Release Notes

August 2020 - UAT Environment

Date Type Component Release Note

08/29/2020

Fixes

Autospreader Rules

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

08/24/2020

Improvements

Market Data

You can now use the Alert Manager to set price alerts on market data.

08/24/2020

Fixes

Blocktrader

Fixed an issue that prevented Blocktrader from not always seeding from an Order Profile. Note that order profile values, e.g., Account, Give Up, etc., will not seed the controls in Blocktrader until you also select a contract.

08/24/2020

Improvements

Order Entry

The global Preference >General > "Energy Quantities" which can be set to either "Contracts" or "Flow" now applies to ICE contracts that trade in flow, e.g., HNG S aka NG LD1 Futures. When you upgrade to this version:
- If you have this setting set to "Contracts", you will notice that products like HNG S that previously traded in quantity increments of 2500 now appear in quantity increments of 1. Note that the full quantity (2500/contract) continues to be sent to the exchange, and risk settings are not affected.
- If you have this setting set to "Flow", you will not notice a difference.

08/24/2020

Improvements

Order Entry

You can now launch floating order entry upon click on price and quantity cells in Order Book, orders pane of the Order and Fills widget, Fills widget and Audit Trail by enabling a new per widget setting of "Launch floating order entry on left click on price or quantity".

08/24/2020

Improvements

Spread Matrix

You can now launch Spread Matrix from Market Grid with just the selected rows as the legs.

08/24/2020

Improvements

Order Entry

You can now open multiple order tickets and submit them all at once with a hotkey. The hotkey can be customized and defaults to Ctrl + Shift + P

08/24/2020

Improvements

General

A new optional "Source" column is now available in Order Book, orders pane of the Orders and Fills widget, Fills widget and Audit Trail. This column displays the name of the component that placed an order such as 'TTW", ASE", Mobile", etc.

08/24/2020

Improvements

Fills

The Fills widget now provides a "Select All" checkbox to more easily select fills in all modes other than "Continuous" mode.

08/24/2020

Improvements

Time & Sales

You can now drag-and-drop instruments from Time & Sales into Market Grid, MD Trader and Chart.

08/24/2020

Improvements

Settings

Market order types and native order types are now shown/hidden in order entry drop order type down lists based on settings defined in TT User Setup. Also, accounts that are set to "Modify" only in TT User Setup are hidden in order entry account drop down lists.

08/24/2020

Improvements

Strategy Creation

The Strategy Creation widget now supports creation of strategies in the opposite buy/sell direction as required by some exchanges.

08/24/2020

Improvements

Order Entry

TT Time Duration Start/End times are now enforced to be set within any additional Precondition time parameters that are also applied.

08/24/2020

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget now restore the child order nested grouping under their parent order after a workspace refresh.

08/24/2020

Improvements

Order Entry

Order templates for TT Order Types now save/restore only the time for start/end date/time parameters. The date is saved as an offset from the current date so that these settings can be used on an everyday basis.

08/24/2020

Improvements

Blocktrader

Blocktrader now supports reporting of Delta Neutral trades on Euronext.

08/24/2020

Improvements

Positions

The Positions widget now provides an optional "P/L Realized AvgOpen" column to calculate realized P/L using the average open (buy/sell) instead of the settlement price of the previous day. This value will reset to zero (()) upon refresh and/or receiving a credit reset at session roll.

08/24/2020

Improvements

Settings

The Order Profiles widget now includes the "Text C" field.

08/24/2020

Improvements

Settings

The Preferences > Sounds page now includes the ability to define a sound to play when submitting an OTC/Block trade.

08/24/2020

Fixes

Order Entry

TT Iceberg orders now correctly prevent setting the DisplayQty to zero (0).

08/24/2020

Improvements

Market Grid

In Market Grid, when you apply custom background colors to rows, the settings color picker now displays a checkmark to indicate the currently selected color.

08/24/2020

Improvements

Order Book

The Order Book "Repeat" function now clones and seeds the order profile applied to an order as part of creating the new order.

08/24/2020

Improvements

General

A new optional "ProfileName" column is now available in Order Book, the orders pane of the Orders and Fills widget, Fills widget and Audit Trail. This column displays the order profile that is applied on an order or fill.

08/24/2020

Improvements

Time & Sales

Time and Sales now uses the PDS notification service to automatically insert new rows for newly created instruments of all types, but especially strategies.

08/24/2020

Improvements

Market Grid

Market Grid now uses the PDS notification service to automatically insert new rows for newly created instruments of all types, but especially strategies.

08/24/2020

Improvements

Strategy Creation

Strategy Creation now supports defining multiple future legs as part of creating a covered strategy.

08/24/2020

Improvements

Fills

Fill download requests from the Fills widget now adhere to the global Account preference of accounts that are either visible to you or assigned to you.

08/24/2020

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget now include an optional "FillQty" column. This column tracks the quantity of the fills for the current session and onward if you do not refresh. Upon refresh or start up, this column only shows the quantity of fills for the current session.

08/24/2020

Improvements

Order Entry

You can now submit TT Order Types as held orders. You can also Pause running TT Order Types and re-submit them when desired.

08/24/2020

Fixes

Autospreader

Fixed an issue that prevented all order profiles from appearing when Autospreader "Multi' account is selected.

08/24/2020

Improvements

Options

The Trade Monitor time column now displays trade times in the workstation's timezone.

08/24/2020

Improvements

Order Book

The Order Book now handles displaying unsolicited execution report restatements recovered by TT order connectors.

08/24/2020

Improvements

RTD

RTD FillStats now has AvgBuyPrice, AvgSellPrice and AvgOpenPrice as filterable properties.

08/24/2020

Improvements

Order Book

The Order Book and the orders pane of the Orders and Fills widget now have a new setting named "Flatten orders in "Filled" view mode". This setting defaults to OFF and filled child orders are displayed nested underneath their parent order. When this setting is ON, filled child orders will be displayed in the order in which they were filled.

08/24/2020

Improvements

Order Book

The Floating Order Book (FOB) can now optionally display the "TextA" and "TextB" columns.

08/24/2020

Improvements

MD Trader

MD Trader now provides two options for sweeping orders in the market depth: (1) Sweep w/ max Qty: Sweep the market using your maximum order quantity, and (2) Use 2nd default Qty: Submit a second default quantity in the Bid and Ask column at the price where you right-click. When using this option, you must type a quantity in the box to the right of the option.

08/24/2020

Improvements

Orders

Passed orders now play sound on fills (full or partial) for the caretaker user who accepted the passed order.

08/24/2020

Improvements

General

You can now add filter values not displayed in the column filter drop down lists. This feature is available on these columns: Contract, Product, TextA, TextB, TextC, TextTT, ClearingAcct, TTOrderID, ExchOrderID, Secondary clOrdID.

08/20/2020

Improvements

TT Order Types

For TT order types that support End Time Actions, added a new option for native market orders when Go-to-Market is selected.

08/12/2020

Improvements

FIX Services

Added support for Bloomberg Exchange Code to the NoSecurityAltID and LegSecurityAltIDGrp groups. This is being done in preparation for future support for Bloomberg symbology. The fields will not appear in any FIX messages in UAT at this time and are only present in the XML schema.

<SecurityAltIDGrp>
Field: 16207
Name: "BloombergSecurityExchange"
Type: string
Req'd: N

<LegSecurityAltIDGrp>
Field: 16616
Name: "LegBloombergSecurityExchange"
Type: string
Req'd: N

Version: v119

08/12/2020

Improvements

FIX Services

Updated FIX drop copy to ignore the environment setting in TTUS for shared users.

Version: v119

08/12/2020

Improvements

FIX Services

FIX now supports a feature where the account and user names for Introducing Broker customers will be masked and replaced by internal TT ID numbers on all Carry Broker's drop copy feeds.

Version: v119

08/12/2020

Improvements

FIX Services

TT FIX Order Routing and Drop Copy sessions now support an option to act as FIX Session Initiator during logon. This option may only be set in TTUS Session configuration at the time of session creation. Once the Logon handshake is completed, all other message flows operate identically to previously supported TT FIX Acceptor sessions.

Version: v119

08/12/2020

Improvements

FIX Services

Modified FIX Order Routing logic so that Cancel or Cancel/Replace requests will not be rejected if received before the New Order ack has been received by the TT FIX Order Router.

Version: v119

08/12/2020

Fixes

FIX Services

Fixed an issue where an extra Trade Correct Execution Report (150=G) was incorrectly sent in response to a fill update received from the exchange.

Version: v119

08/12/2020

Plan

FIX Services

All FIX Services for the v119 release was initially deployed to UAT Data Centers at EOD August 12, 2020.

Production deployment will begin EOD Sept. 11, 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 Sept. 18, 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 Sept. 25, 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 Oct.. 4, 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: v119

08/12/2020

Improvements

FIX Services

Added Out-of-Band Recovery Request params to Logon (35=A) for use with logon to the FIX Recovery service only.

All tags below are optional in the logon message and supported for Logon to Recovery server only.

Tag 916 - StartDate: UTCTimestamp of start of recovery request
Tag 917 - EndDate: UTCTimestamp of end of recovery request
Tag 207
Tag 100

If tag 207 or 100 is provided, filter the query response by the market provided.

NOTE: The custom U2 message type is still be supported as-is.

Version: v119

08/07/2020

Fixes

Algos

Fixed an issue that resulted in Algo orders getting stuck in Stopping state and not responding to cancel requests.

08/07/2020

Fixes

Algos

Fixed a race condition due to inflight fill and cancel reject that could cash an Algo server to crash.

08/07/2020

Improvements

Autospreader

Autospreader now supports submitting '+' TIFs for the spread order when all legs do not support it. Autospreader will use regular TIF for leg that doesn't support '+' TIF.

08/07/2020

Fixes

Autospreader

Fixed an issue with Autospreader GTC order getting canceled mid-week when one of the legs transitions to Closed.

08/06/2020

Improvements

Setup App

Setup administrators can choose to risk check energy products in contracts by checking the "Enforce energy limits in Contracts" checkbox for user, account or risk group limits. If this checkbox is unchecked, risk for energy products is calculated in flow. Note that this setting doesn't affect how contracts are traded.

08/06/2020

Improvements

Setup App

Setup administrators can choose to allow Bloomberg symbology to be configured on outbound execution reports by checking the "Enable Bloomberg Symbology on Outbound Messages (requires company setting)" checkbox on FIX Drop Copy and Order Routing sessions. This checkbox is off by default.
This release introduces the configuration option. TT will announce when the feature is supported system wide.