| Date | Type | Component | Release Note |
|---|---|---|---|
12/27/2019 |
Improvements |
Exchanges |
TT has added support for the ICE's Harmonization project. Prior to this feature, ICE sent many contracts like quarterlies, balance week/month, seasonal, and annual that were made up of other daily or monthly contracts as futures. After this feature, these contracts are sent as spreads with the appropriate contracts as legs. In addition, contracts that have other spreads as legs are now filled as individual legs instead of the two spread legs. As a result, there will now be execution reports for these legs. This change will affect workspaces with these products as the product type is changing, and, risk administrators should consider these products in spread risk, taking note that some spreads may require lower limits as ICE does not send the number of Blocks for spreads, which is currently part of TT's risk calculation for outrights. |
12/20/2019 |
Improvements |
Exchanges |
Added the ability to configure users for the ICE Digital Assets market. An upcoming release will switch the market data to this channel from ICE US Futures. Please configure your users as needed for this product group in advance. |
12/19/2019 |
Improvements |
TT Rest API |
Added algo price drift settings to the following endpoints: Production Release: 01/10/2020 |
12/19/2019 |
Improvements |
TT Rest API |
Added /user/{userId}/adminSettings GET endpoint. Production Release: 01/10/2020 |
12/19/2019 |
Improvements |
TT Rest API |
Added the following endpoints for Algo Settings: Production Release: 01/10/2020 |
12/19/2019 |
Improvements |
TT Rest API |
Add the 'manualFill' field to the GET /fills endpoint. Production Release: 01/10/2020 |
12/19/2019 |
Improvements |
TT Rest API |
Add the 'secondaryClOrdId to the GET /fills endpoint. Production Release: 01/10/2020 |
12/19/2019 |
Improvements |
TT Rest API |
Add the 'TextC' property to the GET /fills endpoint. Production Release: 01/10/2020 |
12/02/2019 |
Improvements |
Order Book |
The top portion of the Order Book and Orders and Fills widget (OFW) now presents a full featured order modification panel similar to the stand alone Order Ticket. This panel supports broad modifications on one or multiple selected working orders (native and TT Order Types) including changing the order type, Time-In-Force (TIF), text tags, and algo parameters. Modifications that should retain position-in-queue (PIQ) will display “Change” as the action button label; those that will cause loss of PIQ will show “Cxl/Replace” as the button label. When multiple orders are selected, if the proposed modifications will result in a Cancel/Replace for any of the orders, the button will still display “Cxl/Replace”; however we will attempt to submit PIQ-preserving modifications wherever possible. |
12/02/2019 |
Improvements |
Positions |
The Alerts Manager now allows you to alert when product level position limit thresholds are reached. |
12/02/2019 |
Improvements |
Order Book |
The Order Book toolbar now provides an optional “Current User” button to help comply with exchange regulations as to who as a human is actually managing a set of orders within a shared account. Selecting one or more orders and clicking this button will update the orders with the UserID of the current logged user. |
12/02/2019 |
Improvements |
General |
You can now filter the Order Profile widget in non-expanded mode via a search box at the top of the profile panel. |
12/02/2019 |
Improvements |
Market Grid |
Market Grid now provides an optional "CumQty" column which displays the accumulated quantity as trades occur at the same price level. The existing "LastQty" column has been changed to only display the quantity of the last reported trade. |
12/02/2019 |
Improvements |
Settings |
The Order Profiles widget in TTW/TTD now provides a checkbox column in edit mode that supports selecting and then removing one, multiple or all profiles. (Note: you cannot remove the <Default> profile). You can also now filter column rows similar to other grid widgets by left click on the right hand portion of a column header. (Note: the Profile column within the grid rows cannot be filtered because the rule rows are already displayed filtered based on the profile(s) selected in the left hand main profile section). |
12/02/2019 |
Improvements |
RTD |
RTD now supports several additional new fields, including: |
12/02/2019 |
Improvements |
RTD |
RTD now supports requests for real-time Time and Sales data. Note: Historical Time and Sales is not available. |
12/02/2019 |
Improvements |
Algos |
You can now configure the Alerts Manager to respond to the "SynthStatus" field when defining an "order" alert. |
12/02/2019 |
Improvements |
General |
You now have the option to export manually selected grid row data, e.g., from the Order Book, Fills widget or Audit Trail as an Excel .xlsx file format where only .csv format has previously been supported. |
12/02/2019 |
Improvements |
MD Trader |
MD Trader now has a setting to optionally display last traded quantity instead of accumulated quantity as trades occur at a price level. |
12/02/2019 |
Improvements |
Settings |
You can now set the floating order book (FOB) to sort orders based on how near they are to the inside market via a global preference on the "Orders" page. |
12/02/2019 |
Improvements |
RTD |
RTD fields for Order and Fill requests that can return an empty value will now display in Excel as an empty string, instead of zero (0). Some examples include WrkQty, ParentID, TextA/B/C/TT. |
12/02/2019 |
Improvements |
Options |
Delta decay has been added to the Risk Matrix, available from the "Risk Metrics" dropdown select box. |
12/02/2019 |
Improvements |
RTD |
RTD depth requests now return two additional columns - ACnt and BCnt. These columns represent the number of orders at the bid or ask price level. |
12/02/2019 |
Improvements |
Options |
A row has been added in Options Risk which indicates the total PnL for the entire account. The row appears at the top of the widget and shows "P/L" and "Mark to Theo". Visibility for the row is controlled via a checkbox in the Options Risk Settings. The setting is "off" (unchecked) by default. |
12/02/2019 |
Improvements |
Options |
For Advanced Options users, Options Risk Matrix now includes Delta Decay calculations. Delta Decay can be viewed in any scenario at the Product, Expiry or Instrument level. |