Release Notes

January 2019 - UAT Environment

Date Type Component Release Note

01/18/2019

Improvements

Score

Exceptionally large clusters now have paged audit trails to reduce initial cluster load times.

01/18/2019

Improvements

FIX Services

Improved message handling for TT Algo Execution Reports to ensure that single response of
ExecType = Replaced, Rejected or a CancelReject is provided and unnecessary restatement messages are eliminated.

Production Release: 02/08/2019

01/18/2019

Improvements

FIX Services

Added support for CME Consolidated Fills in FIX Order Routing and Drop Copy services. Note that the TT Setup option "Send FillsGrp as Individual Execution Reports" is ignored for CME fills. TT FIX will send a single consolidated execution report for all CME executions.

Production Release: 02/01/2019

01/18/2019

Improvements

FIX Services

An option to "Assign all Accounts" has been added to the FIX Drop Copy OUT session type in TT Setup. Enabling this setting will ensure that *all* available accounts for the entire Company will assigned to the FIX Drop Copy session, with new accounts to be added dynamically as they are created (or removed).

Production Release: 02/08/2019

01/18/2019

Improvements

Autotrader

You can now copy and paste static strings from Excel cells into Autotrader instrument cells using exchange "short" names for contracts, e.g. "ESH9".

01/18/2019

Improvements

Score

TT Score now has an integrated case management system where TT Score Administrators can open investigations, assign users, add attachments, and track the matter's progress.

01/18/2019

Improvements

FIX Services

When the Compliance Feed configuration option is enabled on FIX Drop Copy OUT sessions, tags 1 and 16999 on D / G messages will be updated match to the values sent on the Execution Report message.

Production Release: 02/08/2019

01/18/2019

Fixes

FIX Services

Fixed an issue for execution reports that were imported to TT via 7x inbound drop copy where tag 75 on the imported message did not match tag 75 on the execution report sent on a TT Drop Copy OUT session.

Production Release: 02/08/2019

01/18/2019

Fixes

FIX Services

Fixed an issue where FIX Order Router was unable to look up TT User from the account in Tag 1 when that account is also assigned to users who are not mapped to the current FIX session in TT Setup.

Production Release: 02/08/2019

01/18/2019

Improvements

FIX Services

Added a custom tag to identify risk group name on drop copy execution and trade capture reports.

Tag: 16624
Name: AccountRiskGroup
Description: Name of the risk group associated with the account in tag 1
Type: String
Used in: Execution Report, TCR (AE)

NOTE: This tag is supported now in the FIX servicces but will not be populated until full support for Risk Group functionality is deployed to all platform components in an upcoming release.

Production Release: 02/08/2019

01/18/2019

Improvements

FIX Services

Added support for new enum values to tag 456, SecurityAltIDSource and tag 606, LegSecurityAltIDSource:as follows:

456 - SecurityAltIDSource
<value enum='94' description='ALT_SYMBOL' />
606 - LegSecurityAltIDSource (606)
<value enum='94' description='ALT_SYMBOL' />

For ICE market, the Alternate Symbol value will be that of the ICE 'Cleared Alias' for a given contract.

Production Release: 02/08/2019

01/18/2019

Improvements

FIX Services

Added support for tag 37 to be included on Compliance D / AB drop copy messages. Applicable only when "Compliance Feed (Send original order/cancel/change messages and pending execution reports)" is enabled on a FIX Drop Copy OUT session type in TT Setup configuration.

On FIX Order Routing sessions, tag 37 is not supported on D / AB messages and will be ignored if sent.

Production Release: 02/08/2019

01/18/2019

Fixes

FIX Services

NOTE: All FIX Services will be deployed to UAT at EOD Jan. 18, 2019.

Production deployment is planned for EOD Feb. 8, 2019 in the following Data Centers:
- Chicago - ALL FIX Services
- New York - ALL FIX Services
- Sao Paulo - ALL FIX Services

Production deployment for all remaining Data Centers planned for EOD Feb. 15, 2019.

This release does include changes to the FIX XML schema files. All clients should download and deploy the latest XML schema files from https://library.tradingtechnologies.com/tt-fix/System_Overview.html prior to release.

Production Release: 02/08/2019

01/18/2019

Improvements

FIX Services

Added LastMkt (tag 30) to replace tag 100 on FIX 4.4 TradeCaptureReports. No change in behavior for FIX 4.2.

NOTE: tag 30 has been added to the TT XML schema, but will only be sent on FIX 4.4 sessions.

Production Release: 02/08/2019

01/18/2019

Improvements

Setup App

Setup administrators can now capture all orders/fills data on a FIX DropCopy session by checking the "Assign All Accounts" checkbox in FIX Sessions-> DropCopy Out -> Accounts tab. Enabling this setting will ensure that *all* available accounts for the entire Company will assigned to the FIX Drop Copy session. Previously, each account had to be mapped individually to capture and process data.

01/18/2019

Improvements

Score

Cross Trading - Model improvement

01/17/2019

Improvements

Autotrader

As part of the transition to the new Autotrader widget, we have removed the ability to create new instances of the Autotrader (legacy) widget. However, Autotrader (legacy) widgets saved in workspaces will continue to function and display a reminder message to upgrade to the new Autotrader. You can convert a legacy Autotrader into a new Autotrader via right click menu option on a legacy Autotrader.

01/17/2019

Improvements

FIX Services

Tag 57, TargetSubID, is an optional tag that may be included by FIX Clients in the Logon (35=A) message header.

The requirement to configure Target Sub ID on FIX Session Logon dialog in setup has been removed from this release. This change is applicable to all TT FIX Session Types in Setup except CME Inbound Drop Copy.

Production Release: 01/18/2019

01/17/2019

Improvements

Trade App on TT (desktop)

To more aggressively encourage users to upgrade to the new version of TT Desktop, upon logging in with the older version, the warning splash screen that has been appearing since Nov 20 last year has been removed. In it's place, the workspace is locked and requires clicking on a link in the status dialog that provides a temporary login.

01/15/2019

Improvements

General

Updated the product alias for several products to match the exchange website rather than the information provided in the price feed. By default, contracts are named based on their maturity month (which was TT's logic), but in other cases, the exchange names the contract the month prior to the marutury month, or the month after the maturity month.
The general rule should be to use the month of the Maturity Date as the Alias month
* Alias month is Maturity Date +1 month for CGAS, CKER, GASO, GDCD, GOLD, GSOL, KENI, KERO, TGCN, and TSR2
* Alias month is Maturity Date -1 for CRUD, TBGA, TBGO, TBKE, TLGA, TLGO, and TLKE
* All other contract alias' are based on the maturity month.
The underlying ID is not changing, so this change will not current positions or orders, but you may want to note the production date change (targeted for 2/1/2019) for your audit and compliance logs. This change affects outrights as well as spreads.

01/15/2019

Improvements

Options

Options Risk will now refresh any time a new Account is selected, whether from the Options Risk itself or by using the Account List.

01/11/2019

Improvements

Autotrader

You can now copy and paste static values from Excel cells into Autotrader cells. Multiple cells can be copied/pasted at the same time, as long as the rectangular range of cells is the same between Excel and Autotrader. Note that once pasted, these cells in Autotrader will not update, as this method is different than establishing linked cells from Excel into Autotrader.

01/11/2019

Improvements

Setup App

Setup administrators can now allow or restrict users from overriding the clearing account prior to submitting an order by using "Client Can Override" checkbox in the Account->Exchanges screen and Order tag Defaults tab. If the "Client Can Override" checkbox is checked, users can override the Clearing Account value. If it is unchecked, values configured in Setup will be sent to the exchange.

01/11/2019

Improvements

Autotrader

You can now have multiple Autotrader tabs (or multiple Autotrader widgets) for the same algo and pin different subsets to each tab/widget to only show or hide the rows that you want to see in each tab/widget.

01/10/2019

Improvements

Algo Dashboard

When running different algos, Algo Dashboard will now use the same column to display variables that have the same name, even though they are from different algos.

01/03/2019

Improvements

FIX Services

NOTE: This release includes XML schema changes for TT *Inbound* Drop Copy - No Customer Impact

In order to add support CME Drop Copy 4.0 in the TT Inbound Drop Copy service, tags 5024 and 5979 have been added to the TT XML schema Service as below:

<field number='5024' name='StartSequenceNumber' type='SEQNUM' />
<field number='5979' name='RequestTime' type='INT' />

These tags will not appear in any messages used by TT standard outbound drop copy service or any other customer-facing FIX interfaces.

No customer action is required regarding these tags.

Production Release: 01/11/2019

01/03/2019

Improvements

Fills

Company admins can now view historical fills per session for the accounts that they can see, without having market data access to the exchanges associated with the fills.

01/02/2019

Improvements

MD Trader

When an MD Trader custom action button is created for an algo but no template is assigned (meaning the algo will use the "<Default>" set of parameters established at design time), left click on the button will now display the flyout panel to expose access to the parameters. This behavior differs slightly from when a button is assigned to an algo and to a template. In that case, to support fast order entry, left click on the button will not display the flyout but will just seed the algo with the parameters defined in the template. Note that in either case, right click on a button will always display the flyout, regardless if a template has also been assigned to the button.

01/02/2019

Improvements

General

Users can now easily submit an RFQ from MD Trader, Order Ticket and Spread Matrix by using right-click to open the context menu for each widget.

01/02/2019

Improvements

Options

Advanced Options users will now see the implied volatility displayed in Strategy Creation for each leg of a strategy.

01/02/2019

Improvements

MD Trader

You can now display the order quantity edit box control at the bottom of the MD Trader ladder. This control moves from the side order entry panel to the bottom as part of selecting the setting to display the order cancel buttons at the bottom. This allows you to hide the left side order entry panel to reduce screen space.

01/02/2019

Improvements

Autotrader

As part of the transition to the new Autotrader widget, we have renamed "Autotrader II" to "Autotrader" and have removed the ability to create new instances of the old Autotrader widget. However, old Autotrader widgets saved in workspaces will continue to function and have been renamed as "Autotrader (legacy)". Note that you can convert a legacy Autotrader into a new Autotrader via right click menu option on an old Autotrader.