Release Notes

March 2020 - UAT Environment

Date Type Component Release Note

03/27/2020

Improvements

TT Rest API

We will be making a breaking change such that all /pds endpoints will require two new mandatory parameters: a token in the header and a requestId passed as a query string. These parameters are already mandatory for all other endpoints and discussed in detail here. Their inclusion will help in making the API more robust as well as assist us in pinpointing issues that occur. We are targeting to deploy these changes to our User Acceptance Testing (UAT) environment on June 19 and to production on June 26. Customers are advised to update and test their applications prior to the production release dates. TT will be releasing updated versions of the TT REST API sample applications by June 19.

03/27/2020

Improvements

Setup App

Setup administrators can now allow modification of exchange clearing account on a working order and filled order by checking "Modify clearing account on working orders (ASX only)" and "Modify clearing accounts on fill" checkboxes under User->Account and Account->User permissions. These permissions can also be configured under Account restrictions.

This release introduces the configuration option. TT will announce when the feature is supported system wide.

03/27/2020

Improvements

Setup App

Setup administrators can now choose to reset FIX sessions on Sunday. Previously FIX sessions were allowed to be reset Monday through Saturday.

03/26/2020

Fixes

FIX Services

Fixed an issue where a FIX Market Data session would stop sending market data but remain connected and continue sending heartbeats.

Version: v98

03/26/2020

Improvements

FIX Services

Added support for tag 818, SecondaryTradeReportID in Trade Capture Report (AE) and Trade Capture Report Ack (AR) message types.

Version: v98

03/26/2020

Improvements

FIX Services

Added support for a new TT Order Type param , TTStopChildTIFOverride, (tag 16962), type: int.

Valid values are:
1: Day
2: GTC
3: FOK
4: GTDate
5: IOC

Version: v98

03/26/2020

Improvements

FIX Services

Added support for ExchangeTicker (456=91) to SecurityAltID ,(tag 454), repeating group.

Version: v98

03/26/2020

Improvements

FIX Services

Refactored FIX Session shutdown to prevent crash on ungraceful disconnect/timeout.

Version: v98

03/26/2020

Fixes

FIX Services

Improved FIX servers for rapidly processing of large batches of order or fill updates received due to mass fill confirmations from TTW or exchange clearing updates.

Version: v98

03/26/2020

Fixes

FIX Services

Fixed an issue with security definition (35=d) messages where EEX calendar spreads could have a incorrectly formatted value in Tag 55. The issue was found in the initial v86 build that was deployed to North Am. only and does not exist in the v86 currently running in production.

Version: v98

03/26/2020

Improvements

FIX Services

On Execution Reports, TextA (16556), TextB (16557), TextC (16559) and TextTT (16558) will no longer be repeated in the StrategyParams (tag 957) repeating group, with the exception of TextA on Execution Reports from ICE and MX, which will are pending a future change to TT ICE & MX Order Connectors.

Version: v98

03/26/2020

Improvements

FIX Services

Support routing of Reject messages created by FIX Order Router to a specific Error Account, which can then be delivered via FIX drop copy or viewed in TTW Audit Trail.

Types of Rejects created by FIX Order Router:
* Account not found
* User not found
* Instrument not found
* Badly formed FIX message
* Order not in book

The Error Account can be assigned to the FIX OR session via the TT Setup GUI. Further documentation is available in the Setup section of TT Help.

Version: v98

03/26/2020

Improvements

FIX Services

When duplicate FIX sessions attempt to log in to the TT FIX server, the session with the older session start time will be terminated with tag 58=Force logout due to duplicate session detection - <session comp ID> logged in to <tt server name> at <UTC time> appearing in the logout message.

Version: v98

03/26/2020

Improvements

FIX Services

FIX Release Version is now printed in tag 58 on the "Recovery Complete" news message sent by TT after logon. Available in all FIX Session types except FIX Inbound Drop Copy.

Sample message:
8=FIX.4.2| 9=00116| 35=B| 49=TTFIX| 56=TTFIXCLIENT 34=2| 52=20200305-16:50:09.850| 148=Recovery Complete| 33=1| 58=Recovery is complete, Version 19.98.2| 10=147|

Version: v98

03/26/2020

Improvements

FIX Services

Added new field, PriceDisplayType (tag 16451), type int, to Security Definition (35=d) messages.

Consult the documentation for a list of available values.

Version: v98

Learn More

03/25/2020

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT Data Centers ex-Chicago at EOD Mar. 23, 2020. FIX Services Chicago UAT DC will remain on v86.

Production deployment will begin EOD April. 17, 2020, in the following TT Data Centers only:
- Chicago - All FIX Services
- Sao Paulo - ALL FIX Services
- Frankfurt - FIX Order Routing and Back Office services only.

Production deployment will continue at EOD April 23, 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 April 30, 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.

Production Release: 04/17/2020

Version: v98

03/25/2020

Improvements

FIX Services

Migrating FIX Services in v86 to use Product Manager Single-tier library for internal instrument downloads from PDS; replaces Product Manager server.

Production Release: 03/28/2020

Version: v86

03/20/2020

Fixes

Autospreader Rules

Fixed an issue where the Outside Throttle check of the "(TT) Quote Throttle" rule was not applied correctly.

03/20/2020

Fixes

Autospreader Rules

Fixed an issue where the Limit check of the "(TT) Inside Smart Quote with Limit" rule was not applied correctly.

03/20/2020

Improvements

Setup App

Added a new configuration option to FIX Drop Copy and Order Routing sessions to send only BD6 clearing fills for HKeX, SGX, TOCOM, OSE. The option is unchecked by default.

03/20/2020

Fixes

ADL

Fixed an issue which resulted in the inability of a specific ADL algo to route to a dedicated ASE server,

03/20/2020

Fixes

ADL

Fixed an issue where the TOCOM Post Trading market state was not considered tradable

03/20/2020

Improvements

Algos

Added support for synthetic parent spread leg fills for all TT Algos.

03/20/2020

Fixes

Algos

Fixed an issue which resulted in an incorrect value for leg_cum_qty for spread fills.

03/20/2020

Fixes

ADL

Improved the logic for infinite loop detection.

03/19/2020

Improvements

TT Rest API

Add a new endpoint POST /user/adminsettings to allow users to set the administrative settings.

Production Release: 03/20/2020

03/18/2020

Improvements

TT Rest API

Added further algo limits to the (inter)product/contract limits for risk groups.

Production Release: 03/20/2020

03/18/2020

Improvements

TT Rest API

Added the following endpoints:
-- GET /connections - gets all the connections in a given company
-- GET /connection/{connectionId} - gets all the information for a connectionId and the accounts related to that connection.
-- POST /connection/account - add accounts to an existing connection.
-- DELETE /connection/account - removes accounts assigned to an existing connection.

Production Release: 03/20/2020

03/14/2020

Improvements

FIX Services

All FIX Services for the FIX v93 release were initially deployed to UAT at EOD Mar. 7, 2020.

An updated schedule for FIX v93 production rollout will be published in the coming days.

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: 06/05/2020

Version: v93

03/13/2020

Fixes

TT Rest API

Fixed an issue which resulted in incomplete payloads from the /user/{userId}/accounts endpoint.

Production Release: 03/20/2020

03/13/2020

Improvements

TT Rest API

Increased the timeout value for all endpoints to accommodate larger payloads.

Production Release: 03/20/2020

03/13/2020

Improvements

TT Rest API

Added price reasonability properties to the following endpoints:
- /user/risklimit/contract - POST
- /user/risklimit/ipspread- POST
- /user/risklimit/product- POST
- /user/{userId} - GET
- /user/{userId}/limits - GET
- /user/{userId}/risklimits - GET

Production Release: 03/20/2020

03/13/2020

Improvements

TT Rest API

Added a new GET endpoint named /pds/productfamilies that allows users to request product family information.

Production Release: 03/20/2020

03/13/2020

Improvements

TT Rest API

Added a new GET endpoint named /company/{companyId} to allow users to query for company information by id.

Production Release: 03/20/2020

03/13/2020

Improvements

TT Rest API

Added the disablebyOrderLimit property to the /account/tradepermissions POST endpoint.

Production Release: 03/20/2020

03/13/2020

Improvements

TT Rest API

Enhanced the endpoints related to order tag defaults as follows:
- Enhanced the return payload for the GET /ordertagdefaults/profiles endpoint to include a list of accounts associated with each profile.
- Added a new GET endpoint named /ordertagdefaults/profiles/{profileIds} which takes one or more comma based profileIds.
- Added a new POST endpoint named /ordertagdefaults/profiles/accounts which takes an array of profileIds and an array of accounts per profileId.
- Added a new DELETE endpoint named /ordertagdefaults/profiles/accounts which takes an array of profileIds and an array of accounts per profileId.

Production Release: 03/20/2020

03/13/2020

Improvements

TT Rest API

Added a new POST /accountusers endpoint to allow up to 20 account-user updates to be sent in one call.

Production Release: 03/20/2020

03/13/2020

Fixes

TT Rest API

Fixed an issue that resulted in invalid JSON in the parties array of the /ledger/fills endpoint return payload.

Production Release: 03/20/2020

03/10/2020

Improvements

Market Grid

Market Grid now has optional columns "UndBuys" and "UndSells" to display undisclosed quantities of working buy and sell orders.

03/10/2020

Improvements

Performance

The Orders and Fills widget (OFW) now ignores the orders pane setting "Include orders from previous sessions" if it is checked on, and will only show current session fills for "watched" orders. This change greatly improves OFW performance by keeping current session fills in memory, and also mimics the behavior of the legacy OFW in 7.x X_TRADER.

03/10/2020

Improvements

Charts

Added a new "Trading Schedule" widget available from the chart menu, which allows you to view the daily open and close times for the product in the chart. Times can be viewed in local PC time or exchange time.

03/10/2020

Improvements

Exchanges

The ICE strategy instruments with the flag LegDealsSuppressed field=Y are now represented as Future instruments instead of being represented as Spreads. This instruments are now correctly categorized to match Webice.

Example - HHD Balmonth, HHD NextDay etc

03/10/2020

Improvements

Performance

The TT v10 release significantly improves both the TT browser and TT Desktop application memory utilization and internal performance of handling very large numbers of orders, fills and price updates under heavy loads.

03/10/2020

Improvements

Order Entry

To provide quicker access to algo templates during order entry, the Order Ticket algo template selector drop down control can now be set to always display on the ticket by enabling it via the right click "Show/Hide" menu. When checked on to "show", the template drop down control will appear on the main set of controls directly below the order type drop down control.

03/10/2020

Improvements

Fills

The Fills widget (and the middle fills pane in the Orders and Fills widget) now provides a "Price with Detail" display mode. This view aggregates fills and displays summarized quantity totals at each price level grouped by contract.

03/10/2020

Improvements

Fills

The Fills widget now provides a right click menu option to create a manual fill which launches the Position Manager widget. When Admin select this menu item the Position Manger will automatically be set to create an Admin fill.

03/10/2020

Improvements

Spread Matrix

Spread Matrix widget now displays vertical and horizontal scroll bars.

03/10/2020

Improvements

Order Book

The Order Book and Orders and Fills Widget (OFW) now highlight the ExeQty value in yellow for partially filled orders.

03/10/2020

Improvements

Settings

A new setting is now available for Order Book and Fills widgets that will highlight order and fill rows when a new order or fill occurs. The highlight color will display for the designated number of seconds. Setting the value to zero (0) seconds will retain the highlight color until you select the right click menu "Mark all as seen".

03/10/2020

Improvements

Settings

Customizable color settings have been added to the Order Book and Fills widgets. Note that Buy text and Sell text are set separately from the individual background colors for the various states of the order and fill rows.

03/10/2020

Improvements

Order Book

The floating order book (FOB) now has an optional "TrigQty" column.

03/10/2020

Improvements

Settings

The global Orders preference "Seed with market quantity" checkbox now defaults to OFF for new users.

03/10/2020

Improvements

Market Grid

The Market Grid row appearance context menu for font size and row height now indicates what size and height is currently applied.

03/10/2020

Improvements

Algo Dashboard

Algo Dashboard can now be grouped with and filter the views of other widgets such as Order Book, Fills widget and Audit Trail.

03/10/2020

Improvements

RTD

RTD now supports two new "endpoints" named "OrderStats" and "FillStats".
- "OrderStats" supports the following fields: BuyCnt, SellCnt, NetCnt, BuyWrk, SellWrk, NetWrk, BuyPos, SellPos, NetPos  
- "FillStats" supports the following fields: BuyFillCnt, SellFillCnt, NetFillCnt, BuyPos, SellPos, NetPos
To use these, first create an Order Set (or Fill Set) with whatever filters you'd like, e.g., Account, TextTT, etc. like this: =RTD("tt.rtd",,"OS","TextTT=my_text")
Then refer to that order or fill set ID, like this:  =RTD("tt.rtd",,"OrderStats", <OS_ID>, "BuyCnt") where <OS_ID> is the reference to the Order Set you created.
See the documentation for more information.

03/10/2020

Improvements

Fills

The Order Book and Fills widget now both have an optional checkbox setting to apply (or not apply) italics font styling to fills.

03/10/2020

Improvements

Settings

We have added a new global Sounds preference to treat full fills on child orders as partial fills on the parent order. With this new "Consider child order full fill as partial fill" setting enabled, a partial fill sound will play when a child order of a parent order fully fills, instead of the previous behavior of playing the full fill sound when a child order fully filled (assuming both full and partial sounds are enabled). If only full fill sounds are enabled, and partial sounds are turned off, then fills on child orders will not play ... only the full sound will play when the parent is fully filled.

03/10/2020

Improvements

Positions

The Positions widget now saves and restores filters and expand/collapse state of rows when switching between tabs.

03/10/2020

Improvements

Orders

We have renamed ExchAcct to be "ClearingAcct" in all TTW/TTD widgets, edit boxes, tooltips, hint text, etc. to make the front end consistent with the "Clearing Account" field in TTUS setup screens. We have also added a new "AltExchAcct" field as a column in Order Profiles, Order Book, Fills widget and Audit Trail. This field initially maps to the "Exchange Account" field in TTUS setup screens (tag 440) for the ICE and ICE_L exchanges. Note that now with this field added to the Order Profiles widget, local values can be defined in the front end for this field for ICE and ICE_L.

03/10/2020

Improvements

Order Entry

In the Order Ticket, you can now create a custom action button to seed the Manual Fill order type. This helps to quickly fill a parent care order with a manual fill.

03/10/2020

Improvements

Market Grid

You can now resize Market Grid to be very narrow in width.

03/10/2020

Improvements

Market Grid

In Market Grid, you can now expand/collapse all market depth rows at once (instead of one by one) by left clicking on the upper left cell of the grid to select all rows, and then click once on the plus/minus to apply that state to all rows in the grid.

03/10/2020

Improvements

Options

Added support for custom strategy creation on the Montreal Exchange (MX).

03/10/2020

Improvements

Settings

Order Profile rules can now be set for the <Default> profile by an Admin via the .csv upload process.

03/10/2020

Improvements

Fills

The Fills widget now provides an optional "OrderQty" column that is OFF by default. When enabled this column will populate when in the 'By Order" or "By Order (Summary) mode, and will display the sum of the filled qty and the remaining working qty of the order.

03/10/2020

Improvements

Market Data

Orders placed on hold no longer display their quantity in Market Grid columns for working orders.

03/10/2020

Improvements

Order Entry

When working a parent care order, the Order Ticket now hides the "Flip for Buy/Sell" functionality to ensure that child orders can only be submitted in the intended buy/sell direction.

03/10/2020

Improvements

Market Grid

Market Grid now displays the full instrument name in a tooltip upon mouse hover on the Contract cell.

03/10/2020

Improvements

Algo Dashboard

You can now minimize Algo Dashboard components such as the Algo Explorer (left pane) and the Algo Parameters (right pane) via a right click context menu. Once minimized, they can be restored by left click on the thin vertical bar.

03/10/2020

Improvements

Order Entry

When the Order Ticket is set to 'Broker mode', flipping the buy/sell direction no longer affects the price seeded in the main price control prior to changing the B/S direction.

03/09/2020

Improvements

Exchanges

1. Mexder market should be available on TT platform for trading.
2.The available orders type is Limit order with time in force as IOC and Day
3.The product types supported for trading are Futures, Options and Spreads
Known Issues -
1. As per exchange rules, the order modification does not allow increasing the order quantity. The quantity of the order could only be decreased as part of order modification.
2. The leg fills are not published automatically for a spread fill as exchange generates leg fills manually after the spread trade. So, the latency is expected.
3. The ladder for interest rates products is opposite that the conventional future products i.e. Lower bid and Higher offer prices are better prices respectively.

03/06/2020

Improvements

Setup App

When "Prevent Duplicate Orders" settings are configured on a parent account, they will now be inherited by all the sub accounts when "Apply to sub-accounts" checkbox is checked. If the settings are configured on the parent account, the sub accounts will not be able to opt out.