November 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
11/29/2023	01/18/2024	Fixes	Options	Fixed Options Chain sometimes missing strikes for Eurex weekly options contracts. (Ref 160349)
11/29/2023	01/18/2024	Improvements	Market Grid	The "Vol" column in Market Grid now supports the display of fractional values. (Ref 159956)
11/29/2023	01/18/2024	Improvements	General	We have released a new "Product Grid" widget that displays market data similar to the current Market Grid widget, but organizes the products and instruments more concisely to watch/trade multiple products with similar contract specs. The layout has the far left column as a "Term" column that displays the expiration info for a row. Then the grid to the right contains one or more groups each with the same set of columns, with each group as a different product. This layout provides a lot of information in a clean, concise, well organized format. Similar to the Market Grid, columns can be edited, resized and repositioned, and order entry can be initiated by clicks on the various price cells. See the documentation for more details. (Ref 159459)
11/29/2023	01/18/2024	Improvements	Order Book	The Order Book and Orders and Fills widget (OFW) now support modifying the following fields when multiple Limit orders are selected: Price (including Price Payup), Time-In-Force (TIF) and TextTT. Note that only Limit orders will be modified when more than one order type is selected. (Ref 159456)
11/29/2023	01/18/2024	Improvements	Order Book	The Order Book and Orders and Fills widget (OFW) now include an optional "Pct from LTP" column that displays the percentage that limit order prices are relative to the LTP. This value is displayed with two digits of precision, e.g., "13.64", with negative values displayed in parenthesis. This column can be sorted on a static basis similar to the other existing "Ticks Away" columns. (Ref 159455)
11/29/2023	01/18/2024	Improvements	Order Entry	You can now upload Limit orders into the Order Book from a .csv file by using two new columns in the file: "PricePayup" and "PricePayupType". The Type field defines the base price type and accepts "LTP", "Bid", "Ask", "Same Side" (aka Bid for Buy, Ask for a Sell) or "Opposite Side" (aka Ask for a Buy, Bid for a Sell). If the PricePayup field includes a % sign, e.g., "10%", that value will be treated as a Percentage, otherwise the value will be treated as the number of Ticks. (Ref 159451)
11/29/2023	01/18/2024	Improvements	Order Entry	The Order Ticket now allows you to configure the price of a Limit order as a payup from a base price type with a new "Price Payup" checkbox. The payup can be defined either as a percentage or as the number of ticks. The base price type can be either LTP, Bid, Ask, Same Side (aka Bid for Buy, Ask for a Sell) or Opposite Side (aka Ask for a Buy, Bid for a Sell). The value is applied as a payup meaning that positive values are into the market and negative values are away from the market. Percentage values can have up to 2 digit decimal precision while Tick values must be integers. Both styles can be set to a maximum of 100. Note that this feature is not an algo, as the order price is determined by the front end using the value of the base price type at time of order submission. (Ref 159444)
11/29/2023	01/18/2024	Improvements	Charts	Charts are disabled and not supported on FX Spot instruments. (Ref 159443)
11/29/2023	01/18/2024	Improvements	General	To optimize the creation of RFQs on Eurex Enlight, TT has created a new “Counterparty Manager” widget. This widget can be launched from the main workspace titlebar "Edit" menu. The manager widget lets you create and name "lists" of counterparties that you regularly use for Enlight RFQs which can be applied as a group instead of having to select the counterparties one by one. Similar to the RFQ with Counterparties Widget, lists can be flagged as "favorites" by clicking the star icon. See the full documentation for more details. (Ref 159428)
11/29/2023	01/18/2024	Improvements	General	To support RFQs on Eurex Enlight, TT has created a new stand-alone “RFQ with Counterparties” widget. This widget can be launched from the Widgets > Options menu and can only be used with Eurex instruments. The basic workflow is to select an existing Eurex instrument, configure the RFQ with quantity, side (buy, sell or both), firm or indicative, and specify the counterparties you would like to receive the RFQ. Once submitted to the exchange, the RFQ will appear in the RFQ Viewer widget where you can select and initiate a trade with one of the responses from the designated counterparties. (Note: the responses are generated by exchange members outside of the TT system). Instead of selecting counterparties one by one, the widget also lets you select "lists" of counterparties that you have previously set up in the Counterparty List Manager widget. See the full documentation for more details. (Ref 159414)
11/29/2023	01/18/2024	Improvements	General	As part of supporting RFQs on Eurex Enlight, the RFQ Viewer widget now has the following optional columns to display the additional Enlight data: Counterparty, EnlightId, MktQuoteId, NegotId, QuoteType, QuotingStatus, Status and TransType. The widget displays Enlight RFQ rows in a parent/child manner to organize the various responses to an RFQ within a group that can be expanded and collapsed. Responses can be selected and traded by left click on the bid or ask cell to launch an Order Ticket. (Ref 159412)
11/29/2023	01/18/2024	Improvements	Order Entry	Added support to populate TT SMP tags on child orders of parent staged orders. (Ref 159370)
11/29/2023	01/18/2024	Fixes	Options Chain	Fixed Options Chain sometimes displaying incorrect text when creating strategies. (Ref 159369)
11/29/2023	01/18/2024	Fixes	General	Fixed an issue where drop-down menus sometimes did not appear in their correct locations when the widget is zoomed larger. (Ref 159368)
11/29/2023	01/18/2024	Fixes	Order Entry	Fixed an Order Ticket issue where you sometimes needed to type twice to enter the Limit Price for a Stop Limit order. (Ref 159367)
11/29/2023	01/18/2024	Fixes	MD Trader	Fixed MD Trader confirmation not always displaying for right click order actions. (Ref 159366)
11/29/2023	01/18/2024	Fixes	Order Book	Fixed the Order Book and OFW Profile Name column not always sorting correctly. (Ref 159365)
11/29/2023	01/18/2024	Fixes	General	Fixed the Account Restrictions widget and Fill Alert widget icons in the workspace titlebar. (Ref 159364)
11/29/2023	01/18/2024	Fixes	Blocktrader	Fixed an issue where Blocktrader sometimes did not seed and clear tag values defined in Setup for OTDs for TT Accounts the same way as Order Ticket and MD Trader behave when the TT Account is selected or changed. (Ref 159363)
11/29/2023	01/18/2024	Fixes	Order Entry	Fixed an issue where clicking on the AskQtyAccum and/or BidQtyAccum cells sometimes did not seed the aggregated value into the order quantity control. (Ref 159362)
11/29/2023	01/18/2024	Improvements	Order Entry	On FX Spot instruments, the order quantity controls provide a button immediately to the right of the numeric quantity value that toggles between "K", "M", "B" and blank. The selected character acts as a qualifier on the quantity value as follows: "K" = "Thousands", "M" = "Millions", "B" = "Billions", and blank means no qualifier (aka use the numeric value as is). For example, when the quantity is set as "2M", this means an order quantity of "2,000,000". The numeric portion supports two-digit decimal precision, for example, "0.50M" means "500,000". (Ref 159361)
11/29/2023	01/18/2024	Improvements	General	Added an optional "Trade Date" column to grid-based widgets that display order and fill records, e.g., Order Book, Fills widget, Orders and Fills widget, Audit Trail and Audit Query widget. This value will only be populated for FX Spot instruments. (Ref 159360)
11/29/2023	01/18/2024	Improvements	Market Grid	Added support in Market Grid for detailed depth on Cboe FX. (Ref 159359)
11/29/2023	01/18/2024	Improvements	General	Added an optional "Settlement Date" column to grid-based widgets that display order and fill records, e.g., Order Book, Fills widget, Orders and Fills widget, Audit Trail and Audit Query widget. This value will only be populated for FX Spot instruments. (Ref 159358)
11/29/2023	01/18/2024	Improvements	Market Grid	Added support in Market Grid for detailed depth on CME BrokerTec Stream. (Ref 159357)
11/29/2023	01/18/2024	Improvements	General	Instruments priced in yield, such as CME BrokerTec RV Spreads, now display the price depth inverted by default, p/l is displayed correctly and price ticking controls properly adjust prices accordingly. (Ref 159356)
11/29/2023	01/18/2024	Improvements	Market Grid	Added support in Market Grid for detailed depth on EPEX. (Ref 159353)
11/29/2023	01/18/2024	Improvements	Market Grid	Market Grid now displays the "Status" cell with a green background for instruments in Open state, and a red background for instruments in Closed state. (Ref 159352)
11/28/2023	11/28/2023	Improvements	TT Core SDK	Internal price delivery improvements. (v1.1.0.3) (Ref 160335)
11/20/2023		Improvements	Exchanges	On November 20, Eurex will upgrade to T7 Version 12.0 in Production. This release is now available for testing in UAT. With T7 Release 12.0, Eurex will introduce a new validation scheme for the fields Execution Decision ID, Investment Decision ID, and Client ID relating to the submission requirements of the short code and algo ID information on transactions. No changes to TT software are required, however, customers should ensure that their configuration of these values is correct in light of the new exchange requirements which are as follows: 1. Execution Decision ID: a. The submission of a short code will always be mandatory regardless of the used trading capacity. 2. Investment Decision ID: a. For the trading capacities Proprietary and Market Making, the submission of a short code will always be mandatory b. For the trading capacity Agency, the submission of a short code will be optional. Please note: If either a short code or a qualifier is set, the submission of both short code and qualifier will become mandatory even when transactions are submitted using the trading capacities Agency. 3. Client ID: a. For the trading capacity Agency, the submission of a short code will be required. b. For the trading capacities Proprietary and Market Making, the short code will need to be empty. An order with a filled short code in Client ID will be rejected. 4. Short Code handling a. A submission of a zero as a short code will no longer be permitted. The usage of a short code will be mandatory in the Execution Decision ID and in the Investment Decision ID. For the identification of a natural person, the usage of a short code will be mandatory in the Execution Decision ID and in the Investment Decision ID Please find more information about the MiFID II / MiFIR flagging scenarios under eurex.com > Rules & Regs > MiFID II / MiFIR > MiFID II / MiFIR > Client & Member Reference Data > MiFID II / MiFIR Flagging Requirements - Execution decision, investment decision, client ID and DMA (Ref 158334)
11/16/2023	11/16/2023	Improvements	RTD	We have released a new v23.1 of the TT Excel Add-In that includes an updated SSL certificate. Customers are urged to upgrade to this new version as soon as practical because the current certificate expires 19 December 2023. (Ref 159976)
11/01/2023	11/01/2023	Improvements	TT Algos	Parameter updates and enhancements for TT Premium Order Types: * Renamed "Trigger Price" to "If Touched Price" * Expanded "Num Post Levels" to a maximum of 20 * Allow "Num Post Levels" > 0 without "Passive Price Level" * Added "I Would Qty", "I Would Qty %", and "I Would Qty Variance %" to all Premium Order Types * Added "Cleanup %" to TT POV, TT Prowler, and TT ScalePOV * Added "Post Ticks Apart" and "Tactical Peg" to TT Prowler * Added "Max Spread Cross" to all Premium Order Types. (Ref 158658)

Release Notes

November 2023 - Production Environment