10/24/2025 |
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Improvements |
Trade Surveillance |
Cluster scoring update
Clusters will now generate scores of 1-100 instead of 0-100. This update will significantly improve performance across the entire application going forward, allowing for more expansive searches and more complex analytics.
Improvements
Improved query performance with reduced network overhead and memory utilization.
Normalized scoring between TTTS models and Configurable models - Scores of configurable models now better align with the risk scoring of the out-of-the-box TTTS models. (i.e. 75 and above being the recommended threshold for review). All configurable model scores are now normalised/scaled between 75-100"
(Ref 191957)
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10/14/2025 |
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Improvements |
FIX Services |
Updates on the FIX XML file
1. The newly introduced tag 16762 will appear in the TT XML files with the name “DefSecuritySubTypeID” and not “SecuritySubTypeID” as stated in the previous RN (Ref: 188541).
2. The NestedParties component, previously part of the LegsGrp component in the FIX XML file, was removed because it was only used by TT internally and not exposed on client FIX messages. This change does not impact TT FIX client applications.
3. Enum values 125:ORDER_PASSING_REQUEST_INITIATE and 126:ORDER_PASSING_REQUEST_UNDO, which had been previously added to tag 378, were removed from the v291 XML. These enums will be added in an upcoming TT release, along with the new Order Passing functionality.
(Ref 191167)
Version: v291 |
10/11/2025 |
10/11/2025 |
Improvements |
ADL |
This is to address logic improvements within our Market Making Algo (MMA) suite, specific to the following globally deployed algos:
Bid Ask Theo
Direct Entry
Reference Market
Single Theo
Improvements within these MMA's are to address the following:
- Addressed a situation where initial cover orders were not sent out unless the Net Pos was >=1. Re-sequenced the "Quote Order" fills such they update the net pos block before they hit the branch block
- Improved the "fill throttle" logic to ensure "Order:price requote" discrete message is kept instead of circumventing the fill throttle.
Primary issues were within the SafeToPlace orders group block. Qty increases would set all checks true and generate a message that would ultimately place an order even when "Manual Requote" was enabled or if a fill was being throttled. Addressing these led to a number of obstacles which led to the following necessities.
- For on start generator, one path needed to have only an initial on start while another path required all subsequent starts (resumes) but must exclude the initial start message.
- This was achieved by using Value extractor "Initial start tracker" in tandem with branch block "Initial start?"
- Initial start message needed to be tagged so logic within virtualization could differentiate between initial start and subsequent start messages.
- This was achieved with value injector "Initial start tracker" injecting "1" into userfield1 and value extractor "Initial start marker" placed just inside the virtualized block.
An indication of active fill throttling was required to stop qty increases from triggering a new order.
- "fill throttled" value accumulator was added in the previous change and used in this change as well to determine whether or not there is active fill throttling.
- Logic was added to clear it when the fill throttle time elapsed, or if throttling was active when the user pauses the algo, to clear it on resume.
Within the "SafeToPlaceOrder" group the following was added:
- A formula block with the following equation to check manual requote setting, intial start marker and active fill throttle.
(!Manual Requote OR Initial start marker =1) AND fill throttled !=1
- If the above evaluates to true, then the a message that would ultimately place an order is sent.
- If the above evaluates to false, the message that would place an order will not be generated until the user hit the manual requote button.
(Ref 163092)
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10/10/2025 |
10/10/2025 |
Improvements |
General |
The TT titlebar has been updated as follows:
1) Added "Home". This option opens the customer portal in a new tab.
2) Updated the behavior of "Trade". Instead of opening the workspace management page, this option now opens the last opened workspace, or a blank workspace if there in no workspace created yet. To access the workspace management page, click "Home" and open it from the customer portal.
(Ref 188563)
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10/09/2025 |
11/20/2025 |
Improvements |
Order Entry |
We have extended the current FX Spot order quantity behavior, specifically the “K”/”M” quantity modifier button, to also encompass other FX product types of NDFs, FWDs and Swaps.
(Ref 187393)
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10/09/2025 |
11/20/2025 |
Fixes |
Order Book |
Fixed an issue that sometimes caused old filled orders to remain in the Order Book.
(Ref 187387)
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10/09/2025 |
11/20/2025 |
Improvements |
General |
We now display a status message when the user attempts to login and exceeds the allowed concurrent login sessions.
(Ref 187379)
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10/09/2025 |
11/20/2025 |
Fixes |
General |
Added a defensive check to prevent exception errors from invalid risk updates.
(Ref 187378)
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10/09/2025 |
11/20/2025 |
Fixes |
Autospreader |
Fixed an error that sometimes occurred when using Autospreader with Aggregator leg instruments.
(Ref 187377)
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10/09/2025 |
11/20/2025 |
Fixes |
Order Entry |
Fixed an issue that prevented correctly creating a child order on a care order set with a Time-in-Force of GTDate.
(Ref 187376)
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10/09/2025 |
11/20/2025 |
Fixes |
Fills |
Fixed a memory leak that could appear when retrieving old fills from previous sessions.
(Ref 187375)
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10/09/2025 |
11/20/2025 |
Fixes |
Positions |
Fixed an issue that caused the Position widget to display margin incorrectly when using TT Premium Order Types.
(Ref 187361)
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10/09/2025 |
11/20/2025 |
Improvements |
Market Data |
The Product Grid now includes the Status column as an optional column, similar to the Market Grid.
(Ref 187360)
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10/03/2025 |
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Improvements |
FIX Services |
LSEG: Eurex - RIC rename for 2 digit year code
On October 6th of this year, Refinitiv (LSEG) will rename Eurex RICs representing Futures and Spread contracts both on Real-time and Reference Data Products to support two-digit year codes. Underlying Futures contracts for Options on Futures will be displayed with a 2 digit year code. This change will also be applicable for Market by Price data, Level 2 RICs and delayed data.
TT will deploy the required changes to Production before the Refinitiv planned changes in production. These changes are now available for testing in UAT.
All currently deployed versions of TT FIX services are compatible with this change. TT customers using RICs for FIX Order Routing, Drop Copy or Market Data are encouraged to test their FIX applications in UAT prior to go-live.
(Ref 189790)
Version: v291 |
10/03/2025 |
10/04/2025 |
Improvements |
Exchanges |
TT has added support for the optional field of Liquidity Provider ID, that has been introduced by Euronext, on the order messages. This field will be available for configuration on TTUS under account settings.
FIX users can use FIX parties block Tag 448 for specifying this ID, with Tag 452 = 35.
Note that the existing field of LP Role will be set as 1 (Liquidity Provider and Market Maker) by TT, when the Account Type is specified as Market Maker, as that is the only value allowed by Euronext on the derivatives market. No value needs to be specified by customers for the LP Role field.
The Liquidity Provider ID field is now available in the TT UAT environment for customer testing.
(Ref 189114)
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10/03/2025 |
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Improvements |
FIX Services |
Added a new enum value, ‘X', Series Key, to SecurityAltIDSource (tag 456) for Security Definition messages. When present, the associated SecurityAltId (455) will contain the value of the PDS Series Key field for the current instrument.
The new enum is supported for Security Definition messages only (not in SecurityAltId group for other message types), and only when tag 58 on the SecurityDefinitionRequest(c) contains “456=X”.
(Ref 188542)
Version: v291 |
10/03/2025 |
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Improvements |
FIX Services |
Introduced (2) new FIX tags in TT FIX Security Definition 35=d message.
* Tag 1227, “ProductComplex”; type String
* Tag 16762, “SecuritySubTypeID”, type Int
The values in TT FIX tags 1227 and 16762 will be as provided by the exchange. TT will not modify or normalize these values.
The new tags will be present in Security Definition 35=d messages anytime the values are available in PDS. Only Eurex products are currently supported.
(Ref 188541)
Version: v291 |
10/03/2025 |
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Plan |
FIX Services |
Production deployment of the v291 Drop Copy, Order Routing, Market Data, Recovery and Importer FIX Services began October 3rd.
Production deployment of all services will complete in 4-5 weeks.
v291 FIX Services have been deployed to UAT since September 4th.
This release includes changes to the FIX XML schema files. Clients are strongly encouraged to download and deploy the latest XML schema files from the URL below prior to release: [https://library.tradingtechnologies.com/tt-fix/general/System_Overview.html]
Release Notes for FIX v291 and prior releases can be reviewed at any time by going to [https://library.tradingtechnologies.com/release_notes/]
All TT FIX clients are strongly encouraged to subscribe to the weekly TT System Admin News and Updates email newsletter here: [https://www.tradingtechnologies.com/support-updates/]
(Ref 187963)
Version: v291 Learn More |
10/02/2025 |
10/02/2025 |
Improvements |
General |
Starting October 5, the naming convention for FIX Order Routing Send/Recv logs will change slightly. The new naming convention will include the data center from which the collection was processed. This change is part of an effort to reduce the amount of time needed to collect these files.
This change also means that customers might receive several FIX Order Routing Send/Recv zip files per day and these files might be delivered at slightly different times. The number of files will depend on FIX Order Routing activity in each data center.
For example, a customer who had FIX Order Routing sessions running in several data centers might having been receiving a single file named like fix_order_routing_service_tt_send_recv_logs_999_2022_03_01.zip might now receive two files named like fix_order_routing_service_tt_send_recv_logs_999_singapore_2022_10_10.zip and fix_order_routing_service_tt_send_recv_logs_999_frankfurt_2022_10_10.zip.
A similar change was made to FIX Drop Copy Send/Recv logs in October 2022.
(Ref 190404)
Learn More |
10/02/2025 |
10/02/2025 |
Fixes |
Market Data |
Fixed an issue that sometimes caused stale auto-roll instruments to persist in the workspace.
(Ref 189979)
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