Release Notes

August 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

08/29/2023

10/06/2023

Improvements

Autospreader

Autospreader configuration now includes a new "Max Exposure (clips)" setting that overrides the default behavior of the Reload functionality and specifies the number of clips (aka "slices", not quantity) the spread order can be legged before Autospreader stops quoting. When setting this to a value greater than 1, Autospreader will continue to submit quote orders even if the disclosed quantity of a hedge order is legged. Note: This is a front end change only and back-end server support for this feature will be deployed over the next few weeks.

(Ref 157206)

08/29/2023

10/06/2023

Improvements

Settings

We have hidden the global preference to use ClearPort symbology until we do support CME ClearPort.

(Ref 156240)

08/29/2023

10/06/2023

Improvements

Order Book

Canceling a locked care order that has unreleased fills will cause the fills to become orphaned from the parent order. Sometimes this action is needed by the execution trader to allow the customer to cancel their locked care order when they did not receive any fills yet, and the execution broker will absorb those fills. Because of the impacts of this action, we now explicitly warn the trader with a confirmation dialog so they can acknowledge that they do want to perform this action.

(Ref 156234)

08/29/2023

10/06/2023

Improvements

Blocktrader

Blocktrader now prevents submitting OTC orders on spreads and strategies on HKEX, JPX and TFEX in accordance with exchange rules.

(Ref 156232)

08/29/2023

10/06/2023

Fixes

Order Entry

Fixed the visibility of the Order Profile drop-down control in Autospreader Multi-Account configuration when there is only only profile.

(Ref 156225)

08/29/2023

10/06/2023

Improvements

Orders

The order in the Allocation pane of the Orders and Fills Widget (OFW) now clears out once the order has been allocated and released.

(Ref 156223)

08/29/2023

10/06/2023

Fixes

Blocktrader

Fixed a Blocktrader issue that prevented submitting Committed - 1 sided orders for Montreal (MX) spreads.

(Ref 156222)

08/29/2023

10/06/2023

Improvements

General

You can now copy the contents of individual cells (instead of the entire row) in grid-based widgets such as Order Book, Order and Fills widget (OFW), Fills widget and Audit Trail. While left click will continue to select an entire row, holding down Alt + Left click will select a single cell. Then you can right-click to select a new menu item "Copy" that copies the cell contents. Alternatively, holding down Alt + Right click will select a single cell and simultaneously open the right-click menu so you can select the "Copy" menu item for that cell's contents.

(Ref 156197)

08/29/2023

10/06/2023

Fixes

Fills

Fixed an issue that prevented the Fills widget from correctly populating the TextTT value on some fills.

(Ref 156195)

08/29/2023

10/06/2023

Fixes

General

Fixed a serious issue that occurred while a workspace was open and an autoroll instrument did not correctly complete the roll update to the new instrument. Note that this situation should not happen when the workspace is freshly loaded for the new day. To avoid this situation in the future, when a workspace is open and running, instruments that are set to autoroll will now update on a market by market basis when the exchange reset time occurs.

(Ref 152561)

08/25/2023

08/25/2023

Fixes

Market Data

Fixed incorrect RIC codes for ICE MCG spreads.

(Ref 157055)

08/24/2023

Plan

Orders

ICE has announced that they will undergo an API upgrade during on 26th August 2023.

TT has made two changes for this API upgrade and is available in UAT for client review.

1. Exchange System ID Enhancement: TT has made the necessary changes to accommodate the extension of ICE generated system IDs. Before, these IDs were up to 9 digits long, but now they can be up to 14 digits long.

2. TVTIC Update: To reduce the risk of duplicate IDs being created, ICE has increased the length of the MiFIR Trading Venue Transaction Identification Code ("TVTIC") from 42 characters to 51 characters by adding extra padding to the Exchange Deal ID part of the TVTIC. TT has made the necessary changes to accommodate this change.

For additional information from the exchange, please refer to the “Trading Platform API Release Notes - Q3 2023 Release" -
https://app.e.theice.com/e/er?utm_source2=ICE_APISupport_ICEAPIFeaturesandEnhancements15.000_20230614&s=600958837&lid=16711&elqTrackId=b9b320a5c35b4d7582d901c8486b7f40&elq=0252dfa984844870bd55d7ad8b688b7f&elqaid=23898&elqat=1

(Ref 155864)

08/14/2023

08/14/2023

Improvements

TT Core SDK

Exposed a field on the instrument to specify that quotes are delivered in yield and, as such, will be inverted. (v1.0.10.1)

(Ref 156631)

08/04/2023

09/01/2023

Improvements

FIX Services

Add ATDL boolean param for HKExSSEAlgoHandling add fixTag=16979 with default value=false

Expand parent TIF section to include DAY_PLUS and GTC_PLUS

<Parameter name="ParentTIF" xsi:type="Int_t" initValue="eDay" required="true" dir="In" updateable="false" orderEntryFixtag="16950">
<EnumPair enumID="eGTC" wireValue="2"/>
<EnumPair enumID="eDay" wireValue="1"/>
<EnumPair enumID="eTime" wireValue="7"/>
</Parameter>
use same value as from https://github.com/tradingtechnologies/the_arsenal/blob/master/all_messages/source/tt/messaging/order/enums.proto#L3571

These ATDL changes are for TTIceberg and TTStop.

(Ref 155828)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added support for tags EchoDC_1 thru EchoDC_20 tags to the NoSides group in AE, AR message types in preparation for support in future TT Order Connector releases.

(Ref 155242)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added support for a new Premium Order Type parameter, tag 9302, 'DynamicEndTime', to the TT Schema.

(Ref 155196)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added the following tags to TT FIX for use when defining an Autospreader instrument via FIX for a TT OMS Staged Order:

<field number='16700' name='PriceFormula' type='STRING'/>
<field number='16701' name='ReloadOffset' type='INT'/>
<field number='16702' name='OverrideTickNumerator' type='BOOLEAN'/>
<field number='16703' name='FormulaBasedOn' type='STRING'>
<value enum='price_diff' description='price_diff' />
<value enum='ratio' description='ratio' />
<value enum='net_change' description='net_change' />
<value enum='custom' description='custom' />
</field>
<field number='16704' name='ReloadDelay' type='INT'/>
<field number='16705' name='DisclosedQty' type='QTY'/>
<field number='16706' name='Reload' type='BOOLEAN'/>
<field number='16707' name='OverrideTickSize' type='INT'/>
<field number='16708' name='OverrideTickDenominator' type='INT'/>

<field number='16750' name='MultiplierAsString' type='BOOLEAN'/>
<field number='16751' name='Multiplier' type='INT'/>
<field number='16752' name='IsHedging' type='BOOLEAN'/>
<field number='16753' name='QueueHolder' type='QTY'/>
<field number='16754' name='MLQ' type='STRING'/>
<field number='16755' name='PayupTicks' type='INT'/>
<field number='16756' name='IsQuoting' type='BOOLEAN'/>
<field number='16757' name='ConvertQuoteToHedge' type='INT'>
<value enum='1' description='Attempt' />
<value enum='2' description='Always' />
<value enum='3' description='AlwaysPreserveQueue' />
</field>
<field number='16758' name='IsLeanIndicative' type='BOOLEAN'/>
<field number='16759' name='IsShared' type='BOOLEAN'/>

For additional information on using TT OMS via FIX, please contact FIXIntegration@trade.tt.

(Ref 155195)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

TT Instrument ID will be included in tag 48 on Market Data Request Reject <Y> messages, when available. For example, tag 48 will be included if the instrument lookup succeeds but the request is rejected due to the instrument being marked inactive.

(Ref 155194)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added the following fields to MarketDataSnapshotFullRefresh messages when they are specified in the request messages and available in the TT price server for a given exchange.
* 16052 - ExchangeSendingTime
* 16060 - ExchangeTransactTime

(Ref 155193)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added support for FIX 4.4 in FIX Session configuration when Initiator is enabled.

(Ref 155191)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added support tag 16130, Intent to Cross to D/G/AB/AC/8 message types. Applicable for certain exchanges when Intent To Cross is enabled on the TT account.

(Ref 155190)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

ClearingAccountOverride (tag 16999) has been added to the NoSides group for TradeCaptureReport (AE) messages.

(Ref 155188)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

When tag 18211, DeliveryTerm, is included on an order and is not equal to 'M', 'Y' or 'Q', then 'Day' must also be specified in tag 205 or tag 541.

(Ref 155187)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added the following enum values to tag 1123, TradeHandlingIstr:
<value enum='8' description='TRADE_HANDLING_INSTR_PENDING_TRADE_REPORT' />
<value enum='9' description='TRADE_HANDLING_INSTR_COMPLETED_TRADE_REPORT' />
<value enum='A' description='TRADE_HANDLING_INSTR_EXPIRED_TRADE_REPORT' />
<value enum='B' description='TRADE_HANDLING_INSTR_BROADCAST' />
<value enum='C' description='TRADE_HANDLING_INSTR_PENDING_APPROVAL' />
<value enum='D' description='TRADE_HANDLING_INSTR_APPROVED' />
<value enum='E' description='TRADE_HANDLING_INSTR_PENDING_CANCEL' />

(Ref 155186)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Tag 18220 is now included on all Drop Copy Messages when "Compliance Feed" is enabled.

(Ref 155184)

Version: v227

08/04/2023

09/01/2023

Improvements

FIX Services

Added 'C', "EOM" as a new value for tags 18211, Delivery Term and 18212, LegDeliveryTerm.
<value enum='C' description='EOM' />

(Ref 155183)

Version: v227

08/04/2023

09/01/2023

Plan

FIX Services

Limited production deployment of the v227 FIX Services began Aug. 4 and will be completed over the next 4 weeks.

All TT FIX services for the v227 release were deployed to UAT Data Centers at EOD July 6, 2023.

This release includes changes to the FIX XML schema files. Clients are strongly encouraged to download and deploy the latest XML schema files from the URL below prior to release: https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html

Release Notes for FIX v227 and prior releases can be reviewed at any time by going to https://library.tradingtechnologies.com/release_notes/

All TT FIX clients are strongly encouraged to subscribe to the weekly TT System Admin News and Updates email newsletter here:
https://www.tradingtechnologies.com/support-updates/

(Ref 155181)

Version: v227

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