Release Notes

May 2019 - UAT Environment

Date Type Component Release Note

05/31/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required MEFF fields can now be sent from a FIX connection without corresponding Setup fields.

05/30/2019

Improvements

Time & Sales

Time and Sales now supports filtering price and quantity on historical data requests.

05/30/2019

Improvements

Market Grid

You can now configure Market Grid to show or hide summary rows and prices for all rows when detailed depth is displayed.

05/24/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required NFX fields can now be sent from a FIX connection without corresponding Setup fields.

05/24/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required CFE fields can now be sent from a FIX connection without corresponding Setup fields.

05/24/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required LME fields can now be sent from a FIX connection without corresponding Setup fields.

05/24/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required EEX and Eurex fields can now be sent from a FIX connection without corresponding Setup fields.

05/24/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required B3 fields can now be sent from a FIX connection without corresponding Setup fields.

05/22/2019

Fixes

Autospreader

Fixed an issue with Autospreader instruments publishing an incorrect market status when one or more legs were in PreOpen. Autospreader instruments will now publish Open only when all legs are Open.

05/20/2019

Improvements

FIX Services

Added support for TTCustomerName, tag 18218 in the FIX XML schema file. This tag is reserved for future use and will not appear in any FIX messages at this time.

Production Release: 05/31/2019

05/20/2019

Improvements

FIX Services

Added support for the following new PartyRole / tag 452 values:
<value enum='213' description='PARTY_ROLE_USER' />
<value enum='214' description='PARTY_ROLE_MEMBER' />
<value enum='215' description='PARTY_ROLE_TRADING_MEMBER' />
<value enum='216' description='PARTY_ROLE_CLEARING_MEMBER' />
<value enum='217' description='PARTY_ROLE_ACTING_USER' />
<value enum='218' description='PARTY_ROLE_TRADER_ID' />
<value enum='219' description='PARTY_ROLE_OWNER_TYPE' />
<value enum='220' description='PARTY_ROLE_ROUTING_MEMBER_ID' />

These party roles are specific to trading on the TFEX market, currently available only in UAT.

Production Release: 05/31/2019

05/17/2019

Fixes

Orders

Fixed an issue where TT was sending Exec Firm (452=1) twice due to ICE Routing Member ID also being assigned to Exec Firm. Now the ICE
Authorized Member ID| Routing Member ID is available on
Order Origination firm (452=13) | Routing Member ID (452=213)

05/17/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required SGX fields can now be sent from a FIX connection without corresponding Setup fields.

05/17/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required LSE, IDEM, and CurveGlobal fields can now be sent from a FIX connection without corresponding Setup fields.

05/17/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required Euronext fields can now be sent from a FIX connection without corresponding Setup fields.

05/17/2019

Fixes

Orders

Fixed an issue where some fields required account settings in Setup. All required MX fields can now be sent from a FIX connection without corresponding Setup fields.

05/16/2019

Fixes

FIX Services

**UPDATE**
The Production Release date for the FIX Services currently deployed in UAT has been delayed for (2) weeks from May 17 to May 31. Please see the TT Release Note web site for additional details regarding this release.
*************
NOTE: All FIX Services were deployed to UAT at EOD Apr. 22, 2019.

Production deployment will begin at EOD May 31, 2019 (new date) in the following TT Data Centers only:
- Chicago - FIX Services on select servers
- New York - FIX Services on select servers
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD June 7, 2019 (new date) in the following TT Data Centers only:
- Aurora - ALL FIX Services
- Chicago - ALL FIX Services
- New York - ALL FIX Services

Production deployment in all remaining TT Data Centers will complete EOD June 14, 2019 (new date).

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: 05/31/2019

05/15/2019

Fixes

Options

Fixed an issue where data for pinned strategies in RFQ viewer were not updating.

05/14/2019

Fixes

FIX Services

Fixed an issue where some fields required account settings in Setup. All required CME fields can now be sent from a FIX connection without corresponding Setup fields.

Production Release: 06/11/2019

05/13/2019

Improvements

TT Rest API

Added a series of endpoints to GET, POST and DELETE risk groups.

Production Release: 05/17/2019

05/13/2019

Improvements

TT Rest API

NOTE: The version currently deployed to the User Acceptance Testing (UAT) environment will be deployed to production after the markets close on Friday, May 17.

05/10/2019

Fixes

FIX Services

Fixed an issue where some fields required account settings in Setup. All required MX fields can now be sent from a FIX connection without corresponding Setup fields.

05/09/2019

Improvements

Order Entry

When configuring an Order Management Algo (OMA) in "builder" mode, you can now select an individual order from multiple orders working at the same price cell using the floating order book (FOB) by holding down the Shift key and then right-click on the OMA button on the desired order in the FOB.

05/09/2019

Improvements

Exchanges

TT is pleased to announce connectivity to CoinFLEX (Coin Futures and Lending Exchange).

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

05/08/2019

Improvements

Positions

When there is a working order for an exchange traded spread, the Positions widget WrkBuy/WrkSell columns for the legs of the spread now display the impact of the spread order on the leg contracts.

05/07/2019

Improvements

General

You can now drag-and-drop instruments from Market Explorer into other widgets.

05/07/2019

Improvements

Algos

You can now specify on an algo template for OMA OTA algos, e.g. "OCO 2" whether or not the workflow should auto-launch when all of the orders required by an OMA algo are provided.

05/07/2019

Improvements

Order Book

The Order Book and other widgets now display "tree" lines to help better identify nested child rows with related rows.

05/07/2019

Improvements

Audit Trail

You can now configure Audit Trail to display time stamps as microseconds and also further as nanoseconds.

05/06/2019

Improvements

Exchanges

TT supports the HKEX OAPI and OMD-D Upgrade. This upgrade includes support for 5 character root symbols and weekly index options, which will be introduced in the future.

05/03/2019

Improvements

Score

Score now includes results for crypto currency trading on the TT Platform. Users will see a new product type, "currency", available for filtering on the navigation panel.

05/03/2019

Improvements

FIX Services

In order to improve performance after the CME rollout of consolidated iLink fill messages for fill groups that have only one entry, the FillsGrp repeating group will be omitted from the FIX execution report message. The values in Tag 17, ExecID, Tag 31, LastPx and Tag 32, LastQty, will continue to be sent as they are received from the exchange.

This change will be deployed in UAT on May 10 for customer testing. This will be released to Production on May 17.

Production Release: 05/31/2019

05/03/2019

Improvements

Setup App

Administrators can flag certain users as employees of the firm by checking the User->Profile->Status->Internal Company User checkbox. If authorized, these users can submit an order on a customer account or close out a position for a customer.

We have also added a new admin permission, "Internal Only Admin". These admins can only manage internal users or employees, and not external clients. However, these admins cannot give internal users permission to trade or apply limits to any users or accounts they create.

05/03/2019

Improvements

Setup App

We have added a new section, "Cash Balance" to Accounts->SOD/Credit tab. This section has reference fields that administrators can use to enable or disable users via REST API. These fields were added in preparation for supporting Account Cash Balance uploads in GMI format in the near future.

05/03/2019

Fixes

FIX Services

FIX Market Data clients may receive a MarketDataRequestReject (35=Y) with the message "Session data download not done yet" due to a race condition when a MarketDataRequest (35=V) is sent immediately after Logon but before the session has finished downloading market data permission information from TT Setup. Once the download is complete (within a few seconds), subsequent subscription requests will be accepted.

Production Release: 05/31/2019

05/03/2019

Improvements

FIX Services

Added a new enum to tag 452, party_role:
220: "Routing Member ID".

When a parties group entry includes 452=220, tag 448 contains "Routing Member ID (Routing Company)" a/k/a "tag 115 right" for ICE Market only.

Production Release: 05/31/2019

05/03/2019

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.

05/03/2019

Improvements

FIX Services

*CORRECTION* Added the ability for Company Admins to set a FIX tag 18221, company short code, value for managed users in TT Setup. To set this value, navigate to the 'Custom Fields' tab for the managed user and in the 'FIX Company ID' drop-down, either select an existing code or enter a new code, then save the user. FIX execution reports for this user will include that value in tag 18221 going forward.

Production Release: 05/31/2019

05/02/2019

Improvements

Charts

Added the ability to Split All TPAs. Right Click on the distribution to select 'Split All'. When selected it will separate each TPA into columns so you can better view the distributions and breaks. Right Click on the distribution to select 'Remove All Splits' to return all TPAs back to their original position.

05/01/2019

Improvements

TT Rest API

The usage limits for specific endpoints has been updated. Specifically, the usage limits for the /account POST, /accountuser POST, /organizations POST, and /user POST endpoints has been update to a maximum of one request per second. Users that require higher limits should contact TT.

Production Release: 05/17/2019

05/01/2019

Improvements

FIX Services

Added support for LegSide [624] in 35=AB requests.

FIX 4.4 introduces (2) new values to tag 54 for MLeg orders/changes:
-- B = "As Defined" (for use with multileg instruments)
-- C = "Opposite" (for use with multileg instruments)
The two values above have been added to our tag 54 definition for FIX 4.4 only. If a FIX client submits a FIX 4.2 D/G message with 54=B or C, the message will be rejected.

Also added "[NA]" as a supported value in tag 55, to be used for multleg products when 54=A or 54=B is used for specifiying the multileg instrument.

For AB/AC messages only, when 54=B or 54=C the value present in tag 55 is ignored, and the instrument lookup and side of the order is driven by the tag 600/LegSymbol and tag 624/LegSide values in the LegInstrument group.

Production Release: 05/31/2019

05/01/2019

Improvements

FIX Services

Added a new custom tag to enable RFQ subscription to MarketDataRequest (35=V) messgaes.

Name: IncludeQuotes
Type: Boolean
Description: When true, Quote Request (35=R) messages will be forwarded for the subscribed instruments. Required: No. Defaults to false if not present.
Tag: 16959
Used in: MarketDataRequest (V)

Production Release: 05/31/2019

05/01/2019

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: 05/31/2019

05/01/2019

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: 05/31/2019

05/01/2019

Fixes

FIX Services

FIX tag 1622 is exposed in the shared TT FIX XML schema but only supported on execution reports imported *from* FIX "Drop Copy IN (import to TT" sessions for CME subtype. Not applicable to messages on standard drop copy out or order routing FIX sesssion types.

Production Release: 05/31/2019

05/01/2019

Improvements

FIX Services

Added LinkID Repeating Group fields (16112/16113/16114) from Execution Report message to Compliance D/AB/G/AC messages for TT Synthetic / ADL / Staged Child Orders.

All fields have been added to the XML schema for D/AB/G/AC messages, only applicable for Backoffice session type when Compliance Feed is checked on the FIX session in TTUS.

Production Release: 05/31/2019