Release Notes

January 2017 - UAT Environment

Date Type Component Release Note

01/13/2017

Improvement

Setup App

The product margins table now shows inactive products. These products are highlighted red, and the new "Active" checkbox is unchecked. This allows administrators to see the product margin that had previously been set for now inactive products.

01/13/2017

Improvement

Exchanges

CME is merging the existing MSGW: CME FX Futures and MSGW: CME FX Options into a single channel: MSGW: CME Globex FX Futures\Options. As of January 27 the MSGW: CME FX Options channel will no longer be supported by CME, and as of February 10 MSGW: CME FX Futures will no longer be supported by CME. Please contact TT Support for information about how to migrate to the new connection.

01/13/2017

Improvement

Setup App

Updated the User Setup application navigation menu. FIX Profiles, FIX Sessions, and Trader ID's have been moved under "More". There is a new section, "Company Settings", which contains Settings, Data Uploads, and Auto Uploads. There is a new section called "Reports" which contains Invitations, Reports, and Logged in Users.

01/13/2017

Improvement

TT Algos

Added a new secondary quantity trigger option to the TT Stop and TT If-Touched synthetic order types to allow users to specify that a certain quantity be breached before triggering.

01/13/2017

Improvement

TT Algos

Added a new With-A-Tick (WAT) option to the TT Bracket, TT OCO, TT Iceberg, TT Time Sliced, and TT Timed synthetic order types to allow users to optionally include logic to monitor the opposite inside market of an order and convert a passive order to an aggressive order when the specified threshold is met.

01/13/2017

Improvement

FIX Services

Added a configuration setting on Order Routing FIX sessions in TTUS to control sending of Staged / Synthetic child order and fill messages. The setting defaults to send all child messages.

01/13/2017

Improvement

Fills

Modification of the TextTT field on fills is now supported in ext-prod-sim.

01/13/2017

Improvement

Options

EEX options products are now available in the Options Chain and Vol Curve Manager. Additionally, options analytics will now use the settlement curve as the autofit curve for markets which do not have active bids and offers on the screen.

01/13/2017

Improvement

Order Book

Added an option in TTUS connection settings, 'Enable unsolicited orders and fills', to enable processing of external orders and fills for an EEX/Eurex Low Frequency ETI session. Once this option is selected, all orders and trades for a membership that originate outside of the TT system will be processed by TT.

01/27/2017

Improvement

Autospreader Rules

Added a new shared Autospreader Rule: (TT) Hedge Price Limit. This rule is designed for spreads with unequal multipliers to ensure that hedge orders are not rejected by exchange price bands. If the calculated hedge order price is greater than the user-defined number of ticks through the opposite inside market, submit the hedge order at the user-defined limit. 'TicksLimit' is the maximum number of ticks the hedge order can be submitted through the opposite inside market.

01/27/2017

Improvement

TT Order Types

A new synthetic order type called TT Retry has been provided to assist in obtaining a favorable position in the queue prior to the market open. Permission to use this order type is disabled by default, but Setup administrators can enable the order type per user/account. For more information about TT Retry refer to the following help link: https://library.tradingtechnologies.com/trade/tto-retry-order.html.

01/27/2017

Improvement

Algos

Enhanced the Algo Server such that price connectivity losses will be ignored while the exchange is closed allowing algos to run without interruption during these events.

01/27/2017

Improvement

TT Order Types

Enhanced the TT OCO synthetic order type to cancel the remaining child order if the other child order is cancelled.

01/27/2017

Fix

ADL

Fixed an issue that resulted in incorrect P&L block values.

01/27/2017

Improvement

Autospreader

Autospreader now allows users to create a synthetic spread using an Aggregator instrument as a leg. Autospreader handles the Aggregator instrument as if it were a native exchange instrument.

For more information on creating a synthetic spread with an Aggregator instrument, see ...

01/27/2017

Improvement

Autospreader

Autospreader now allows users to designate one or more legs of a spread simply as a pricing component. This enables users to configure a spread with an instrument even if they do not have risk limits established for that instrument. To configure a leg as a pricing component, simply disable the 'Active Quoting' and 'Enable Hedging' flags.

For more information on using a leg as a pricing component in Autospreader, see ...