Release Notes

November 2020 - UAT Environment

Date Type Component Release Note

11/26/2020

Improvements

ADL

Update made to Theo market making algos to resolve an issue where an extreme shift in the theoretical price could result in a cross between quoting orders.

This fix applies to the following algos: Single Theo, Bid/Ask Theo.

Due to the nature of this update any existing templates or Autotrader windows will need to be rebuilt.

11/26/2020

Improvements

ADL

Update made to market making algos to resolve issue with Manual Requote function. When enabled this would only allow quotes to update when the 'Requote' button was clicked.

Now quotes will update as per normal until a fill event at which point all quoting on that side of the market will be suspended until the 'Requote' button is clicked.

This fix applies to the following algos: Direct Entry, Single Theo, Bid/Ask Theo, Reference Market.

Due to the nature of this update any existing templates or Autotrader windows will need to be rebuilt.

11/23/2020

Improvements

FIX Services

Added new FIX enum values to tag 8000, "Self-Match Protection Instruction" and tag 378, "Exec Restatement Reason". Required for support of CBOE and ASX markets.

New SMP Instruction (8000) enums:
> 'S' = Cancel Smallest order (CBOE)
> 'D' = Decrement Order qty & Leaves qty of larger/Cancel smaller (CBOE)
> 'd' = Decrement Leaves qty only. Do not restate Order qty (CBOE)
> 'M' = Match (ASX)
> 'm' = Not Match (ASX)

New Exec RestatementReason (378) enums:
> 121 = GTC/GTD Restatement
> 122 = Reduction of Order Qty
> 123 = Price Sliding Reprice
> 124 = State Change

The above changes to the TT FIX XML schema files have been uploaded to the TT Help site. Clients are strongly encouraged to download and deploy the latest XML schema files from: https://library.tradingtechnologies.com/tt-fix/System_Overview.html.

Production Release: 11/23/2020

Version: v119

11/19/2020

Improvements

Setup App

Two factor authentication settings configured by the company administrator will now apply to users that are managed by the company, even if they are not employees or members of the company.

11/16/2020

Fixes

Orders

Fixed an issue that sometimes incorrectly caused Claimed care orders to be included in the Order Book status filter results.

11/16/2020

Fixes

Orders

Fixed an issue that sometimes caused cancelled care orders to display an incorrect status of Claimed.

11/16/2020

Improvements

Order Entry

You can now click on a Market Grid depth quantity and seed that value as the order quantity in order entry widgets Order Ticket or MD Trader.

11/16/2020

Improvements

Orders

You can now optionally see an alert when a new staged order is received. The alert popup window allows you to take actions on the order, e.g., claim, open an order ticket, or execute the order, along with ability to reject the new order without claiming it.

11/16/2020

Improvements

Orders

You can now upload TT Iceberg orders on Autospreader instruments from .csv files.

11/16/2020

Improvements

Order Book

You can hold and re-submit Autospreader orders from the Order Book.

11/16/2020

Improvements

Market Data

Market Grid now supports accepting Market Data agreements that require input fields.

11/16/2020

Fixes

Order Entry

Fixed an issue that sometimes caused the preview pane slice display for TT Time Duration orders do not always match what actually gets sent from the algo server.

11/16/2020

Improvements

Blocktrader

Blocktrader now supports Montreal Exchange (MX) "Committed" (1 sided) OTC orders.

11/16/2020

Fixes

Autotrader

Fixed an Autotrader issue that sometimes caused a copied tab to incorrectly remain synched with the original tab.

11/16/2020

Improvements

Order Entry

Order entry now supports the "Open/Close" field on TFEX instruments.

11/16/2020

Improvements

Spread Matrix

Spread Matrix performance is now improved when when scrolling.

11/16/2020

Improvements

Fills

The Fills widget now provides an option to include column headers when copying fill row data to the clipboard.

11/16/2020

Improvements

Fills

You can now create a manual fill for a contract with a new right click context menu option on rows in the Market Grid, Order Book and the orders pane of the Orders and Fills widget. Note that on an order row, this does not fill that order, but just creates a manual fill for that contract.

11/16/2020

Improvements

General

We have improved the messages presented when a workspace is in locked state.

11/16/2020

Improvements

Options

You can now customize tab colors in the Trade Monitor widget.

11/16/2020

Improvements

Order Entry

Order entry now supports the "Open/Close" field on ICE_L instruments.

11/16/2020

Improvements

Order Entry

The Order Ticket now displays the Exchange in the title in front of the Instrument name.

11/16/2020

Improvements

Fills

When you copy fills in the Fills widget and fills pane of the Orders and Fills widget a success message pops up in the upper right corner that says "Fills copied to clipboard" to provide feedback on the action.

11/16/2020

Improvements

Orders

We now populate "MTL" in the echo_10_dc field for Market-to-Limit orders on OM gateways where MTL is supported: HKEX, OSE, SGX and TOCOM.

11/16/2020

Improvements

Blocktrader

Blocktrader now supports CME Request for Cross along with manual and automatic RFQs.

11/06/2020

Improvements

Autospreader

Enhanced the "Lean on Indicative" function to support all exchanges which publish an indicative price..

11/06/2020

Improvements

Autospreader

Enhanced the way Autospreader monitors the market state of it's component legs to prevent GTD orders from cancelling prematurely.

11/05/2020

Improvements

Setup App

Setup administrators can now configure counterparty information for HKEX, OSE, and IDEM exchanges.

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