Release Notes

October 2019 - UAT Environment

Date Type Component Release Note

10/31/2019

Improvements

TT Rest API

Added a POST endpoint (/monitor/adminfill) to allow users to upload admin fills.

Production Release: 11/15/2019

10/29/2019

Improvements

Options

TT has added OSE to the list of markets included in the Advanced Options package. Advanced Options users will now see theoretical values, vol measurements and Greeks on options on OSE futures contracts and can use TT's suite of options tools to analyze their trades and positions.

10/29/2019

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. 1, 2019, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Nov. 8, 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. 15, 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: 11/01/2019

Version: v78

10/29/2019

Improvements

FIX Services

FIX Back Office and Order Routing services have added an option to send Exchange Fill Updates as Execution Reports with ExecType of Trade Correction for OM API gateways (HKEX, OSE, SGX & TOCOM) and NDAQ_EU & NFI markets. This two-step reporting of trades is mandated since the named exchanges report only basic price and quantity information on the initial fill message, followed by full clearing information on a later message.

Prior to this change, such updates were *only* sent as Trade Capture Reports and that behavior continues to be the default.

To opt-in to this new feature, a checkbox has been added to the FIX session configuration screen in TTUS, "Send Exchange Fill Updates as Trade Correction Execution Reports", This checkbox is unchecked by default.

When the checkbox is enabled, TCRs will not be sent for this exchange action. The new Execution Report format will include the following fields:
> Tag 150=G, Trade Correct
> Tag 880 - will now have execution number (execution_event_nbr_u on OM API)
> Tag 17 - will have the trade match ID (trade_number_i on OM API)
> Tags 20 and 19 are consistent with prior execution reports for the same trade
> Tag 16612 will contain a new unique_exec_id

Production Release: 11/01/2019

Version: v78

10/25/2019

Improvements

TT Rest API

Added the following endpoints under riskgroup/{riskGroupId}/ endpoint:

/risksettings
/accounts
/settings
/limits

Production Release: 11/15/2019

10/25/2019

Improvements

TT Rest API

Updated /user/{userId} endpoint to include additional information.

Production Release: 11/15/2019

10/25/2019

Improvements

Setup App

Setup administrators can now choose to send order fill updates as Trade Correction execution reports by checking the "Send Exchange Fill Updates as Trade Correction Execution Reports" checkbox on FIX Order Routing and Drop Copy Out sessions. If the checkbox is not checked, such updates are sent as Trade Capture Reports. This checkbox is unchecked by default.

10/25/2019

Improvements

TT Rest API

Added the following endpoints under /account/{accountId} to allow users to GET a subset of account information.

/settings
/users
/limits
/risksettings
/restrictions
/algosettings

Production Release: 11/15/2019

10/25/2019

Improvements

TT Rest API

Create an endpoint named user/{userId}/limits to consolidate risk limit and risk limit settings into one endpoint.

Production Release: 11/15/2019

10/25/2019

Improvements

TT Rest API

Added a new endpoint named /usergroups/{userGroupId}/settings for exposing user group settings.

Production Release: 11/15/2019

10/25/2019

Improvements

TT Rest API

Added a new POST endpoint named /accounts POST which takes an array of accounts to be created.

Production Release: 11/15/2019

10/25/2019

Improvements

TT Rest API

Added 3 new endpoints which take an array of accounts that can contain multiple risk limits for each account:

POST /accounts/risklimits/contract
POST /accounts/risklimits/ipspread
POST /accounts/risklimits/product

Production Release: 11/15/2019

10/25/2019

Improvements

FIX Services

Added support for a new enum value, 92: "TT Product Family ID", in SecurityAltIDSource (tag 456).

On 35=d messages only, when 456=92, the PDS product family ID of the current instrument will be sent in tag 455.

Production Release: 11/08/2019

Version: v78

10/24/2019

Improvements

Exchanges

In preparation for the API upgrade on November 25, Euronext Optiq OEG access is now avaialble in UAT. NOTE that testing must be performed using the Euronext_DEV market and not the normal Euronext market.

Customers can view information on configuration of Connections, Users and accounts in our documentation here:
https://library.tradingtechnologies.com/user-setup/enx-euronext-optiq-setup.html

Note that RFQ, Cross and Wholesale order entry as well as Strategy Creation are not yet avaialble for testing, but will be made available in the near future.

Please contact your TT Onboarding representative with additional questions.

10/23/2019

Improvements

Order Book

The toolbar in the Order Book and Orders and Fills widget (OFW) now has an optional "Cancel All" button. This button is OFF by default and can be exposed via right click Settings > "Set Order Toolbar buttons".

10/21/2019

Improvements

Performance

Improved the performance handling of price updates within the TT browser version and TT Desktop application.

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

Fills

Added a new Preferences > Sounds checkbox in the Fills section named "Conflate partial fills (ms)". When enabled, partial fills for each order will be independently conflated at the configured millisecond threshold. The partial fill sound will be held until the millisecond threshold expires, or the order is fully filled. If the order is fully filled within the conflation period, no partial fill sound will play.

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

10/08/2019

Improvements

FIX Services

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

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

Production deployment was completed EOD Oct. 18, 2019 in the following TT Data Centers only:
- Aurora - ALL FIX Services
- New York - ALL FIX Services

Production deployment will continue at EOD Oct. 25, 2019 in the following TT Data Centers only:
- Hong Kong - FIX Back Office and Order Routing Services
- Singapore - FIX Back Office and Order Routing Services
- Sydney - FIX Back Office and Order Routing Services
- Tokyo - ALL FIX Services

Production deployment in all remaining TT Data Centers will complete EOD Nov. 1, 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: 10/25/2019

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