Release Notes

January 2020 - UAT Environment

Date Type Component Release Note

01/24/2020

Improvements

TT Algos

Deployed a new algo named TT Sniper which allows you to hide your intent to buy / sell at a given price until there is quantity available at that price on the opposite side of the market.

01/24/2020

Improvements

Setup App

Setup administrators can now permission users to modify orders separately from submitting by checking or unchecking the Modify Orders checkbox under Order Permissions in User->Accounts and Accounts->Users tabs. This checkbox is enabled by default.

01/21/2020

Improvements

Score

Model Improvements: Cross trades where two traders from within the same company execute against each other but the first order rests for the requisite 5 seconds or longer will now receive a non-zero score. This allows firms to more easily track intra-company trading. Note that position transfer fills are excluded from the cross trading surveillance. Additional matching logic improvements have been made in the Wash Trader, Wash Account and Cross Trading models to improve accuracy and reduce potential false positives.

01/21/2020

Improvements

Score

GUI Improvement: Heat map boxes now display trader name, cluster count and average score. The tool tip also displays this data when hovered over a heatmap box (useful for smaller heatmap boxes).

01/21/2020

Improvements

Score

GUI improvement: Score's audit trail now includes the transaction ID field.

01/19/2020

Improvements

FIX Services

Added new enums listed below to tag 828, TrdType:

* 1052, LARGE_IN_SCALE
* 1053, AGAINST_ACTUAL
* 1054, LARGE_IN_SCALE_PACKAGE
* 1055, GUARANTEED_CROSS
* 1056, REQUEST_FOR_CROSS
* 1057, EFP_CD
* 1058, B_AND_S_NO_CLEARING_CD
* 1059, BUYER_NO_CLEARING_CD
* 1060, SELLER_NO_CLEARING_CD
* 1061, EFP_NO_FEE_CD
* 1062, MATCH_EXCH_MANUALLY_CD
* 1063, MATCH_EXCH_COMBINATION_CD
* 1064, FUT_DS_FUT_COMBO_CD
* 1065, BLOCK_NONFINANCIAL_CP_CD
* 1066, EXCH_FOR_SWAP_OPTIONS_CD
* 1067, BLOCK_NONFINANCIAL_CP_CF
* 1070, EXCH_FOR_SWAP_OPTIONS_CF
* 1071, COMMITTED
* 1072, INTERNAL
* 1073, INTERBANK

Version: v86

01/19/2020

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT at EOD Jan. 18, 2020. (Corrected)

Production deployment will begin EOD Feb. 15, 2020, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services

Production deployment will continue at EOD Feb. 22, 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 Feb. 29, 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: v86

01/18/2020

Improvements

FIX Services

Corrected an issue on the MX exchange, where DeliveryTerm (tag 18211) and LegDeliveryTerm (tag 18212) were missing for certain products. The products impacted are:
* S&P/TSX Global Gold Index (SXA)
* S&P/TSX Capped Financials Index (SXB)
* S&P Canada 60 Index (SXF)
* S&P/TSX Capped Information Technology Index (SXH)
* S&P/TSX Capped Energy Index (SXY)

The term for these products will now be set to 'Q', Quarterly.

01/17/2020

Fixes

Autospreader

Fixed an issue with Autospreader that would cause subsequent subscriptions to an Aggregator leg to fail.

01/17/2020

Fixes

Autospreader

Fixed a rare issue where the Autospreader server could crash when attempting to process an authorization token during a network disconnect.

01/17/2020

Improvements

Autospreader Rules

Updated the shared Autospreader Rules "(TT) Minimum Increment Hedge" and "(TT) Minimum Increment Quote" to allow a smaller 'minIncrement' value to account for crypto exchanges.

01/13/2020

Improvements

Exchanges

TT now supports the ICE Bakkt contracts (BTC and BTM) soly on the ICE Futures US Digital Assets channel. Administrators must enable 'ICE Futures US Digital Assets' on the TT User Setup > User > Exchanges > ICE screen for clients to access these products.

01/10/2020

Fixes

Autospreader

Fixed an issue where Autospreader receives and leans on the direct price before the implied price which could lead to quote orders being rejected due to price brands in illiquid contracts.

01/10/2020

Improvements

Setup App

Added a new setting during account sharing, “Can assign users to child accounts” that can be used to prevent another company from adding users to the shared account. This option is enabled by default.

01/10/2020

Improvements

Setup App

Setup now allows administrators to lock values in specific user fields like Operator ID, Text TT, etc. on all the sub-accounts the user might use to route orders by using the 'Apply to all sub-accounts' checkbox in Order Tag Defaults tab.

01/10/2020

Improvements

Setup App

User Setup has added support on IDEM for Customer Order Handling Instruction (tag 1031). Administrators can set this value in the Account->Exchange->IDEM tab or under the Order Tag Defaults tab. This tag will be introduced in the SOLA 14 Upgrade on February 3rd in Production.

Note: Order Connector support for sending selected value to the exchange will be released in the near future.

01/10/2020

Improvements

Order Entry

The preview pane for TT Order Type slicer orders now shows the slice time based on the start time of the order if a start time is set.

01/10/2020

Improvements

Settings

Default order types for Order Profile rules can now be set by an Admin via the .csv upload process.

01/10/2020

Improvements

General

The preview pane for TT Order Type slicer orders now displays the refresh button icon in the lower right corner of the pane, similar to the location of the refresh icon in other grid windows.

01/10/2020

Improvements

RTD

RTD now supports WrkBuys and WrkSells fields.

01/10/2020

Improvements

Order Entry

When uploading orders from a .csv file into the Order Book, you can now define "LeftoverAction" for TT Order Types, such as TT Time Sliced. Valid values are strings of either "Leave" or "Payup". If using "Payup", then you must also populate the "LeftoverTicks" field.

01/10/2020

Improvements

Order Book

In the Order Book, you can now cancel selected orders by pressing the delete key. You must have focus on the Order Book widget and have at least one order selected for this action to be executed.

01/10/2020

Improvements

Order Entry

We have improved the way we handle enforcement of the local maximum order quantity value. Previously, if you tried to enter an order qty value for more than your locally set max qty into an order qty edit box, the qty field background color changed to light red to indicate that there is a problem with the value. But if you actually enter the order while in that red warning state, the order qty value 'snapped back' to the value of the max order qty and the order was submitted with the maximum order quantity.

Now we allow you to enter any numeric value in the order quantity field, either by direct entry or via quantity button clicks. If the value exceeds the local max order qty, the edit box still displays the red warning background. But now if you attempt to submit that order, the order does not get sent and a red error message is displayed.

01/10/2020

Improvements

Settings

Order profile rule values uploaded by an Admin from a .csv file now display to non-admin users. Previously the values were hidden with the text "Configured by your administrator". Note that these values are read only and cannot be edited by non-admin users.

01/10/2020

Improvements

Order Entry

You can now configure additional hotkeys for the Order Ticket, including ability to submit a buy or sell order, open the Profiles and Account drop downs lists and set focus on quantity, price and TextTT fields. See the documentation for more details and default keystroke combinations.

Learn More

01/08/2020

Improvements

Orders

TT FIX Order Gateway (FIX out for 3rd-party execution) has been modified to send Tag 50 on new order/change/cancel messages as the User's Username instead of numeric ID when no Operator ID default has been configured for that User in Setup.

This change was fully deployed to UAT and partially deployed to Production on Jan. 4, with the remainder of Production to be upgraded on Jan. 11. Please contact FIXIntegration@trade.tt with any questions.

01/03/2020

Improvements

TT Rest API

Added the following new Setup fields to the IP spread account risk limits:
* CancelAllowed
* PriceDrift check 1min interval ticks and percentage
* PriceDrift check 3min interval ticks and percentage
* PriceDrift check lifetime interval ticks and percentage
* Max number of orders per day

Production Release: 01/10/2020

01/03/2020

Improvements

TT Rest API

Added the following new Setup fields to the product account risk limits:
* CancelAllowed
* PriceDrift check 1min interval ticks and percentage
* PriceDrift check 3min interval ticks and percentage
* PriceDrift check lifetime interval ticks and percentage
* Max number of orders per day
* Max child slice per % of average trade size

Production Release: 01/10/2020

01/03/2020

Improvements

TT Rest API

Added the following new Setup fields to the contract account risk limits:
* CancelAllowed
* PriceDrift check 1min interval ticks and percentage
* PriceDrift check 3min interval ticks and percentage
* PriceDrift check lifetime interval ticks and percentage

Production Release: 01/10/2020

01/03/2020

Improvements

TT Rest API

Add support for restriction "TT Autohedger" to the POST /account/traderestrictions endpoint.

Production Release: 01/10/2020

01/03/2020

Fixes

Algos

Fixed an issue where the initialization process of an Algo order was significantly delayed and the order remained in Starting state. Attempts to cancel the order would update the state to Stopping until the initialization process was complete.

01/03/2020

Fixes

Algos

Fixed an issue where the Algo server was dropping the account override value after a server restart.