Release Notes

October 2019 - UAT Environment

Date Type Component Release Note

10/21/2019

Improvements

TT Rest API

All Risk, Monitor, and Ledger endpoints have a new optional query parameter named requestId. This is used by the TT back end systems to uniquely track all requests. It will be come mandatory beginning on Friday, December 6.

IMPORTANT: This is an interface change.

Production Release: 12/06/2019

10/18/2019

Improvements

Setup App

In order to reduce and streamline workload for administrators, TT now supports "mass-edit" capability in the Setup App for Limits. Administrators can use the new Limits tab in the left navigation pane to quickly amend limits at large scales.

10/18/2019

Improvements

Autospreader Rules

Updated the shared Autospreader Rule "(TT) Liquidity Based Backoff Tick" to check the liquidity at the desired hedge price. Previously, the condition checked the liquidity at opposite inside market, regardless of the hedge price.

10/18/2019

Improvements

Autospreader Rules

Added new shared Autospreader Rules: (TT) Prevent Quote Cross and (TT) Prevent Hedge Cross. This rule is designed to not intentionally cross the market with a quote or hedge order. However, the market could move while the order is in-flight to the exchange resulting in the order being immediately filled nonetheless.

10/17/2019

Improvements

Order Entry

Account drop down controls in order entry widgets now present only the accounts that are configured for the currently selected profile. The accounts specific to a profile can be defined by the administrator in TT User Setup.

10/17/2019

Improvements

General

You can now request a log of user actions from the main "File" menu. Once requested, the file is prepared by back-end servers and then is accessed via a download link, similar to a fill download request, This log includes actions manually initiated by the user such as "BuyClicked", "TickUp", "CancelOrdersClicked", etc. along with the widget type the action was initiated from. Automated actions initiated from systems such as Autospreader, Algo servers, etc. are not included in this log.

10/16/2019

Improvements

FIX Services

Added support in FIX Order Router and Back Office services for FIA "Simplified Execution Source Code" standard in FIX tag 1031. For more information on TT's support for tag 1031 to specific markets, please see: https://www.tradingtechnologies.com/support-updates/

Tag: 1031
Name: CustOrderHandlingInst
Description: Simplified Execution Source Code as defined by FIA. Identifies the execution method used for Exchange Traded Derivative trades at point of origin, allowing executing and clearing brokers to easily reference the appropriate brokerage rate for the execution method.
Type: char
Values:
W - Desk
Y - Electronic (Default)
C - Vendor-provided Platform billed by Executing Broker
G - Sponsored Access via Exchange API or FIX provided by Executing Broker
H - Premium Algorithmic Trading Provider billed by Executing Broker
D - Other, including Other-provided Screen

Used in FIX D/G/AB/AC/8 & compliance messages.

Production Release: 11/01/2019

Version: v78

10/15/2019

Improvements

Orders

On CME in UAT, sending any valid value selected in User Setup (or set in Order Tag Defaults) for Customer Order Handling Instruction (Tag 1031) is now supported. This tag is mandatory in UAT, and will be mandatory in Production on November 17.

Note: Algo and Autospreader support for overrides of this value will be added in a future release.

10/15/2019

Improvements

TT Rest API

Added a new endpoint named GET /user/{userId}/accounts which will return all the accounts for the given userId.

Production Release: 11/15/2019

10/15/2019

Improvements

TT Rest API

Enhanced the /user/{userId}/marketdata endpoint to also return FIX Market Data information.

Production Release: 11/15/2019

10/12/2019

Fixes

FIX Services

Fixed an issue where FIX Security Definition server v67 could crash due to an error in processing malformed price subscription requests.

Production Release: 10/12/2019

Version: v67

10/12/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Oct. 11, 2019.

Production deployment will begin EOD Nov. 8, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Nov. 15, 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 Nov. 22, 2019.

This release includes changes to the FIX XML schema files. 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: 11/08/2019

Version: v78

10/08/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Sept. 6, 2019. *Update:* corrected production roll-out dates.

Production deployment will begin EOD Oct. 11, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Oct. 18, 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 Oct. 25, 2019.

This release includes only cosmetic changes to the FIX XML schema files. Nonetheless, 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: 10/08/2019

Version: v73

10/07/2019

Improvements

Exchanges

Fixed an issue where the trade date (tag 75) on FIX drop copy for execution reports received from "Third Party" connections was formatted in local time instead of UTC.

10/01/2019

Improvements

FIX Services

Added support for (5) vendor-defined fields to the FIX XML schema, which are reserved for future use by 3rd-party algo / FIX Out execution destinations.

Tags added:
17001: Vendor-defined Field 1
17002: Vendor-defined Field 2
17003: Vendor-defined Field 3
17004: Vendor-defined Field 4
17005: Vendor-defined Field 5
Description: Vendor-defined fields 1-5 for 3rd-party algo / FIX Out connection types. Not supported when routing to/from native TT order connections.
Type: String
Required: No
Used in message type: Execution Report, Cancel/Reject

These values are not over-rideable when submitting orders via FIX and can only be set by defining values in order tag defaults for the FIX Out connection type in TTUS.

These tags will not be supported for any TT native order connections and will also not be copied onto compliance drop copy messages.

Production Release: 10/04/2019

Version: v73