Release Notes

February 2023 - 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

02/27/2023

02/27/2023

Fixes

Market Data

Fixed an issue on EEX Natural Gas products where contracts that only trade in MW were incorrectly set to trade in flow (MWh).

(Ref 150378)

02/24/2023

03/28/2023

Improvements

Positions

The Assets widget now supports additional crypto exchanges which will be announced separately as they are added by TT. As part of this work, the Assets data now auto-updates every 30 seconds or when the refresh icon is clicked.

(Ref 149247)

02/24/2023

03/28/2023

Improvements

Settings

We have added a new global Preference on the main General page named "Increase/decrease prices and quantities with right/left mouse clicks". Default is checked On to maintain the current behavior where mouse clicks within price and quantity edit controls will increase values upon right click and decrease upon left click. When this new preference is unchecked Off, left and right clicks will not modify the values within those controls.

(Ref 149244)

02/24/2023

03/28/2023

Improvements

Charts

You can now customize the chart font size and style. The Settings page provides a checkbox to display the overall font style as bold, along with the ability to set the font size of the bar values that display on mouse hover on each bar. The font size for the daily values box, vertical price axis and horizontal time axis can be set individually via right click on each item. And similar to other settings, these values can be set as the defaults for new chart widgets.

(Ref 149243)

02/24/2023

03/28/2023

Improvements

Options

Options related widgets now provide the ability to contact "QuikStrike" based on an entitlement in Setup for a new premium options analytics partnership. Full system support for this feature will be added at a later date and announced by a separate release note.

(Ref 149242)

02/24/2023

03/28/2023

Fixes

Order Book

Fixed issues related to copy and paste of allocation definitions where results were not displayed in the same order as the source data and account errors were not correctly highlighted.

(Ref 149234)

02/24/2023

03/28/2023

Improvements

Order Book

The Allocation pane of the Orders and Fills widget (OFW) now displays allocation percentages with one digit decimal precision if needed.

(Ref 149233)

02/24/2023

03/28/2023

Improvements

Order Book

The Allocation pane of the Orders and Fills widget (OFW) now displays error messages which may occur when allocating filled orders.

(Ref 149232)

02/24/2023

03/28/2023

Fixes

Autospreader

Fixed an issue that could cause errors retrieving Autospreader instruments when the "Inside Smart Quote" rule was not enabled.

(Ref 149231)

02/24/2023

03/28/2023

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget (OFW) now includes a new setting to show or hide the row checkbox column. Note that when this column is hidden, orders can still be selected by clicking on the individual order rows directly.

(Ref 149229)

02/24/2023

03/28/2023

Improvements

General

The Order Book, Orders and Fills widget (OFW), Fills widget and Audit Trail now contain two new optional columns "TT SMP ID" and "TT SMP Instruction". Note that these columns display the information related to TT's implementation of Self-Match Prevention across account hierarchies and differ from the current "SMP ID" column that displays exchange related information.

(Ref 149226)

02/24/2023

03/28/2023

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget (OFW) now populates the % Filled field for TT Order Types and Third Party (aka Bank) Algos.

(Ref 149066)

02/11/2023

03/10/2023

Improvements

FIX Services

Add support for tags 16658 (TextTT) and 16659 (TextC) to TT FIX AE and AR message types. Please download the latest XML schema from the TT web site to update your client FIX applications.

(Ref 149870)

Version: v211

Learn More

02/11/2023

03/10/2023

Improvements

FIX Services

A number of TT FIX Drop Copy and Order Routing clients have implemented Custom FIX Rules to drop Parent Synthetic Execution Reports, which include code similar to the below:

-- Parent synthetic traffic for TT custom order types (i.e. TT Iceberg, TT Stop, TT TWAP, etc.) --
if string.find(ExchCred, "algoserver_exec") then
return DROP

Upcoming changes to TT Algo Server will require an update to such custom rules in future. The TT FIX Integration on Onboarding teams will be contacting customers directly to assist in the update process. The new TT algo server changes are currently available in UAT for integration testing using the "TT TWAP" order type only.

Please contact FIXIntegration@trade.tt or onboarding@trade.tt with any questions regarding the required changes.

(Ref 149495)

Version: v211

02/11/2023

03/10/2023

Improvements

FIX Services

Added new enum value to tag 959, StrategyParameterType:
<value enum='8' description='PRICE' />

This parameter type value is used when submitting some TT Premium Order Type or 3rd-party Algo orders via TT FIX Order Router. Refer to TT Help Library or 3rd-party documentation for more details.

(Ref 149254)

Version: v211

Learn More

02/11/2023

02/11/2023

Improvements

Orders

Added support for TT SMP ID and instruction fields to Order Tag Defaults in Setup. Full support will be announced in a later release note after backend support is complete. Once supported, these fields will only effective for companies that have TT Reserve - Dedicated Bouncer (risk server), and have the TT SMP feature enabled at a company-level (or by a parent account's company). The field-level TT SMP feature will behave similar to the existing account-level Order Cross Prevention feature, but instead of being set on an account hierarchy, the ID and instruction are configured as order tag defaults, allowing administrators to configure more granular order cross prevention rules. Note that when using this feature, all orders will be routed through the dedicated Bouncer, including any synthetic, autospreader, or algo orders.

(Ref 148999)

02/11/2023

03/10/2023

Improvements

FIX Services

Added several new enums to tag 828, OTC Trade Type:
1076 - EFP Bond
1077 - EFP SPI XJO
1078 - Cash Related Trade
1079 - Non-disclosed OTC Trade
1080 - Disclosed OTC Trade
1081 - SI Trade

(Ref 148797)

Version: v211

02/11/2023

03/10/2023

Improvements

FIX Services

Added support for tags 16857, TTSMPID, and 16858, TTSMPInstruction, to the TT FIX schema. These tags will be part of an upcoming TT AOTC enhancement that will allow TT-based self-match prevention to operate across account hierarchies. More details on this new feature will be provided in future release notes.

Exchange-based SMP continues to use tags 7928 and 8000 for SMP ID and SMP Instruction, respectively.

(Ref 148796)

Version: v211

02/11/2023

03/10/2023

Improvements

FIX Services

Added support for routing Core SDK algos via FIX order router by setting TargetStrategyType, tag 16848=12, "CORE_SDK".

(Ref 148568)

Version: v211

02/11/2023

03/10/2023

Improvements

FIX Services

Added custom tag 16130, "Intent to Cross" to D/G/AB/AC/8 messages
Required: No
Description: Pre-arranged Transaction. Currently supported for MX exchange only.
Exchange support was added by the MX API upgrade on Dec. 15, 2022.

(Ref 148567)

Version: v211

02/11/2023

03/10/2023

Improvements

FIX Services

Custom FIX tag 9210, LiquidityIndicator, has been added to the TT FIX schema and is used on inbound Execution Reports imported from ICE POF. This field wil not appear on FIX Drop Copy ERs sent out from TT.

(Ref 148566)

Version: v211

02/11/2023

03/10/2023

Improvements

FIX Services

Added support for CUSIP (456/606=1) in both SecurityAltId and LegSecurityAltId groups when the value is provided by the exchange.

(Ref 148565)

Version: v211

02/11/2023

03/10/2023

Plan

FIX Services

Limited production deployment of the v211 FIX Services began Febraury 10 and will be completed over the next 5 weeks.

All TT FIX services for the v211 release have been deployed to UAT Data Centers since December 23, 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 v211 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

(Ref 148441)

Version: v211

Learn More

02/10/2023

02/17/2023

Improvements

Exchanges

Deribit options are now available on TT platform.

(Ref 150283)

02/10/2023

Improvements

Score

Alpha release: Score users can now select products across exchanges to run as composite instruments for the spoofing suite, as well as frontrunning and momentum ignition. To enable this Alpha feature for the company the user must go into score preferences, ensure that all the alpha versions of the models are checked, then click on the new tab "cross product preferences". Once in that new tab the user can create cross product/exchange configurations by selecting product groups from the drop downs and searching for he desired product symbols. Once a product ser is created and the desired models are selected the user should save that product group and the next time score processes any results will show up in a new surveillance grouping in the list view. You will want to be sure the "contract" field is also not visible when inspecting results. To remove your company from participation in the Alpha a user just needs to delete their product grouping/s and unselect the alpha models from the user preferences. Note that this is an alpha version of this feature, in the future the models will be updated with additional features and visualizations that are cross market specific. The current results are will not reflect the final version of custom composite instruments.

(Ref 150047)

02/10/2023

02/10/2023

Fixes

Market Data

Fixes incorrect Last Trading Date on Eurex futures and spreads. This fix will be deployed in Production on Feb 10th.

(Ref 148772)

02/06/2023

02/06/2023

Improvements

ADL

Added the ability to define Open/Close and Strategy market flags within ADL Order Block and Discrete Order Block properties.

(Ref 149822)

02/03/2023

Improvements

Orders

Wholesale trading support for SGX has now been deployed to the TT Production Environment. The "SGX_OTC" feature enables access to Trade Report (NLT) orders on the SGX Titan-OTC platform via TT. This includes wholesale trading of the SGX NIFTY products now trading on SGX GIFT City.

The new feature supports two Trade Report Types: Two Sided ("Dual Sided Trade") and One Sided ("Matched Trade"). Access is available via TTW Blocktrader, FIX Order Routing and FIX DropCopy. For details about feature support and setup procedures, please refer to the relevant pages in the TT Help Library.

(Ref 149720)