Release Notes

February 2024 - 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

02/28/2024

03/19/2024

Improvements

Order Entry

The Order Book "work with same order type" right click feature on staged orders is now prevented when the selected staged orders are comprised of different order types (e.g., Limit and Market). The feature can only be used when multiple staged orders are all of the same order type.

(Ref 162723)

02/26/2024

02/26/2024

Fixes

Market Data

Fixed an issue where the spread G3BM|G5BM had incorrect ratios.

(Ref 162582)

02/08/2024

02/08/2024

Improvements

TT .NET SDK

Added a new property named EnableOptionsLogging to allow users to disable the logging of additional option data which can be quite large. (v3.2.2.1)

(Ref 162399)

02/08/2024

02/08/2024

Improvements

TT .NET SDK

Reduced irrelevant OrderFillUpdateResponse messages being logged. (v3.2.2.1)

(Ref 162397)

02/08/2024

02/08/2024

Improvements

TT .NET SDK

Exposed the raw format of the strike price for instruments. (v3.2.2.1)

(Ref 162396)

02/08/2024

02/08/2024

Improvements

TT .NET SDK

Added support position effect on ASE spreads. (v3.2.2.1)

(Ref 162201)

02/08/2024

02/08/2024

Fixes

TT Core SDK

Fixed an issue where the price reasonability fields won't get set in a rare scenario. (v1.1.1.1)

(Ref 162200)

02/08/2024

02/08/2024

Fixes

TT .NET SDK

Fixed an issue where the price reasonability fields won't get set in a rare scenario in Server Side mode. (v3.2.2.1)

(Ref 162199)

02/08/2024

02/08/2024

Fixes

TT Core SDK

Fixed an issue with the 'reverse' parameter when requesting order history. (v3.2.2.1)

(Ref 162198)

02/08/2024

02/08/2024

Fixes

TT Core SDK

Fixed an issue where Aggregator instruments do not have the security type set to synthetic. (v1.1.1.1)

(Ref 162195)

02/08/2024

02/08/2024

Fixes

TT Core SDK

Fixed an issue where Price.ToTicks can be incorrect when the instrument has tick tables. (v3.2.2.1)

(Ref 162193)

02/02/2024

Improvements

Score

New beta models: Cross product spoofing detection. TT Scores cross product spoofing models are moving out of alpha and into beta. You will now see this model grouping in the left hand side of the list view. Note that no clusters will generate for these models unless a user creates a custom group under "preferences" tab. A user can choose which products to group for cross product spoofing coverage, and once that group or groups are saved, cross product clusters will be generated until that grouping is deleted. Note that if you do not want to use this new functionality, no clusters will ever be generated, and you can hide this model group from view in preferences.

(Ref 162203)

02/02/2024

Improvements

Score

New Beta Model: Disruptive orders. This new model detects aggressive orders that instantly fill through multiple price levels. Causing rapid price moves by placing orders that are either too large or aggressively priced can be seen as disruptive trading behavior and my garner regulatory scrutiny. Scoring of this model is primarily based on the number of price levels traded though. There are smaller scaled reductions in score for extremely small price moves in relation to the instrument price, and for low percentages of aggressive fills. This model is in beta so TT Score welcomes any feedback. This feedback, as well as additional testing, will inform any changes for the final production release

(Ref 162194)

02/02/2024

03/19/2024

Improvements

Order Entry

The order entry quantity "K/M/B" modifier button is now only available for FX currencies and not for metals.

(Ref 162149)