Release Notes

August 2019 - UAT Environment

Date Type Component Release Note

08/14/2019

Improvements

Exchanges

When HKEX introduces weekly options in Production on Monday, September 16, TT will be changing the naming convention for both monthly and weekly options.

The new format will be:
Product Family / Expiration Day / Contract Month / Contract Year / Call (Put) / Strike Price

Examples:
Weekly Options:
HSI 26 Apr 19 C27000
HSI 03 May 19 C27000

Monthly Options:
HSI 29 Apr 19 C27000
HSI 30 May 19 C27000


Note: The expiration day will indicate whether this is a weekly option (expires weekly on Friday) or a monthly option (expires business day before last business day of the month).

08/13/2019

Improvements

FIX Services

Fixed an issue in the XML schema where tags 16960 and 16961 were missing from the NewOrderSingle definition and tags 126 and 168 (corrected from 9-Aug) were missing from the NewOrderMultileg definition.

Production Release: 09/06/2019

Version: v67

08/09/2019

Improvements

FIX Services

Added support for tag 18226, TTSyntheticType, which specifies the algo type on a parent TT Algo order.

Valid values:
0: Default
1: Ase_Quote
2: Ase_Hedge
3: Ase_Pr
4: Aggregator_Leg
5: Ase_Spread
6: Aggregator
7: Algo
8: Algo_Child
9: Prime_Ase_Spread
10: TT_Bracket
11: TT_Iceberg
12: TT_If_Touched
13: TT_Market
14: TT_Machine_Gun
15: TT_OCO
16: TT_Sniper
17: TT_Stop
18: TT_Time_Duration
19: TT_Time_Sliced
20: TT_Timed
21: TT_Trailing_Limit
22: TT_Volume_Duration
23: TT_Volume_Sliced
24: TT_Volume_Participation
25: TT_With_A_Tick
26: TT_Retry
27: TT_OCO_OMA
28: TT_OBV
29: TT_Auto_Hedger

Production Release: 09/06/2019

Version: v67

08/09/2019

Improvements

FIX Services

Added support for Good Til Time orders on SAFEX. These orders can be submitted by setting 59=6 (Good Til Date) and including the date & time of order expiry in tag 126 in UTCTimestamp format.

Production Release: 09/06/2019

Version: v67

08/09/2019

Improvements

Setup App

User Setup has added connection level settings for After Hours Trading / Session Management configuration. Descriptions of behavior for each configuration will appear below each selected value.

08/04/2019

Improvements

FIX Services

Added support for a new FIX tag, SpreadLegRatioQty (16623) to TT FIX Execution Report messages. This tag will be sent on spread leg execution reports for FIX 4.4 sessions only.

Version: v67

08/04/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Aug. 2, 2019.

Production deployment will begin EOD Sept. 6, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Sept. 13, 2019 in the following TT Data Centers only:
- Aurora - ALL FIX Services
- New York - ALL FIX Services

Production deployment in all remaining TT Data Centers will complete EOD Sept. 20, 2019.

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

Production Release: 09/06/2019

Version: v67

08/04/2019

Fixes

FIX Services

Fixed an issue where Market Data Incremental Refresh (35=X) messages could be missing required tag 279 when 269=J (empty book).

Version: v67

08/04/2019

Fixes

FIX Services

Fixed an issue where FIX tag 129 DeliverToSubID is missing from Execution Report fix messages that are part of response to Mass Status Request.

Version: v67

08/04/2019

Fixes

FIX Services

Added support for S: "Seasonal" to DeliveryTerm (tag 18211) and LegDeliveryTerm (tag 18212).

Version: v67

08/04/2019

Fixes

FIX Services

Fixed an issue where Order Cancel Reject message could have an incorrect OrdStatus (tag 39) value.

Version: v67

08/04/2019

Fixes

FIX Services

Fixed an issue where Trade Captures Reports for Block trades did not include trader name in tag 129.

Version: v67

08/04/2019

Fixes

FIX Services

Fixed an issue where the response to an order status request could show an incorrect value for side in tag 54 on a partially filled calendar spread order.

Version: v67

08/04/2019

Improvements

FIX Services

Added support for (2) order types to tag 40:
* 'V' – Market - CloseToday
* 'W' – Limit - CloseToday

This values values are reserved for future use by a 3rd-party order routing destination and not available on any current TT direct markets.

Version: v67

08/02/2019

Improvements

FIX Services

Added new FIX Drop Copy IN session sub-type, "Generic FIX, Persistent Session", which may used for importing external executions into the TT platform. Please contact the FIX Integration team for more details.

Production Release: 08/02/2019

Version: v58

08/02/2019

Improvements

Setup App

In preparation for a future backend release, User Setup has added connection level settings for After Hours Trading / Session Management configuration. This feature will be available in an upcoming release. Until then, please leave the setting at "Default". An upcoming release note will indicate when the feature can be configured.

08/02/2019

Improvements

FIX Services

A number tags have been added to the TT FIX XML schema to allow importation of trade activity from external sources. The added tags are as follows: 530, 531, 532, 553, 625, 5979, any tags in the 9001-9999 range and message types 'r' and 'UHR'.

These tags are for TT Internal Use only and do not appear in messages sent to TT FIX clients.

Production Release: 08/02/2019

Version: v58

08/02/2019

Improvements

FIX Services

Adding the following tags to the TargetStrategy component block for TT Order submission *only*. On execution reports for such orders, the values are returned in the Strategy Parameters repeating group.
> 16940 TTStopLimitTicksAway
> 16948 LeftoverTimeAction
> 16953 TTStopSecondConditionIsTrlTrg
> 16959 IncludeQuotes
> 16960 ETAGoToMktTicks
> 16961 WaitingOption

For details regarding FIX order entry, please see our help page: https://library.tradingtechnologies.com/tt-fix/TargetStrategyBlock.html

Production Release: 08/02/2019

Version: v58

08/02/2019

Fixes

FIX Services

Fixed an issue where some FIX session-specific data was not fully removed upon session disconnect.

Production Release: 08/02/2019

Version: v58

08/02/2019

Improvements

FIX Services

Added a new FIX Profile Rule type, RemapPartyEntry, which allows a FIX client to send a specific party role and party id in a FIX message and remap that to an exchange-specific party role and/or party ID on the message passed through to the TT FIX Order Router.

For more information on usage of this new rule type, please contact the FIX Integration team.

Production Release: 08/02/2019

Version: v58

08/02/2019

Improvements

FIX Services

Added a new FIX Profile Rule type, CreatePartyEntry, which allows a FIX client to send a flat tag in a FIX message and map that to an exchange-specific party role and party ID on the message passed through to the TT FIX Order Router.

For more information on usage of this new rule type, please contact the FIX Integration team.

Production Release: 08/02/2019

Version: v58

08/02/2019

Improvements

FIX Services

FIX: Added support for TT Time Duration Order Type, which slices a large quantity order into smaller disclosed order portions for a specified duration to achieve the total goal quantity.

For details regarding FIX order entry, please see our help page: https://library.tradingtechnologies.com/tt-fix/Group_StrategyParametersGrp.html

Production Release: 08/02/2019

Version: v58