Release Notes

March 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

03/29/2024

03/29/2024

Improvements

FIX Services

Effective 17 March 2024, Refinitiv is changing RICs for CFE VX and VXT products from single digit to two digit year codes for contracts expiring in January 2024 and beyond. For example:
>> Current RIC: VXF4
>> New RIC: VXF24.

The updated VX & VXT RICs are available in UAT now, and will be fully deployed to production at EOD March 29.

All TT FIX Order Routing, Drop Copy and FIX Order Gateway clients using RICs on the CFE market are strongly encouraged to integration test their applications in UAT before the production go-live date.

Please contact FIXIntegration@trade.tt with any questions or concerns.

List of impacted contracts:
https://library.tradingtechnologies.com/downloads/CFE_RIC_Change_Guide.pdf

(Ref 163794)

Version: v238

Learn More

03/27/2024

04/11/2024

Improvements

General

The workspace save process initiated by the TT front end now includes retry logic when there is no response from the back-end server.

(Ref 163466)

03/27/2024

04/11/2024

Improvements

General

Multiple clicks on the Save workspace icon are now prevented. Previously, a user was able to click the workspace save button in rapid succession even when the saving process was still in progress.

(Ref 163465)

03/23/2024

03/23/2024

Improvements

General

With the migration of IDEM to Euronext Optiq, all the IDEM instruments are now available under Euronext for trading on TT. IDEM as a separate exchange is no longer available on TT.

Key functionality updates with this release -
- Customers must subscribe to the IDEM market data subscription under Euronext in TTUS user settings in order to be able to view market data and trade on these IDEM instruments.
- Stop and Stop Limit order types will be added to Euronext, and will be available for order entry on IDEM instruments only.
- Euronext's Self Trade Prevention (STP) functionality will be available for both legacy as well as the IDEM instruments.
- Strike prices on Euronext's legacy option instruments will also be corrected as part of this release.

Additional details on this migration may be found here:
https://library.tradingtechnologies.com/downloads/IDEM_Euronext_Migration_Guide.pdf

(Ref 163937)

03/22/2024

03/22/2024

Improvements

Autospreader

When an admin changes an account to become “non-tradable” for a user (e.g., account is deleted or unassigned from the user), if that account was saved in the front end as part of an Autospreader, previously, the front end would send that account on a new order submission (and then the proposed order would be rejected by the back end). Now, no new order will be sent with this type of account. Instead, the user will receive an error message when trying to send an order with this account. The user will have to choose a new valid account for their Autospreader.

(Ref 164069)

03/22/2024

Improvements

Score

Model Update: Disruptive Order and Ramping. Both models now have a scoring feature that uses market data to calculate the average ticks moved though each hour of the session for the subject instrument and compares that to the number of ticks traded though by trader. If the trader's activity did not exceed 3% of the average hourly ticks moved by the instrument there is a scaled reduction of the score starting at under 3% and increases as the percent approaches zero. Additionally, for both models, there is a new scaled score reduction when the traders ticks moved through accounts for less than 0.5% movement of the price of the instrument, with an increasing reduction as the precent approaches 0. If the activity causes more than a half percent price move, no reduction occurs.

(Ref 163994)

03/19/2024

03/19/2024

Improvements

General

As part of the migration of IDEM instruments to Euronext, OTD and Limits set in TTUS for IDEM are copied over to Euronext.
- The product / instrument level settings are copied only if the same product / instrument exists in both IDEM and Euronext UAT environments.
- IDEM settings that are not at product / instrument level but apply to the whole exchange, are copied over to Euronext and will be applicable only for IDEM instruments (Security Exchange = IDEM / MIC Code = XDMI)

Customers are requested to review these OTDs and Limits and make any required changes before the IDEM Migration Go Live on 25 Mar.

(Ref 162418)

03/15/2024

Plan

Setup App

TT has updated the Market Data Agreement for the following markets:

Deribit
CBOE Digital-Derivs
CBOE Digital-Spot
Bitmex
Huobi

Users of these markets must agree to this updated agreement before they will be able to access market data upon next login.

(Ref 163686)

03/13/2024

03/13/2024

Improvements

General

We have released a new TT Desktop installer package v24.0.0 that utilizes Chromium v120. No TT specific changes are included in this release, however this upgraded version of Chromium includes performance changes, bug fixes and security fixes provided by the Chromium team. Also included in this package is the previously released TT Excel Add-In v23.1.

(Ref 163117)

03/12/2024

03/12/2024

Fixes

TT .NET SDK

Fixed an issue where responses to queries for non-tradable instruments were treated as errors. (v3.2.3.1)

(Ref 163545)

03/12/2024

03/12/2024

Improvements

TT .NET SDK

Add Strategy Creation ability to TT .NET SDK Server Side. (v3.2.3.1)

(Ref 163544)

03/12/2024

03/12/2024

Improvements

TT .NET SDK

Added support for the 'share' option in spread creation. (v3.2.3.1)

(Ref 163543)

03/12/2024

03/12/2024

Fixes

TT .NET SDK

Updated the instrument strike field to use the underlying instrument's display factor. (v3.2.3.1)

(Ref 163542)

03/12/2024

03/12/2024

Improvements

TT Core SDK

Made improvements for more efficient delivery of Time & Sales. (v1.1.2.1)

(Ref 163541)

03/07/2024

03/10/2024

Improvements

FIX Services

US Daylight Savings Time begins on March 10 at 3am Eastern/2am Central time.

TT FIX services automatically reset weekly on Saturdays at 22:00 UTC. If FIX sessions utilize the optional Reset Schedule in Setup to perform a daily reset or change TT's weekly default, please note that these times are also configured in UTC. If users desire to maintain the same daily reset time relative to their local timezone, they may need to adjust the UTC time Reset Schedule in Setup.

For example, if a FIX client application configured a daily reset time in Setup to be performed at 22:45 UTC, the session would be reset at 16:45 CST prior to Daylight Savings Time going into effect. When DST begins, the reset would occur at 17:45 CDT if no action was taken to adjust the Reset Schedule.

(Ref 163494)

Version: v230