January 2021 - UAT Environment

Date	Type	Component	Release Note
01/27/2021	Improvements	Exchanges	The MIC code for the following ASX products are changing to "NZFX" from "XSFE". EE BB EA EC ED EG EH This is available in UAT for testing now. The production date has not been decided yet.
01/21/2021	Fixes	Autospreader	Resolved issue that can lead to excessive position reserve messaging
01/21/2021	Improvements	Exchanges	Renaming EEX Spot products, to avoid confusion when selecting these products. These will be named as follows: EEX EUA Spot / Alias: EUA Dec21 / Maturity: 12/16/2021 - as "EUA Spot Phase 3" EEX EUA Spot / Alias: EUA Spot / Maturity: 12/14/2029 - as "EUA Spot Phase 4" EEX EUAA Spot / Alias: EUAA Dec21 / Maturity: 12/16/2021 - as "EUAA Spot Phase 3" EEX EUAA Spot / Alias: EUAA Spot / Maturity: 12/14/2029 - as "EUAA Spot Phase 4" Inter-product Spread contracts for EUAA\|EUA and EUA\|EUA will also have associated legs renamed. Example: EUAA SPOT- EUA Spot Inter Product- [expDate 2021] - as "EUAA Spot Ph3 – EUA Spot Ph3 Inter Product" Example: EUA Spot-EUA Jan21 Inter-Product - [expDate 2021] - as "EUA Spot Ph3-EUA Jan21 Inter-Product"
01/20/2021	Improvements	TT Rest API	Added TVTIC (trading_venue_trade_id_code) to the /fills endpoint. (v2.0) Production Release: 01/22/2021
01/20/2021	Improvements	Market Data	Refinitiv is removing the prefix of '1' to RIC codes on CME Globex Futures and Spreads with this prefix. TT has made these updates in the UAT environment. Refinitiv is making this change to RIC codes in Production after the close on Friday, February 26th and will go into effect on Monday, February 28th. TT will update RIC codes in Production after the close on Friday, February 26th.
01/19/2021	Improvements	Aggregator	Enhancement made to the way Aggregator handles change requests to prevent scenarios where orders can become unresponsive due to a pending change.
01/19/2021	Fixes	Aggregator	Resolved issue found in simulation which could lead to Autospreader and Aggregator failing to submit orders due to a mismatch of party_id.
01/19/2021	Improvements	Autospreader	Autospreader now supports the calculation of spread prices in Yield. Please refer to our documentation for a detailed overview. Learn More
01/19/2021	Improvements	Setup App	In order to streamline workload for administrators, TT now supports 'Bulk Copy' capability in the Setup App for Order Tag Defaults. Administrators can select a profile, account or user and bulk copy all the associated Order Tag Defaults to one or more profiles, accounts or users. Resources of the same type can be copied. For example, order tag defaults associated with users cannot be copied to accounts.
01/19/2021	Improvements	Setup App	Setup administrators can now view all the accounts associated with a Risk Group from within the Risk Group tab.
01/13/2021	Improvements	Blocktrader	Blocktrader now supports Request For Cross (RFC) trades on Euronext for multi-leg instruments.
01/13/2021	Fixes	Algos	Publication of Order Tag Defaults disabled in simulation environment to prevent additional latency on order initiation.
01/13/2021	Fixes	Positions	Fixed the Positions widget that when grouped with a Fills widget the position section remains expanded and does not collapse/reset upon receiving new fills.
01/13/2021	Improvements	Order Entry	When seeding the leg prices for a manual fill on a care order for an exchange listed Crack spread, the Order Ticket now correctly seeds the second leg price based on the crack spread multiplier. For example, on a CME HO\|CL Crack spread, we seed the (first) HO leg with a market price, and seed the (second) CL leg with (HO seeded price x 42) - Crack spread price.
01/13/2021	Improvements	Settings	We have added a new "Account and User Restrictions" widget to display within a single grid a read-only view of restrictions configured in TT User Setup. The data is organized within two tabbed views, one for Accounts and another for User permissions per account, and supports sorting, filtering and exporting as .csv and/or .xlsx files.
01/13/2021	Fixes	Order Entry	Fixed an issue where clicks on the bid/ask qty values in Order Ticket did not adhere to the user's "Seed with market quantity" preference.
01/13/2021	Fixes	Orders	Fixed an issue where Cancel/Replace a held order does not work for TT order types.
01/13/2021	Fixes	General	Fixed an issue that prevented the Current User column from not filtering staged orders correctly.
01/13/2021	Improvements	General	Market Explorer now displays all available instruments when in "Advanced" mode. Previously only 5,000 instruments were presented per product.
01/13/2021	Improvements	Audit Trail	We have added a new "Audit Query" widget to define and run queries against the back end Ledger database and display the results in an Audit Trail style grid. You can save and re-run queries, "find" specific results within the returned record set, and export the results as .csv and/or .xlsx files.
01/13/2021	Fixes	General	Fixed an issue that prevented Market Explorer from populating the Term field for ICE KC strategies.
01/13/2021	Fixes	RTD	Fixed an issue that caused RTD position properties "AvgBuyPrice", "AvgSellPrice" and "AvgOpenPrice" to initialize as an empty string instead of zero.
01/13/2021	Improvements	General	The Depth widget top header section now displays the Last, LTQ, High and Low in a "stacked" arrangement.
01/13/2021	Improvements	Market Grid	Added support in Market Grid for detailed depth on ATHEX.
01/13/2021	Improvements	Order Entry	When the global Preference > Orders > "Account selection drives order profiles" is enabled, profiles that are configured for specific accounts now get displayed at the top of the profile drop down list.
01/13/2021	Improvements	General	A new optional "BBG" column is available in Market Grid, Order Book, Audit Trail and Fills widget which displays the Bloomberg product symbol when enabled for Bloomberg codes, and is empty when not. Note, because these codes are for local front end display only, these codes will not be included in downloads from fill widget, and historical filtering will not work on this column. Local filtering/sorting should function as expected.
01/13/2021	Improvements	Settings	For users in companies that are enabled for Bloomberg codes, we now provide a global preference to determine which symbol is primary and which is secondary in TTW/TT Desktop product symbol displays. If "Exchange" is Primary, the Bloomberg code will display in parenthesis immediately after the exchange symbol, e.g., "CL (CL1)" for CME Crude Oil Futures, and "BRN (CO1)" for ICE Brent Crude Futures. If Bloomberg is set as primary, the exchange code will display inside the parentheses.
01/13/2021	Improvements	Audit Trail	Audit Trail scrolling for historical records has been improved to request two (2) weeks of data at a time upon reaching the end of the current records held in the local cache.
01/13/2021	Improvements	Blocktrader	Blocktrader now allows you to set custom prices for each leg when selecting a ICE or ICE_L spread or strategy.
01/08/2021	Fixes	Market Data	On HKEX, some asset classes were incorrect, causing FIX Tag 460 to be populated with the wrong value. Asset Class values have now been corrected.
01/07/2021	Improvements	Algos	Order Tag Defaults can now be observed by synthetic parent orders. Previously these were only applied to the subsequent child orders.
01/07/2021	Improvements	ADL	Resolved issue where ADL export values were only visible to the user who launched the algo. Users who share an order book will now have visibility of algo export values.
01/07/2021	Fixes	Algos	A toast message will now be displayed for Time Duration orders if the pre-condition time settings conflict with the time settings of the time duration order. The user will be prompted to amend the pre-condition times.
01/07/2021	Fixes	ADL	Addressed a race condition that can lead to an algo failing stating 'Side Cannot be Changed' when amending the price of an order whilst in-flight to the exchange.
01/07/2021	Fixes	ADL	Resolved issue where ADL actioned two exit commands for a single virtualisation which resulted in an algojob crash.
01/07/2021	Improvements	Algos	Optimised initiation process of algo orders to make start times more consistent.
01/07/2021	Improvements	Algos	Maximum number of accounts has now been increased to 4,000 for algo server.
01/07/2021	Improvements	Algos	Order Tag Defaults are now applied to synthetic orders including their subsequent child orders.
01/07/2021	Improvements	Setup App	As of March 1 2021, all users subscribing to MEFF market data are required to sign market data agreements before being able to view market data for these markets. These agreements can be signed from the User- >Agreements tab in the Setup application. The Trade application will also prompt for a market data agreement if it is not already signed. Customers wishing to sign this agreement before the Mar 1 deadline can do so from within Setup (User- >Agreements).
01/07/2021	Improvements	Setup App	Setup administrators can now use a new feature, "Lock Sub Account" to lock the value of an exchange order tag default not only for exact matches, but also for more specific matches on child accounts. For example, locking a value that applies to all exchanges, would mean that a value configured for just the CME exchange would be ignored. Brokers that share accounts to clients, and use the “Apply to Sub Accounts” option should check the new lock option as well, unless variations are allowed.
01/07/2021	Fixes	Market Data	The 'day' in the Maturity Date field for Weekly Options on CME was incorrectly being populated with the week number instead of the correct date. This has been fixed in UAT, and will be fixed in Production on 1/29/21.

Release Notes

January 2021 - UAT Environment