July 2020 - UAT Environment

Date	Type	Component	Release Note
07/31/2020	Improvements	Autospreader	Autospreader now supports sending more order tag fields per leg using TTW Order Profiles. The list of supported fields includes text fields (A, B, C, TT), give up, order origination, order capacity, order attributes and MiFID fields. If a value is specified at the parent level (and not the leg level), then the parent value is also applied to the leg order.
07/30/2020	Improvements	TT Rest API	Added the TT Volume Slicer / Duration restriction to the following endpoints. -> /account/traderestrictions - POST (Input and Output) -> /account/{accountId} - GET -> /account/{accountId}/restrictions - GET -> /account/{accountId}/users - GET -> /accountuser - GET -> /accountuser - POST(Input and Output) -> /accountusers - POST (Input and Output) -> /user/{userId} - GET -> /user/{userId}/accounts - GET Production Release: 08/13/2020
07/29/2020	Improvements	TT Order Types	Added support for Pause/Resume for TT order types.
07/29/2020	Improvements	ADL	Added support for volume bars in the ADL Analytics block.
07/24/2020	Improvements	Score	New feature: Score users can now generate compliance reports that quantify cluster statistics firmwide and for individual traders. On the Score landing page there is a new tab next to "investigations" where users can generate new reports and review previously generated reports. After report generation users can select from a variety of statistics to display and each report section is available to download.
07/23/2020	Improvements	FIX Services	Added support for optional Tags 553, Username, & 554, Password, to Logon message in FIX 4.4 only. TT password for session authentication may optionally be sent in tag 554 or can continue to be sent in tag 96 for FIX 4.4 connections. Login authentication for FIX 4.2 sessions is unchanged. Version: v116
07/20/2020	Improvements	Autospreader Rules	Released a shared Autospreader Rule named (TT) Quote Best Bid/Ask. This rule will cancel a quote order if the price is outside the user-defined number of ticks from the inside bid/ask. The default value is to only quote at the inside bid/ask price.
07/20/2020	Improvements	FIX Services	Added support for new tags to the TradeCaptureReport messages for reporting of OTC trades. The new tags below will appear in OTC TCRs for Curve/IDEM and Euronext OTC trades initially. Support for other OTC markets will be announced at a future date. New Tags in TCR: > 1152, LegNumber > 18228, Routing Account Existing Tags added to TCR (previously in schema, but new to TCR messages): > 8016, TVTIC > 18218, TTCustomerName > 18220, BrokerID > 18221, CompanyID Version: v116
07/17/2020	Fixes	TT Rest API	Fixed an issue which resulted in an incomplete response from the GET /company/productmargins/{companyId} endpoint when more than 1000 records are returned. Production Release: 07/23/2020
07/17/2020	Fixes	ADL	The following enhancements have been made to the Market Base algo: * Cancel/ Replace is now enforced when working negative offsets to prevent referencing own orders. * Minimum liquidity requirement has now been removed allowing you to lean on a single order. * Resolved issue where ‘Attempted Cross’ alert messages could be incorrectly generated. * Resolved issue where algo uses cached prices when resuming from a paused state.
07/17/2020	Improvements	Autospreader	Updated Autospreader to notify user via Audit Trail message when a quote order has been canceled due to insufficient quantity in the hedge leg.
07/16/2020	Improvements	Setup App	Updated OSE market data groups to support the products that will move from TOCOM to OSE. Users will now see "Financial Futures/Options" and "Commodity Futures/Options" in addition to "All market data". If the "All market data" product group was allowed, the two new product groups will be allowed as well. If the "All market data" product group was blocked, the two new product groups will be blocked. "All market data" product group has been retained for smoother transition and will be removed in the next few weeks. Note that "Financial Futures/Options" represents products from OSE and "Commodity Futures/Options" represents products that are moving from TOCOM. This release introduces the configuration option. TT will announce when the feature is supported system wide.
07/16/2020	Improvements	Order Book	In the Order Book (and orders pane of the OFW) care orders now display the appropriate background color when cancelled, deleted and/or newly received with the 'new order highlight' color.
07/15/2020	Improvements	FIX Services	Added new enum value: 'A', Bloomberg Symbol, to the TT FIX XML schema for tags 22, 456 & 603 in preparation for Bloomberg symbology support in an future TT FIX release. Bloomberg symbols will not be processed on orders or sent in execution reports for v116 or prior versions of TT FIX servers. Version: v116
07/15/2020	Improvements	FIX Services	All FIX Services for the v116 release was initially deployed to UAT Data Centers at EOD July 14, 2020. Production deployment will begin EOD Aug. 7, 2020, in the following TT Data Centers only: - Sao Paulo - ALL FIX Services - Aurora, Frankfurt - A single server in each cluster will be upgraded for All FIX Services Production deployment will continue at EOD Aug. 14, 2020 in the following TT Data Centers only: - Aurora, Frankfurt - All FIX Services - Chicago, New York, London,, Singapore and Tokyo - A single server in each cluster will be upgraded for all FIX Services Production deployment will continue at EOD Aug. 21, 2020 in the following TT Data Centers only: - Chicago, New York, London, Singapore and Tokyo - All FIX Services - Hong Kong, Sydney - A single server in each cluster will be upgraded for all FIX Services Production deployment in all remaining TT Data Centers will complete EOD Aug. 28, 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: v116
07/15/2020	Fixes	FIX Services	Fixed an issue where a deadlock in FIX Market Data server was preventing sessions from connecting to the server. Version: v116
07/15/2020	Improvements	FIX Services	Modified the FIX threading model to increase the number of threads which are responsible for reading messages from socket to address issues seen in UAT when a large number of sessions are running on a single server. Version: v116
07/15/2020	Fixes	FIX Services	Fixed an issue where FIX performance was impacted when a large burst of TT product database updates was received by the FIX server. Version: v116
07/15/2020	Fixes	FIX Services	Added support for tag 8016, 'Trading Venue Trade Identifier Code', (TVTIC), to the Trade Capture Report (35=AE) message. Tag 8016 will be included on TCRs when a value is provided by the exchange. Version: v116
07/10/2020	Fixes	Autospreader	Fixed a rare Autospreader crash that would occur if the server was unable to download the exchange instrument definition.
07/10/2020	Improvements	TT Order Types	Add support for At-End->Merge, At-End->Go-To-Market, Half-Life->Go-To-Market, and Half-Life->PayUp end slice actions for Time / Volume Slicers and Time / Volume Duration.
07/10/2020	Improvements	TT Order Types	Added 'Same Side' and 'Opposite Side' to offset price type for TT order types.
07/10/2020	Improvements	TT Order Types	Deployed TT Volume Slicer and TT Volume Duration order types that allows users to slices a large quantity order into smaller disclosed orders based on trading volume.
07/10/2020	Fixes	Algos	Fixed an issue which resulted in the inability to route orders on an account under specific circumstances.
07/09/2020	Fixes	Exchanges	Some EEX contracts that were incorrectly listed as Monthly are now correctly listed as Seasonal, for example the NCG Natural Gas Season Futures products.
07/03/2020	Fixes	Aggregator	Fixed an issue with Aggregator subscribing to the leg markets which was causing additional latency when submitting new orders.
07/03/2020	Improvements	Autospreader	Autospreader now supports applying Order Tag Defaults from TTUS on the synthetic spread order for the following fields: - Exchange Account - Text Fields (A, B, C, TT) - Client ID - Executing Firm - Vendor-defined Fields 1-5 Autospreader will use the TTUS values unless a value is specified on the new order request (i.e. TTW Order Profiles) or the values in TTUS are different per leg.

Release Notes

July 2020 - UAT Environment