Release Notes

April 2020 - UAT Environment

Date Type Component Release Note

04/29/2020

Improvements

FIX Services

All FIX Services for this release were initially deployed to UAT Data Centers at EOD Apr. 25, 2020.

Production deployment will begin EOD May 29, 2020, in the following TT Data Centers only:
- Sao Paulo - ALL FIX Services
- Chicago, Aurora, New York - A single server in each cluster will be upgraded for All FIX Services

Production deployment will continue at EOD June 5, 2020 in the following TT Data Centers only:
- Chicago, Aurora, New York- All FIX Services
- London, Frankfurt - A single server in each cluster will be upgraded for all FIX Services

Production deployment will continue at EOD June 12, 2020 in the following TT Data Centers only:
- London, Frankfurt - All FIX Services
- Hong Kong, Singapore, Sydney, Tokyo - A single server in each cluster will be upgraded for all FIX Services

Production deployment in all remaining TT Data Centers will complete EOD June 19 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: v105

04/29/2020

Improvements

FIX Services

Added FIX tag 18227, Organization, which is a an optional "custom field" defined in TT Setup that represents the User-defined name of the trader's organization.
Optional tag in D/AB/8/9 messages.

Version: v105

04/29/2020

Improvements

FIX Services

Support routing of Reject messages created by FIX Inbound Drop Copy 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 Inbound Drop Copy:
* 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 Inbound Drop Copy session via the TT Setup GUI. Further documentation is available in the Setup section of TT Help.

Version: v105

04/27/2020

Improvements

TT Rest API

The Ledger endpoints are not intended to be used as a real-time feed since there may be delays between the time at which order and fill events occur and the time when they are available via TT REST API. Applications requiring a real-time feed should use TT .NET SDK or TT FIX.

Production Release: 05/01/2020

04/27/2020

Improvements

TT Rest API

Given data transformation constraints and the continually changing states of working orders, the /orders endpoint does not support paging or returning more than 1000 orders nor will it do so in the future. Customers that have order books which exceed 1000 orders should use TT .NET SDK or TT FIX for extracting orders.

Production Release: 05/01/2020

04/24/2020

Improvements

TT Rest API

Add the ratio for each spread leg to the GET /instrument/{instrumentId} endpoint.

Production Release: 05/01/2020

04/24/2020

Improvements

TT Rest API

Added the clientOrderId parameter to the /orders endpoint.

Production Release: 05/01/2020

04/24/2020

Fixes

TT Rest API

Fixed the inter-product spread limit "Aggressive only" parameter on the GET account/{accountId}/limits, POST /account/risklimit/ipspread, and POST /user/risklimit/ipspread endpoints.

Production Release: 05/01/2020

04/24/2020

Improvements

TT Rest API

Added a new endpoint named /tradingaccountfills which provides a more efficient manner of fill extraction for cases where you need only fills from accounts for which you have trading permissions.

Production Release: 05/01/2020

04/20/2020

Improvements

Setup App

Setup administrators can now configure separate separate Max order quantity and Price reasonability limits for wholesale orders. As of this release, the wholesale max order quantity will be enforced on wholesale orders, but system-wide support for wholesale Price reasonability limits will be added in a future release. Additionally, User Limits and Account Limits reports have been updated to include new columns for wholesale limits settings.

TT will announce when wholesale price reasonability is supported system wide.

04/17/2020

Improvements

Setup App

To support optional account mapping from client accounts to TT accounts, Setup has added a new tab, "Secondary Acct Map" to the left navigation pane. Administrators can use this tab to link a client account or secondary account to a TT account and associate the secondary account to an Order Profile.

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

04/17/2020

Improvements

Setup App

Setup administrators can now mass edit exchange parameters in Order Tag Defaults in addition to values of the parameters. When editing multiple order tag default entries, the exchange value must be the same and the parameter value must be of the same type for all entries being edited. For example, multiple order tag default entries can be selected where exchange is CME and exchange parameter is Text A and the parameter can be updated to Text TT.

04/17/2020

Improvements

Score

Minor GUI update: The "View Individual Clusters" button has been moved from the top right of the cluster scorecard to the top left. Additionally, a fourth view selection icon has been added to the top left of the scorecard that has the same function as the "View Individual Clusters" button.

04/17/2020

Improvements

Score

Gui Update: Score users can now filter results by exchange

04/15/2020

Improvements

Charts

Charts have been updated with a new version of Chart IQ. Included in this update are two new drawing tools: "Fibprojection" and "Trendline".

04/07/2020

Improvements

Strategy Creation

TT will support creation of all Options strategies on the Montreal Exchange (TMX) through the Strategy Creation widget.

04/03/2020

Improvements

Setup App

FIX Sessions "Drop Copy OUT", "Security and/or Market Data", and "Drop Copy Inbound" have been renamed to "FIX Drop Copy", "FIX Market Data", and "FIX Inbound Drop Copy" respectively.

Also, "FIX Profiles" tab is now called "Fix Ruleset" and Third-party Connection has ben renamed to "FIX Order Gateway".

04/03/2020

Fixes

TT Algos

Fixed an issue where Algo Server did not return correct "fix_cl_ord_id" and "fix_orig_cl_ord_id" values.

04/03/2020

Improvements

TT Algos

Enhanced TT OCO such that a TIF for the child order may be specified when TT Stop is selected.

04/03/2020

Improvements

Algos

Added trade_date on synthetic parent trade Execution Reports if provided by the exchange for native child orders.

04/03/2020

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.