with new screenshots and it will contain details on new features.

(Ref 147913)