Release Notes

April 2019 - UAT Environment

Date Type Component Release Note

04/30/2019

Improvements

FIX Services

Add support for "Enable Position in Queue (PIQ)" on FIX orders. Only enabled when the "Enable Position in Queue (PIQ)" checkbox is checked on the FIX ORder Routing session in TT USer Setup.

Production Release: 05/17/2019

04/30/2019

Improvements

FIX Services

Added new tags for TT internal (i.e. TTUS DB ID) Account ID & User ID to 35=8 & 35=9 messages

Definitions
<field number='18101' name='AccountID' type='STRING' />
Description: TT-defined name of the TT account referenced in tag 1.

<field number='18102' name='UserID' type='STRING' />
Description: TT-defined name of the TT user referenced in tag 129.

Required: N
Used in: Execution Report, Cancel Reject

These tags are sent only when the "Send TT Internal Account ID and User ID on Execution Reports/ Cancel Reject Messages" checkbox is checked on the FIX session in TT User Setup. Unchecked by default.

Production Release: 05/17/2019

04/30/2019

Improvements

Order Entry

The order upload from a .csv file feature now includes an "Order Mapper" utility to help map custom user column headers to the TT column headings.

04/30/2019

Improvements

Settings

A company admin can now upload Order Profile rules from a .csv file and (separately) publish the rules to the users in their company. Published rules are stored locally on each users machine and are loaded upon login. When an admin publishes a new set of rules, all currently connected users are notified and will silently download the new rules behind the scenes. Because these rule lists can be very long, a (non-admin) end user can select specific profiles to be visible so their profile list is more manageable. Separately, admins can force specific rules to be visible for specific users so end users do not need to any setup work at all. A "Column Mapper" utility is provided to help ease the initial setup operation.

04/30/2019

Improvements

Market Grid

Market Grid now has optional columns to display actionable buttons to Cancel Buy and Cancel Sell orders.

04/29/2019

Improvements

Autospreader Rules

Added a new shared Autospreader Rule: (TT) Quote Throttle. This rule is designed to limit the number of re-quotes sent to the exchange. If the re-quote is within the specified number of milliseconds, then the change is suppressed. The rule allows setting different thresholds for aggressive and defensive re-quotes.

04/29/2019

Improvements

General

Users now have the ability to display all legs of a Spread or Strategy, rather than the short alias. For example, a Butterfly can now be displayed in a 1x2x1 format, with each expiry (for Spreads) or strike (for Strategies) displayed alongside the quantity. This setting can be enabled in Global Preferences.

04/29/2019

Improvements

Autospreader

Autospreader now supports the "TT Timed" order type.

04/29/2019

Improvements

Order Entry

You can now configure the Order Ticket with custom action buttons to quickly select order types, algos, time-in-force selections, etc, similar to how they can be added to MD Trader.

04/28/2019

Improvements

Score

New Model: Marking the close. This beta model detects potential settlement price manipulation in select CME outrights and spreads. The model identifies on exchange activity during individual settlement periods that may have influenced the settlement price for the most commonly traded CME products. Higher scoring clusters indicate a greater chance that a trader's activity affected the settlement price.

04/26/2019

Fixes

FIX Services

NOTE: All FIX Services were deployed to UAT at EOD Apr. 22, 2019.

Production deployment is planned for EOD May 17, 2019 in the following Data Centers:
- Aurora - ALL FIX Services
- Chicago - ALL FIX Services
- New York - ALL FIX Services
- Sao Paulo - ALL FIX Services

Production deployment for all remaining Data Centers planned for EOD May 31, 2019.

This release does include minor 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: 05/17/2019

04/26/2019

Improvements

Setup App

Added the following restrictions to the User->Settings->Admin Permissions:
* Manage connections

When unchecked, administrators cannot create or edit connections and they cannot check that option for other users. Additionally, administrators with the option unchecked cannot assign accounts to connections.

04/26/2019

Improvements

Setup App

Added the following restrictions to the User->Settings->Admin Permissions:
* Can Add and Edit Account Limits
* Can Modify User Settings and Information

When unchecked, administrators cannot add or modify account limits and the relevant user settings. For example, if "Can Add and Edit Account Limits" is unchecked, then the administrator cannot create or modify account limits, effectively preventing that administrative user from creating or editing any accounts with limits. Additionally, administrators with an option unchecked cannot check that option for other users.

04/23/2019

Improvements

MD Trader

You can now middle click anywhere in MD Trader, (excluding buttons and input fields) to recenter the price ladder.

04/23/2019

Improvements

General

The Support dialog now includes a link to view your open incidents.

04/23/2019

Improvements

Settings

You can now configure sounds to play when TTW or TT Desktop detects that it has disconnected and/or reconnected its connection.

04/23/2019

Improvements

Exchanges

The TT platform now allows for the sending of RFQs across all exchanges which are supported on X_TRADER. The full list of exchanges where RFQ capability is supported is specified in the documentation in the Help Library.

04/17/2019

Improvements

Orders

You can now view position-in-queue (PIQ) values for orders that were placed by other users who share an account with you. Previously only the orders placed by you displayed PIQ values.

04/12/2019

Fixes

Autospreader

Fixed an issue with Autospreader not handling a terminal state on a child order (replaced with order status of filled) which would result in multiple child order rejects and stale spread orders.

04/12/2019

Improvements

Exchanges

TT is pleased to announce connectivity to BitMEX (Bitcoin Mercantile Exchange).

Customers who wish to trade BitMEX should contact the exchange to obtain the necessary credentials for connection and trading.

04/12/2019

Fixes

FIX Services

Fixed an issue where order book download and execution report recovery on initial login could cause delays in processing of outbound messages.

Production Release: 04/12/2019

04/12/2019

Fixes

FIX Services

For price reasonability calculation in FIX Order Router, FastMarket, Auction, OpeningAuction, ClosingAuction, SessionRoll and LateOpen are now identified as additional Matching states used for selection of the reference price.

For more information click the link below.

Production Release: 04/12/2019

Learn More

04/11/2019

Improvements

Order Entry

We have added two new checkbox settings to the global Preferences "Orders" page which are both off by default. The first is named "Reset to default upon submit". When enabled, upon entering an order, the currently selected order profile will reset to the "<Default>" profile, and order entry parameters such as order quantity, order type, time-in-force, etc. will reset to their default values. The secondary dependent checkbox is named "Retain order profile". Enabling this additional setting will keep the currently selected profile upon order submission and reset to the parameters defined for that profile.

04/10/2019

Improvements

General

MD Trader now lets you configure custom action buttons for OMA algos without templates. Additional enhancements to OMA algos include now including them in the order type drop list, and displaying working OMA orders on MD Trader.

04/10/2019

Improvements

TT Rest API

Add GET/POST/DELETE endpoints to allow users to request, add, update, and delete user risk limits.

04/10/2019

Improvements

TT Rest API

Update the POST /account/risklimit/* and GET /account/{account} endpoints to reflect new settings added in Setup.

04/10/2019

Improvements

TT Rest API

Enhanced the GET account/{accountId} endpoint to return the SPAN configuration options. Enhanced the POST account/risksettings endpoint to set the SPAN configuration options. Enhanced the GET /commondata endpoint to return additional dailyCreditLimitRuleId values for SPAN.

04/10/2019

Improvements

TT Rest API

Enhanced the GET /fills endpoint to return unique_exec_id.

04/09/2019

Improvements

MD Trader

You can put MD Trader into "keyboard trading mode" with a new option on the MD Trader settings page. When in this mode, a pair of green and yellow boxes appear in the bid and ask cells. Hotkeys must also be enabled to utilize this mode. With focus on and enabled MD Trader, you can then press hotkeys to execute commands such as buy at the buy side marker, sell at the sell side marker, move the markers up or down, sweep up or down to a marker, delete orders at the markers, etc. Mouse click actions to place and cancel orders are still honored and executed while in this mode. However, when in this mode, if you hold down the Ctrl key, left clicks on bid/ask cells away from the markers do not submit orders, but instead move the buy/sell marker to that price level. An order is submitted at that price level by pressing the assigned key for buy or sell, or by clicking again in the same cell. See the documentation for the full set of keyboard functions, or in the app go to Preferences > Hotkeys > MD Trader.

04/08/2019

Improvements

MD Trader

As part of streamlining the placement of TT Stop and TT If Touched orders from MD Trader, a reduced 'slim' set of parameters is displayed on the order entry panel when these order types are selected. These parameters will NOT display if you left click on a custom action button or press a hotkey assigned to either of these order types AND that button or hotkey is also assigned to a template. In those cases, the slim parameters will not display and the parameters defined in the template will be used for the order. You can optionally display the slim set of parameters by right clicking on the button, or by pressing a different hotkey that is assigned without a template. You can also access the full set of parameters by clicking the "edit" button to display the flyout panel.

04/05/2019

Improvements

RTD

We have made the Excel RTD strings case-insensitive for instrument field and product type. For example, using "ASK', "Ask" or "ask" will work, as will "FUTURE", "Future" or "future".

04/04/2019

Improvements

Excel Linking

We have aliased the download location of the TT Excel Add-in to be behind the trade.tt domain to simplify customer firewall rules. Note: A fresh install of the add-in is required to point to the new domain; existing installs will continue to receive updates as normal, but all new installs will go through the new ttw-excel.trade.tt.

04/04/2019

Improvements

General

The workspace login process now displays granular initialization steps to help identify and troubleshoot issues or sticking points encountered when launching a workspace.

04/03/2019

Improvements

Blocktrader

In order to improve accuracy of execution, details of Eurex wholesale trades are now displayed in Blocktrader while the trade is pending acceptance. Price, Quantity and TT Account will be displayed in the Report panel of Blocktrader for review before the user approves the pending wholesale trade.

04/02/2019

Improvements

Spread Matrix

You can now optionally configure Spread Matrix to display an MD Trader embedded in the lower left portion of the widget using the right-click "Show/Hide" menu. The MD Trader will seed with the instrument that you click on for order entry and helps make better use of the otherwise blank space within the matrix.

04/02/2019

Improvements

RTD

You can now lookup instruments in Excel via RTD by using "7.x" style definition of "Exchange", "Symbol", "Product Type", "Expiry", e.g., "CME", ES", "FUTURE", "Jun19".

04/01/2019

Improvements

Order Entry

The display quantity for native Iceberg orders is now included in the order confirmation string.

04/01/2019

Improvements

Options

Advanced Options users now have the ability to Lock, or 'Freeze' the Options Chain at a specified underlying price. This allows users to view Option theoretical values and Greeks at a reference price of their choosing. This capability has been added to Strategy Creation as well, for advanced users, in order to value Strategies against a specified underlying price.