Release Notes

September 2020 - UAT Environment

Date Type Component Release Note

09/28/2020

Improvements

Orders

Support for the CME iLink 3.0 upgrade for Market Segment Gateway connections is now available in UAT for customer testing. Support of BrokerTec products on the new BrokerTec market segment will be added in the near future.

09/23/2020

Fixes

TT Order Types

Resolved issue with synthetic TT order types which reference market state as their start time. Fix prevents the resubmission of the order in the following session.

09/23/2020

Fixes

ADL

Resolved issue where algo recovery process can attempt to cancel expired child orders resulting in "Unknown order id" rejection. 

09/17/2020

Improvements

Score

Score users can now filter time range when selecting dates for review. Users will find the new fields under the calendar in the date picker.

09/09/2020

Fixes

Order Book

Fixed an issue that sometimes caused the Order Book to incorrectly seed and change a selected non-Limit order to 'Limit' upon modifying an unrelated parameter on the order.

09/09/2020

Fixes

Audit Trail

Fixed an issue that prevented order passing messages from appearing in the Audit Trail.

09/03/2020

Improvements

Setup App

Setup administrators can now configure the following Order Management System (OMS) Settings in the Account->Settings tab:
- Lock fill notifications on new staged orders
- Only combine orders with the same price
- Only combine orders with the same account
- Only combine orders with the same customer

09/01/2020

Improvements

Exchanges

CBOE Options (C1) are available on TT platform for trading. Please note the following :

- The available orders types are Market, Limit, Stop Limit and Stop Market.
- The Time in force supported are IOC, FOK, Day, GTC, GTD, Opening and On Close.
- The product types supported for trading are Options and Strategies.
- The price adjustment (sliding) needs to be enabled or disabled at the order port level based on the
user preference. It is enabled by default which results in the change of order display and booking
price based on the marketability with the NBBO price prevailing that time.
- If the price adjustment is enabled, the risk check and Profit/Loss calculation will be based on the price of the original order without taking adjustment in to the consideration.
- Strategy creation is enabled for CBOE with a minimum of 2 legs and a maximum of up to 12 legs for all options products traded on the exchange
- TT will support strategy (complex) instruments with Options legs only. Complex instruments with Equity leg are not in scope.

Known Issues:
- The leg fills are not published immediately for a strategy fill as the COA (Complex Order Auction) eligible orders will participate in an auction automatically. So, the latency is expected based in the auction timer.

09/01/2020

Improvements

Autospreader Rules

Added a new shared Autospreader Rule: (TT) Cancel/New Quote. This rule is designed to send a cancel request followed by a new order instead of a Cancel/Replace message. This is required on any exchange that does not support amending a working order.