Release Notes

July 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

07/15/2024

Plan

Order Entry

IMPORTANT NOTE:
Beginning July 22, 2024, TT will adopt the SAIL B4 version. Customers must log in to the MX Axis portal and begin linking all session IDs to the SAIL B4 version starting today end of the trading session and have until July 21, 2024, to complete this task. Failure to do so will result in order entry session login being denied by the exchange on July 22.
On the MX Axis portal https://www.tmx.com/axis/login/ link the session ID to 'Order Connector v255 - B4'.
This upgrade introduces new fields for regulatory compliance. While MX does not require these fields to be populated until March 31, 2024, if they are filled in, TT will send them to MX. Short Code UniqueID Sponsored Access Flag Algo Trading Flag
These fields will be configurable on TT User Setup on Accounts. Please use the corresponding TT fields to set the compliance fields. Unique ID: <Investment Decision ID> Sponsored Access Flag: <Direct Electronic Access (DEA)> Client Short Code: <Client ID> Algo Trading Flag: <Investment Decision Qualifier>
FIX clients can override all these fields with the following tags, Investment Decision ID (tag 448), Investment Decision Qualifier (tag 2376), Client ID (tag 448), and Direct Electronic Access (tag 1724) Investment Decision ID: 448= <value>, 452=122(Investment decision maker (IDM)) and 2376=22 (Algo) or 2376=24 (Natural Person) ClientID: 448= <value>, 452=3 (ClientID), 2376=23 (Firm or legal entity) Direct Electronic Access (DEA): 1724=5 (Order from a direct access or sponsored access customer)
For additional information, please refer to: https://www.tradingtechnologies.com/support-updates/ (UPDATED: MX: API Upgrade: Client Identifiers).
https://reg.m-x.ca/en/requirements/client-and-order-identifiers

(Ref 168174)

07/13/2024

07/13/2024

Improvements

Orders

Support of iLink 3.0 for the TT CME Convenience Gateway has now been deployed for customer use. In the same way as the MSGW iLink3 upgrade of 2019, this new Convenience Gateway version supports the CME “On Demand” order entry method only.

Please note that existing CGW Connections will not work as-is. In order to use the CME upgrade, New Connections must be created (A) using a Session ID that was created by CME specifically for iLink3, and (B) using Type = “Convenience Gateway iLink3” in TT Setup.

Aside from the changes to Connections, the order routing functionality of TT CGW iLink3 is identical to TT MSGW iLink3. All existing FIX configurations, Order Tag Defaults, etc. will continue to function as expected.

(Ref 166181)

07/05/2024

07/15/2024

Fixes

Options Chain

For the following options , TT was referring to the wrong underlying instrument . This has been fixed now
OGBS
OGBM
OGBL
OGBX
OOAT
OBTP

This has now been corrected per the Eurex page https://www.eurex.com/ex-en/markets/int/fix-opt/government-bonds/Options-on-Euro-Schatz-Futures-137264

Each of these option product has expiry on calendar months and quarterly months . Quarterly months here are Mar , Jun , Sep and Dec ; while the calendar months are the subsequent months till the next Quarterly month . For e.g. , in Apr , the calendar months will be Apr , May and Jun , and quarterly months will be Sep , Dec and Mar .

The future underlying for calendar months should be the upcoming quarter month , while the future underlying for quarterly months should be the same quarter .

(Ref 166255)

07/05/2024

07/08/2024

Fixes

Exchanges

All the EEX Instruments ( Spot and Derivatives ) were assigned the Derivative exchange in PDS . Due to this , just by subscribing for EEX Derivative instruments in TTUS , users could view both EEX SPOT and derivative products . This has now been corrected . If users want to view EEX SPOT products on TTW , they need to subscribe to EEX SPOT products in TTUS .

(Ref 165665)