Release Notes

April 2018 - UAT Environment

Date Type Component Release Note

04/27/2018

Improvements

FIX Services

The FIX Order Routing now supports routing orders on accounts tied to Managed Users assigned to the FIX OR session.

For example:
Company A creates a fix session, FIXOR, an account, A_Account, and a managed (non-employee) User, X_Managed, then assigns A_Account to that user and assigns X_Managed to the FIXOR session.

Company A separately assigns X_Account to Company A user, A_Unmanaged, who is not a managed user (company employee).

A FIX client logged in to the FIXOR session is now able to enter New(D), Change(G) and Cancel(F) orders and receive Execution Reports(8) where account tag 1=X_Managed and OnBehalfOfSubID tag 116=X_Managed.

04/27/2018

Fixes

Fills

Fixed an issue where order status (tag 39) was not included on the execution report resulting from certain Position Transfer actions.

04/27/2018

Improvements

Options

Reduced message size from options server in order to improve performance.

04/27/2018

Improvements

Fills

Execution reports generated by Position Transfer now include any TextA, TextB or TextTT that were present on the order message

04/27/2018

Improvements

Orders

Added a new "Orders and Fills" widget. Selections made in the upper Order Book pane drives the data displayed in the Fills pane and Positions pane sections of the widget. Features included with this new widget are also exposed in the stand alone portions of the OFW, namely:
(1) The Order Book now provides three quick filter buttons (Working, Filled and All).

(2) The ‘Filled’ button replaces the previous Order Book setting of ‘Included filled orders’. Now that setting can easily be toggled on/off by clicking the ‘Filled’ button.

(3) The Fills widget now has a "By Order (Summary)" mode which nest child order fills with their parent synthetic order. This view is essentially "By Order" mode but with special handling for synthetic orders, where the contract roll-up rows underneath the parent row includes the child fills which again has a summary row.

(4) Added a new setting “Include orders from previous sessions”. When unchecked, this provides the feature of “show today’s activity only”.

04/25/2018

Improvements

General

Improved the submit feedback process to indicate if the feedback submission was successful or failed.

04/24/2018

Improvements

ADL

Enhancing algo sharing so that non-administrators can share ADL algos with other users.

04/20/2018

Improvements

MD Trader

The Autospreader MD Trader will now display the "legged" color indicator if the parent spread order has open hedge orders.

04/20/2018

Improvements

FIX Services

Extended FIX Logon timeout to 30 seconds from current value of 10 seconds.

04/20/2018

Improvements

Options Chain

You can now set the order of columns in the Options Chain directly from the Chain, without the need to open Settings.

04/20/2018

Fixes

Orders

Fixed an issue where an ICE order was rejected due to duplicate order IDs.

04/20/2018

Improvements

General

Improved performance of the risk change component.

04/20/2018

Fixes

TT Order Types

Fixed an issue where a TT Retry Order stopped retrying to send a child order.

04/20/2018

Fixes

FIX Services

Added support for order connectors on non-MIFID exchanges to echo back MIFID fields if supplied by the GUI or FIX client on order messages. The supported fields are:
-- Execution Decision ID
-- Investment Decision ID
-- Liquidity Provision
-- Commodity Derivative Indicator
-- Client ID
-- Client ID Type

04/20/2018

Improvements

Audit Trail

Added support for MiFID II to the ASX, SGX, and OSE markets, While not sent to the exchange, if populated in User Setup, these fields will appear in exchange transaction logs.

04/19/2018

Improvements

Algo Dashboard

The Algo Dashboard now displays the export values of a selected algo in a tab on the algo parameter pane.

04/19/2018

Improvements

General

You can now view GDAX wallet balances in the TT platform via a new "Assets" widget. The widget is available for users with administrative permissions who are enabled for GDAX market data, and can be accessed from the widgets miscellaneous menu and global search.

04/16/2018

Improvements

Autospreader

Autospreader now supports Day+ and GTC+ as available TIFs on HKEx. Selecting Day+ or GTC+ allows users to submit orders during the evening session. If GTC+ is selected, the quote orders are submitted as Day+ and the hedge orders are submitted as GTC+.

04/16/2018

Improvements

Options

Users now have the option to display P/L in their Risk Matrix as a relative difference from Spot P/L, rather than absolute value. This can be enabled from Options Risk Matrix Settings.

04/16/2018

Improvements

Exchanges

TT now supports the Phase 1 change (the addition of more data currently available in HKATS to OMD-D).

04/16/2018

Improvements

MD Trader

MD Trader now displays the Indicative Open Quantity (IOQ) for ICE contracts during pre-open. And Market Grid now includes an IndQty column that displays the IOQ.

04/13/2018

Improvements

Setup App

Setup Administrators can now allow non-administrative users to approve or unapprove algos. Non-administrative users could see "Unknown" in the Owner tab if they do not have access to proprietary information. Future releases will change the text to "Private".

Learn More

04/13/2018

Improvements

TT Rest API

A new product named TT REST API has been created and provides a set of easy-to-use HTTP endpoints for accessing and updating the same information used by the TT Platform, including:

- Static data pertaining to exchanges, products and instruments
- Historical fills
- Positions for the current session
- Risk limits and permissions.

Detailed information can be found at the link below.

Learn More

04/13/2018

Improvements

Exchanges

TT previously announced basic support for Montreal Exchange (MX) on the platform. As of April 13, TT now offers expanded support for MX functionality including native order types and reduced latency.

Customers who wish to trade MX should contact the exchange to secure the appropriate sessions and permissioning.

04/13/2018

Fixes

FIX Services

Added tag 11, ClOrdID, to Compliance 'D' drop copy message.

04/13/2018

Improvements

Setup App

Setup now allows users to create REST API Keys, select a usage plan and automatically add them to Amazon API gateway. As part of this enhancement, there is a new checkbox under User->Profile. The "Can create TT Rest API Key" checkbox allows users to create application keys. Administrators will be able to view all keys (though not the encrypted secrets) as well as have the ability to delete them for each user.

04/13/2018

Improvements

Algos

Previously, when an unexpected price server would crash (very rare), algos could be put into a FAILED state because they "lost" their price connection. With this change, we've added a "SUSPENDED" state which will allow users to resume the TT Order Type logic. TT Order Types cannot be resumed from a FAILED state, rendering the synthetic logic terminated. Allowing users to resume the synthetic logic help improve the resiliency of our TT Order Types.

04/13/2018

Improvements

FIX Services

Added a new FIX Tag 40 enum for GDAX order type:.'p' = "Limit (post-only)".

04/11/2018

Improvements

Market Grid

Added the ability to customize the font and colors for Market Grid rows.

04/10/2018

Improvements

Order Entry

The order entry price control edit box will now change to a light red background color if the price is entered with an invalid format for the associated instrument.

04/06/2018

Improvements

FIX Services

When an order is routed using tag 116 that is TT User name shared between TT companies, tag 18221, CompanyID, on the execution reports for that order will reflect the CompanyID of the user, not the account.

04/06/2018

Improvements

FIX Services

FIX tag 378 now supports the following new enum values:
8=Exchange (GCC)
100=Cancel on Disconnect
103=Cancel Oldest (Resting) due to Self Match Prevention
107=Cancel Newest (Aggressing) due to Self Match Prevention
108=Cancel due to Minimum Lot Size not met

04/06/2018

Improvements

Audit Trail

Added support for MiFID II to the ASX market, While not sent to the exchange, if populated in User Setup, these fields will appear in exchange transaction logs.

04/06/2018

Improvements

General

TT has enhanced the Tailored Strategy Orders for FEX. FEX has a Tailored Strategy Market (TSM) that allows traders to build their own strategies. The enhancement enables tailored strategy orders to be entered with multiple legs defining the exact specification for the individual leg products.

The enhancements to the RFQ feature of FEX provides users the facility to submit RFQ for instrument and strategies and monitor RFQ submitted by the market participants.

04/05/2018

Fixes

FIX Services

Fixed an issue that was causing FIX Security Definition session logons to be rejected with the error: "Failed to authenticate."

04/05/2018

Improvements

Market Grid

Added the ability to locally rename contracts via a right click menu option in Market Grid.

04/05/2018

Improvements

Order Book

Added additional columns to the Order Book to display TT Order Type parameters such as "TriggerQty", "TriggerPrctype", etc.

04/05/2018

Improvements

Order Entry

Added an optional global preference on the "Orders" page to make accounts "sticky" in order entry widgets.

04/05/2018

Improvements

Order Entry

Added the ability to submit new orders in a "hold" state.

Learn More

04/04/2018

Improvements

Exchanges

TT now supports CME Globex Secure Logon functionality. In lieu of a password, an Access ID and Secret Key will be used. Customers must work with the exchange to get secure key pairs for iLink sessions, and update Account Settings in User Setup under the Connection tab by populating the Access ID and Secret Key fields. The "Use Secret Key and Access Key ID" checkbox should be checked.

CME is offering a Mock Test Session on Saturday, April 7. Customers who wish to participate can click "Learn More" below.

Additional Saturday testing will be available on April 21, customers should reach out to Customer Success or their CME Global Account Manager to register their sessions.

Learn More

04/04/2018

Improvements

FIX Services

Added 'Name' to Compliance drop copy feed D, F & G messages as an additional entry in the 454 SecurityAltID repeating group: 455=<Name>, 456=98.

04/04/2018

Fixes

FIX Services

Fixed an issue where the FIX Adapter receive thread could become deadlocked and cease processing inbound FIX messages.

04/02/2018

Improvements

Options

Heat Mapping is now available in the Options Chain, which will provide users with more detailed, accurate, and customizable notifications of trading opportunities within the Chain.