Release Notes

November 2019 - UAT Environment

Date Type Component Release Note

11/23/2019

Improvements

FIX Services

In order to improve system reliability, TT FIX Services will limit resend request messages to a total of 10,000 messages per request.

If the number of messages in a single request is larger than 10,000, then the last 10,000 are resent, while the preceding messages requested are gap filled. For example, message sequence numbers 2-500,000 are requested, then TT will respond with Gap fill for messages 2 thru 490,000, then Resend 490,000 - 500,000.

Version: v84

11/23/2019

Fixes

FIX Services

Fixed an issue where FIX Security Definition service flagged some CME multileg contracts as expired when they were still active, and prevented them from being downloaded.

Version: v84

11/23/2019

Improvements

FIX Services

Updated the error message returned when TT FIX server asks for a re-send request on initial connection and client response includes any D, F, or G messages w/ 43=Y set, TT FIX no longer responds with 58=Recovery is not complete. Instead, the reject message will read: 58=Possible duplicate orders are not accepted (43=Y).

Version: v84

11/23/2019

Improvements

FIX Services

Added support to allow the FIX Profile rule 'TrimTimestamp' to operate on for tag 16561, TimeReceivedFromExchange.

Version: v84

11/23/2019

Fixes

FIX Services

Fixed an issue where a race condition could cause FIX Back Office server to internally flag a fill as delivered when in fact it was not delivered, resulting in an undelivered fill(s) on the session.

Version: v84

11/23/2019

Fixes

FIX Services

Fixed an issue where tag 16457, NumTicks could sometimes contain a negative value.

Version: v84

11/23/2019

Improvements

FIX Services

Fixed an issue where tag 60 could be incorrect on synthetic F messages resulting from unsolicited cancels when Compliance Feed is enabled on the Back Office FIX Session.

Version: v84

11/23/2019

Improvements

FIX Services

Tags 18223 (ContractYearMonth) and 18224 (LegContractYearMonth) are now sent on all messages when Compliance Feed is enabled on the Back Office FIX Session. This includes all Orders: D/G/AB/AC, Cancels: F and Cancel Rejects: 9.

Version: v84

11/23/2019

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Nov. 22, 2019.

Production deployment will begin EOD Jan. 3, 2020, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Jan. 10, 2020 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 Jan. 17, 2020.

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.

Version: v84

11/21/2019

Improvements

FIX Services

Recent changes to TT Algo server have introduced a new entry, _original_time_sent, in the 957 repeating group on FIX execution reports for TT SSE or ADL child orders. For example: 957=1| 958=_original_time_sent| 959=19| 960=20191120-07:13:54.264252|. Algo servers with this change are running now in UAT, and will be deployed to production on Nov. 29.

The value of _original_time_sent represents the time the TT order connector sent sent a child order to the exchange and is used internally by the Algo server for enhanced risk checking.

Production Release: 11/21/2019

Version: v78

11/21/2019

Fixes

General

Released a new version of TT Desktop v4.0.4 that improves performance. Included is a fix for an issue that could sometimes cause sounds to be delayed in TT Desktop.

11/19/2019

Improvements

Settings

Order Profiles in TTW/TTD now allow you to define account selection when creating Autospreader rules. An account set for a rule with Exch=Autospreader will seed that account in the parent Autospreader order and also in all of the legs. If the account is blank in an Autospreader rule, then the parent account will seed as the best matched rule for the first leg of the spread, and the leg accounts will seed based on the best matched rule for each leg.

11/18/2019

Fixes

TT Algos

Fixed an issue where the Algo server was incrementing the ClOrdId field after the request was rejected.

11/18/2019

Fixes

TT Algos

Fixed an issue where the client_time_sent field was incorrect on some execution reports.

11/12/2019

Improvements

TT Rest API

Added the parties repeating group to the /fills endpoint.

Production Release: 11/15/2019

11/06/2019

Improvements

Order Entry

When configuring a slicer order, e.g., a TT Iceberg, TT Time Sliced or TT Time Duration order, you can now view the proposed child orders before they are submitted via a preview pane in the parameter configuration panel.

11/02/2019

Improvements

FIX Services

US Daylight Savings Time ends on Nov. 3 at 3am Eastern/2am Central time.

TT FIX services automatically reset weekly on Saturdays at 22:00 UTC. If FIX sessions utilize the optional Reset Schedule in Setup to perform a daily reset or change TT's weekly default, please note that these times are also configured in UTC. If users desire to maintain the same daily reset time relative to their local timezone, they may need to adjust the UTC time Reset Schedule in Setup.

For example, if a FIX client application configured a daily reset time in Setup to be performed at 21:45 UTC, the session would be reset at 16:45 CT during DST. When DST ends, the reset would occur at 15:45 CT if no action was taken to adjust the Reset Schedule.

Production Release: 11/02/2019

Version: v67

11/01/2019

Improvements

Setup App

Setup administrators can now allow specific users to have full access to care orders regardless of the claimed/unclaimed state of the order by checking the "Manage Staged Orders without Claiming" checkbox under User->Account and Account->User tabs.

11/01/2019

Improvements

Setup App

Updated the market data reports as follows:

1) Administrators can now use the Market Data Type field to filter market data reports. Selecting 'Subscriber' will filter the report to show only subscribers of market data, not including FIX applications and selecting 'FIX' will filter the report to show only subscribers of market data via TT FIX.
2) Added a new column, "Non-Professional Agreement Status" to Market Data Report. This column displays "non-professional" trader status for billing purposes.
3) The "Agreement Signed" column in Market Data Report has been renamed as "MD Agreement Signed".