| Date | Type | Component | Release Note |
|---|---|---|---|
12/16/2020 |
Improvements |
FIX Services |
FIX Order Routing now supports instrument lookup by ISIN code (22=4 or 456=4) and Ticker (22=91 or 456=91). |
12/16/2020 |
Improvements |
FIX Services |
Added tag 561, RoundLot, to SecDef (d) response messages. Tag 561 replaces the previously defined custom tag 16461 that was used in 7x sec def responses. |
12/16/2020 |
Improvements |
FIX Services |
TT FIX fields User ID (18102) and TTID (10553) have been added to 35=AR, & AE messages. |
12/16/2020 |
Improvements |
FIX Services |
For TT FIX 35=AE, AR messages, the tags 571, 16963 and 16964 are restricted and may not be modified by TT FIX rules. |
12/16/2020 |
Improvements |
FIX Services |
FIX Drop Copy now supports an option to "Filter AOTC Executions & Add Compliance msgs for AOTC-triggered actions at the Exchange." When this setting is enabled, FIX Drop Copy will: |
12/16/2020 |
Improvements |
FIX Services |
When compliance feed is enabled on FIX drop copy, TT will populate all SecurityAltID types available in PDS for the instrument on 35=D/F/G/AB/AC compliance messages. |
12/16/2020 |
Fixes |
FIX Services |
Fixed an issue with instrument lookup on ICE, ICE_L that could cause Staged Orders to be rejected for a small number of instruments where an EU-based MIC was present on an ICE US instrument or vice versa. Per ICE, these combinations of MIC and ICE Market Silo are as-designed. |
12/16/2020 |
Fixes |
FIX Services |
Fixed an issue where execution reports involving rolling contracts could include incorrect reference data if the ER was sent via TT FIX on a date after the contract had rolled in PDS. |
12/16/2020 |
Improvements |
FIX Services |
FIX Order router will now route rejects due to "Instrument not Found" to the Drop Copy session. If a valid account and user exist on the order, FIX OR will use those values, otherwise, it will use the Error Account + default user. |
12/16/2020 |
Fixes |
FIX Services |
Fixed a race condition in regard to order fill updates to TextTT and other fields that sometimes caused the updated fill not to be delivered on FIX Drop Copy. |
12/16/2020 |
Plan |
FIX Services |
All FIX Services for the v134 release were initially deployed to UAT Data Centers at EOD December 15, 2020. |
12/16/2020 |
Improvements |
FIX Services |
Added a new tag, 16568, LegAvgPx, to the 555 repeating group. LegAvgPx will will be populated on Summary Spread fill execution reports. |
12/16/2020 |
Improvements |
FIX Services |
When tag 207 or 100 is provided on a recovery request, the market query is now inclusive of all synthetic markets. |
12/10/2020 |
Improvements |
Setup App |
Setup administrators can now allow users to override exchange-specific user or account fields prior to submitting an order by checking "Client Can Override" checkbox in the Order tag Defaults tab. This setting is also available in User->Exchanges and Account->Exchanges screens. If the "Client Can Override" checkbox is unchecked, values configured in Setup will be sent to the exchange |
12/10/2020 |
Improvements |
Score |
Now users can bulk clear all clusters in the list view with a single bulk review review note. This means that with one review a user can review every cluster that has been filtered for across multiple pages, dates, models, traders and accounts. |
12/10/2020 |
Improvements |
Score |
Score's Market Ladder Replay Now displays additional information at each price level. You can now see the trader's working, display, suspended and filled quantity at least price level. Note that columns will not display all fields unless there are values to populate. |
12/10/2020 |
Improvements |
Score |
New Beta Model: The Exchange Messaging Rate Limit model flags instances where a trader approaches or exceeds messaging rate limits. Note that this beta model only covers the CME family of exchanges. |
12/10/2020 |
Improvements |
Score |
Two new Beta models, Collusive Spoofing and Automated Collusive Spoofing, are now available in Score. These new models are designed to detect coordinated spoofing activity between two or more traders within the same company. The Automated Collusive Spoofing model is designed to detect potential spoofing activity where all activity is tagged as automated and the Collusive Spoofing model detects potential spoofing activity in manual or mixed trading. |
12/10/2020 |
Improvements |
Score |
Users can now customize the displayed fields in the audit trail. Additionally, dozens of additional fields are available. Note that custom audit trail preferences will be sticky until cookies are cleared. The use of a private or incognito mode in a browser will prevent custom selections from remaining sticky. |
12/09/2020 |
Improvements |
Score |
Scores Marking the Close model now covers Ice Exchange instruments with posted settlement periods. |
12/09/2020 |
Improvements |
Score |
Score Admins now have access to the investigations portion of Score. They can create, edit and add clusters to investigations involving traders and accounts that meet their account permissions criteria. |
12/09/2020 |
Fixes |
Score |
Bug fix: MTC price move calculation now moves to a tick move calculation when a settlement price is 0. |
12/09/2020 |
Improvements |
Score |
Using the "Keep Dropdown Filters Selected" radio button above the "apply filters" button will keep your trader, account, instrument and exchange filters applied when changing the selected date(s), models or product types. Previously, making a change to the selected date(s), models or product types would reset these filters. |
12/09/2020 |
Improvements |
Score |
New visual for Momentum Ignition. Trader fills (side, volume and price) are now charted over time in a new visual on the scorecard page. |
12/07/2020 |
Improvements |
Time & Sales |
Improved the performance of Time and Sales when initiating subscriptions for large numbers of instruments. |
12/07/2020 |
Improvements |
Fills |
As part of our OMS efforts we have added a new "Allocation" widget. This widget is applicable to partially filled or fully filled care orders that are in "locked" state, meaning the fills have yet to be released. We currently support two allocation methods: “Avg Price” and “Fill Prices”. We plan to support allocation to multiple accounts in the future. |
12/07/2020 |
Improvements |
Order Entry |
We no longer display the "order routing is unavailable" error message on a staged order, with or w/out a connection. Even if the connection is down, the execution trader may decide to fill the order with a manual fill. |
12/07/2020 |
Improvements |
Settings |
You can now optionally display a separator within large numeric values, e.g., thousands, millions, etc. This new global preference can be set as either a comma or a period, and does not apply to price values. |
12/07/2020 |
Improvements |
Order Entry |
When submitting an order from TTW or TT Desktop, the appropriate value for the "position_effect" flag is now only sent as part of the order if the Open/Close button is available in the order entry widget for that market. Previously the flag was always sent and defaulted to "open" if the button was unavailable. |
12/07/2020 |
Fixes |
Time & Sales |
Fixed an issue that sometimes caused Time & Sales to miss updates on strategy instruments that have been 'revived' at the exchange. |
12/07/2020 |
Fixes |
Strategy Creation |
Fixed an issue that sometimes seeded incorrect future quantity calculation for Euronext Vola Strategies. |
12/07/2020 |
Improvements |
MD Trader |
You can now optionally use the Profile selection to filter the working orders displayed on the MD Trader ladder. When filtering by profile, selecting a profile will filter orders on the price ladder, and position values will filter by account regardless of the profile selection. This new setting only applies to profiles defined in TT User Setup and is not applicable to local profiles set up in the front end either manually or uploaded via a .csv file. The setting is disabled when the Profile drop down control is not exposed in the Preferences > Orders page. |
12/07/2020 |
Improvements |
Order Book |
The global Preferences > Orders page now includes a new "Order Book modification qty seeding" preference with two options: "Original Qty" and "Working Qty". Default = Original Qty, which corresponds to existing behavior. If "Working Qty" is selected, and you have an order to buy 30 and get partially filled on 12, when you select the order in the order book, the remaining working qty (18) will seed into the upper order modification pane, instead of the original qty of 30. |
12/07/2020 |
Improvements |
Settings |
You can now designate individual accounts as "favorites" by left clicking a yellow star icon in the right side of the account dropdown list and/or in the Account List widget. Accounts marked as favorites are sorted to top in the dropdown list on order entry widgets and in the Account List widget. |
12/07/2020 |
Improvements |
Order Entry |
You can now work care orders with MD Trader. Clicking the B/S button in the Order Book on a parent care order will now launch either an Order Ticket or an MD Trader based on the users preference setting for floating order entry style. |
12/07/2020 |
Improvements |
Order Entry |
Order uploads via .csv files now supports "ChildOrderType" for TT Stop, TT Time Sliced, TT Time Duration and TT Volume Duration. Valid values are "Limit", "Market" and 'MLM". Note: "StopOrderType" should be used for TT Bracket and TT OCO. |
12/07/2020 |
Improvements |
Settings |
We have significantly improved the TTW/TT Desktop user login startup process for downloading very large amounts of Order Tag Default records (OTDs) from TT User Setup. For a user with less than 10,000 OTDs there is no change to current behavior. However, users with more than 10k OTDs will only load the first 10k records at startup. The remaining records will be downloaded on an as-needed basis. |
12/07/2020 |
Improvements |
Settings |
You can now create alerts in the Alert Manager using Originator and CurrentUser as part of the alert definition. |
12/07/2020 |
Improvements |
Settings |
You can now designate individual Order Profiles as "favorites" by left clicking a yellow star icon in the right side of the Order Profile dropdown list and/or in the Order Profile widget. Profiles marked as favorites are sorted to top in the dropdown list on order entry widgets and in the Order Profile widget. |
12/07/2020 |
Improvements |
Order Entry |
The Order Ticket SLED dropdown now only displays prefix options of "&" and "%". |
12/07/2020 |
Improvements |
Order Entry |
When creating a child order of a parent staged order the Order Ticket now honors the Clearing Account "Client Can Override" setting in TTUS. The clearing account field in the Order ticket will display a preview of the value based on the TTUS value. If the "can override" setting is enabled in TTUS, the Order Ticket will allow the user to enter a new value if desired. If the setting is not enabled, the clearing account field will be disabled. |
12/07/2020 |
Improvements |
Blocktrader |
You can now save Blocktrader widget settings as defaults. |
12/07/2020 |
Improvements |
Settings |
You can now have as many order profile widgets as you would like in as many windows as you would like. Each order profile will update every window, and a change to one will be reflected in a change to the rest. |
12/04/2020 |
Improvements |
Setup App |
Exchange parameters that are unique per user (for example, Operator ID and Authorized Trader) will now not be cloned when a user is cloned. |
12/02/2020 |
Improvements |
Autospreader |
Autospreader and Aggregator now natively enforce round lot quantities without the need to apply a custom quote or hedge rule. |
12/02/2020 |
Fixes |
Autospreader |
Autospreader to handle the 'reserve' market state for the Montreal exchange in the same manner as 'closed'. This update prevents GTC spreads containing MX instruments from being cancelled unintentionally at market close. |