Release Notes

September 2019 - UAT Environment

Date Type Component Release Note

09/30/2019

Improvements

FIX Services

Added support for Held/Not Held Limit Price on staged orders submitted via FIX. To , the FIX parent staged order must include either of the following values in tag 18, ExecInst::
1: Not Held - "Executing Trader has full discretion over staged child limit price"
5: Held - "Only allow price improvements on staged child orders (based on the parent limit price)"

This change is currently available in Production on Staged Order Execution Reports only.

09/27/2019

Improvements

Setup App

In order to reduce and streamline workload for administrators, TT will add "mass-edit" capability in the Setup App for all Order Tag Defaults. This will reduce the burden of adding multiple fields individually, particulary MiFID II values.

09/27/2019

Fixes

Autospreader

Fixed an issue where a change request to an Autospreader order was stuck in pending which led to subsequent change or cancel requests being rejected.

09/24/2019

Improvements

Order Entry

The global Preferences > Orders tab now provides a checkbox named "Populate TextTT with algo template name". This preference is ON by default to maintain current behavior, and automatically seeds the TextTT field with the name of the template when a template is used to place a TT Order Type or other algo,

This current behavior sometimes causes issues with users who have preseeded the TextTT field with a value from an order profile. To avoid overwriting TextTT values intended to be set by order tag defaults set in TT User Setup by an administrator, users should uncheck this preference to preserve the admin defined value.

09/24/2019

Improvements

Score

Model Update: Based on user feedback and internal testing the scale of the harm metric used in calculating the scores for the abusive messaging model has been refined in order to provide more relevant results. Users should see a reduction in abusive messaging scores for clusters with lower burst and messaging rates.

09/23/2019

Improvements

TT Algos

Added a new OMA algo named 'MinVol'. This algo allows users to specify a minimum quantity required at a price level to work the exchange order.

09/20/2019

Fixes

FIX Services

Fixed an issue where enum '3' could appear in tag 16916 on TT Stop execution reports but was not documented in the TT XML schema.

This fix does include a change 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.

Production Release: 09/20/2019

Version: v67

09/20/2019

Improvements

FIX Services

Fixed an issue where FIX back office compliance feed would send 35=D instead of 35=AB on parent ASE order messages.

Production Release: 09/20/2019

Version: v67

09/19/2019

Improvements

Autotrader

Added a "Stop All" button to the Autotrader widget.

09/19/2019

Improvements

Options

When clicking on the 'order entry' icon from the bottom pane of created strategies in the Strategy Creation Widget a new, separate (not floating) Order Entry widget be launched.

09/19/2019

Improvements

Positions

The Positions widget now provides an optional "P/L AvgOpen" column which calculates p/l using the average open price vs the current market price.

09/19/2019

Improvements

Audit Trail

The Audit Trail now includes ExchTransID as an optional column.

09/17/2019

Improvements

TT Rest API

Added DELETE /ordertagdefaults/profiles/{profileId} endpoint to allow for the deletion of order tag default profiles.

Production Release: 09/20/2019

09/13/2019

Fixes

FIX Services

Fixed an issue where tag 18226, "TT Synthetic Type" was not being sent for D/F/G/AB/AC messages on Back Office sessions when Compliance Feed was enabled.

Production Release: 09/13/2019

Version: v67

09/13/2019

Fixes

FIX Services

Fixed an issue which could cause a crash after a FIX session disconnect / reconnect.

Production Release: 09/13/2019

Version: v58

09/13/2019

Improvements

Settings

Added the ability to disable "trade out allowed" for user limits. By default, trade out is allowed.

09/13/2019

Improvements

Settings

At the User, Account, and Risk groups limits level, administrators can now choose whether disabling "Trading Allowed" also restricts the ability to cancel orders. By default, users/account/risk groups with trading not allowed are allowed to cancel orders.

09/11/2019

Improvements

General

Added a "Term" column to Order Book, Fills widget and Audit Trail, that displays the Month/Year of the non-product portion of the instrument, e.g., "Sep19" for ES Sep19 futures.. This column is optional and is OFF by default.

09/11/2019

Improvements

MD Trader

You can now configure custom colors for MD Trader cell borders outside of the session high/low range.

09/11/2019

Improvements

Fills

Off tick fill prices, e.g., a manual fill (local or admin) with a price more granular that the exchange defined ticking, are now displayed with the number of decimal digits precision set in Preferences > General.

09/11/2019

Improvements

Order Entry

Individual TT Order Types are now hidden in order type drop down lists on order entry widgets when disabled in TTUS.

09/11/2019

Improvements

MD Trader

You can now hover over a bid or ask qty cell in MD Trader and see a breakdown of the orders at that price level (for those markets that provide detailed depth information). This feature is OFF by default and can be enabled via a new right-click MD Trader Settings checkbox "Show detailed depth on hover".

09/11/2019

Improvements

Positions

The Positions widget now displays account alias names if set in global Preferences > Accounts.

09/11/2019

Improvements

Setup App

The Users->Accounts and Accounts->Users tabs now include a specific option that allows administrators to permission users, per account, for the confirm fills feature. For information about the Confirm Fills feature refer to https://library.tradingtechnologies.com/trade/fls-confirming-fills.html

09/11/2019

Improvements

Time & Sales

You can now filter live & historical data on all columns, added the ability to filter on aggregated data, added new Product & Term columns, added historical CounterParty data, improved the GoTo Date/Time picker.

09/11/2019

Improvements

Time & Sales

The Time & Sales widget now allows filtering for all columns, including Type, Date, AskMbr, and BidMbr.

09/11/2019

Improvements

Options

RFQ Viewer "Type" column is now filterable.

09/11/2019

Fixes

General

Filtering on the AlgoName column will now return all related Parent / Child orders, including Grandparent / Parent / Child algo scenarios.

09/11/2019

Improvements

Order Book

Start and End columns in Order book and Orders and Fills widget are now filterable.

09/11/2019

Improvements

Time & Sales

The Time & Sales widget now includes Product and Term columns.

09/11/2019

Improvements

Audit Trail

In grid widgets that retrieve data from Ledger, when you scroll down beyond the boundary of data stored in Ledger, a “Load older records” button now displays the retrieves additional data from a separate archived database. This applies to widgets such as Audit Trail, the Order Book with "include orders from previous session" and the Fills widget set to "continuous mode".

09/11/2019

Improvements

Audit Trail

The Audit Trail Message Type column can now be filtered on "AlgoAlert" messages.

09/11/2019

Improvements

Audit Trail

You can now use ExchOrdID, AcctType, Route, and MiFID columns as filter criteria in the Audit Trail, Fill Widow and Order Book.

09/11/2019

Improvements

Settings

The global Preferences > Orders page now provides two new settings that determine how order entry widgets seed the order quantity field when clicking on a bid or ask qty: (1) A new "Seed with market quantity" checkbox that defaults to ON to keep the current behavior, e.g., when clicking on a bid/ask qty, seed the qty from the market (actually the min of that value and the users max qty). When this setting is OFF, left click on a bid/ask qty will seed the users default qty (2) A checkbox named "Seed zero if market quantity exceeds max quantity" that is dependent on the above setting.

09/11/2019

Improvements

Order Book

"Available" care orders now display the status cell in the Order Book and OFW as an actionable button, allowing you to claim the order with a single click.

09/11/2019

Improvements

Order Entry

You can now input an off tick price when manually filling a care order using the Order Ticket.

09/11/2019

Improvements

Autotrader

You can now export Autotrader cell values out to Excel via a new right click menu item "Copy link to Excel" and then pasting that link into an Excel cell.

09/11/2019

Improvements

Order Entry

The Order Ticket now embeds TT Order Type and algo parameters within the ticket instead of displaying them in a separate flyout pane. When the Order Ticket is grouped, for example above a Market Grid, the parameters display immediately to the right of the main order entry controls.

09/11/2019

Improvements

Audit Trail

The Audit Trail widget now includes optional columns for ExchDate and ExchTime .

09/11/2019

Improvements

General

Holding down the left mouse on the Spread Matrix navigation buttons now allows you to quickly move the Spread Matrix view up/down/left/right.

09/06/2019

Fixes

FIX Services

Fixed an issue in FIX Order Router which required a restart to update its routing library when a new a customer-dedicated algo server was added to the internal TT network.

Production Release: 09/06/2019

Version: v67

09/06/2019

Fixes

Autospreader

Fixed an issue with Autospreader properly subscribing to leg instruments with illiquid markets that resulted in no quote orders being submitted for some period of time.

09/06/2019

Fixes

Autospreader

Fixed an issue that prevented Autospreader from submitting a hedge order and/or resulted in stale parent orders after certain reject scenarios.

09/06/2019

Fixes

FIX Services

Fixed an issue where tag 129, DeliverToSubID, could be missing on unsolicited execution reports received on a FIX order routing session.

Version: v73