| Date | Type | Component | Release Note |
|---|---|---|---|
10/31/2017 |
Improvements |
Aggregator |
Added the ability to specify accounts per leg for Aggregator orders. |
10/31/2017 |
Improvements |
General |
You can now rename widgets and apply custom names via a right click context menu on the widget titlebar. As part of this change, group widgets by default now display more information in the title about the contents of the group widget. |
10/30/2017 |
Improvements |
Autospreader |
Users now have the option to leave Autospreader orders workings on an "ungraceful" disconnect. Quote and hedge orders will continue to be managed by the Autospreader engine. The default behavior of canceling Autospreader orders after such an event will remain. Users can update the default behavior in global preferences under the 'Algos & Autospreader' section. |
10/30/2017 |
Improvements |
Order Book |
Added a column in the Order Book to view Position In Queue (PIQ). Currently supported in Simulation only. Live support is coming later in November. |
10/28/2017 |
Improvements |
General |
ICE's Audit Trail specification (link below) shows a column in their sample with headings FIX Tag/ICE Field Name/Description. This column had been included in the reports produced by TT, but it will be removed as requested by the exchange. |
10/28/2017 |
Improvements |
General |
A new column, IP Address, is being added to the TT format. Please refer to the link below for more details. |
10/28/2017 |
Improvements |
General |
The CME Audit Trail format for Message Type requires this field to be tag 35 and tag 39. Originally these were required to be separated by a forward slash ("/"). For every message from the exchange values like 8/0, 8/5, etc were created. However, almost all spreadsheet programs treat such data as dates and substitute values like "August 5". |
10/27/2017 |
Improvements |
RTD |
Added the ability to extract the properties of an order in Excel via RTD. |
10/23/2017 |
Improvements |
Autospreader |
Autospreader now supports Sniper functionality as an order routing option. Sniper allows users to work spread orders without quoting a leg. Autospreader will monitor the synthetic market and simultaneously submit hedge orders across all legs when the spread price becomes available. |
10/20/2017 |
Fixes |
Autospreader |
Fixed an issue where an algo would fail when a change to an Autospreader order was rejected. |
10/20/2017 |
Improvements |
Positions |
The position reset for the ICE_L exchanged has been moved back from 0:00:00 London to 23:30 London to better match ICE product trading times. |
10/13/2017 |
Improvements |
Autospreader |
Autospreader synthetic fill handling was improved for scenarios when the spread order is canceled and there are outstanding hedge orders. |
10/13/2017 |
Improvements |
Autospreader |
Autospreader now updates the 'CurrentUser' field on the parent and child orders when a new user takes control of a spread order submitted by another user. |
10/13/2017 |
Fixes |
Autospreader |
Fixed an issue with Autospreader orders using the Order Cross Prevention option 'Position Transfer (if resting order is best bid/offer)' when the cross occurs beyond the inside market. |
10/12/2017 |
Improvements |
Fills |
You can now save the Fill Alerts widget view style, e.g., Detail, Summary, By Order or Continuous, as the default to be used whenever Fill Alerts is launched. |
10/12/2017 |
Improvements |
Options |
TT has introduced the Options Risk Matrix widget to enhance risk management capabilities for options users. Use the Risk Matrix to view P/L, Greeks and risk metrics over any number of user-defined scenarios, all in one view. |
10/11/2017 |
Improvements |
MD Trader |
You can now reset and restore VAP on an MD Trader by double-clicking on the VAP area or by pressing a hotkey. The default key combination is Shift + R. |
10/07/2017 |
Improvements |
General |
SHA256 checksum files will be available to validate file integrity of the audit trail reports. |
10/06/2017 |
Improvements |
Positions |
Improved the LTP Waterfall logic used to calculate P/L in the Positions widget to place more importance on LTP in scenarios when various price types are missing. |
10/05/2017 |
Improvements |
MD Trader |
Improved the display of working orders in MD Trader when there are both buys and sells at the same price level. |
10/04/2017 |
Improvements |
MD Trader |
Added the ability to manually "reset" the MD Trader VAP display on demand during the trading session. |
10/02/2017 |
Improvements |
Orders |
You can now submit changes to an order in the floating order book (FOB) by pressing the <Enter> key. Previously, FOB order modifications were only able to be submitted by clicking the green check mark "change" button. |
10/02/2017 |
Improvements |
Fills |
Added the ability to filter Position Transfer fills in the Manual Fills column of the Fills widget and Audit Trail. |