Release Notes

June 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

06/28/2024

Plan

General

ICE has announced that, in order to meet regulatory requirements, Manual Order Indicator (Tag 1028) will become mandatory for New Order Cross [35=s].
The effective date for this requirement has been updated from July 1, 2024, to September 1, 2024, as noted in their recent circular. TT will begin supporting this feature starting July 1, 2024
TT Impact This change applies to the Basis, Block, Cross, and Asset Allocation trade types in ICE and ICE_L. For trades placed manually via the front end Blocktrader widget, TT will send 1028=Y to ICE. No user action is required. The ability for FIX clients and .NET SDK clients to override Tag 1028 will be introduced in the coming weeks with a separate notice. Until then and if not specified, the default 1028=Y (manual) will apply to orders placed by FIX and .NET SDK clients.
ICE is also mandating that Manual Order Indicator (tag 1028) be set in regular orders as well, and TT is already handling this requirement as follows:
For manually placed orders via the front end such as Limit (Tag 40=2), Market (Tag 40=1), Stop Limit (Tag 40=4), and Stop Market (Tag 40=3), TT will assign 1028=Y.
For the orders placed via the front end, but internally managed by the Automated trading server or Algo, TT will set 1028=N. This includes Autospreader, Aggregator, ADL Algo Trading, TT synthetic order types, and TT premium order types.
FIX clients and .NET SDK clients can override Tag 1028. However, if not specified, the default setting is 1028=N.
More Information from the exchange: IFEU : Announcement: https://www.ice.com/publicdocs/circulars/24074.pdf FAQ: https://www.ice.com/publicdocs/circulars/24074_attach.pdf
ICE Endex: Announcement: https://www.ice.com/publicdocs/endex/circulars/E24011.pdf, https://www.ice.com/publicdocs/circulars/24084.pdf FAQ: https://www.ice.com/publicdocs/endex/circulars/E24011_attach.pdf

(Ref 167645)

06/23/2024

06/23/2024

Improvements

TT Algos

New optional parameters for TT Premium Order Types:
* End Time Override - Overrides End Time, Duration, or the default with one of several product hours related values. Available enumerations are:
** None (default)
** Last Session Close - end of the trading hours of the last continuous session of the business day
** Next Session Close - end of the trading hours of the first session following the Start Time
** Settlement
* Dynamic Duration - on TT Brisk and TT Close, allows the algo to target a shorter trading horizon respective to it's Start/End Time benchmark. If selected, orders submitted may finish ahead of defined End Time (TT Brisk) or begin working past the Start Time (TT Close). If not selected, parent orders will seek to utilize the full trading window as defined by the Start and End Times. The default setting is for Dynamic Duration to be selected.

(Ref 166571)

06/18/2024

06/18/2024

Fixes

TT Core SDK

Fixed an issue to additionally set the broker id when overriding leg accounts for ASE. (v1.1.4.1)

(Ref 167134)

06/15/2024

06/15/2024

Improvements

Orders

There is a change in order amend behaviour for HKEX Spread orders when order price is changed to zero. HKEX does not permit this amend action, and up until now all such change requests were rejected by the exchange. A manual order cancel followed by creation of a new order was the only possible way to change a Spread order price to zero.
TT now manages this action on the server side. When amending a Spread order such that the new order price is zero (0), TT cancels the order and, on the trader’s behalf, creates a new order for the same working quantity at price zero. Users should note that there are very rare occasions in which the order cancel or order add action could be rejected by HKEX due to race conditions. In such cases a reject message will be returned to the trader in the order’s Text field / FIX Tag 58. Traders should manually cancel their order and create a new order when this occurs.
Adoption of the new behaviour will happen automatically. Users do not need to take any action or set any properties to make use of the new behaviour. Please note, the new behaviour is replaces basic order amend functionality and cannot be disabled.

(Ref 164249)

06/14/2024

06/14/2024

Improvements

TT Core SDK

Added support for specifying a separate account for each leg of an Autospreader order. (v1.1.3.1)

(Ref 167067)

06/14/2024

06/14/2024

Improvements

TT Core SDK

Added support for FX NDFs. (v1.1.3.1)

(Ref 167066)

06/07/2024

Improvements

FIX Services

FIX CancelReject (35=9) messages may now include tag 7928, Self Match Prevention ID. This change is required by and supported for orders on the HKEX exchange only.

(Ref 166824)

Version: v252

06/07/2024

Improvements

FIX Services

Added tag 9203 for new optional Premium Order Type parameter: "EndTimeOverride". Valid values are 0: None 1: LastSessionClose 2: NextSessionClose 3: Settlement

(Ref 166821)

Version: v252

06/07/2024

06/07/2024

Fixes

General

There are two changes in the columns for exchange compliance files for ICE.

- The column 144 (right)/On Behalf Of Location ID/Authorized Group ID is now located in the correct position as required by ICE's Audit Trail Specification (https://www.ice.com/publicdocs/futures_us/exchange_notices/ICE_Futures_US_AuditTrailAdvisory_20220728.pdf). This column and data has been included but it was positioned as an additional column not required by ICE.

- The description of the column 115 (right)/OnBehalfOfCompID/Authorized Trader ID was incorrect and has been changed from "Authorized Member ID" to "Authorized Trader ID".

The link in the Exchange Compliance documentation (https://library.tradingtechnologies.com/audit.html) to ICE's audit trail requirements has also been updated to point to their most recent update.

(Ref 166030)

Learn More

06/04/2024

06/04/2024

Fixes

Order Entry

Fixed an issue that sometimes occurred when using the "Work with same order type" feature on partially filled orders produced an error message of "Order quantity exceeds maximum order quantity".

(Ref 166443)